Simulation of asset prices using Lévy processes

Includes bibliographical references (leaves 93-97).This dissertation focuses on a Lévy process driven framework for the pricing of financial instruments. The main focus of this dissertation is not, however, to price these instruments; the main focus is simulation based. Simulation is a key issue under Monte Carlo pricing and risk-neutral valuation- it is the first step towards pricing and therefore must be done accurately and with care. This dissertation looks at different kinds of Lévy processes and the various approaches one can take when simulating them

Objectification in Heterosexual Romantic Relationships: Examining Relationship Satisfaction of Female Objectification Recipients and Male Objectifying Perpetrators

Sexual objectification is one of most the common manifestations of discrimination against women in Western societies; however, few studies have examined objectification in the context of romantic relationships. The primary aim of the present research was to bring the study of objectification phenomena into the setting of heterosexual romantic relationships. The present set of studies examined the relation between sexual objectification and relationship satisfaction for both the sexual objectification recipient (Study 1) and the sexual objectification perpetrator (Study 2). The results of the first study with 206 U.S. undergraduate female students in committed romantic relationships replicated a previously identified negative association between feeling dehumanized by one’s partner and intimate relationship satisfaction. Moreover, this link was mediated by greater body dissatisfaction and decreased sexual satisfaction. The second study with 94 U.S. undergraduate male students in committed romantic relationships demonstrated a negative association between sexual objectification perpetration and relationship satisfaction. Furthermore, this negative relation was mediated by greater partner objectification and lower sexual satisfaction. Results of both studies demonstrated the effect of sexual objectification (as recipient or perpetrator) on global intimate relationship health. Additionally, the results highlight poor sexual satisfaction as a key dyadic mechanism linking objectification processes to intimate relationship outcomes

Modeling the evolution of aerosol particles in a ship plume using PartMC-MOSAIC

This study investigates the evolution of ship-emitted aerosol particles using the stochastic particle-resolved model PartMC-MOSAIC (Particle Monte Carlo model-Model for Simulating Aerosol Interactions and Chemistry). Comparisons of our results with observations from the QUANTIFY (Quantifying the Climate Impact of Global and European Transport Systems) study in 2007 in the English Channel and the Gulf of Biscay showed that the model was able to reproduce the observed evolution of total number concentration and the vanishing of the nucleation mode consisting of sulfate particles. Further process analysis revealed that during the first hour after emission, dilution reduced the total number concentration by four orders of magnitude, while coagulation reduced it by an additional order of magnitude. Neglecting coagulation resulted in an overprediction of more than one order of magnitude in the number concentration of particles smaller than 40 nm at a plume age of 100 s. Coagulation also significantly altered the mixing state of the particles, leading to a continuum of internal mixtures of sulfate and black carbon. The impact on cloud condensation nuclei (CCN) concentrations depended on the supersaturation threshold <i>S</i> at which CCN activity was evaluated. For the base case conditions, characterized by a low formation rate of secondary aerosol species, neglecting coagulation, but simulating condensation, led to an underestimation of CCN concentrations of about 37% for <i>S</i> = 0.3% at the end of the 14-h simulation. In contrast, for supersaturations higher than 0.7%, neglecting coagulation resulted in an overestimation of CCN concentration, about 75% for <i>S</i> = 1%. For <i>S</i> lower than 0.2% the differences between simulations including coagulation and neglecting coagulation were negligible. Neglecting condensation, but simulating coagulation did not impact the CCN concentrations below 0.2% and resulted in an underestimation of CCN concentrations for larger supersaturations, e.g., 18% for <i>S</i> = 0.6%. We also explored the role of nucleation for the CCN concentrations in the ship plume. For the base case the impact of nucleation on CCN concentrations was limited, but for a sensitivity case with higher formation rates of secondary aerosol over several hours, the CCN concentrations increased by an order of magnitude for supersaturation thresholds above 0.3%

Managing shoulder pain in manual wheelchair users:a scoping review of conservative treatment interventions

Objective:To review the literature that has explored conservative treatments for the management of shoulder pain in manual wheelchair users.Methods:Five databases were systematically searched in february 2020 for terms related to shoulder pain and manual wheelchair use. Articles were screened and included if they investigated the conservative treatment of shoulder pain in wheelchair users. Participants’ physical characteristics, experimental design and primary and secondary outcome measures were extracted from studies. Studies were grouped according to treatment type to identify gaps in the literature and guide future research.Results:The initial search identified 407 articles, of which 21 studies met the inclusion criteria. Exercise-based treatment interventions were most prevalent (n = 12). A variety of exercise modalities were employed such as strengthening and stretching (n = 7), ergometer training (n = 3), Pilates classes (n = 1) and functional electrical stimulation (n = 1). Only three studies supplemented exercise with an additional treatment type. The Wheelchair Users Shoulder Pain Index was used by 18 studies as the primary measure of shoulder pain. Only seven of these included an objective measure of shoulder function. Participant characteristics varied among studies, and physical activity levels were frequently not reported.Conclusions:Despite the high prevalence of shoulder pain in manual wheelchair users, the number of studies to have explored conservative treatment types is low. Exercise is the most commonly used treatment, which is encouraging as physical inactivity can exacerbate other health conditions. Few studies have adopted interdisciplinary treatment strategies or included objective secondary measures to better understand the mechanisms of pain.<br

Propulsion biomechanics do not differ between athletic and nonathletic manual wheelchair users in their daily wheelchairs

The purpose of this study was to investigate whether athletic and nonathletic manual wheelchair users (MWU) display differences in kinetic and kinematic variables during daily wheelchair propulsion. Thirty-nine manual wheelchair users (athletic n = 25; nonathletic n = 14) propelled their own daily living wheelchair on a roller ergometer at two submaximal speeds for three minutes (1.11 m s−1 and 1.67 m s−1). A 10 camera Vicon motion capture system (Vicon, Motion Systems Ltd. Oxford, United Kingdom) collected three-dimensional kinematics of the upper limbs and thorax at 200 Hz during the final minute of each propulsion trial. Kinetics, kinematics and kinematic variability were compared between athletic and nonathletic groups. Kinematic differences were investigated using statistical parametric mapping. Athletic MWU performed significantly greater physical activity per week compared to nonathletic MWU (920 ± 601 mins vs 380 ± 147 mins, respectively). However, no significant biomechanical differences between athletic and nonathletic MWU were observed during either propulsion speed. During the 1.11 m s−1 trial wheelchair users displayed a stroke frequency of 53 ± 12 pushes/min and a contact angle of 92.5 ± 16.2°. During the 1.67 m s−1 trial the mean stroke frequency was 64 ± 22 pushes/min and contact angle was 85.4 ± 13.6°. Despite the hand being unconstrained during the recovery phase the magnitude of joint kinematic variability was similar across both glenohumeral and scapulothoracic joints during recovery and push phases. To conclude, although athletic MWU participate in more physical activity per week they adopt similar strategies to propel their daily living wheelchair. Investigations of shoulder pain and dailywheelchair propulsion do not need to distinguish between athletic and nonathletic MWU

Induced fibrillation is equally effective as crystalloid cardioplegia in the protection of fetal myocardial function

AbstractBackgroundFetal cardiac intervention represents a potential advance in the treatment of congenital cardiac lesions that increase in complexity during development. Prenatal repair of a primary defect might prevent pathologic blood-flow patterns that can result in hypoplasia of a cardiac chamber or great vessel. However, strategies to optimize fetal myocardial protection have not been studied. A biventricular working fetal heart preparation was used to evaluate the cardioprotective properties of induced fibrillation and crystalloid cardioplegia.MethodsHearts from 16 fetal lambs at 115 to 125 days’ gestation were harvested and perfused with Krebs-Henseleit solution. The descending aorta was ligated distal to the ductal insertion and the branch pulmonary arteries were ligated to simulate the parallel circulation of the fetus. Hearts were arrested with normothermic fibrillation (n = 8) or hypothermic crystalloid cardioplegia (n = 8) before reperfusion with Krebs-Henseleit solution. Baseline and postarrest myocardial function measurements were obtained from analysis of pressure-dimension relationships.ResultsFibrillatory and cardioplegic arrest were equally effective at preserving postarrest systolic function (left ventricle, 70% ± 5% vs 68% ± 15%, P = .52; right ventricle, 68% ± 4.5% vs 65% ± 4.5%, P = .26) and preventing increased diastolic stiffness (left ventricle, 32% ± 5.3% vs 38% ± 11%, P = .24; right ventricle, 25% ± 3.3% vs 27% ± 2.1%, P = .46). Myocardial water content was unchanged in hearts arrested with fibrillation and cardioplegia (84% ± 1.5% vs 83.7% ± 0.9%, P = .71).ConclusionsNormothermic fibrillation and hypothermic crystalloid cardioplegia provide equal protection of the fetal myocardium. In the setting of diminished fetal myocardial reserve and because of the limited ability to manipulate the surrounding temperature in the fetus, normothermic fibrillation may be preferable for in utero repairs of selected congenital heart defects

Diagnostic accuracy of dynamic CZT-SPECT in coronary artery disease. A systematic review and meta-analysis

Background: With the appearance of cadmium-zinc-telluride (CZT) cameras, dynamic myocardial perfusion imaging (MPI) has been introduced, but comparable data to other MPI modalities, such as quantitative coronary angiography (CAG) with fractional flow reserve (FFR) and positron emission tomography (PET), are lacking. This study aimed to evaluate the diagnostic accuracy of dynamic CZT single-photon emission tomography (SPECT) in coronary artery disease compared to quantitative CAG, FFR, and PET as reference. Materials and Methods: Different databases were screened for eligible citations performing dynamic CZT-SPECT against CAG, FFR, or PET. PubMed, OvidSP (Medline), Web of Science, the Cochrane Library, and EMBASE were searched on the 5th of July 2020. Studies had to meet the following pre-established inclusion criteria: randomized controlled trials, retrospective trails or observational studies relevant for the diagnosis of coronary artery disease, and performing CZT-SPECT and within half a year the methodological references. Studies which considered coronary stenosis between 50% and 70% as significant based only on CAG were excluded. Data extracted were sensitivity, specificity, likelihood ratios, and diagnostic odds ratios. Quality was assessed with QUADAS-2 and statistical analysis was performed using a bivariate model. Results: Based on our criteria, a total of 9 studies containing 421 patients were included. For the assessment of CZT-SPECT, the diagnostic value pooled analysis with a bivariate model was calculated and yielded a sensitivity of 0.79 (% CI 0.73 to 0.85) and a specificity of 0.85 (95% CI 0.74 to 0.92). Diagnostic odds ratio (DOR) was 17.82 (95% CI 8.80 to 36.08, P < 0.001). Positive likelihood ratio (PLR) and negative likelihood ratio (NLR) were 3.86 (95% CI 2.76 to 5.38, P < 0.001) and 0.21 (95% CI 0.13 to 0.33, P < 0.001), respectively. Conclusion: Based on the results of the current systematic review and meta-analysis, dynamic CZT-SPECT MPI demonstrated a good sensitivity and specificity to diagnose CAD as compared to the gold standards. However, due to the heterogeneity of the methodologies between the CZT-SPECT MPI studies and the relatively small number of included studies, it warrants further well-defined study protocols

The longitudinal relationship between shoulder pain and altered wheelchair propulsion biomechanics of manual wheelchair users

The purpose of this study was to investigate the longitudinal association between within-subject changes in shoulder pain and alterations in wheelchair propulsion biomechanics in manual wheelchair users. Eighteen (age 33 ± 11 years) manual wheelchair users propelled their own daily living wheelchair at 1.11 m.s-1 for three minutes on a dual-roller ergometer during two laboratory visits (T1 and T2) between 4 and 6 months apart. Shoulder pain was assessed using the Performance Corrected Wheelchair User's Shoulder Pain Index (PC-WUSPI). Between visits mean PC-WUSPI scores increased by 5.4 points and varied from - 13.5 to + 20.9 points. Of the eighteen participants, nine (50%) experienced increased shoulder pain, seven (39%) no change in pain, and two (11%) decreased pain. Increasing shoulder pain severity correlated with increased contact angle (r = 0.59, P = 0.010), thorax range of motion (r = 0.60, P = 0.009) and kinetic and kinematic variability. Additionally, increasing shoulder pain was associated with reductions in peak torque (r = -0.56, P = 0.016), peak glenohumeral abduction (r = -0.69, P = 0.002), peak scapular downward rotation (r = -0.68, P = 0.002), and range of motion in glenohumeral flexion/extension and scapular angles. Group comparisons revealed that these biomechanical alterations were exhibited by individuals who experienced increased shoulder pain, whereas, propulsion biomechanics of those with no change/decreased pain remained unaltered. These findings indicate that wheelchair users exhibit a protective short-term wheelchair propulsion biomechanical response to increases in shoulder pain which may temporarily help maintain functional independence