Financial signal processing: a self calibrating model

Previous work on multifactor term structure models has proposed that the short rate process is a function of some unobserved diffusion process. We consider a model in which the short rate process is a function of a Markov chain which represents the 'state of the world'. This enables us to obtain explicit expressions for the prices of zero-coupon bonds and other securities. Discretizing our model allows the use of signal processing techniques from Hidden Markov Models. This means we can estimate not only the unobserved Markov chain but also the parameters of the model, so the model is self-calibrating. The estimation procedure is tested on a selection of U.S. Treasury bills and bonds.Bonds

Deconstructing therapy outcome measurement with Rasch analysis of a measure of general clinical distress: the Symptom Checklist-90-Revised

Rasch analysis was used to illustrate the usefulness of item-level analyses for evaluating a common therapy outcome measure of general clinical distress, the Symptom Checklist-90-Revised (SCL-90-R; Derogatis, 1994). Using complementary therapy research samples, the instrument's 5-point rating scale was found to exceed clients' ability to make reliable discriminations and could be improved by collapsing it into a 3-point version (combining scale points 1 with 2 and 3 with 4). This revision, in addition to removing 3 misfitting items, increased person separation from 4.90 to 5.07 and item separation from 7.76 to 8.52 (resulting in alphas of .96 and .99, respectively). Some SCL-90-R subscales had low internal consistency reliabilities; SCL-90-R items can be used to define one factor of general clinical distress that is generally stable across both samples, with two small residual factors

Lieb-Thirring inequalities for Schr\"odinger operators with complex-valued potentials

Inequalities are derived for power sums of the real part and the modulus of the eigenvalues of a Schr\"odinger operator with a complex-valued potential.Comment: 9 pages; typos correcte

Vegetated Infrastructure for Urban Stormwater Management: Advances in Understanding, Modeling and Design

There are many documented environmental benefits to concentrating populations in cities. However, the impermeable nature of modern urban landscapes, which has been created by roads, buildings, and paved public spaces, has altered the natural cycle of water through today’s cities. As a result, a greater fraction of rainfall becomes runoff, creating stormwater pollution that degrades the very host environments needed to support city living. One attractive approach to urban stormwater management is the use of engineered and non-engineered vegetative systems to reduce the amount of rainfall that becomes runoff. When one considers the vast number of vegetative systems needed to bring about significant change, along with the variety of environmental niches in the urban landscape, it is clear that an array of “greening” strategies are needed. In turn, accurate performance data and models of these strategies are necessary to appropriately inform design and policy decisions. The research presented in this dissertation focuses on advancing the understanding, modeling, and design of three types of vegetated infrastructure with potential to address urban stormwater challenges: extensive green roofs, street trees, and vine canopies. The first research focus examines a nuance to a well-developed and well-studied technology: the extensive green roof. Nearly four years of environmental and runoff monitoring data from two full-scale extensive green roofs are used to determine how the time of year impacts hydrologic performance while considering the covariates of antecedent dry weather period, potential evapotranspiration and storm event size. Comparisons are made between thick and thin extensive green roof systems, and novel models are presented which account for seasonal variability. The second research focus evaluates the absorptive capacity of an existing type of urban vegetation: the street tree. In particular, this work looks at the permeability and infiltration capacity of the tree pit’s soil surface, which is often a controlling factor in the hydrologic performance of street trees. The resulting model links physical features of the tree pit to its ability to absorb water. Furthermore, the results indicate two simple, low-cost management strategies to improve urban stormwater capture via street trees. The third research focus explores the stormwater management potential for a new type of vegetated infrastructure: the horizontal vine canopy. Hydrologic performance data from sixteen vine canopies grown on a New York City rooftop are used to determine the capacity of the vines to retain stormwater, return water to the atmosphere via transpiration, and grow in the harsh rooftop conditions. Models and coefficients describing stormwater capture and plant transpiration are then presented and used to estimate the potential capacity of vine canopies to contribute to urban stormwater management. Exploration into new forms of vegetated infrastructure and facets of existing urban vegetation through the perspective of stormwater management has resulted in valuable findings and experimental methodologies. In several instances, these studies required new measuring equipment or sampling procedures, which were developed, validated, and made available for future research

Nambu-Goldstone Modes in Gravitational Theories with Spontaneous Lorentz Breaking

Spontaneous breaking of Lorentz symmetry has been suggested as a possible mechanism that might occur in the context of a fundamental Planck-scale theory, such as string theory or a quantum theory of gravity. However, if Lorentz symmetry is spontaneously broken, two sets of questions immediately arise: what is the fate of the Nambu-Goldstone modes, and can a Higgs mechanism occur? A brief summary of some recent work looking at these questions is presented here.Comment: 6 pages. Presented at the meeting "From Quantum to Cosmos," Washington, D.C., May 2006; published in Int. J. Mod. Phys. D16:2357-2363, 200

From a Census of 680,000 Street Trees to Smart Stormwater Management: A Study of Efficacy and Economics of Street Tree Guards in New York City

Green Infrastructure (GI) is a strategy of incorporating a distributed network of eco-technical systems that retain and detain stormwater to improve the hydrology of developed landscapes. GI is particularly needed in urban environments where roads, buildings, parking areas, and paved public spaces create a hardscape that results in rainfall rapidly running off and subsequently polluting natural waterways. However, the same dense, built-up environment that necessitates GI also creates a barrier to installing the amount of GI needed to meaningfully alter urban hydrologic behavior. Although a wide array of systems have been developed to fit in different urban niches, as exemplified by sedum green roofs, bioswales, rain gardens, rainwater harvesting, and permeable paving, many can be costly and difficult to integrate at scale. Thus, measuring and optimizing the performance of existing urban vegetation represents an important area of focus for stormwater management and offers potential for more economical use of resources allocated for GI. This paper focuses on examining the role of urban street trees in stormwater management

Effect of praziquantel treatment of Schistosoma mansoni during pregnancy on immune responses to schistosome antigens among the offspring: results of a randomised, placebo-controlled trial.

BACKGROUND: Offspring of women with schistosomiasis may exhibit immune responsiveness to schistosomes due to in utero sensitisation or trans-placental transfer of antibodies. Praziquantel treatment during pregnancy boosts maternal immune responses to schistosome antigens and reduces worm burden. Effects of praziquantel treatment during pregnancy on responses among offspring are unknown. METHODS: In a trial of anthelminthic treatment during pregnancy in Uganda (ISRCTN32849447; http://www.controlled-trials.com/ISRCTN32849447/elliott), offspring of women with Schistosoma mansoni were examined for cytokine and antibody responses to schistosome worm (SWA) and egg (SEA) antigen, in cord blood and at age one year. Relationships to maternal responses and pre-treatment infection intensities were examined, and responses were compared between the offspring of women who did, or did not receive praziquantel treatment during pregnancy. RESULTS: Of 388 S. mansoni-infected women studied, samples were obtained at age one year from 215 of their infants. Stool examination for S. mansoni eggs was negative for all infants. Cord and infant samples were characterised by very low cytokine production in response to schistosome antigens with the exception of cord IL-10 responses, which were substantial. Cord and infant cytokine responses showed no association with maternal responses. As expected, cord blood levels of immunoglobulin (Ig) G to SWA and SEA were high and correlated with maternal antibodies. However, by age one year IgG levels had waned and were hardly detectable. Praziquantel treatment during pregnancy showed no effect on cytokine responses or antibodies levels to SWA or SEA either in cord blood or at age one year, except for IgG1 to SWA, which was elevated in infants of treated mothers, reflecting maternal levels. There was some evidence that maternal infection intensity was positively associated with cord blood IL-5 and IL-13 responses to SWA, and IL-5 responses to SEA, and that this association was modified by treatment with praziquantel. CONCLUSIONS: Despite strong effects on maternal infection intensity and maternal immune responses, praziquantel treatment of infected women during pregnancy had no effect on anti-schistosome immune responses among offspring by age one year. Whether the treatment will impact upon the offspring's responses on exposure to primary schistosome infection remains to be elucidated. TRIAL REGISTRATION: ISRCTN: ISRCTN32849447

Use of a cAMP BRET Sensor to Characterize a Novel Regulation of cAMP by the Sphingosine 1-Phosphate/G13 Pathway

Regulation of intracellular cyclic adenosine 3',5'-monophosphate (cAMP) is integral in mediating cell growth, cell differentiation, and immune responses in hematopoietic cells. To facilitate studies of cAMP regulation we developed a BRET (bioluminescence resonance energy transfer) sensor for cAMP, CAMYEL (cAMP sensor using YFP-Epac-RLuc), which can quantitatively and rapidly monitor intracellular concentrations of cAMP in vivo. This sensor was used to characterize three distinct pathways for modulation of cAMP synthesis stimulated by presumed Gs-dependent receptors for isoproterenol and prostaglandin E2. Whereas two ligands, uridine 5'-diphosphate and complement C5a, appear to use known mechanisms for augmentation of cAMP via Gq/calcium and Gi, the action of sphingosine 1-phosphate (S1P) is novel. In these cells, S1P, a biologically active lysophospholipid, greatly enhances increases in intracellular cAMP triggered by the ligands for Gs-coupled receptors while having only a minimal effect by itself. The enhancement of cAMP by S1P is resistant to pertussis toxin and independent of intracellular calcium. Studies with RNAi and chemical perturbations demonstrate that the effect of S1P is mediated by the S1P2 receptor and the heterotrimeric G13 protein. Thus in these macrophage cells, all four major classes of G proteins can regulate intracellular cAMP

Trends in Kaposi's sarcoma-associated Herpesvirus antibodies prior to the development of HIV-associated Kaposi's sarcoma: a nested case-control study

HIV-associated Kaposi's sarcoma (KS) is a public health challenge in sub-Saharan Africa since both the causative agent, Kaposi's sarcoma associated-herpesvirus (KSHV), and the major risk factor, HIV, are prevalent. In a nested case-control study within a long-standing clinical cohort in rural Uganda, we used stored sera to examine the evolution of antibody titres against the KSHV antigens K8.1 and latency-associated nuclear antigen (LANA) among 30 HIV-infected subjects who subsequently developed HIV-related KS (cases) and among 108 matched HIV/KSHV coinfected controls who did not develop KS. Throughout the 6 years prior to diagnosis, antibody titres to K8.1 and LANA were significantly higher among cases than controls (p < 0.0001), and titres increased prior to diagnosis in the cases. K8.1 titres differed more between KS cases and controls, compared to LANA titres. These differences in titre between cases and controls suggest a role for lytic viral replication in the pathogenesis of HIV-related KS in this setting