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On the curvature of the bachelier implied volatility
No full textOur aim in this paper is to analytically compute the at-the-money second derivative of the Bachelier implied volatility curve as a function of the strike price for correlated stochastic volatility models. We also obtain an expression for the short-term limit of this second derivative in terms of the first and second Malliavin derivatives of the volatility process and the correlation parameter. Our analysis does not need the volatility to be Markovian and can be applied to the case of fractional volatility models, both with (Formula presented.) and (Formula presented.) More precisely, we start our analysis with an adequate decomposition formula of the curvature as the curvature in the uncorrelated case (where the Brownian motions describing asset price and volatility dynamics are uncorrelated) plus a term due to the correlation. Then, we compute the curvature in the uncorrelated case via Malliavin calculus. Finally, we add the corresponding correlation correction and we take limits as the time to maturity tends to zero. The presented results can be an interesting tool in financial modeling and in the computation of the corresponding Greeks. Moreover, they allow us to obtain general formulas that can be applied to a wide class of models. Finally, they provide us with a precise interpretation of the impact of the Hurst parameter H on this curvature.This research was funded by Ministerio de Ciencia e Innovación (Spain). Grant number PID2020-118339GB
La guillotina com a artefacte cultural de la literatura frenètica postrevolucionària: Una anàlisi de "Smarra, ou les démons de la nuit", de Charles Nodier
No full textTreball de Fi de Grau en Humanitats. Curs 2024-2025Directora: Teresa VinardellDesprés de la Revolució Francesa i, sobretot, el període del Terror (1793-1794), sorgeix a França l’anomenada Littérature Frenétique, que cerca d’estimular els lector a través d’històries i figures grotesques. Tot i això, aquest gènere no serà acceptat per l’acadèmia, titllant-lo de “germà violent” del Romanticisme. La sang, els monstres i les morts seran part d’una literatura de mala qualitat per a molts intel·lectuals. Ara bé, amb Smarra, ou les démons de la nuit, Charles Nodier vol crear una literatura fantàstica de culte que integri els elements rebutjats. Un d’aquests serà la guillotina, monstre de ferro de la revolució que hauria creat un trauma generacional del qual en seran fills. L’objectiu d’aquest estudi és investigar com la guillotina es converteix en un element del grotesc literari postrevolucionari, formant part d’aquesta nova literatura frenètica. Aquesta investigació es respon a través d’un estudi sobre el sorgiment i sentit de la guillotina en la Revolució i la relació de Charles Nodier amb l’instrument. Seguidament, es realitza un estudi del grotesc, des de els seus orígens fins el Romanticisme, per passar a analitzar els trets principals de la littérature frenétique, la qual és batejada per Nodier mateix. Finalment, l’estudi se centra en una anàlisi de Smarra, ou les démons de la nuit, conte publicat per primer cop l’any 1821 i que engloba tots els elements investigats en el present estudi
A novel computational framework for identifying epileptogenic networks based on functional connectivity changes
No full textEsta tesis se centra en mejorar la precisión de los objetivos quirúrgicos en pacientes con epilepsia resistente a los fármacos. Las redes cerebrales epileptogénicas exhiben cambios significativos en la conectividad durante los períodos previos a las crisis. Los modelos previos de generación de crisis respaldan una dinámica de conectividad donde la red epileptogénica intenta propagar la actividad convulsiva, mientras que otras redes intentan suprimirla. Desarrollamos una herramienta para medir los cambios de conectividad entre dos estados de red y probamos el cambio de conectividad como un posible biomarcador. Las redes que más cambiaron fueron consistentes con las resecciones quirúrgicas de los pacientes con buen pronóstico en una cohorte retrospectiva de pacientes. Además, analizamos la generación de crisis como una interacción competitiva entre redes, basándonos en conceptos de la teoría de juegos. Este marco separó por completo las cirugías exitosas de las fallidas. Por último, fuimos más allá de la conectividad por pares e introdujimos una herramienta para identificar redes funcionales basadas en patrones de actividad. En general, esta tesis proporciona herramientas prácticas para avanzar tanto en la práctica clínica como en la neurociencia básica.This Thesis focuses on improving the precision of surgical targets in drug-resistant epilepsy patients. Epileptogenic brain networks exhibit significant connectivity changes during pre-seizure periods. Previous models of seizure generation support a push-pull connectivity dynamics, with the epileptogenic network attempting to propagate seizure activity while other networks try to suppress it. We developed a tool for measuring connectivity changes between two network states and tested connectivity change as a potential biomarker. The networks that changed the most were consistent with successful surgical targets in a retrospective patient cohort, achieving accurate surgery outcome prediction. We further analyzed seizure generation as a competitive interaction between networks, drawing on game theory concepts. This framework completely separated successful and failed surgeries. Lastly, we moved beyond pairwise connectivity and introduced a tool for identifying functional networks based on distributed activity patterns. Overall, this Thesis provides practical tools for advancing the clinical practice and basic neuroscience.Programa de Doctorat en Biomedicin
Metabolomic signatures predict seven-year mortality in clinically stable COPD patients
No full textChronic Obstructive Pulmonary Disease (COPD) is a complex condition with high mortality. Early identification of patients at increased risk of death remains a major clinical challenge. This pilot study aimed to explore whether plasma metabolomic profiling could aid in the prediction of long-term (7-year) mortality and provide insight into potential underlying mechanisms. Plasma samples from 54 randomly selected stable COPD patients were analyzed using both untargeted and semi-targeted LC-MS approaches. After excluding patients with unclear death data, non-COPD-related deaths and metabolomic outliers, 41 individuals were included in the final analysis. During follow-up, 13 patients (32%) died, and 28 survived. Univariate analysis identified 12 metabolites—mainly amino acids—that differed significantly between the two groups. Functional analysis suggested a significant disruption in energy production pathways. Predictive models developed using machine learning algorithms, consisting of either ten metabolites alone or nine metabolites plus FEV1, achieved high accuracy for 7-year mortality prediction, with the latter model performing slightly better. Internal validation was conducted using five-fold cross-validation. While exploratory, these findings support the hypothesis that early metabolic alterations, particularly in energy pathways, may contribute to long-term mortality risk in stable COPD patients, and could complement traditional prognostic markers such as FEV1.This study was supported by joint funding from the Spanish Ministry of Economy and Competitiveness and the European Union (project SAF2014-54371); the Instituto de Salud Carlos III (ISCIII) and the European Union (projects PI21/00785 and M-BAE BA22/00009); SEPAR Grants (2016, and 2019); a SOCAP Grant (2020); and an unrestricted grant from Menarini Spain (2015–2019). César Jessé Enríquez-Rodríguez holds a predoctoral fellowship (PFIS, ref. FI22/00003) and a Research Personnel Mobility Grant (M-AES MV23/00012), both awarded by ISCIII and co-funded by the European Union
Lessons learned from a large-scale virtual reality experience over wi-fi
No full textData de publicació electrònica: 26-06-2025Large-scale virtual reality (VR) enables novel art forms in large physical environments. A key technical solution in such cases is to split the rendering process between a client and a streamer. In this article, we focused on the peculiarities of VR split rendering and particularly on the performance of Wi-Fi. First, we calculated the network delay budget and then conducted a set of experiments to evaluate the single-user and multi-user performance of VR split rendering systems over Wi-Fi in terms of latency. Our findings were summarized as recommendations on: i) the frame rate, ii) the encoding bitrate, iii) the signal strength, iv) the channel bandwidth, and v) the multiple access techniques. In particular, our multi-user tests highlighted cases where using the highest settings or latest features of Wi-Fi can compromise performance. Finally, we applied our recommendations to a large-scale multi-user case study that took place physically in the multi-purpose hall of our university campus and virtually in the Turret Singers environment of SteamVR Home. This article serves as a reference to the critical aspects of VR split rendering systems over Wi-Fi.This work was supported in part by the Projects MAX-RHE2022 [European Union (EU)] under Grant 101070072, in part by Wi-XR [Ministerio de Ciencia, Innovación y Universidades (MCIU)/Agencia Estatal de Investigación (AEI)/Fondo Europeo de Desarrollo Regional [Ministerio de Ciencia, Innovación y Universidades (MCIU)/Agencia Estatal de Investigación (AEI)/Fondo Europeo de Desarrollo Regional (FEDER), EU] under Grant PID2021-123995NB-I00, and in part by MCIN/AEI through Maria de Maeztu Strategic Research Program (MdM) under Grant CEX2021-001195-M
La protección jurídica del videojuego: análisis desde la propiedad intelectual e industrial
No full textTreball de Fi de Grau en Dret. Curs 2024-2025Tutora: María de la Paz Soler MasotaEste trabajo de fin de grado pretende analizar la protección jurídica del videojuego desde una doble perspectiva: la propiedad intelectual y la propiedad industrial, abordando la complejidad que presenta el videojuego por ser una obra multimedia y pluri-creativa que integra diversos elementos — software, guion, vídeo, diseño... — y que, por tanto, requiere una protección jurídica fragmentada y coordinada. A través del estudio de la legislación, la jurisprudencia y ejemplos prácticos del sector, se pretende examinar cómo se protegen los distintos componentes mediante derechos de autor, patentes, marcas, etc., así como los problemas derivados de una gestión inadecuada de los derechos de explotación.This thesis aims to analyse the legal protection of video games from a dual perspective: intellectual property and industrial property, addressing the complexity of the video game as a multimedia and pluri-creative work that integrates various elements - software, script, video, design... - and therefore requires fragmented and coordinated legal protection. Through the study of legislation, case law and practical examples from the sector, it aims to examine how the different components are protected by means of copyright, patents, trademarks, etc., as well as the problems arising from inadequate management of exploitation rights
Analyzing singing voice expressivity: Focus on singing voice musical dynamics
No full textMusical dynamics, a key expressive dimension of the singing voice, play a vital role in shaping phrasing and conveying the desired emotional impact. Despite their importance, their formalization and standardization remain limited. This work addresses these challenges by proposing methodologies to analyze and interpret dynamics from both audio and score-performance perspectives. Our approach includes: (1) Comparative Musical Dynamics Analysis – examining variations between audio performances, (2) Interpreting Musical Dynamics from Scores – analyzing curated real-world audio performances paired with scores featuring rich dynamics labels, and (3) Analyzing Listener Agreement on Perceived Dynamics – investigating the subjectivity of interpretation. To support these approaches, we curate diverse datasets, including a synthetic dataset for choral singing, score-performance datasets from performer and listener perspectives, and karaoke datasets for imitation-based dynamics analysis. Our findings reveal that while synthetic data enables controlled comparisons, real-world performances exhibit musical dynamics absent in synthetic renditions. Using Romantic-era Lieder scores, we semi-automatically curated score-performance pairs through state-of-the-art source separation and alignment techniques to train a dynamics prediction model. Collaborating with expert musicians, we annotated scores with synchronized dynamics labels and examined inter-annotator agreement using computational linguistics methods. Additionally, we developed a system to identify vocal dynamics automatically, employing structural segmentation and machine learning models trained on the Western classical Lieder corpus. A preliminary study on Hindustani music revealed dynamics variations at strong beat positions. Our findings emphasize the value of personalized models and highlight the importance of context-window size in dynamics prediction tasks.Las dinámicas musicales, una dimensión expresiva clave de la voz cantada, desempeñan un papel fundamental en la configuración del fraseo y en la transmisión del impacto emocional deseado. A pesar de su importancia, su formalización y estandarización siguen siendo limitadas. Este trabajo aborda estos desafíos proponiendo metodologías para analizar e interpretar las dinámicas tanto desde perspectivas de audio como de interpretación de partituras. Nuestro enfoque incluye: (1) Análisis Comparativo de las Dinámicas Musicales – examinando las variaciones entre diferentes interpretaciones de audio, (2) Interpretación de las Dinámicas Musicales a partir de Partituras – analizando interpretaciones de audio emparejadas con partituras que incluyen etiquetas detalladas de dinámicas, y (3) Análisis del Acuerdo entre Oyentes sobre las Dinámicas Percibidas – investigando la subjetividad en la interpretación. Para respaldar estos enfoques, curamos diversos conjuntos de datos, incluyendo un conjunto sintético para canto coral, conjuntos de datos de interpretación de partituras desde las perspectivas del intérprete y del oyente, y conjuntos de datos de karaoke para el análisis de dinámicas basado en imitación. Nuestros hallazgos revelan que, si bien los datos sintéticos permiten comparaciones controladas, las interpretaciones reales presentan dinámicas musicales ausentes en las versiones sintéticas. Usando partituras de Lieder del período romántico, curamos pares de interpretación-partitura de manera semiautomática mediante técnicas avanzadas de separación y alineación de fuentes para entrenar un modelo de predicción de dinámicas. En colaboración con músicos expertos, anotamos partituras con etiquetas de dinámicas sincronizadas y analizamos el acuerdo entre anotadores utilizando métodos de lingüística computacional. Además, desarrollamos un sistema para identificar dinámicas vocales automáticamente, empleando segmentación estructural y modelos de aprendizaje automático entrenados con el corpus de Lieder de música clásica occidental. Un estudio preliminar sobre música hindustani reveló variaciones de dinámicas en posiciones de tiempos fuertes. Nuestros hallazgos enfatizan el valor de modelos personalizados y destacan la importancia del tamaño de la ventana de contexto en las tareas de predicción de dinámicas.Programa de Doctorat en Tecnologies de la Informació i les Comunicacion
Measuring age-dependent viscoelasticity of organelles, cells and organisms with time-shared optical tweezer microrheology
No full textQuantifying the mechanical response of the biological milieu (such as the cell's interior) and complex fluids (such as biomolecular condensates) would enable a better understanding of cellular differentiation and aging and accelerate drug discovery. Here we present time-shared optical tweezer microrheology to determine the frequency- and age-dependent viscoelastic properties of biological materials. Our approach involves splitting a single laser beam into two near-instantaneous time-shared optical traps to carry out simultaneous force and displacement measurements and quantify the mechanical properties ranging from millipascals to kilopascals across five decades of frequency. To create a practical and robust nanorheometer, we leverage both numerical and analytical models to analyse typical deviations from the ideal behaviour and offer solutions to account for these discrepancies. We demonstrate the versatility of the technique by measuring the liquid-solid phase transitions of MEC-2 stomatin and CPEB4 biomolecular condensates, and quantify the complex viscoelastic properties of intracellular compartments of zebrafish progenitor cells. In Caenorhabditis elegans, we uncover how mutations in the nuclear envelope proteins LMN-1 lamin A, EMR-1 emerin and LEM-2 LEMD2, which cause premature aging disorders in humans, soften the cytosol of intestinal cells during organismal age. We demonstrate that time-shared optical tweezer microrheology offers the rapid phenotyping of material properties inside cells and protein blends, which can be used for biomedical and drug-screening applications.We would like to thank the PRBB aquatics facility for animal maintenance and the C. elegans centre (CGC, supported by the National Institutes of Health, P40 OD010440) for reagents. We thank A. Farré, E. Schäffer and the NMSB and Cell and Tissue Dynamics laboratory members for discussions. We thank P. Askjaer for C. elegans strains and the Single Molecule Biophotonics laboratory at ICFO for sharing the chemicals. M.K. acknowledges financial support from the ERC (MechanoSystems, 715243), Human Frontiers Science Program (RGP021/2023), MCIN/AEI/10.13039/501100011033/FEDER ‘A way to make Europe’ (PID2021-123812OB-I00, CNS2022-135906), ‘Severo Ochoa’ program for Centres of Excellence in R&D (CEX2019-000910-S), from Fundació Privada Cellex, Fundació Mir-Puig and from Generalitat de Catalunya through the CERCA and Research program. V.R. acknowledges financial support from the Ministerio de Ciencia y Innovacion through the Plan Nacional (PID2020-117011GB-I00) and funding from the European Union’s Horizon EIC-ESMEA Pathfinder programme 101046620 and BREAKDANCE 101072123. X.S. acknowledges funding from AGAUR (2017 SGR 324), MINECO (BIO2015-70092-R and PID2019-110198RB-I00) and the European Research Council (CONCERT, contract no. 648201). C.G.-C. acknowledges a graduate fellowship from MINECO (PRE2018-084684). IRB Barcelona and ICFO are the recipient of a Severo Ochoa Award of Excellence from MINECO (Government of Spain)
International juridical double taxation and individuals' ability to pay in the light of EU law
No full textAccording to the CJEU’s case law, the tax disadvantage suffered by taxpayers in a cross-border situation arising from international juridical double taxation does not constitute a forbidden obstacle to free movement because it is a consequence of Member States’ definition of tax jurisdiction. Nevertheless, from an ability-to-pay perspective, this disadvantage may also be perceived as resulting from a Member State’s exercise of taxing powers in a discriminatory or restrictive way. From this perspective, the issue is no longer whether international juridical double taxation is compatible with the EU law but whether disregarding taxpayers’ overall ability in cross-border situations is in accordance with the EU law, given the evolution of the CJEU’s case law on the matter, in particular, concerning the consideration of expenses related to economic activity and personal and family circumstances.
This research aims to address this perspective of international juridical double taxation by assessing the relevance of taxpayers’ overall ability to pay in the light of EU law through an exhaustive analysis of the CJEU’s case law in cases in which international juridical double taxation was not eliminated and in which, despite being eliminated, taxpayers’ ability to pay was undermined in the process.Según la jurisprudencia del TJUE, la desventaja fiscal sufrida por los contribuyentes en situación transfronteriza derivada de la doble imposición jurídica internacional no constituye un obstáculo prohibido a la libre circulación por ser una consecuencia de la definición de la jurisdicción fiscal de los Estados miembros. Sin embargo, desde la perspectiva de la capacidad contributiva, esta desventaja también puede percibirse como resultado del ejercicio de los poderes tributarios de un Estado miembro de una forma discriminatoria o restrictiva. Desde esta perspectiva, no se trata de analizar si la doble imposición jurídica internacional es compatible con el Derecho de la UE, sino de determinar si la no consideración de la capacidad contributiva global de los contribuyentes en situación transfronteriza es conforme al Derecho de la UE, dada la evolución de la jurisprudencia fiscal del TJUE en la materia. En particular, en relación con la renta neta y los gastos personales y familiares.
Esta investigación pretende abordar esta perspectiva de la doble imposición jurídica internacional, evaluando la relevancia de la capacidad contributiva global de los contribuyentes a la luz del Derecho de la UE, a través de un exhaustivo análisis de la jurisprudencia del TJUE en aquellos casos en que la doble imposición jurídica internacional no ha sido eliminada y en los que, siendo eliminada, se vulneró en el proceso la capacidad contributiva.Programa de doctorat en Dre