On some key research issues in Enterprise Risk Management related to economic capital and diversification effect at group level

The goal of this short communication is to give an overview of the key research issues in Enterprise Risk Management that arose during the talks and the brainstorming session of the first ERMII research workshop, which was held at ISFA, University of Lyon in June 2007. To define and compute economic capital at group level, fundamental problems related for example to value creation, correlation and capital allocation are stated. The ideas gathered in this paper are not directly ours, we just collected and summarized the ones that arose during the workshop.

Scattering length of Andreev reflection from quantized vortices in 3^3He-BB

Andreev reflection of thermal quasiparticles from quantized vortices is an important technique to visualize quantum turbulence in low temperature $^3$He-$B$. We revisit a problem of Andreev reflection from the isolated, rectilinear vortex line. For quasiparticle excitations whose impact parameters, defined as distances of the closest approach to the vortex core, do not exceed some arbitrary value, $b$, we calculate exactly the reflected fraction of the total flux of excitations incident upon the vortex in the direction orthogonal to the vortex line. We then define and calculate exactly, as a function of $b$, the scattering length, that is the scattering cross-section per unit length of the vortex line. We also define and calculate the scattering lengths for the flux of energy carried by thermal excitations, and for the net energy flux resulting from a (small) temperature gradient, and analyze the dependence of these scattering lengths on temperature.Comment: 8 pages, 4 figure

Fourier Analysis of Redshift Space Distortions and the Determination of Omega

The peculiar velocities of galaxies distort the pattern of galaxy clustering in redshift space, making the redshift space power spectrum anisotropic. In the linear regime, the strength of this distortion depends only on the ratio $\beta \equiv f(\Omega)/b \approx \Omega^{0.6}/b$, where $\Omega$ is the cosmological density parameter and $b$ is the bias parameter. We derive a linear theory estimator for $\beta$ based on the harmonic moments of the redshift space power spectrum. Using N-body simulations, we examine the impact of non-linear gravitational clustering on the power spectrum anisotropy and on our $\beta$-estimator. Non-linear effects can be important out to wavelengths $\lambda \sim 50$Mpc/h or larger; in most cases, they lower the quadrupole moment of the power spectrum and thereby depress the estimate of $\beta$ below the true value. With a sufficiently large redshift survey, the scaling of non-linear effects may allow separate determinations of $\Omega$ and $b$. We describe a practical technique for measuring the anisotropy of the power spectrum from galaxy redshift surveys, and we test the technique on mock catalogues drawn from the N-body simulations. Preliminary application of our methods to the 1.2 Jy IRAS galaxy survey yields $\beta_{est} \sim 0.3-0.4$ at wavelengths $\lambda \sim 30-40$Mpc/h . Non-linear effects remain important at these scales, so this estimate of $\beta$ is probably lower than the true value.Comment: uuencoded compressed postscript fil

Excess Clustering on Large Scales in the MegaZ DR7 Photometric Redshift Survey

We observe a large excess of power in the statistical clustering of luminous red galaxies in the photometric SDSS galaxy sample called MegaZ DR7. This is seen over the lowest multipoles in the angular power spectra C-l in four equally spaced redshift bins between 0: 45 <= z <= 0: 65. However, it is most prominent in the highest redshift band at similar to 4 sigma and it emerges at an effective scale k less than or similar to 0: 01 h Mpc(-1). Given that MegaZ DR7 is the largest cosmic volume galaxy survey to date (3.3(Gpch(-1))(3)) this implies an anomaly on the largest physical scales probed by galaxies. Alternatively, this signature could be a consequence of it appearing at the most systematically susceptible redshift. There are several explanations for this excess power that range from systematics to new physics. We test the survey, data, and excess power, as well as possible origins

Factors Affecting the Characterization of Post-Exertional Malaise Derived from Patient Input

The National Institutes of Health/Center for Disease Control and Prevention (NIH/CDC) Common Data Elements (CDE) established a post-exertional malaise (PEM) workgroup with the task of describing PEM and recommending a standardized way of assessing it in patients with myalgic encephalomyelitis and chronic fatigue syndrome (ME/CFS). As a stigmatized group, patients with ME/CFS are in need of instruments which can properly describe their symptomatic experiences, which can help reduce the disparity between illness seriousness and appropriate attention from healthcare. The current study explored attitudes and preferences among 115 patients with ME/CFS who participated in the creation of a patient-driven instrument to measure PEM, the key symptom of the illness. Themes that emerged from the qualitative analyses of patient feedback focused on how their illness was experienced; their access to care; problems with physicians, researchers, and research methods; and expressions of gratitude for the collaborative process. Domains that were most important to the patient community were identified in the effort to create a comprehensive measure of PEM. Benefits of community-based action research are discussed

Crossover from hydrodynamic to acoustic drag on quartz tuning forks in normal and superfluid 4He

We present measurements of the drag forces on quartz tuning forks oscillating at low velocities in normal and superfluid 4He. We have investigated the dissipative drag over a wide range of frequencies, from 6.5 to 600 kHz, by using arrays of forks with varying prong lengths and by exciting the forks in their fundamental and first overtone modes. At low frequencies the behavior is dominated by laminar hydrodynamic drag, governed by the fluid viscosity. At higher frequencies acoustic drag is dominant and is described well by a three-dimensional model of sound emission

The democratic engagement of Britain's ethnic minorities

Democratic engagement is a multi-faceted phenomenon that embraces citizens' involvement with electoral politics, their participation in ‘conventional’ extra-parliamentary political activity, their satisfaction with democracy and trust in state institutions, and their rejection of the use of violence for political ends. Evidence from the 2010 BES and EMBES shows that there are important variations in patterns of democratic engagement across Britain's different ethnic-minority groups and across generations. Overall, ethnic-minority engagement is at a similar level to and moved by the same general factors that influence the political dispositions of whites. However, minority democratic engagement is also strongly affected by a set of distinctive ethnic-minority perceptions and experiences, associated particularly with discrimination and patterns of minority and majority cultural engagement. Second-generation minorities who grew up in Britain are less, rather than more, likely to be engaged

Tropical larval and juvenile fish critical swimming speed (U-crit) and morphology data

Fish swimming capacity is a key life history trait critical to many aspects of their ecology. U-crit (critical) swimming speeds provide a robust, repeatable relative measure of swimming speed that can serve as a useful surrogate for other measures of swimming performance. Here we collate and make available one the most comprehensive datasets on U-crit swimming abilities of tropical marine fish larvae and pelagic juveniles, most of which are reef associated as adults. The dataset includes U-crit speed measurements for settlement stage fishes across a large range of species and families obtained mostly from field specimens collected in light traps and crest nets; and the development of swimming abilities throughout ontogeny for a range of species using reared larvae. In nearly all instances, the size of the individual was available, and in many cases, data include other morphological measurements (e.g. “propulsive area”) useful for predicting swimming capacity. We hope these data prove useful for further studies of larval swimming performance and other broader syntheses

Anomalous damping of a low frequency vibrating wire in superfluid He-3-B due to vortex shielding

We have investigated the behaviour of a large vibrating wire resonator in the B-phase of superfluid He-3 at zero pressure and at temperatures below 200 mu K. The vibrating wire has a low resonant frequency of around 60 Hz. At low velocities the motion of the wire is impeded by its intrinsic (vacuum) damping and by the scattering of thermal quasiparticle excitations. At higher velocities we would normally expect the motion to be further damped by the creation of quasiparticles from pair-breaking. However, for a range of temperatures, as we increase the driving force we observe a sudden decrease in the damping of the wire. This results from a reduction in the thermal damping arising from the presence of quantum vortex lines generated by the wire. These vortex lines Andreev-reflect low energy excitations and thus partially shield the wire from incident thermal quasiparticles