Support vector machines (SVMs) are a new nonparametric tool for regression estimation. We will use this tool to estimate the parameters of a GARCH model for predicting the conditional volatility of stock market returns. GARCH models are usually estimated using maximum likelihood (ML) procedures, assuming that the data are normally distributed. In this… (More)
Tertiary to present deformation in the interior of the Iberian Peninsula reflects spatial and temporal variations of the activity of the plate boundaries. Local deformation patterns observed in many of the numerous intraplate Tertiary basins and their borders, such as the Madrid Basin and the Sierra de Altomira, are at first sight incompatible with the… (More)
The aim of this research is to analyse the effectiveness of the Chicago Board Options Exchange Market Volatility Index (VIX) when used with Support Vector Machines (SVMs) in order to forecast the weekly change in the S&P 500 index. The data provided cover the period between 3 January 2000 and 30 December 2011. A trading simulation is implemented so that… (More)
The wavelet packet transform gives information in both the time and frequency domains, and it is very useful for describing nonstationary signals like seismograms. Moreover, this structure is dependent on the signal under study; hence we can choose the time–frequency decomposition more appropriate for every signal. In this article, we propose a new method… (More)
The marine sponge Petrosia weinbergi was found to contain isofucosterol and clionasterol as its major sterols. The rare cyclopropyl sterol (24S,28S)-24,28-methylenestigmast-5-en-3beta-ol, previously detected as only 0.07% of the total sterols of a pelagophytic alga Pulvinaria sp., made up 6.6% of the total sterols. These sterols are believed to be the… (More)
The design and test of a frequency channel selection MEMS filter implemented on a commercial CMOS technology is presented. Mechanical coupling between two clamped-clamped beams is used to obtain 0.5% frequency bandwidth in a tunable 26 MHz bandpass filter with a very low bandpass distortion (less than 0.1 dB), which makes the filter suitable for wireless… (More)
Short-period seismographs of the vertical component have a frequency response similar to a bandpass filter with a low cutoff frequency around 1 Hz. This instrument's response distorts in some way the interesting signal that arrives at the sensor. In this case, the aim of the deconvolution is at recover the signal as it arrives at the sensor, since this… (More)
A new cyclopropane-containing sterol was isolated from the marine sponge Cribrochalina vasculum. The new sterol was characterized by nuclear magnetic resonance and mass spectrometry and the structure was shown to be (23R,24S,28R)-dihydrocalysterol. Implications concerning the biosynthesis of cyclopropane and cyclopropene sterols in sponges are discussed.