Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements

options markets, live cattle, volatility, pricing density function, Financial Economics, Livestock Production/Industries, Risk and Uncertainty,

Microscopic Theory of Spontaneous Decay in a Dielectric

The local field correction to the spontanous dacay rate of an impurity source atom imbedded in a disordered dielectric is calculated to second order in the dielectric density. The result is found to differ from predictions associated with both "virtual" and "real" cavity models of this decay process. However, if the contributions from two dielectric atoms at the same position are included, the virtual cavity result is reproduced.Comment: 12 Page

Strain-Modified RKKY Interaction in Carbon Nanotubes

For low-dimensional metallic structures, such as nanotubes, the exchange coupling between localized magnetic dopants is predicted to decay slowly with separation. The long-range character of this interaction plays a significant role in determining the magnetic order of the system. It has previously been shown that the interaction range depends on the conformation of the magnetic dopants in both graphene and nanotubes. Here we examine the RKKY interaction in carbon nanotubes in the presence of uniaxial strain for a range of different impurity configurations. We show that strain is capable of amplifying or attenuating the RKKY interaction, significantly increasing certain interaction ranges, and acting as a switch: effectively turning on or off the interaction. We argue that uniaxial strain can be employed to significantly manipulate magnetic interactions in carbon nanotubes, allowing an interplay between mechanical and magnetic properties in future spintronic devices. We also examine the dimensional relationship between graphene and nanotubes with regards to the decay rate of the RKKY interaction.Comment: 7 pages, 6 figures, submitte

Cross-Lingual Classification of Crisis Data

Many citizens nowadays flock to social media during crises to share or acquire the latest information about the event. Due to the sheer volume of data typically circulated during such events, it is necessary to be able to efficiently filter out irrelevant posts, thus focusing attention on the posts that are truly relevant to the crisis. Current methods for classifying the relevance of posts to a crisis or set of crises typically struggle to deal with posts in different languages, and it is not viable during rapidly evolving crisis situations to train new models for each language. In this paper we test statistical and semantic classification approaches on cross-lingual datasets from 30 crisis events, consisting of posts written mainly in English, Spanish, and Italian. We experiment with scenarios where the model is trained on one language and tested on another, and where the data is translated to a single language. We show that the addition of semantic features extracted from external knowledge bases improve accuracy over a purely statistical model

Classifying Crises-Information Relevancy with Semantics

Social media platforms have become key portals for sharing and consuming information during crisis situations. However, humanitarian organisations and affected communities often struggle to sieve through the large volumes of data that are typically shared on such platforms during crises to determine which posts are truly relevant to the crisis, and which are not. Previous work on automatically classifying crisis information was mostly focused on using statistical features. However, such approaches tend to be inappropriate when processing data on a type of crisis that the model was not trained on, such as processing information about a train crash, whereas the classifier was trained on floods, earthquakes, and typhoons. In such cases, the model will need to be retrained, which is costly and time-consuming. In this paper, we explore the impact of semantics in classifying Twitter posts across same, and different, types of crises. We experiment with 26 crisis events, using a hybrid system that combines statistical features with various semantic features extracted from external knowledge bases. We show that adding semantic features has no noticeable benefit over statistical features when classifying same-type crises, whereas it enhances the classifier performance by up to 7.2% when classifying information about a new type of crisis

On the 2-categories of weak distributive laws

A weak mixed distributive law (also called weak entwining structure) in a 2-category consists of a monad and a comonad, together with a 2-cell relating them in a way which generalizes a mixed distributive law due to Beck. We show that a weak mixed distributive law can be described as a compatible pair of a monad and a comonad, in 2-categories extending, respectively, the 2-category of comonads and the 2-category of monads. Based on this observation, we define a 2-category whose 0-cells are weak mixed distributive laws. In a 2-category K which admits Eilenberg-Moore constructions both for monads and comonads, and in which idempotent 2-cells split, we construct a fully faithful 2-functor from this 2-category of weak mixed distributive laws to K^{2 x 2}.Comment: 15 pages LaTeX source, final version to appear in Comm. Algebr

Spaceflight Hazards of Escape-Velocity-Domain Impact Ejecta in the CR3BP

As a consequence of planned/proposed human lunar activity, the long-term effects of lunar debris and ejecta resulting from large-body (> 1000 kg) impacts on the lunar surface is investigated. The Escape-Velocity-Domain (EVD) ejecta behavior is characterized in terms of destination, duration in lunar orbit, and total displaced mass. Likewise, the amount of mass sent into geosynchronous orbit is also characterized and assessed as a function of impact location in terms of Sun-Earth-Moon angle, lunar latitude and longitude, and impact angle. Finally, a threat analysis is performed on critical assets in Earth and Lunar orbit such as the I.S.S., geosynchronous satellites, prospective lunar base, and the Deep Space Gateway now under construction

Gravitational Geons Revisited

A careful analysis of the gravitational geon solution found by Brill and Hartle is made. The gravitational wave expansion they used is shown to be consistent and to result in a gauge invariant wave equation. It also results in a gauge invariant effective stress-energy tensor for the gravitational waves provided that a generalized definition of a gauge transformation is used. To leading order this gauge transformation is the same as the usual one for gravitational waves. It is shown that the geon solution is a self-consistent solution to Einstein's equations and that, to leading order, the equations describing the geometry of the gravitational geon are identical to those derived by Wheeler for the electromagnetic geon. An appendix provides an existence proof for geon solutions to these equations.Comment: 18 pages, ReVTeX. To appear in Physical Review D. Significant changes include more details in the derivations of certain key equations and the addition of an appendix containing a proof of the existence of a geon solution to the equations derived by Wheeler. Also a reference has been added and various minor changes have been mad

Patient-reported outcomes following flexible sigmoidoscopy screening for colorectal cancer in a demonstration screening programme in the UK

<p>OBJECTIVES: Flexible sigmoidoscopy (FS) screening for colorectal cancer will be introduced into the National Cancer Screening Programmes in England in 2013. Patient-reported outcome measures (PROMs) from trial participants indicate high acceptability and no adverse physical or psychological consequences, but this may not generalize to routine screening in the community. This study examined PROMs in a community-based FS screening programme.</p> <p>METHODS: Eligible adults aged 58-59 (n = 2016) registered at 34 London general practices were mailed a National Health Service-endorsed invitation to attend FS screening. Pain and side-effects were assessed in a 'morning-after' questionnaire, and satisfaction was assessed in a three-month follow-up questionnaire. Anxiety, self-rated health and colorectal symptoms were assessed at prescreening and follow-up.</p> <p>RESULTS: In total, 1020 people attended screening and were included in the current analyses, of whom 913 (90%) returned the morning-after questionnaire, and 674 (66%) the follow-up questionnaire. The prescreening questionnaire had been completed by 751 (74%) of those who attended. The majority (87%) of respondents reported no pain or mild pain, and the most frequent side-effect (wind) was only experienced more than mildly by 16%. Satisfaction was extremely high, with 98% glad they had the test; 97% would encourage a friend to have it. From prescreening to follow-up there were no changes in anxiety or self-rated health, and the number of colorectal symptoms declined. Satisfaction and changes in wellbeing were not moderated by gender, deprivation, ethnicity or screening outcome.</p> <p>CONCLUSIONS: PROMs indicate high acceptability of FS screening in 58-59 year olds, with no adverse effects on colorectal symptoms, health status or psychological wellbeing.</p&gt