Inference on the tail process with application to financial time series modelling

To draw inference on serial extremal dependence within heavy-tailed Markov chains, Drees, Segers and Warcho{\l} [Extremes (2015) 18, 369--402] proposed nonparametric estimators of the spectral tail process. The methodology can be extended to the more general setting of a stationary, regularly varying time series. The large-sample distribution of the estimators is derived via empirical process theory for cluster functionals. The finite-sample performance of these estimators is evaluated via Monte Carlo simulations. Moreover, two different bootstrap schemes are employed which yield confidence intervals for the pre-asymptotic spectral tail process: the stationary bootstrap and the multiplier block bootstrap. The estimators are applied to stock price data to study the persistence of positive and negative shocks.Comment: 22 page

Formation of a Metallic Contact: Jump to Contact Revisited

The transition from tunneling to metallic contact between two surfaces does not always involve a jump, but can be smooth. We have observed that the configuration and material composition of the electrodes before contact largely determines the presence or absence of a jump. Moreover, when jumps are found preferential values of conductance have been identified. Through combination of experiments, molecular dynamics, and first-principles transport calculations these conductance values are identified with atomic contacts of either monomers, dimers or double-bond contacts.Comment: 4 pages, 5 figure

Observation of a parity oscillation in the conductance of atomic wires

Using a scanning tunnel microscope or mechanically controlled break junctions, atomic contacts of Au, Pt and Ir are pulled to form chains of atoms. We have recorded traces of conductance during the pulling process and averaged these for a large amount of contacts. An oscillatory evolution of conductance is observed during the formation of the monoatomic chain suggesting a dependence on even or odd numbers of atoms forming the chain. This behaviour is not only present in the monovalent metal Au, as it has been previously predicted, but is also found in the other metals which form chains suggesting it to be a universal feature of atomic wires

Patient-specific CFD simulation of intraventricular haemodynamics based on 3D ultrasound imaging

Background: The goal of this paper is to present a computational fluid dynamic (CFD) model with moving boundaries to study the intraventricular flows in a patient-specific framework. Starting from the segmentation of real-time transesophageal echocardiographic images, a CFD model including the complete left ventricle and the moving 3D mitral valve was realized. Their motion, known as a function of time from the segmented ultrasound images, was imposed as a boundary condition in an Arbitrary Lagrangian-Eulerian framework. Results: The model allowed for a realistic description of the displacement of the structures of interest and for an effective analysis of the intraventricular flows throughout the cardiac cycle. The model provides detailed intraventricular flow features, and highlights the importance of the 3D valve apparatus for the vortex dynamics and apical flow. Conclusions: The proposed method could describe the haemodynamics of the left ventricle during the cardiac cycle. The methodology might therefore be of particular importance in patient treatment planning to assess the impact of mitral valve treatment on intraventricular flow dynamics

The effect of the use of T and V pronouns in Dutch HR communication

In an online experiment among native speakers of Dutch we measured addressees' responses to emails written in the informal pronoun T or the formal pronoun V in HR communication. 172 participants (61 male, mean age 37 years) read either the V-versions or the T-versions of two invitation emails and two rejection emails by four different fictitious recruiters. After each email, participants had to score their appreciation of the company and the recruiter on five different scales each, such as The recruiter who wrote this email seems … [scale from friendly to unfriendly]. We hypothesized that (i) the V-pronoun would be more appreciated in letters of rejection, and the T-pronoun in letters of invitation, and (ii) older people would appreciate the V-pronoun more than the T-pronoun, and the other way around for younger people. Although neither of these hypotheses was supported, we did find a small effect of pronoun: Emails written in V were more highly appreciated than emails in T, irrespective of type of email (invitation or rejection), and irrespective of the participant's age, gender, and level of education. At the same time, we observed differences in the strength of this effect across different scales

Abnormal wave reflections and left ventricular hypertrophy late after coarctation of the aorta repair

Patients with repaired coarctation of the aorta are thought to have increased afterload due to abnormalities in vessel structure and function. We have developed a novel cardiovascular magnetic resonance protocol that allows assessment of central hemodynamics, including central aortic systolic blood pressure, resistance, total arterial compliance, pulse wave velocity, and wave reflections. The main study aims were to (1) characterize group differences in central aortic systolic blood pressure and peripheral systolic blood pressure, (2) comprehensively evaluate afterload (including wave reflections) in the 2 groups, and (3) identify possible biomarkers among covariates associated with elevated left ventricular mass (LVM). Fifty adult patients with repaired coarctation and 25 age- and sex-matched controls were recruited. Ascending aorta area and flow waveforms were obtained using a high temporal-resolution spiral phase-contrast cardiovascular magnetic resonance flow sequence. These data were used to derive central hemodynamics and to perform wave intensity analysis noninvasively. Covariates associated with LVM were assessed using multivariable linear regression analysis. There were no significant group differences (P≥0.1) in brachial systolic, mean, or diastolic BP. However central aortic systolic blood pressure was significantly higher in patients compared with controls (113 versus 107 mm Hg, P=0.002). Patients had reduced total arterial compliance, increased pulse wave velocity, and larger backward compression waves compared with controls. LVM index was significantly higher in patients than controls (72 versus 59 g/m(2), P<0.0005). The magnitude of the backward compression waves was independently associated with variation in LVM (P=0.01). Using a novel, noninvasive hemodynamic assessment, we have shown abnormal conduit vessel function after coarctation of the aorta repair, including abnormal wave reflections that are associated with elevated LVM

A Web-platform for Linking IFC to External Information during the Entire Lifecycle of a Building

AbstractDuring the lifecycle of a building, much more information is used and produced than can be contained inside a Building Information Model (BIM). The information outside the BIM is seldom connected to the BIM or connected across domains. Furthermore, information in BIM is only accessible to people with sufficient CAD or architectural background, and often expensive software is needed to edit and add data. This inefficient information management causes significant costs in practice. Our research contributes to the development of IFC based web applications in practice and demonstrates a way of linking machine to human readable data thus making the data accessible to non CAD users or architectural experts. In this paper we describe such a platform for the integration of model-based data and non-model based data. We tried to construct a mapping process from IFC properties to a national building element classification system, as a way of structuring the objects and information for use in our web platform. Since both the structure of IFC and most building element classification systems are based on semantic relations of building elements (i.e. holonym, meronym, hypernym), translations by means of a basic reasoning system should be feasible. We elaborate on several uses of this platform in applications for maintenance and reuse of building materials, buildings and built structures

Automatization and Retention of Literacy Skills in Adult Learners

Findings from recent efficacy studies comparing literacy program types suggest that struggling adult readers often make limited to moderate gains across varied types of literacy interventions, with no specific approach consistently surpassing others to date. An alternative to comparing program types is to investigate whether there are specific characteristics or skills that vary by individual that can predict higher gains and skill retention across program type. Using an experimental, prospective, longitudinal design, the present study examined the role of automatization (over-learning) of component skills involved in reading during participation in general literacy programs. On average, participants in the study gained the equivalent of one full reading grade-level after participation in programs for six months. The degree of automatization of reading skills was found to be the strongest predictor of gains made during programs; a measure of automatization was also the strongest predictor of subsequent retention of skills, months later at follow-up testing. Implications for adult literacy practitioners and directions for future research related to skill retention are discussed