On the Term Structure of Futures and Forward Prices

We investigate the term structure of forward and futures prices for models where the price processes are allowed to be driven by a general marked point process as well as by a multidimensional Wiener process. Within an infinite dimensional HJM-type model for futures and forwards we study the properties of futures and forward convenience yield rates. For finite dimensional factor models, we develop a theory of affine term structures, which is shown to include almost all previously known models. We also derive two general pricing formulas for futures options. Finally we present an easily applicable sufficient condition for the possibility of fitting a finite dimensional futures price model to an arbitrary initial futures price curve, by introducing a time dependent function in the drift term.term structure; futures price; forward price; options; jump-diffusion model; affine term structure

Numerical Modeling Of Hohlraum Radiation Conditions: Spatial And Spectral Variations Due To Sample Position, Beam Pointing, And Hohlraum Geometry

View-factor simulations are presented of the spatially varying radiation conditions inside double-ended gold Hohlraums and single-ended gold Hohlraums (\u27\u27 halfraums \u27\u27) used in inertial confinement fusion and high-energy density physics experiments [J. Lindl, Phys. Plasmas 11, 339 (2004); M. D. Rosen, Phys. Plasmas 3, 1803 (1996)]. It is shown that in many circumstances, the common assumption that the Hohlraum \u27\u27 drive \u27\u27 can be characterized by a single temperature is too simplistic. Specifically, the radiation conditions seen by an experimental package can differ significantly from the wall reemission measured through diagnostic holes or laser entrance holes (LEHs) by absolutely calibrated detectors. Furthermore, even in situations where the radiation temperature is roughly the same for diagnostics and experimental packages, or for packages at different locations, the spectral energy distributions can vary significantly, due to the differing fractions of reemitting wall, laser hot spots, and LEHs seen from different locations. We find that the spatial variation of temperature and especially the differences between what diagnostics looking in the LEH measure versus the radiation temperature on wall-mounted experimental packages are generally greater for double-ended Hohlraums than for halfraums. View-factor simulations can also be used to explore experimental variables (halfraum length and geometry, sample position, and beam pointing) that can be adjusted in order to, for example, maximize the radiation flux onto a sample, or other package. In this vein, simulations of Hohlraums and halfraums with LEH shields are also presented. (c) 2005 American Institute of Physics

Osallisuudesta hyvinvointiin - Gammelbackan hyvinvointikeskuksen merkitys alueen asukkaiden hyvinvointikokemukseen

Tämän opinnäytetyön tarkoituksena oli tutkia Gammelbackan hyvinvointikeskuksen merkitystä alueen asukkaiden hyvinvointikokemukseen selvittäen, kuinka paljon Gammelbackan hyvinvointikeskuksen palveluja käytetään sekä miten käyttäjät kokevat käytettyjen palveluiden muuttaneen heidän kokemustaan omasta hyvinvoinnistaan. Opinnäytetyö on toteutettu yhteistyössä Porvoon kaupungin kanssa. Tutkimusmenetelmänä käytettiin kvantitatiivista tutkimusmenetelmää. Aineisto kerättiin standardoidulla kyselylomakkeella Gammelbackan hyvinvointikeskuksen palveluiden käyttäjiltä touko-kesäkuussa 2016. Kyselylomakkeen kysymykset olivat monivalintakysymyksiä, joista kolmeen kysymykseen oli mahdollista antaa myös avoin vastaus. Kokonaan avoimia kysymyksiä kyselyssä oli kaksi kappaletta. Kyselyyn vastasi yhteensä 55 hyvinvointikeskuksen palveluiden käyttäjää. Monivalintakysymysten aineisto analysoitiin tilastollisesti. Avointen kysymysten aineisto litteroitiin, jonka jälkeen etsittiin vastauksia yhdistäviä kategorioita, joihin vastaukset jaettiin sisällön erittelyn periaatteiden mukaisesti. Opinnäytetyön tulosten mukaan hyvinvointikeskuksen toiminta on vaikuttanut palveluiden käyttäjien kokemaan hyvinvointiin monimuotoisesti. Merkittävä osa kyselyyn vastanneista kokee palveluiden vaikuttaneen hyvinvointiin yleisellä tasolla. Osalle vastanneista toiminnalla on ollut vaikutusta terveyden ja hyvinvoinnin eri osa-alueisiin. Kokemus kyvystä vaikuttaa omaan hyvinvointiin on vahvistunut. Palvelut ovat luoneet käyttäjille osallisuuden ja yhteisöllisyyden tunnetta sekä tuoneet lisää sosiaalista pääomaa ja elämänsisältöä. Kehittämisehdotuksena on hyvinvointikeskuksen markkinointi, jonka avulla todellisessa syrjäytymisvaarassa olevat asukkaat saataisiin mukaan toimintaan.The purpose of this thesis is to study the impact of Gammelbacka welfare center to the welfare experiences of the inhabitants of the region. More specifically, it examines how much Gammelbacka welfare centers services are used and how the people using them experience the changes in their own welfare. This thesis has been commissioned by the city of Porvoo. According to the findings of this thesis the welfare center has affected the welfare experience among the users of services in various ways. A significant part of the people answering the questionnaire feel that the services have had a generally positive impact on their own welfare experience. When asked in a questionnaire, the people answered that services have had an impact on different areas of health and welfare. Some respondents experienced that their ability to take care of their own welfare had increased. The services has created a sensation of communality and increased social capital and content in life. Based on the results, the thesis suggests that marketing could be developed in order to reach the people in real danger of alienation

Research with Collaborative Unmanned Aircraft Systems

We provide an overview of ongoing research which targets development of a principled framework for mixed-initiative interaction with unmanned aircraft systems (UAS). UASs are now becoming technologically mature enough to be integrated into civil society. Principled interaction between UASs and human resources is an essential component in their future uses in complex emergency services or bluelight scenarios. In our current research, we have targeted a triad of fundamental, interdependent conceptual issues: delegation, mixed- initiative interaction and adjustable autonomy, that is being used as a basis for developing a principled and well-defined framework for interaction. This can be used to clarify, validate and verify different types of interaction between human operators and UAS systems both theoretically and practically in UAS experimentation with our deployed platforms

Inactivity/sleep in two wild free-roaming African elephant matriarchs - Does large body size make elephants the shortest mammalian sleepers?

The current study provides details of sleep (or inactivity) in two wild, free-roaming African elephant matriarchs studied in their natural habitat with remote monitoring using an actiwatch subcutaneously implanted in the trunk, a standard elephant collar equipped with a GPS system and gyroscope, and a portable weather station. We found that these two elephants were polyphasic sleepers, had an average daily total sleep time of 2 h, mostly between 02:00 and 06:00, and displayed the shortest daily sleep time of any mammal recorded to date. Moreover, these two elephants exhibited both standing and recumbent sleep, but only exhibited recumbent sleep every third or fourth day, potentially limiting their ability to enter REM sleep on a daily basis. In addition, we observed on five occasions that the elephants went without sleep for up to 46 h and traversed around 30 km in 10 h, possibly due to disturbances such as potential predation or poaching events, or a bull elephant in musth. They exhibited no form of sleep rebound following a night without sleep. Environmental conditions, especially ambient air temperature and relative humidity, analysed as wet-bulb globe temperature, reliably predict sleep onset and offset times. The elephants selected novel sleep sites each night and the amount of activity between sleep periods did not affect the amount of sleep. A number of similarities and differences to studies of elephant sleep in captivity are noted, and specific factors shaping sleep architecture in elephants, on various temporal scales, are discussed

Citalopram plus low-dose pipamperone versus citalopram plus placebo in patients with major depressive disorder: an 8-week, double-blind, randomized study on magnitude and timing of clinical response

Background: Selective serotonin reuptake inhibitors take several weeks to achieve their full antidepressant effects. Post-synaptic 5-HT<sub>2A</sub> receptor activation is thought to be involved in this delayed therapeutic effect. Pipamperone acts as a highly selective 5-HT<sub>2A</sub>/D<sub>4</sub> antagonist when administered in low doses. The purpose of this study was to compare citalopram 40 mg once daily plus pipamperone 5 mg twice daily (PipCit) versus citalopram plus placebo twice daily for magnitude and onset of therapeutic effect. Method: An 8-week, randomized, double-blind study in patients with major depressive disorder was carried out. Results: The study population comprised 165 patients (citalopram and placebo, n=82; PipCit, n=83) with a mean baseline Montgomery–Asberg Depression Rating Scale (MADRS) score of 32.6 (S.D.=5.5). In the first 4 weeks, more citalopram and placebo than PipCit patients discontinued treatment (18% v. 4%, respectively, p=0.003). PipCit patients had significantly greater improvement in MADRS score at week 1 [observed cases (OC), p=0.021; last observation carried forward (LOCF), p=0.007] and week 4 (LOCF, p=0.025) but not at week 8 compared with citalopram and placebo patients. Significant differences in MADRS scores favoured PipCit in reduced sleep, reduced appetite, concentration difficulties and pessimistic thoughts. Mean Clinical Global Impression–Improvement scores were significantly improved after 1 week of PipCit compared with citalopram and placebo (OC and LOCF, p=0.002). Conclusions: Although the MADRS score from baseline to 8 weeks did not differ between groups, PipCit provided superior antidepressant effects and fewer discontinuations compared with citalopram and placebo during the first 4 weeks of treatment, especially in the first week

Modified Bell-Plesset Effect with Compressibility: Application to Double-Shell Ignition Target Designs

The effect of spherical convergence on the fluid stability of collapsing and expanding bubbles was originally treated by Bell [Los Alamos Scientific Laboratory Report No. LA-1321 (1951)] and Plesset [J. Appl. Phys. 25, 96 (1954)]. The additional effect of fluid compressibility was also considered by Bell but was limited to the case of nonzero density on only one side of a fluid interface. A more general extension is developed which considers distinct time-dependent uniform densities on both sides of an interface in a spherically converging geometry. A modified form of the velocity potential is used that avoids an unphysical divergence at the origin [Goncharov et al., Phys. Plasmas 7, 5118 (2000); Lin et al., Phys. Fluids 14, 2925 (2002)]. Two consequences of this approach are that an instability proposed by Plesset for an expanding bubble in the limit of large interior density is now absent and application to inertial confinement fusion studies of stability becomes feasible. The model is applied to a proposed ignition double-shell target design [Amendt et al., Phys. Plasmas 9, 2221 (2002)] for the National Ignition Facility [Paisner et al., Laser Focus World 30, 75 (1994)] for studying the stability of the inner surface of an imploding high-Z inner shell. Application of the Haan [Phys. Rev. A 39, 5812 (1989)] saturation criterion suggests that ignition is possible

Paraneoplastic thrombocytosis in ovarian cancer

<p>Background: The mechanisms of paraneoplastic thrombocytosis in ovarian cancer and the role that platelets play in abetting cancer growth are unclear.</p> <p>Methods: We analyzed clinical data on 619 patients with epithelial ovarian cancer to test associations between platelet counts and disease outcome. Human samples and mouse models of epithelial ovarian cancer were used to explore the underlying mechanisms of paraneoplastic thrombocytosis. The effects of platelets on tumor growth and angiogenesis were ascertained.</p> <p>Results: Thrombocytosis was significantly associated with advanced disease and shortened survival. Plasma levels of thrombopoietin and interleukin-6 were significantly elevated in patients who had thrombocytosis as compared with those who did not. In mouse models, increased hepatic thrombopoietin synthesis in response to tumor-derived interleukin-6 was an underlying mechanism of paraneoplastic thrombocytosis. Tumorderived interleukin-6 and hepatic thrombopoietin were also linked to thrombocytosis in patients. Silencing thrombopoietin and interleukin-6 abrogated thrombocytosis in tumor-bearing mice. Anti–interleukin-6 antibody treatment significantly reduced platelet counts in tumor-bearing mice and in patients with epithelial ovarian cancer. In addition, neutralizing interleukin-6 significantly enhanced the therapeutic efficacy of paclitaxel in mouse models of epithelial ovarian cancer. The use of an antiplatelet antibody to halve platelet counts in tumor-bearing mice significantly reduced tumor growth and angiogenesis.</p> <p>Conclusions: These findings support the existence of a paracrine circuit wherein increased production of thrombopoietic cytokines in tumor and host tissue leads to paraneoplastic thrombocytosis, which fuels tumor growth. We speculate that countering paraneoplastic thrombocytosis either directly or indirectly by targeting these cytokines may have therapeutic potential. </p&gt