Stochastic volatility and leverage effect

We prove that a wide class of correlated stochastic volatility models exactly measure an empirical fact in which past returns are anticorrelated with future volatilities: the so-called ``leverage effect''. This quantitative measure allows us to fully estimate all parameters involved and it will entail a deeper study on correlated stochastic volatility models with practical applications on option pricing and risk management.Comment: 4 pages, 2 figure

Dynamics of Higher Spin Fields and Tensorial Space

The structure and the dynamics of massless higher spin fields in various dimensions are reviewed with an emphasis on conformally invariant higher spin fields. We show that in D=3,4,6 and 10 dimensional space-time the conformal higher spin fields constitute the quantum spectrum of a twistor-like particle propagating in tensorial spaces of corresponding dimensions. We give a detailed analysis of the field equations of the model and establish their relation with known formulations of free higher spin field theory.Comment: JHEP3 style, 40 pages; v2 typos corrected, comments and references added; v3 published versio

Neutron and muon characterisation techniques for battery materials

Neutron and muon characterisation techniques offer unique capabilities for investigating the complex structure and dynamics of rechargeable battery systems. Whilst the non-monotonic interaction of the neutron with the nuclei of atoms makes it sensitive to light and neighbouring elements in the periodic table, its weakly interacting nature allows it to penetrate deep into the sample without damaging it, enabling the flexible use of complex sample environments such as in situ/in operando cells. Meanwhile, the also non-invasive nature of an implanted positive muon allows it to be used as a probe to study bulk ionic diffusion phenomena within materials at different depths by tuning the energy of the incident muons. This review discusses the application of relevant neutron and muon characterisation techniques to the study of specific phenomena in ion batteries, highlighting key literature cases that serve as the archetypal example for the utility of each technique. Furthermore, this review includes an accessible overview of the working principles of each technique that has been condensed and optimised to provide a basic understanding of their relevance to the particular challenges they can address

Consistent interactions of dual linearized gravity in D=5: couplings with a topological BF model

Under some plausible assumptions, we find that the dual formulation of linearized gravity in D=5 can be nontrivially coupled to the topological BF model in such a way that the interacting theory exhibits a deformed gauge algebra and some deformed, on-shell reducibility relations. Moreover, the tensor field with the mixed symmetry (2,1) gains some shift gauge transformations with parameters from the BF sector.Comment: 63 pages, accepted for publication in Eur. Phys. J.

On the verge of Umdeutung in Minnesota: Van Vleck and the correspondence principle (Part One)

In October 1924, the Physical Review, a relatively minor journal at the time, published a remarkable two-part paper by John H. Van Vleck, working in virtual isolation at the University of Minnesota. Van Vleck combined advanced techniques of classical mechanics with Bohr's correspondence principle and Einstein's quantum theory of radiation to find quantum analogues of classical expressions for the emission, absorption, and dispersion of radiation. For modern readers Van Vleck's paper is much easier to follow than the famous paper by Kramers and Heisenberg on dispersion theory, which covers similar terrain and is widely credited to have led directly to Heisenberg's "Umdeutung" paper. This makes Van Vleck's paper extremely valuable for the reconstruction of the genesis of matrix mechanics. It also makes it tempting to ask why Van Vleck did not take the next step and develop matrix mechanics himself.Comment: 82 page

Risk of End-Stage Liver Disease in HIV-Viral Hepatitis Coinfected Persons in North America From the Early to Modern Antiretroviral Therapy Eras

Background. Human immunodeficiency virus (HIV)–infected patients coinfected with hepatitis B (HBV) and C (HCV) viruses are at increased risk of end-stage liver disease (ESLD). Whether modern antiretroviral therapy has reduced ESLD risk is unknown

Clinical Sequencing Exploratory Research Consortium: Accelerating Evidence-Based Practice of Genomic Medicine

Despite rapid technical progress and demonstrable effectiveness for some types of diagnosis and therapy, much remains to be learned about clinical genome and exome sequencing (CGES) and its role within the practice of medicine. The Clinical Sequencing Exploratory Research (CSER) consortium includes 18 extramural research projects, one National Human Genome Research Institute (NHGRI) intramural project, and a coordinating center funded by the NHGRI and National Cancer Institute. The consortium is exploring analytic and clinical validity and utility, as well as the ethical, legal, and social implications of sequencing via multidisciplinary approaches; it has thus far recruited 5,577 participants across a spectrum of symptomatic and healthy children and adults by utilizing both germline and cancer sequencing. The CSER consortium is analyzing data and creating publically available procedures and tools related to participant preferences and consent, variant classification, disclosure and management of primary and secondary findings, health outcomes, and integration with electronic health records. Future research directions will refine measures of clinical utility of CGES in both germline and somatic testing, evaluate the use of CGES for screening in healthy individuals, explore the penetrance of pathogenic variants through extensive phenotyping, reduce discordances in public databases of genes and variants, examine social and ethnic disparities in the provision of genomics services, explore regulatory issues, and estimate the value and downstream costs of sequencing. The CSER consortium has established a shared community of research sites by using diverse approaches to pursue the evidence-based development of best practices in genomic medicine

Mouse Chromosome 11

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/46996/1/335_2004_Article_BF00648429.pd