The revival of the Baldwin effect

The idea that a genetically fixed behavior evolved from the once differential learning ability of individuals that performed the behavior is known as the Baldwin effect. A highly influential paper [G.E. Hinton, S.J. Nowlan, Complex Syst. 1, 495 (1987)] claimed that this effect can be observed in silico, but here we argue that what was actually shown is that the learning ability is easily selected for. Then we demonstrate the Baldwin effect to happen in the in silico scenario by estimating the probability and waiting times for the learned behavior to become innate. Depending on parameter values, we find that learning can increase the chance of fixation of the learned behavior by several orders of magnitude compared with the non-learning situation.     

Comparison of Value-at-Risk models using the MCS approach

This paper compares the Value-at-Risk (VaR) forecasts delivered by alternative model specifications using the Model Confidence Set (MCS) procedure recently developed by Hansen et al. (Econometrica 79(2):453–497, 2011). The direct VaR estimate provided by the Conditional Autoregressive Value-at-Risk (CAViaR) models of Engle and Manganelli (J Bus Econ Stat 22(4):367–381, 2004) are compared to those obtained by the popular Autoregressive Conditional Heteroskedasticity (ARCH) models of Engle (Econometrica 50(4):987–1007, 1982) and to the Generalised Autoregressive Score (GAS) models recently introduced by Creal et al. (J Appl Econom 28(5):777–795, 2013) and Harvey (Dynamic models for volatility and heavy tails: with applications to financial and economic time series. Cambridge University Press, Cambridge, 2013). The MCS procedure consists in a sequence of tests which permits to construct a set of “superior” models, where the null hypothesis of Equal Predictive Ability (EPA) is not rejected at a certain confidence level. Our empirical results, suggest that, during the European Sovereign Debt crisis of 2009–2010, highly non-linear volatility models deliver better VaR forecasts for the European countries as opposed to other regional indexes. Model comparisons have been performed using the \(\textsf {R}\) package MCS developed by the authors and freely available at the CRAN website.     

Self-dual sets of type (m, n) in projective spaces

In this paper we introduce and analyze the notion of self-dual k-sets of type (m, n). We show that in a non-square order projective space such sets exist only if the dimension is odd. We prove that, in a projective space of odd dimension and order q, self-dual k-sets of type (m, n), with , are of elliptic and hyperbolic type, respectively. As a corollary we obtain a new characterization of the non-singular elliptic and hyperbolic quadrics.     

Gap Functions and Lyapunov Functions

Equilibrium problems play a central role in the study of complex and competitive systems. Many variational formulations of these problems have been presented in these years. So, variational inequalities are very useful tools for the study of equilibrium solutions and their stability. More recently a dynamical model of equilibrium problems based on projection operators was proposed. It is designated as globally projected dynamical system (GPDS). The equilibrium points of this system are the solutions to the associated variational inequality (VI) problem. A very popular approach for finding solution of these VI and for studying its stability consists in introducing the so-called "gap-functions", while stability analysis of an equilibrium point of dynamical systems can be made by means of Lyapunov functions. In this paper we show strict relationships between gap functions and Lyapunov functions.     

Hybrid proximal methods for equilibrium problems

This paper concerns developing two hybrid proximal point methods (PPMs) for finding a common solution of some optimization-related problems. First we construct an algorithm to solve simultaneously an equilibrium problem and a variational inequality problem, combing the extragradient method for variational inequalities with an approximate PPM for equilibrium problems. Next we develop another algorithm based on an alternate approximate PPM for finding a common solution of two different equilibrium problems. We prove the global convergence of both algorithms under pseudomonotonicity assumptions.     

Gap functions and penalization for solving equilibrium problems with nonlinear constraints

The paper deals with equilibrium problems (EPs) with nonlinear convex constraints. First, EP is reformulated as a global optimization problem introducing a class of gap functions, in which the feasible set of EP is replaced by a polyhedral approximation. Then, an algorithm is given for solving EP through a descent type procedure, which exploits also exact penalty functions, and its global convergence is proved. Finally, the algorithm is tested on a network oligopoly problem with nonlinear congestion constraints.     

On locally finite Cpp-groups

A group G is called a Cpp-group for a prime number p, if G has elements of order p and the centralizer of every non-trivial p-element of G is a pgroup. In this paper we prove that the only infinite locally finite simple groups that are Cpp-groups are isomorphic either to PSL(2,K) or, if p = 2, to Sz(K), with K a suitable algebraic field over GF(p). Using this fact, we also give some structure theorems for infinite locally finite Cpp-groups.     

On the energy method in the non-linear theory of thin plates

Summary The equilibrium configuration of a thin plate under normal pressure is studied. A variational non-linear treatment of the problem is considered, taking into account the bending stresses and allowing large deflections.Existence, uniqueness, and regularity of solutions are obtained.

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Sommario Si studia il problema non lineare della configurazione di equilibrio di una piastra sottile caricata normalmente nel suo piano medio, tenendo conto delle tensioni di natura flessionale e in un regime di spostamenti moderatamente grandi.Con una tecnica variazionale si studiano l'esistenza, l'unicità, e la regolarità delle soluzioni del problema.

     

57Fe Mössbauer studies of oxisols

Mössbauer spectroscopy is a valuable complement to the standard analytical techniques of soil science for characterizing the iron content of soils, and for studying the mineralogical transformations that occur during pedogenesis from the point of view of the iron. The uses and limitations of Mössbauer spectroscopy in this field are illustrated by five selected examples. In each case, the starting point is a different question relating to the soil colour, mineralogy, magnetization or mode of formation.     

Importance Sampling for Continuous Time Markov Chains and Applications to Fluid Models*

In this paper we determine the asymptotically efficient change of intensity for some problems of Monte Carlo simulation involving a finite state continuous time Markov process. Firstly, the computation of probabilities of large deviations of empirical averages from their asymptotic mean; second, the computation of probabilities of crossing a large level for the corresponding additive process. We are motivated by the study of overflows in a buffer whose input is modeled as a Markov fluid.