Cash flow or present value: what's lurking behind that hedge?

Cash flow ; Hedging (Finance)

Improved Probability Method for Estimating Signal in the Presence of Background

A suggestion is made for improving the Feldman Cousins method of estimating signal counts in the presence of background. The method concentrates on finding essential information about the signal and ignoring extraneous information about background. An appropriate method is found which uses the condition that the number of background events obtained does not exceed the total number of events obtained. Several alternative approaches are explored.Comment: Modified 12/21 for singlespace to save trees, 9 pages, 1 figure. Modified 8/11/99 to add small modifications made for the Phys. Rev. articl

Longwave radiation at the ground: IV. Comparison of measurement and calculation of radiation from cloudless skies

On cloudless days in summer, longwave irradiance was measured with a radiometer and was calculated from a radiation chart using records from radiosondes released at regular intervals. The results show that the chart underestimated the longwave flux density at the ground by up to 40W/m^(-2), corresponding to an extra atmospheric emissivity of up to 0.12. The extra emissivity was correlated with turbidity during the day, and on turbid days it showed a diurnal variation with a maximum at noon. It is suggested that emission in the atmospheric window from dust, pollen and spores may account for some of the observed excess

Longwave radiation at the ground: III. A radiometer for the 'representative angle'

The construction of a directional radiometer for measuring longwave radiation from the atmosphere is described. The instrument had a filter of black polyethylene to exclude solar radiation, and the detector was a thermopile. By analysis of the radiation and heat balances of the thermopile, correction terms are derived for (i) the flux density of radiation received by the thermopile from the filter, and (ii) the dependence of instrument sensitivity on temperature. Measurements with the new instrument of the equivalent flux density below cloudless skies at zenith angle 52.5° agree well with measurements of hemispheric flux density derived from simultaneous measurements with a Linke-Feussner actinometer

The Jang equation reduction of the spacetime positive energy theorem in dimensions less than eight

We extend the Jang equation proof of the positive energy theorem due to R. Schoen and S.-T. Yau from dimension $n=3$ to dimensions $3 \leq n <8$. This requires us to address several technical difficulties that are not present when $n=3$. The regularity and decay assumptions for the initial data sets to which our argument applies are weaker than those of R. Schoen and S.-T. Yau. In recent joint work with L.-H. Huang, D. Lee, and R. Schoen we have given a different proof of the full positive mass theorem in dimensions $3 \leq n < 8$. We pointed out that this theorem can alternatively be derived from our density argument and the positive energy theorem of the present paper.Comment: All comments welcome! Final version to appear in Comm. Math. Phy

An evidence-based theory of change for reducing SARS-CoV-2 transmission in reopened schools

Schools have closed worldwide as part of measures to prevent SARS-CoV-2 transmission but are beginning to reopen in some countries. Various measures are being pursued to minimise transmission but existing guidance has not developed a comprehensive framework or theory of change. We present a framework informed by the occupational health hierarchy of control and a theory of change informed by realist approaches. We present measures focused on elimination, substitution, engineering, administration, education and personal protective equipment. We theorise that such measures offer a means of disrupting SARS-CoV-2 transmission via routes involving fomites, faeco-oral routes, droplets and aerosols

Gluino Pair Production at Linear e^+e^- Colliders

We study the potential of high-energy linear $e^+e^-$ colliders for the production of gluino pairs within the Minimal Supersymmetric Standard Model (MSSM). In this model, the process $e^+e^-\to\tilde{g}\tilde{g}$ is mediated by quark/squark loops, dominantly of the third generation, where the mixing of left- and right-handed states can become large. Taking into account realistic beam polarization effects, photon and $Z^0$-boson exchange, and current mass exclusion limits, we scan the MSSM parameter space for various $e^+e^-$ center-of-mass energies to determine the regions, where gluino production should be visible.Comment: 22 pages, 9 figure

Semilinear mixed problems on Hilbert complexes and their numerical approximation

Arnold, Falk, and Winther recently showed [Bull. Amer. Math. Soc. 47 (2010), 281-354] that linear, mixed variational problems, and their numerical approximation by mixed finite element methods, can be studied using the powerful, abstract language of Hilbert complexes. In another recent article [arXiv:1005.4455], we extended the Arnold-Falk-Winther framework by analyzing variational crimes (a la Strang) on Hilbert complexes. In particular, this gave a treatment of finite element exterior calculus on manifolds, generalizing techniques from surface finite element methods and recovering earlier a priori estimates for the Laplace-Beltrami operator on 2- and 3-surfaces, due to Dziuk [Lecture Notes in Math., vol. 1357 (1988), 142-155] and later Demlow [SIAM J. Numer. Anal., 47 (2009), 805-827], as special cases. In the present article, we extend the Hilbert complex framework in a second distinct direction: to the study of semilinear mixed problems. We do this, first, by introducing an operator-theoretic reformulation of the linear mixed problem, so that the semilinear problem can be expressed as an abstract Hammerstein equation. This allows us to obtain, for semilinear problems, a priori solution estimates and error estimates that reduce to the Arnold-Falk-Winther results in the linear case. We also consider the impact of variational crimes, extending the results of our previous article to these semilinear problems. As an immediate application, this new framework allows for mixed finite element methods to be applied to semilinear problems on surfaces.Comment: 22 pages; v2: major revision, particularly sharpening of error estimates in Section

Care-experienced cHildren and young peoples Interventions to improve Mental health and wEll-being outcomes: Systematic review (CHIMES) protocol

Introduction The mental health and well-being of children and young people who have been in care (ie, care-experienced) are a priority. There are a range of interventions aimed at addressing these outcomes, but the international evidence-base remains ambiguous. There is a paucity of methodologically robust systematic reviews of intervention effectiveness, with few considering the contextual conditions under which evaluations were conducted. This is important in understanding the potential transferability of the evidence-base across contexts. The present systematic review will adopt a complex systems perspective to synthesise evidence reporting evaluations of mental health and well-being interventions for care-experienced children and young people. It will address impact, equity, cost-effectiveness, context, implementation and acceptability. Stakeholder consultation will prioritise a programme theory, and associated intervention, that may progress to further development and evaluation in the UK. Methods and analysis We will search 16 bibliographic databases from 1990 to June 2020. Supplementary searching will include citation tracking, author recommendation, and identification of evidence clusters relevant to included evaluations. The eligible population is children and young people (aged ≤25 years) with experience of being in care. Outcomes are (1) mental, behavioural or neurodevelopmental disorders; (2) subjective well-being; (3) self-harm; suicidal ideation; suicide. Study quality will be appraised with methodologically appropriate tools. We will construct a taxonomy of programme theories and intervention types. Thematic synthesis will be used for qualitative data reporting context, implementation and acceptability. If appropriate, meta-analysis will be conducted with outcome and economic data. Convergent synthesis will be used to integrate syntheses of qualitative and quantitative data. Ethics and dissemination We have a comprehensive strategy for engagement with care-experienced children and young people, carers and social care professionals. Dissemination will include academic and non-academic publications and conference presentations. Ethical approval from Cardiff University’s School of Social Sciences REC will be obtained if necessary