Theoretical Sensitivity Analysis for Quantitative Operational Risk Management

We study the asymptotic behavior of the difference between the values at risk VaR(L) and VaR(L+S) for heavy tailed random variables L and S for application in sensitivity analysis of quantitative operational risk management within the framework of the advanced measurement approach of Basel II (and III). Here L describes the loss amount of the present risk profile and S describes the loss amount caused by an additional loss factor. We obtain different types of results according to the relative magnitudes of the thicknesses of the tails of L and S. In particular, if the tail of S is sufficiently thinner than the tail of L, then the difference between prior and posterior risk amounts VaR(L+S) - VaR(L) is asymptotically equivalent to the expectation (expected loss) of S.Comment: 21 pages, 1 figure, 4 tables, forthcoming in International Journal of Theoretical and Applied Finance (IJTAF

On Symbolic Ultrametrics, Cotree Representations, and Cograph Edge Decompositions and Partitions

Symbolic ultrametrics define edge-colored complete graphs K_n and yield a simple tree representation of K_n. We discuss, under which conditions this idea can be generalized to find a symbolic ultrametric that, in addition, distinguishes between edges and non-edges of arbitrary graphs G=(V,E) and thus, yielding a simple tree representation of G. We prove that such a symbolic ultrametric can only be defined for G if and only if G is a so-called cograph. A cograph is uniquely determined by a so-called cotree. As not all graphs are cographs, we ask, furthermore, what is the minimum number of cotrees needed to represent the topology of G. The latter problem is equivalent to find an optimal cograph edge k-decomposition {E_1,...,E_k} of E so that each subgraph (V,E_i) of G is a cograph. An upper bound for the integer k is derived and it is shown that determining whether a graph has a cograph 2-decomposition, resp., 2-partition is NP-complete

Associations between long-term exercise participation and lower limb joint and whole-bone geometry in young and older adults

Introduction: Features of lower limb bone geometry are associated with movement kinematics and clinical outcomes including fractures and osteoarthritis. Therefore, it is important to identify their determinants. Lower limb geometry changes dramatically during development, partly due to adaptation to the forces experienced during physical activity. However, the effects of adulthood physical activity on lower limb geometry, and subsequent associations with muscle function are relatively unexplored. Methods: 43 adult males were recruited; 10 young (20–35 years) trained i.e., regional to world-class athletes, 12 young sedentary, 10 older (60–75 years) trained and 11 older sedentary. Skeletal hip and lower limb geometry including acetabular coverage and version angle, total and regional femoral torsion, femoral and tibial lateral and frontal bowing, and frontal plane lower limb alignment were assessed using magnetic resonance imaging. Muscle function was assessed recording peak power and force of jumping and hopping using mechanography. Associations between age, training status and geometry were assessed using multiple linear regression, whilst associations between geometry and muscle function were assessed by linear mixed effects models with adjustment for age and training. Results: Trained individuals had 2° (95% CI:0.6°–3.8°; p = 0.009) higher femoral frontal bowing and older individuals had 2.2° (95% CI:0.8°–3.7°; p = 0.005) greater lateral bowing. An age-by-training interaction indicated 4° (95% CI:1.4°–7.1°; p = 0.005) greater acetabular version angle in younger trained individuals only. Lower limb geometry was not associated with muscle function (p > 0.05). Discussion: The ability to alter skeletal geometry via exercise in adulthood appears limited, especially in epiphyseal regions. Furthermore, lower limb geometry does not appear to be associated with muscle function

SAMPI: Protein Identification with Mass Spectra Alignments

BACKGROUND: Mass spectrometry based peptide mass fingerprints (PMFs) offer a fast, efficient, and robust method for protein identification. A protein is digested (usually by trypsin) and its mass spectrum is compared to simulated spectra for protein sequences in a database. However, existing tools for analyzing PMFs often suffer from missing or heuristic analysis of the significance of search results and insufficient handling of missing and additional peaks. RESULTS: We present an unified framework for analyzing Peptide Mass Fingerprints that offers a number of advantages over existing methods: First, comparison of mass spectra is based on a scoring function that can be custom-designed for certain applications and explicitly takes missing and additional peaks into account. The method is able to simulate almost every additive scoring scheme. Second, we present an efficient deterministic method for assessing the significance of a protein hit, independent of the underlying scoring function and sequence database. We prove the applicability of our approach using biological mass spectrometry data and compare our results to the standard software Mascot. CONCLUSION: The proposed framework for analyzing Peptide Mass Fingerprints shows performance comparable to Mascot on small peak lists. Introducing more noise peaks, we are able to keep identification rates at a similar level by using the flexibility introduced by scoring schemes

Ultrametric spaces of branches on arborescent singularities

Let $S$ be a normal complex analytic surface singularity. We say that $S$ is arborescent if the dual graph of any resolution of it is a tree. Whenever $A,B$ are distinct branches on $S$, we denote by $A \cdot B$ their intersection number in the sense of Mumford. If $L$ is a fixed branch, we define $U_L(A,B)= (L \cdot A)(L \cdot B)(A \cdot B)^{-1}$ when $A \neq B$ and $U_L(A,A) =0$ otherwise. We generalize a theorem of P{\l}oski concerning smooth germs of surfaces, by proving that whenever $S$ is arborescent, then $U_L$ is an ultrametric on the set of branches of $S$ different from $L$. We compute the maximum of $U_L$, which gives an analog of a theorem of Teissier. We show that $U_L$ encodes topological information about the structure of the embedded resolutions of any finite set of branches. This generalizes a theorem of Favre and Jonsson concerning the case when both $S$ and $L$ are smooth. We generalize also from smooth germs to arbitrary arborescent ones their valuative interpretation of the dual trees of the resolutions of $S$. Our proofs are based in an essential way on a determinantal identity of Eisenbud and Neumann.Comment: 37 pages, 16 figures. Compared to the first version on Arxiv, il has a new section 4.3, accompanied by 2 new figures. Several passages were clarified and the typos discovered in the meantime were correcte

Randomized, double blind study of non-excitatory, cardiac contractility modulation electrical impulses fr symptomatic heart failure

AIMS: We performed a randomized, double blind, crossover study of cardiac contractility modulation (CCM) signals in heart failure patients. METHODS AND RESULTS: One hundred and sixty-four subjects with ejection fraction (EF) < 35% and NYHA Class II (24%) or III (76%) symptoms received a CCM pulse generator. Patients were randomly assigned to Group 1 (n = 80, CCM treatment 3 months, sham treatment second 3 months) or Group 2 (n = 84, sham treatment 3 months, CCM treatment second 3 months). The co-primary endpoints were changes in peak oxygen consumption (VO2,peak) and Minnesota Living with Heart Failure Questionnaire (MLWHFQ). Baseline EF (29.3 +/- 6.7% vs. 29.8 +/- 7.8%), VO2,peak (14.1 +/- 3.0 vs. 13.6 +/- 2.7 mL/kg/min), and MLWHFQ (38.9 +/- 27.4 vs. 36.5 +/- 27.1) were similar between the groups. VO2,peak increased similarly in both groups during the first 3 months (0.40 +/- 3.0 vs. 0.37 +/- 3.3 mL/kg/min, placebo effect). During the next 3 months, VO2,peak decreased in the group switched to sham (-0.86 +/- 3.06 mL/kg/min) and increased in patients switched to active treatment (0.16 +/- 2.50 mL/kg/min). MLWHFQ trended better with treatment (-12.06 +/- 15.33 vs. -9.70 +/- 16.71) during the first 3 months, increased during the second 3 months in the group switched to sham (+4.70 +/- 16.57), and decreased further in patients switched to active treatment (-0.70 +/- 15.13). A comparison of values at the end of active treatment periods vs. end of sham treatment periods indicates statistically significantly improved VO2,peak and MLWHFQ (P = 0.03 for each parameter). CONCLUSION: In patients with heart failure and left ventricular dysfunction, CCM signals appear safe; exercise tolerance and quality of life (MLWHFQ) were significantly better while patients were receiving active treatment with CCM for a 3-month period

Making Space, Making Place: Digital Togetherness and the Redefinition of Migrant Identities Online

Immigrants have played a fundamental role in shaping the life and form of urban public spaces for generations. Their efforts, as many scholars have observed, mostly aimed at creating places of comfort in new and sometimes hostile receiving countries. In recent years, the combined contribution of the built environment and screen-based experiences have shaped migrants’ sense of community and belonging, thus making the concept of online community central to ideas about space and public life. Drawing upon a 3-year online ethnography, the article discusses to what extent new media constitute spaces of digital togetherness, where diasporic experiences and transnational identities are constructed and negotiated. It presents a transnational model of creative media consumption, which helps give insight as to how diasporas and ethnic minorities contribute to the transformation of public space in the Digital Age

Promoting axonal regeneration following nerve surgery: a perspective on ultrasound treatment for nerve injuries

Nerve injury is often associated with limited axonal regeneration and thus leads to delayed or incomplete axonal reinnervation. As a consequence of slow nerve regeneration, target muscle function is often insufficient and leads to a lifelong burden. Recently, the diagnosis of nerve injuries has been improved and likewise surgical reconstruction has undergone significant developments. However, the problem of slow nerve regeneration has not been solved. In a recent meta-analysis, we have shown that the application of low-intensity ultrasound promotes nerve regeneration experimentally and thereby can improve functional outcomes. Here we want to demonstrate the experimental effect of low intensity ultrasound on nerve regeneration, the current state of investigations and its possible future clinical applications