Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing

This paper proposes a methodology for active hedging Greeks of an option portfolio integrating churning and minimization of cost of hedging. In the first section, hedging strategy is implemented by taking positions in other available options, while simultaneously minimizing the net premium paid for the hedging and then churning the portfolio to take into account the changed value of Greeks in the new portfolio. In the second section, the paper extends the model to incorporate the transaction cost while hedging the portfolio and churning it in Indian Scenario. Both constant and nonlinear shape of transaction cost has been considered as per the Security Transaction Tax and Brokerage charges in India. A quadratic programming has been presented which has been approximated by a linear programming solution. The prototype software has been developed in MS Excel using Visual Basic.Options Portfolio, Hedging Greeks, Churning of Portfolio, Linear Programing, Transaction Cost

Designing of Algorithmfor Calculation of Signal to Noise Ratio for Paralytic Patients Performing Various Activities

Surface electromyography has been used to disease diagnosis, pathologic analysis and muscular disorder. In this paper, we introduce an MATLAB based algorithmfor processing of sEMG signals of paralytic patients. The signal to Noise ratio has been investigated using Hamming window, Hanning window and Rectangular window. In this paper ten paralytic subjects have contributed by performing different finger movement activities. A comparative analysis of signal to noise ratio for finger movement activities has been calculated using hamming, hanning and rectangular window

U potrazi za odrednicama proizvodnje mlijeka na tržištima u nastajanju: pristup uporabe panel podataka

In view of the growing importance of the dairy sector, especially for the livelihood of the rural population and the increasing demand for milk by the Indian population, higher yield of milk animals and milk availability have become the focal point of attention. This study aims to identify the determinants of dairy production in India by examining the relationship of crossbreed and buffalo populations with the quantity of milk production across different Indian states. Fifteen major Indian states were included in this study and relevant secondary data from 2001 to 2019 was taken for analysis. The sources of statistical data are BAHS (GOI), Statistical abstract, NDDB website, etc. Coarse cereal, fodder crops, grazing land, artificial insemination and veterinary services have an influence on the total milk production of the Indian states, and the significance of these impacts were tested by pooled OLS regression analysis. Crossbreed cows, indigenous cows, buffalo and goat populations were tested with the Spearman’s rho correlation test, and these variables were also found to have a positive correlation with the quantity of total milk production (TMP). The study was further extended to compare the population strength of the crossbreed and buffalo, their growth rate and ultimately the status of average milk production across the major Indian states during the period 2001 to 2019. Uttar Pradesh, Rajasthan, Gujarat, Punjab and Andhra Pradesh were found to have healthy production of milk. However, Bihar and Rajasthan were found as promising states. States like Orissa, Kerala, Uttarakhand and West Bengal were found to have certain points of concern.S obzirom na sve veću važnost mljekarskog sektora, posebice za život ljudi u ruralnim područjima te sve veću potražnju za mlijekom indijske populacije, veći prinos životinja koje proizvode mlijeko i dostupnost mlijeka postali su fokalna točka pozornosti. Cilj ove studije jest prepoznati odrednice proizvodnje mlijeka u Indiji te ispitati odnos populacija hibrida i bizona s količinom proizvodnje mlijeka u različitim državama Indije. Petnaest je velikih država Indije za ovu studiju uzeto u obzir te su odgovarajući sekundarni podatci analizirani od 2001. do 2009. godine. Izvor statističkih podataka je BAHS (Osnovni podatci o stočarstvu) (Vlada Indije), statistički sažetak, web stranica NDDB (Nacionalni odbor za razvoj mljekarstva), itd. Utjecaj grubih žitarica, krmnih biljaka, pašnjaka, umjetne oplodnje i usluga veterinarskih zavoda je ispitan s obzirom na njegovo značenje putem modela s konstantnim regresijskim parametrima (Pooled OLS regression analysis). Grube žitarice, krmno bilje, pašnjaci, umjetno osjemnjivanje i veterinarske usluge od značajnog su utjecaja na sveukupnu proizvodnju mlijeka država Indije. Osim toga, populacije hibridnih krava, autohtonih krava, bizona i koza ispitane su putem Spearmanovog rho korelacijskog testa te je otkriveno da i ove varijable imaju pozitivnu korelaciju s obzirom na količinu ukupne proizvodnje mlijeka (TMP). Studija je dodatno proširena grafičkim prikazima za usporedbu jačine populacije hibridnih krava i bizona među različitim državama, njihove stope rasta i na kraju statusa prosječne proizvodnje mlijeka u velikim državama Indije tijekom razdoblja od 2001. do 2019. Za Uttar Pradesh, Rajasthan, Gujarat, Punjab i Andhra Pradesh otkriveno je da imaju zdravu proizvodnju mlijeka. Međutim, Bihar i Rajasthan su se pokazale obećavajućim državama. Za države poput Orissa, Kerala, Uttarakhand i Zapadnog Bengala pokazalo se da postoje zabrinutosti

Comparative Efficacy of Oral Triclofos in Pediatric Neuroimaging and Other Procedural Sedation: A Systematic Review and Meta-analysis

Sedation is a mandatory part of successfully performing diagnostic and therapeutic  procedures in struggling children or when lying still is a necessity. Many drugs are advocated but there is no consensus on choice of drug , route , dose etc. Practice varies by country, area,  procedure and clinician widely. Oral route is always preferred, for its low cost , safety and non requirement of expert handling by anesthetists. Triclofos is active metabolite of Chloral hydrate sedative anxiolytic. Both lost their ground with inclusion in WHO list of restricted pharmaceuticals in 2010. Unmonitored misuse of drug  was the reasons behind. However Triclofos remained in use in India, and no serious side effects were noted during one time use under medical supervision for procedural sedation in last 20 years. This Systematic review ascertains its safety and efficacy.  Protocol was registered at PROSPERO vide no CRD42021237574. Twenty four  studies with 2337 subjects were included, 18 clinical trials for safety  and efficacy both while 6 observational studies for safety only. Triclofos and oral Midazolam both appeared as preferred drugs for procedural sedation without any statistically significant difference. Triclofos was used in much higher doses in all studies varying  from 2.5 to 5 times higher than recommended dose of 20 mg/kg in Indian books. Preservative free IV midazolam preparation mixed with fruit juice was commonly used orally. No serious side effects were noted for triclofos in any study. We concluded that one time use of triclofos under medical supervision is safe and effective. &nbsp

Computed tomographic evaluation of anatomical variations of paranasal sinus region

Background: With the advent of multidetector computed tomography (MDCT), imaging of paranasal sinuses prior to functional endoscopic sinus surgery (FESS) has become mandatory. CT of PNS depicts anatomical complexities of osteomeatal complex and its variations that are often found.Methods: In the present retrospective and prospective study, we have studied anatomical variants of PNS in 200 Indian subjects with clinical suspicion of sinusitis between January 2011 to March 2016, using CT in the coronal plane complemented by axial views.Results: In majority of patients, anatomical variations were noted with mucosal changes (78.80%). Deviation of nasal septum were the most common anatomical variation followed by Paradoxical middle turbinate, Middle concha bullosa. Other common variants included superior concha bullosa, prominent agger nasi cells, Haller's cells, bony spurs, aerated crista galli and hypoplastic frontal sinus.Conclusions: Anatomical variations studied on CT scan are found to block the OMC and cause rhinosinusitis. Thus, knowledge of various anatomical variants is necessary for both surgeon & radiologist to avoid possible complications and improve success of management strategies

Effect of fixed dose combinations of different α1-blockers with dutasteride on quality of life in patients of lower urinary tract symptoms with benign prostatic hyperplasia

Background: Fixed dose combination (FDC’s) of α1-blockers and 5α-reductase inhibitors have commonly been used in patients with lower urinary tract symptoms (LUTS) and benign prostatic hyperplasia (BPH). This study compared the effect of FDC’s of tamsulosin, alfuzosin and silodosin with dutasteride on quality of life (QoL) in patients of LUTS with BPH.Methods: Ninety-six male patients aged ≥45 years diagnosed with LUTS and BPH were randomized to receive FDC’s of dutasteride with tamsulosin (group 1), alfuzosin (group 2) and silodosin (group 3) over a period of 16 weeks. Quality of life was assessed using International Prostate Symptom Score (IPSS) 8th question, BPH impact index (BII) and modified Patient Perception of Study Medication (PPSM) questionnaire.Results: IPSS 8th question score improved significantly by 61.68%, 57.63% and 63.4% in group 1, 2 and 3 respectively. BPH Impact Index score also improved significantly by 62.95%, 60.13% and 61.82% in group 1, 2 and 3 respectively. All the three treatments were found to be similar in improving the QoL. Majority of patients were satisfied with their treatment and wanted to receive the medication again while a small number of patients were neutral with the study medication. None of the subjects was dissatisfied with any of the treatment.Conclusions: All the FDC’s improved QoL and were found to be satisfactory as per patient perception of study medications

A case of pleural neurofibroma: A rare pleural tumor

Neurofibromas (NFs) are benign tumors involving any nerve from the root level to the smallest branch. They may enlarge locally and cause a pressure effect on thoracic structures such as trachea, superior vena cava, and esophagus. Pulmonary and pleural involvement is very rarely seen. We have reported a case of a pleural effusion secondary to lymphatic obstruction due to remnant NF for which patient had undergone surgical resection in the past

Two broken pieces make a whole: adductor canal block

Total knee arthroplasty (TKA) is expounded to intense postoperative pain with a desire for early ambulation and reduce postoperative complications. Adductor canal blockade (ACB) blocks primarily the pain sensation while preserving the quadriceps strength facilitating early rehabilitation after knee surgery. ACB has been gaining popularity over femoral nerve block (FNB), continuous epidural analgesia (CEA), and psoas compartment block (PCB). Studies show that use of ultrasound alone reduced the possibilities of vascular and multiple skin punctures. Though there's emerging evidence proving the efficacy of ACB, there's limited literature on safe use of continuous ACB catheters. We report 2 cases of catheter fracture with USG guided ACB employed in TKA

A Review of ECG signals for Human Emotion Detection

This article evaluates the present development by means of literature review in determining the association between emotions, mainly worry, and the various physiological signals with special attention on the exclusive patterns of the electrocardiogram or ECG waveform. An initial investigation was carried out to evaluate which aspects in the ECG waveform can be most suitably related with worry, except from those. Hence, it has been observed that emotion identification utilizing particular aspects of ECG is investigated to a lesser degree compared to other physiological reactions like speech signals, skin conductance and temperature, facial expression, heart rate and blood pressure. With the initial investigation, it was further discovered that the T waves levels out consequently and there is some likelihood of P waves