Replacement, Reduction and Refinement of Animal Testing in the Quality Control of Human Vaccines

Vaccines are recognised as a highly cost effective tool for preventing infectious diseases. They are derived from biological sources and due to the complexity of composition and heterogeneity of products, vaccine lots undergo legally required quality control before they are released. Traditionally, laboratory animals have played an important role in quality control of vaccines and still, many laboratory animals are used in Europe for this purpose. Over the last decades, Replacement, Reduction and Refinement (3Rs) methods to classical animal tests have been developed by control authorities, academia and vaccine manufacturers. The purpose of this report is to inform the EURL ECVAM stakeholders on ongoing activities in development and validation of 3Rs methods for the quality control of vaccines for human use. The focus of the report is on methods for lot release testing (e.g. safety, pyrogenicity, potency) and projects related to the implementation of the consistency approach to established vaccines such as diphtheria, tetanus, pertussis and rabies vaccines.JRC.I.5-Systems Toxicolog

Frederick Steines, the First German Schoolmaster West of the Mississippi : A Poet

It has been my pleasure to study the life and works of Friedrich Steines to some extent. He is an interesting character for he was one of the strong pioneers on the western frontier in the days of 1834 when St. Louis was a small town. Especially is he interesting from an educational point of view because of hie progressive ideas and because he was the first German schoolmaster west of the Mississippi River. But he was not only a teacher. He has also left us a number of fine poems. It is the purpose of this paper to give something of his political background, to tell the story of hie life, to tell of his teaching experiences, and to discuss his poetry

Communicating Law - as practised by the Danish Tax Authorities, SKAT

How can we write objectively, correctly and understandably when the issue is complicated tax rules, and how can we make the information suit the needs of the end-users? These are some of the questions which the employees of SKAT have to take into consideration before sending letters, brochures and other information material to different enterprises and to the citizens of Denmark

Decarbonizing economies through carbon pricing - is there an ideal policy mix?

Explicit and implicit carbon pricing are indispensable to reduce emissions and direct economies towards carbon neutrality. This report aimed to investigate whether there is a policy mix that is the most effective in emission reduction. A cluster analysis showed that stringent market based instruments such as the CO2 tax are substantial for effective emission abatement. In a second step, a political feasibility analysis was conducted to investigate how Mexico can improve its environmental policy frameworks. This showed the importance of addressing distributional concerns and introducing country-specific steps to advance national carbon pricing strategie

Review of Differences : Rereading Beauvoir and Irigaray

Book review. Reviewed work: Differences: Rereading Beauvoir and Irigaray / Emily Anne Parker and Anne van Leeuwen (editors). - New York : Oxford University Press, 2018 (ISBN: 9780190275600).Non peer reviewe

Scaling and mean reversion in foreign exchange time series

This thesis aims to further our understanding of the statistical properties of foreign exchange rate time series. We propose a model of nominal exchange rates as following an Ornstein-Uhlenbeck process with a time-dependent reversion level and test this model against real-world data with a particular focus on the scaling properties of the series. In doing so, we aim to contribute towards the development of a stochastic model of FX rates which combines the mean-reverting behaviours predicted by economic models and trading strategies with the multifractal properties of foreign exchange time series well-known in econophysics. Our findings may be used to improve models of foreign exchange time series as well as trading strategies. The research analyses real-world foreign exchange time series and synthetic data sets and comprises the following three parts: - Part 1 explores the scaling of the volatility of exchange rates under the premise of the series having a mean-reverting component. Using simulated data, we show that our model is as good at reproducing the volatility scaling of the real data as a random walk. - Part 2 examines two aspects of Ornstein-Uhlenbeck parameter estimation. First, the accuracy of the estimators in the case of incomplete or irregular finite samples is numerically investigated. Second, a novel parameter estimation method for Ornstein-Uhlenbeck processes with unknown time-dependent reversion level is proposed, and this and an existing method are tested. Neither of these topics are well-represented in the literature, yet they have numerous applications, within and beyond the field of finance. - Part 3 calibrates our model to real-world FX data using the method proposed in Part 2. We give an empirical relationship between the calibrated parameters of the model and the way the underlying trend is defined. We show that this dependence can be described by the Hurst exponent of the series. This finding may help inform the construction of models of FX rates as well as parameter estimation and calibration methods where unknown time-dependent reversion levels are involved. This thesis contributes to science in a number of ways: - we have extended the range of intervals for which the scaling of FX volatility has been shown to hold; - we have shown that this scaling law may be compatible with a mean reversion based model of FX rates; - we have gathered some insight into the reliability of parameter estimation of the Ornstein-Uhlenbeck process under imperfect conditions; - a novel calibration method for an Ornstein-Uhlenbeck process with time-dependent mean has been proposed and an existing method has been tested; - a relationship between the calibrated parameters of a mean-reverting model of FX rates and the self-similarity of the series was found