Pairs Trading under Drift Uncertainty and Risk Penalization

In this work, we study a dynamic portfolio optimization problem related to pairs trading, which is an investment strategy that matches a long position in one security with a short position in another security with similar characteristics. The relationship between pairs, called a spread, is modeled by a Gaussian mean-reverting process whose drift rate is modulated by an unobservable continuous-time, finite-state Markov chain. Using the classical stochastic filtering theory, we reduce this problem with partial information to the one with full information and solve it for the logarithmic utility function, where the terminal wealth is penalized by the riskiness of the portfolio according to the realized volatility of the wealth process. We characterize optimal dollar-neutral strategies as well as optimal value functions under full and partial information and show that the certainty equivalence principle holds for the optimal portfolio strategy. Finally, we provide a numerical analysis for a toy example with a two-state Markov chain.Comment: 24 pages, 4 figure

A realistic quantum capacitance model for quantum Hall edge state based Fabry-P\'{e}rot interferometers

In this work, the classical and the quantum capacitances are calculated for a Fabry-P\'{e}rot interferometer operating in the integer quantized Hall regime. We first consider a rotationally symmetric electrostatic confinement potential and obtain the widths and the spatial distribution of the insulating (incompressible) circular strips using a charge density profile stemming from self-consistent calculations. Modelling the electrical circuit of capacitors composed of metallic gates and incompressible/compressible strips, we investigate the conditions to observe Aharonov-Bohm (quantum mechanical phase dependent) and Coulomb Blockade (capacitive coupling dependent) effects reflected in conductance oscillations. In a last step, we solve the Schr\"odinger and the Poisson equations self-consistently in a numerical manner taking into account realistic experimental geometries. We find that, describing the conductance oscillations either by Aharanov-Bohm or Coulomb Blockade strongly depends on sample properties also other than size, therefore, determining the origin of these oscillations requires further experimental and theoretical investigation

Identification and Functional Annotation of Alternatively Spliced Isoforms

Alternative splicing is a key mechanism for increasing the complexity of transcriptome and proteome in eukaryotic cells. A large portion of multi-exon genes in humans undergo alternative splicing, and this can have significant functional consequences as the proteins translated from alternatively spliced mRNA might have different amino acid sequences and structures. The study of alternative splicing events has been accelerated by the next-generation sequencing technology. However, reconstruction of transcripts from short-read RNA sequencing is not sufficiently accurate. Recent progress in single-molecule long-read sequencing has provided researchers alternative ways to help solve this problem. With the help of both short and long RNA sequencing technologies, tens of thousands of splice isoforms have been catalogued in humans and other species, but relatively few of the protein products of splice isoforms have been characterized functionally, structurally and biochemically. The scope of this dissertation includes using short and long RNA sequencing reads together for the purpose of transcript reconstruction, and using high-throughput RNA-sequencing data and gene ontology functional annotations on gene level to predict functions for alternatively spliced isoforms in mouse and human. In the first chapter, I give an introduction of alternative splicing and discuss the existing studies where next generation sequencing is used for transcript identification. Then, I define the isoform function prediction problem, and explain how it differs from better known gene function prediction problem. In the second chapter of this dissertation, I describe our study where the overall transcriptome of kidney is studied using both long reads from PacBio platform and RNA-seq short reads from Illumina platform. We used short reads to validate full-length transcripts found by long PacBio reads, and generated two high quality sets of transcript isoforms that are expressed in glomerular and tubulointerstitial compartments. In the third chapter, I describe our generic framework, where we implemented and evaluated several related algorithms for isoform function prediction for mouse isoforms. We tested these algorithms through both computational evaluation and experimental validation of the predicted ‘responsible’ isoform(s) and the predicted disparate functions of the isoforms of Cdkn2a and of Anxa6. Our algorithm is the first effort to predict and differentiate isoform functions through large-scale genomic data integration. In the fourth chapter, I present the extension of isoform function prediction study to the protein coding isoforms in human. We used a similar multiple instance learning (MIL)-based approach for predicting the function of protein coding splice variants in human. We evaluated our predictions using literature evidence of ADAM15, LMNA/C, and DMXL2 genes. And in the fifth and final chapter, I give a summary of previous chapters and outline the future directions for alternatively spliced isoform reconstruction and function prediction studies.PHDBioinformaticsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttps://deepblue.lib.umich.edu/bitstream/2027.42/144017/1/ridvan_1.pd

PENERAPAN RELAKSASI BENSON PADA PASIEN HIPERTENSI DENGAN MASALAH KEPERAWATAN NYERI DI RUANG AZZARA 1 RUMAH SAKIT ISLAM JEMURSARI SURABAYA

Hipertensi merupakan penyakit yang sudah menjadi masalah di dunia dan merupakan penyebab utama gagal jantung, stroke, gagal ginjal. Keluhan yang sering muncul pada pasien hipertensi adalah pusing atau sakit kepala dan rasa berat pada tengkuk. Tindakan dalam menangani hipertensi dapat dilakukan dengan cara farmakologi dan nonfarmakologi. Salah satu tindakan non farmakologi yaitu dengan terapi relaksasi Benson. Tujuan penulisan ini adalah menggambarkan asuhan keperawatan pasien dengan masalah keperawatan nyeri pada kasus hipertensi dengan intervensi khusus terapi relaksasi benson. Metode yang digunakan berupa studi kasus dengan asuhan keperawatan pada satu pasien dan melakukan pengkajian, diagnosa keperawatan, rencana tindakan keperawatan, tindakan keperawatan, dan evaluasi. Pengumpulan data dilakukan dengan menggunakan metode wawancara dan pemeriksaan fisik. Setelah itu dilakukan tindakan terapi relaksasi benson. Hasil dari penerapan terapi relaksasi benson selama 3 hari berturut-turut pada pasien didapatkan adanya penurunan tingkat nyeri yang dirasakan oleh pasien. Simpulan dari studi kasus ini yaitu setelah dilakukan penerapan terapi relaksasi benson pada pasien hipertensi dengan masalah keperawatan nyeri berdampak positif pada hasil penurunan tingkat nyeri. Untuk itu diharapkan terapi relaksasi benson ini dapat diterapkan dalam asuhan keperawatan klien dengan masalah keperawatan nyeri dan dapat dilakukan oleh keluarga secara mandiri di rumah