2,100 research outputs found
Optimal investment under behavioural criteria -- a dual approach
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
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
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
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
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
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
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)
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
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
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 YBaCuO. 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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