2,093 research outputs found

    Optimal investment under behavioural criteria -- a dual approach

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    We consider a discrete-time, generically incomplete market model and a behavioural investor with power-like utility and distortion functions. The existence of optimal strategies in this setting has been shown in a previous paper under certain conditions on the parameters of these power functions. In the present paper we prove the existence of optimal strategies under a different set of conditions on the parameters, identical to the ones which were shown to be necessary and sufficient in the Black-Scholes model. Although there exists no natural dual problem for optimisation under behavioural criteria (due to the lack of concavity), we will rely on techniques based on the usual duality between attainable contingent claims and equivalent martingale measures.Comment: Forthcoming in Banach Center Publications. Some errors have been corrected, in particular in Assumption 2.3

    CYTOCHROME C; A POTENTIAL EARLY BIOMARKER OF DIABETIC RETINOPATHY

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    Diabetic retinopathy is an ocular disease which appears in patients who experience progression of diabetes mellitus over a continuous period of time. Oftentimes, patients remain undiagnosed through the first stages of diabetic retinopathy due to the fact that there is not a specific way to determine when a patient develops the disease. Ophthalmologists and other eye specialists diagnose a patient with diabetic retinopathy once the patient begins to show progressed symptoms of the disease. Previous experiments have been performed to increase our knowledge of diabetic retinopathy and early biomarkers of the disease. Several studies have determined the effects of diabetic retinopathy and apoptosis with cytochrome c presence using bovine retinal cells and rat models. The purpose of this experiment is to understand, analyze and quantify the effects of diabetic conditions on cytochrome c presence in the mitochondria of human retinal pericyte cells by using TUNEL, heme staining and Western Blot methods. In doing so, I will determine whether cytochrome c could serve as a potential biomarker in the early detection of diabetic retinopathy

    Use of a simulated directional social network to compare measures of user influence

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    This paper proposes a new method for measuring user influence in directional social networks, derived from the works of Reilly et al. and Cha et al. The method being proposed in this paper considers an element from each of the two works. The first is the ratio of ‘messages forwarded’ over ‘messages posted’. The second element is the size of the audience. The second part of this study entails modeling and simulating an online social network. Using a data sample from the Twitter network to implement the simulation, it is going to allow us to compare the methods that are used to measure influence. The behaviors modeled include the act of gaining a follower, the act of creating a message, and the act of forwarding a message. These are the three behaviors we are using to compute influence

    Outcomes of and Satisfaction with the Inflatable Penile Prosthesis in the Elderly Male

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    Objective. To determine the outcomes of and satisfaction with the multi-component inflatable penile prosthesis (IPP) in the elderly male (age >71). Methods. Using a chart review and telephone survey, we retrospectively assessed patients who underwent IPP or combined IPP/artificial urinary sphincter (AUS) from 2004–2006. Results. We identified 56 patients that underwent IPP (48) or IPP/AUS (8). The age range was 71–86 (mean 74.3) at the time of surgery, with a follow-up range of 0.5–2.4 years (mean 1.5). The overall complication rate was 3.8% (2 of 56) with one device removed for infection and a second patient requiring exploration for a postoperative hematoma. The telephone interview was conducted with 35 of 56 patients. Patients rated ease of use (a scale from 1–5, 5 meaning very easy) and overall satisfaction (a scale of 1–5, 5 meaning very satisfied) at an average of 4.1 and 4.3, respectively. IPP usage varied from 0–7 times per month (mean 3.3). 32 of 35 patients (91%) said they would undergo the procedure again. Conclusion. Our review demonstrates that the IPP is well tolerated in the elderly male population, who report a high degree of satisfaction and ease of use with this device

    Fast and Continuous Foothold Adaptation for Dynamic Locomotion through CNNs

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    Legged robots can outperform wheeled machines for most navigation tasks across unknown and rough terrains. For such tasks, visual feedback is a fundamental asset to provide robots with terrain-awareness. However, robust dynamic locomotion on difficult terrains with real-time performance guarantees remains a challenge. We present here a real-time, dynamic foothold adaptation strategy based on visual feedback. Our method adjusts the landing position of the feet in a fully reactive manner, using only on-board computers and sensors. The correction is computed and executed continuously along the swing phase trajectory of each leg. To efficiently adapt the landing position, we implement a self-supervised foothold classifier based on a Convolutional Neural Network (CNN). Our method results in an up to 200 times faster computation with respect to the full-blown heuristics. Our goal is to react to visual stimuli from the environment, bridging the gap between blind reactive locomotion and purely vision-based planning strategies. We assess the performance of our method on the dynamic quadruped robot HyQ, executing static and dynamic gaits (at speeds up to 0.5 m/s) in both simulated and real scenarios; the benefit of safe foothold adaptation is clearly demonstrated by the overall robot behavior.Comment: 9 pages, 11 figures. Accepted to RA-L + ICRA 2019, January 201

    Brownian motion meets Riemann curvature

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    The general covariance of the diffusion equation is exploited in order to explore the curvature effects appearing on brownian motion over a d-dimensional curved manifold. We use the local frame defined by the so called Riemann normal coordinates to derive a general formula for the mean-square geodesic distance (MSD) at the short-time regime. This formula is written in terms of O(d)O(d) invariants that depend on the Riemann curvature tensor. We study the n-dimensional sphere case to validate these results. We also show that the diffusion for positive constant curvature is slower than the diffusion in a plane space, while the diffusion for negative constant curvature turns out to be faster. Finally the two-dimensional case is emphasized, as it is relevant for the single particle diffusion on biomembranes.Comment: 16 pages and 3 figure

    A new Mexican species of Folsomides (Collembola: Isotomidae)

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    AbstractA new species of Folsomides from Baja California Sur is described and illustrated. It is clearly differentiated from F. chichinautzini Kovác et Palacios-Vargas and F. decemoculatus Scherbakov by its smaller size, the different shape of the postantennal organ, the number of sensillae in the antennal segment IV, the number of dental setae and the body chaetotaxy. In addition a key for identification of the American species of Folsomides is provided

    Casimir-like tunneling-induced electronic forces

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    We study the quantum forces that act between two nearby conductors due to electronic tunneling. We derive an expression for these forces by calculating the flux of momentum arising from the overlap of evanescent electronic fields. Our result is written in terms of the electronic reflection amplitudes of the conductors and it has the same structure as Lifshitz's formula for the electromagnetically mediated Casimir forces. We evaluate the tunneling force between two semiinfinite conductors and between two thin films separated by an insulating gap. We discuss some applications of our results.Comment: 8 pages, 3 figs, submitted to Proc. of QFEXT'05, to be published in J. Phys.

    The Abrikosov vortex structure revealed through near-field radiative heat exchange

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    One of the signatures of superconductivity is the formation of the Abrikosov vortex lattice in type-II superconductors in the presence of an external magnetic field. Here, we study the near-field radiative heat transfer between a spherical nanoparticle and a nearby planar substrate, both made of optimally-doped YBa2_2Cu3_3O7δ_{7-\delta}. We show that the heat flux displays a periodic spatial pattern congruent with the material optical response modulated by the Abrikosov lattice. Our results enrich the toolbox of methods available to study non-conventional superconductivity.Comment: 3 figures, Supplementary material availabl
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