2,628 research outputs found
Puppets in the junior high school
Thesis (M.A.)--Boston University, 1935. This item was digitized by the Internet Archive
Classification of two-and three-factor time-homogeneous separable LMMs
The flexibility of parametrizations of the LIBOR market model (LMM) comes at a cost, namely the LMM is high-dimensional, which makes it cumbersome to use when pricing derivatives with early exercise features. One way to overcome this issue for short- and medium-term time horizons is by imposing the separability condition on the volatility functions and approximating the model using a single time-step approximation.
In this paper, we examine the flexibility of separable LMMs under the relaxed assumption that the driving Brownian motions can be correlated. In particular, we are interested in how the separability condition interacts with time-homogeneity, a desirable property of a LMM. We show that the two concepts can be related using a Levi-Civitá equation and provide a characterization of two- and three-factor separable and time-homogeneous LMMs and show that they are of practical interest. The results presented in this paper are also applicable to local-volatility LMMs. These separable volatility structures can be used for the driver of a two- or three-dimensional Markov-functional model — in which case no (single time-step) approximation is needed and the resultant model is both time-homogeneous and arbitrage-free
Acute and Chronic Effects of Green Oat (Avena sativa) Extract on Cognitive Function and Mood during a Laboratory Stressor in Healthy Adults: A Randomised, Double-Blind, Placebo-Controlled Study in Healthy Humans
Green oat (Avena sativa) extracts contain several groups of potentially psychoactive phytochemicals. Previous research has demonstrated improvements in cognitive function following a single dose of these extracts, but not following chronic supplementation. Additionally, whilst green oat extracts contain phytochemicals that may improve mood or protect against stress, for instance species-specific triterpene saponins, to date this possibility has not been examined. The current study investigated the effects of a single dose and four weeks of administration of a novel, Avena sativa herbal extract (cognitaven®) on cognitive function and mood, and changes in psychological state during a laboratory stressor. The study adopted a dose-ranging, double-blind, randomised, parallel groups design in which 132 healthy males and females (35 to 65 years) received either 430 mg, 860 mg, 1290 mg green oat extract or placebo for 29 days. Assessments of cognitive function, mood and changes in psychological state during a laboratory stressor (Observed Multitasking Stressor) were undertaken pre-dose and at 2 h and 4 h post-dose on the first (Day 1) and last days (Day 29) of supplementation. The results showed that both a single dose of 1290 mg and, to a greater extent, supplementation for four weeks with both 430 mg and 1290 mg green oat extract resulted in significantly improved performance on a computerised version of the Corsi Blocks working memory task and a multitasking task (verbal serial subtractions and computerised tracking) in comparison to placebo. After four weeks, the highest dose also decreased the physiological response to the stressor in terms of electrodermal activity. There were no treatment-related effects on mood. These results confirm the acute cognitive effects of Avena sativa extracts and are the first to demonstrate that chronic supplementation can benefit cognitive function and modulate the physiological response to a stressor
Case studies in Bayesian microbial risk assessments
<p>Abstract</p> <p>Background</p> <p>The quantification of uncertainty and variability is a key component of quantitative risk analysis. Recent advances in Bayesian statistics make it ideal for integrating multiple sources of information, of different types and quality, and providing a realistic estimate of the combined uncertainty in the final risk estimates.</p> <p>Methods</p> <p>We present two case studies related to foodborne microbial risks. In the first, we combine models to describe the sequence of events resulting in illness from consumption of milk contaminated with VTEC O157. We used Monte Carlo simulation to propagate uncertainty in some of the inputs to computer models describing the farm and pasteurisation process. Resulting simulated contamination levels were then assigned to consumption events from a dietary survey. Finally we accounted for uncertainty in the dose-response relationship and uncertainty due to limited incidence data to derive uncertainty about yearly incidences of illness in young children. Options for altering the risk were considered by running the model with different hypothetical policy-driven exposure scenarios. In the second case study we illustrate an efficient Bayesian sensitivity analysis for identifying the most important parameters of a complex computer code that simulated VTEC O157 prevalence within a managed dairy herd. This was carried out in 2 stages, first to screen out the unimportant inputs, then to perform a more detailed analysis on the remaining inputs. The method works by building a Bayesian statistical approximation to the computer code using a number of known code input/output pairs (training runs).</p> <p>Results</p> <p>We estimated that the expected total number of children aged 1.5-4.5 who become ill due to VTEC O157 in milk is 8.6 per year, with 95% uncertainty interval (0,11.5). The most extreme policy we considered was banning on-farm pasteurisation of milk, which reduced the estimate to 6.4 with 95% interval (0,11). In the second case study the effective number of inputs was reduced from 30 to 7 in the screening stage, and just 2 inputs were found to explain 82.8% of the output variance. A combined total of 500 runs of the computer code were used.</p> <p>Conclusion</p> <p>These case studies illustrate the use of Bayesian statistics to perform detailed uncertainty and sensitivity analyses, integrating multiple information sources in a way that is both rigorous and efficient.</p
Diurnal rhythm of plasma EPA and DHA in healthy adults
Knowledge of the diurnal variation in circulating omega-3 polyunsaturated fatty acids (n-3 PUFAs) may be an important consideration for the development of dosing protocols designed to optimise tissue delivery of these fatty acids. The objective of the current study was to examine the variation in plasma concentrations of eicosapentaenoic acid (EPA; 20:5n-3) and docosahexaenoic acid (DHA; 22:6n-3) over a 24-h period in healthy adults under eating and sleeping conditions generally approximate to a free-living environment. Twenty-one healthy participants aged 25–44 years took part in a single laboratory visit encompassing an overnight stay. EPA and DHA were measured in plasma samples collected every two hours from 22:00 until 22:00 the following day, with all meals being provided at conventional times. Cosinor analysis was used to estimate the diurnal variation in each fatty acid from pooled data across all participants. A significant diurnal variation in the pooled plasma concentrations of both fatty acids was detected. However, evidence of distinct rhythmicity was strongest for DHA. The timing of the peak concentration of DHA was 17:43 with a corresponding nadir at 05:43. In comparison, the observed acrophase for EPA was delayed by three hours, occurring at 20:41, with a nadir at 08:41. This is the first time that the diurnal variation in these important bioactive fatty acids has been described in a sample of healthy adults following a normal pattern of eating and sleeping. In the absence of any dietary intake of EPA and DHA, circulating levels of these fatty acids fall during the overnight period and reach their lowest point in the morning. Consumption of n-3 PUFAs at night time, which counteracts this pattern, may have functional significance
Otago Renewals Rubric – an aid to subscription eresource renewals decision-making
This paper complements a presentation on the Otago Renewals Rubric at a Collection Assessment & ROI Datasets Meeting on 18 June 2018. It provides detailed information on the rubric and its development
The Acute Effects of Caffeinated Black Coffee on Cognition and Mood in Healthy Young and Older Adults
Cognitive and mood benefits of coffee are often attributed to caffeine. However, emerging evidence indicates behavioural effects of non-caffeine components within coffee, suggesting the potential for direct or synergistic effects of these compounds when consumed with caffeine in regular brewed coffee. The current randomised, placebo-controlled, double-blind, counterbalanced-crossover study compared the effects of regular coffee, decaffeinated coffee, and placebo on measures of cognition and mood. Age and sex effects were explored by comparing responses of older (61–80 years, N = 30) and young (20–34 years, N = 29) males and females. Computerised measures of episodic memory, working memory, attention, and subjective state were completed at baseline and 30 min post-drink. Regular coffee produced the expected effects of decreased reaction time and increased alertness when compared to placebo. When compared to decaffeinated coffee, increased digit vigilance accuracy and decreased tiredness and headache ratings were observed. Decaffeinated coffee also increased alertness when compared to placebo. Higher jittery ratings following regular coffee in young females and older males represented the only interaction of sex and age with treatment. These findings suggest behavioural activity of coffee beyond its caffeine content, raising issues with the use of decaffeinated coffee as a placebo and highlighting the need for further research into its psychoactive effects
Cognitive and mood effects of a nutrient enriched breakfast bar in healthy adults: a randomised, double-blind, placebo-controlled, parallel groups study.
Objectives: Few previous studies have assessed the effects of concomitant administration of multiple potentially psychoactive nutrients. Methods: 95 healthy adult participants consumed either a nutrient enriched breakfast bar (containing α-Linolenic acid, l-tyrosine, l-theanine, vitamins, minerals and 21.5 mg of caffeine) or an isocaloric, macronutrient matched control bar for 56 days. Cognitive function and mood were assessed pre-dose and at 40- and 160-min post-dose on the 1st and 56th day of the intervention period. Results: The results demonstrated acute effects of treatment across post-dose assessments on both assessment days in terms of alertness, and on tasks assessing attention, working and episodic memory and executive function, including cognitively demanding Serial subtraction and Rapid Visual Information Processing tasks. There were no evident chronic effects independent of the breakfast bars’ acute effects. Discussion: These results demonstrate that a nutrient enriched breakfast bar with low caffeine content can exert striking beneficial effects on acute cognitive function and alertness
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