To split or not to split: Capital allocation with convex risk measures

Convex risk measures were introduced by Deprez and Gerber (1985). Here the problem of allocating risk capital to subportfolios is addressed, when aggregate capital is calculated by a convex risk measure. The Aumann-Shapley value is proposed as an appropriate allocation mechanism. Distortion-exponential measures are discussed extensively and explicit capital allocation formulas are obtained for the case that the risk measure belongs to this family. Finally the implications of capital allocation with a convex risk measure for the stability of portfolios are discussed

Proceedings of the First Karlsruhe Service Summit Workshop - Advances in Service Research, Karlsruhe, Germany, February 2015 (KIT Scientific Reports ; 7692)

Since April 2008 KSRI fosters interdisciplinary research in order to support and advance the progress in the service domain. KSRI brings together academia and industry while serving as a European research hub with respect to service science. For KSS2015 Research Workshop, we invited submissions of theoretical and empirical research dealing with the relevant topics in the context of services including energy, mobility, health care, social collaboration, and web technologies

System Qualities Ontology, Tradespace and Affordability (SQOTA) Project – Phase 4

This task was proposed and established as a result of a pair of 2012 workshops sponsored by the DoD Engineered Resilient Systems technology priority area and by the SERC. The workshops focused on how best to strengthen DoD’s capabilities in dealing with its systems’ non-functional requirements, often also called system qualities, properties, levels of service, and –ilities. The term –ilities was often used during the workshops, and became the title of the resulting SERC research task: “ilities Tradespace and Affordability Project (iTAP).” As the project progressed, the term “ilities” often became a source of confusion, as in “Do your results include considerations of safety, security, resilience, etc., which don’t have “ility” in their names?” Also, as our ontology, methods, processes, and tools became of interest across the DoD and across international and standards communities, we found that the term “System Qualities” was most often used. As a result, we are changing the name of the project to “System Qualities Ontology, Tradespace, and Affordability (SQOTA).” Some of this year’s university reports still refer to the project as “iTAP.”This material is based upon work supported, in whole or in part, by the U.S. Department of Defense through the Office of the Assistant of Defense for Research and Engineering (ASD(R&E)) under Contract HQ0034-13-D-0004.This material is based upon work supported, in whole or in part, by the U.S. Department of Defense through the Office of the Assistant of Defense for Research and Engineering (ASD(R&E)) under Contract HQ0034-13-D-0004

ACUTE STRESS, BUT NOT CORTICOSTERONE, FACILITATES ACQUISITION OF PAIRED ASSOCIATES LEARNING ASSESSED IN RATS USING TOUCHSCREEN-EQUIPPED OPERANT CONDITIONING CHAMBERS

Acute stress is well known to influence learning and memory tasks in humans and rodents, enhancing performance in some instances while impairing it in others. Across species, subjects preferentially employ striatal mediated stimulus-response strategies in spatial memory tasks following stress, making use of fewer hippocampal based strategies which are thought to be more cognitively demanding. Previous research has demonstrated that the acquisition of rodent paired associates learning (PAL) relies primarily on the striatum, while later task performance can be impaired through hippocampal disruption. Therefore, we sought to explore whether the acquisition of this task could be enhanced by acute stress. Male Long-Evans rats were trained to a predefined criterion in PAL and were subjected to either a single session of restraint stress (30 min) or injection of corticosterone (CORT; 3 mg/kg). Daily performance was then monitored for one week. We found that only the animals subjected to restraint stress performed with higher accuracy and task efficiency, when compared to untreated controls. These results suggest that while acute stress enhances the acquisition of PAL, CORT alone does not. This may be due to differences which have been identified between these treatments and their ability to produce sufficient catecholamine release in the amygdala, a requirement for stress effects on memory. However, as the effect of restraint stress was moderate and not significantly improved over CORT, these results should be interpreted with caution until these findings are replicated

How mRNA localization and protein synthesis sites influence dendritic protein distribution and dynamics

In this issue ofNeuron,Fonkeu et al. (2019)present a mathematical model of mRNA and protein synthesis,degradation, diffusion, and trafficking in neuronal dendrites. The model can predict the spatial distributionand temporal dynamics of proteins along dendrites. The authors use the model to account forin situimagingdata of CaMKII⍺mRNA and protein in hippocampal neurons

Integrated Frameworks for Effective Multi-criteria Decision Making in Reliability Centred Maintenance of Industrial Machines

No abstract availabl

From Geometry to Numerics: interdisciplinary aspects in mathematical and numerical relativity

This article reviews some aspects in the current relationship between mathematical and numerical General Relativity. Focus is placed on the description of isolated systems, with a particular emphasis on recent developments in the study of black holes. Ideas concerning asymptotic flatness, the initial value problem, the constraint equations, evolution formalisms, geometric inequalities and quasi-local black hole horizons are discussed on the light of the interaction between numerical and mathematical relativists.Comment: Topical review commissioned by Classical and Quantum Gravity. Discussion inspired by the workshop "From Geometry to Numerics" (Paris, 20-24 November, 2006), part of the "General Relativity Trimester" at the Institut Henri Poincare (Fall 2006). Comments and references added. Typos corrected. Submitted to Classical and Quantum Gravit