Theoretical Sensitivity Analysis for Quantitative Operational Risk Management

We study the asymptotic behavior of the difference between the values at risk VaR(L) and VaR(L+S) for heavy tailed random variables L and S for application in sensitivity analysis of quantitative operational risk management within the framework of the advanced measurement approach of Basel II (and III). Here L describes the loss amount of the present risk profile and S describes the loss amount caused by an additional loss factor. We obtain different types of results according to the relative magnitudes of the thicknesses of the tails of L and S. In particular, if the tail of S is sufficiently thinner than the tail of L, then the difference between prior and posterior risk amounts VaR(L+S) - VaR(L) is asymptotically equivalent to the expectation (expected loss) of S.Comment: 21 pages, 1 figure, 4 tables, forthcoming in International Journal of Theoretical and Applied Finance (IJTAF

Discovery of a nuclear gas bar feeding the active nucleus in Circinus

We report the discovery of gas inflow motions towards the active nucleus of the Circinus galaxy caused by the non-axisymmetric potential of a nuclear gas bar. Evidence for dust associated with the bar comes from the HST/NICMOS H-K color map, whereas the streaming motions along the gas bar are seen in the velocity field of the H2 S(1)(1-0) emission line. The gas bar is about 100 pc long with a visual extinction in excess of 10 mag. Indication for the gaseous nature of this bar comes from the lack of a stellar counterpart even in the K band where the extinction is greatly reduced. We also use the NICMOS emission line images (Pa-alpha, [SiVI], and [FeII]) to study the innermost region of the ionization cones and the nuclear star forming activity. We discuss the possible relationship of these components with the gaseous bar.Comment: 14 pages, 7 figures (3 color plates), accepted for publication in Ap

Extreme values and fat tails of multifractal fluctuations

In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with such data. We show that because of strong correlations, standard extreme value approach is not valid and classical tail exponent estimators should be interpreted cautiously. Extreme statistics associated with multifractal random processes turn out to be characterized by non self-averaging properties. Our considerations rely upon some analogy between random multiplicative cascades and the physics of disordered systems and also on recent mathematical results about the so-called multifractal formalism. Applied to financial time series, our findings allow us to propose an unified framemork that accounts for the observed multiscaling properties of return fluctuations, the volatility clustering phenomenon and the observed ``inverse cubic law'' of the return pdf tails

NICMOS Imaging of Infrared-Luminous Galaxies

We present near-infrared images obtained with the HST NICMOS camera for a sample of 9 luminous (LIGs: L_IR (8-1000 microns) >~ 10^11 L_sun) and 15 ultra-luminous (ULIGS: L_IR >~ 10^12 L_sun) infrared galaxies. The sample includes representative systems classified as warm (f_25/f_60 > 0.2) and cold (f_25/f_60 <~ 0.2) based on the mid-infrared colors and systems with nuclear emission lines classified as HII (i.e. starburst), QSO, Seyfert and LINER. The morphologies of the sample galaxies are diverse and provide further support for the idea that they are created by the collision or interactions of spiral galaxies. Although no new nuclei are seen in the NICMOS images, the NICMOS images do reveal new spiral structures, bridges, and circumnuclear star clusters...Comment: LaTex, 27 pages with 14 gif and 4 jpg figures, AJ, in press, contour figures of the NICMOS images can be viewed at http://nedwww.ipac.caltech.edu/level5/Scoville/frames.htm

Burnout in the ICU : potential consequences for staff and patient well-being

Peer reviewedAuthor versio

RapiData: a practical course in macromolecular X-ray diffraction data measurement and structure solving at the NSLS

RapiData provides two days of high-level lectures, then two more of experimental work on several beamlines of the National Synchrotron Light Source, for about 50 students. This article provides details about the organization of the course and tells some of the reasons for its success

Stellar Dynamics and the implications on the merger evolution in NGC6240

We report near-infrared integral field spectroscopy of the luminous merging galaxy NGC 6240. Stellar velocities show that the two K-band peaks separated by 1.6arcsec are the central parts of inclined, rotating disk galaxies with equal mass bulges. The dynamical masses of the nuclei are much larger than the stellar mass derived from the K-band light, implying that the progenitor galaxies were galaxies with massive bulges. The K-band light is dominated by red supergiants formed in the two nuclei in starbursts, triggered ~2x10^7 years ago, possibly by the most recent perigalactic approach. Strong feedback effects of a superwind and supernovae are responsible for a short duration burst (~5x10^6 years) which is already decaying. The two galaxies form a prograde-retrograde rotating system and from the stellar velocity field it seems that one of the two interacting galaxies is subject to a prograde encounter. Between the stellar nuclei is a prominent peak of molecular gas (H_2, CO). The stellar velocity dispersion peaks there indicating that the gas has formed a local, self-gravitating concentration decoupled from the stellar gravitational potential. NGC 6240 has previously been reported to fit the paradigm of an elliptical galaxy formed through the merger of two galaxies. This was based on the near-infrared light distribution which follows a r^1/4-law. Our data cast strong doubt on this conclusion: the system is by far not relaxed, rotation plays an important role, as does self-gravitating gas, and the near-infrared light is dominated by young stars.Comment: 34 pages, 11 figures, using AASTEX 5.0rc3.1, paper submitted to the Astrophysical Journal, revised versio

Impact of integrated district level mental health care on clinical and social outcomes of people with severe mental illness in rural Ethiopia: an intervention cohort study

There is limited evidence of the safety and impact of task-shared care for people with severe mental illnesses (SMI; psychotic disorders and bipolar disorder) in low-income countries. The aim of this study was to evaluate the safety and impact of a district-level plan for task-shared mental health care on 6 and 12-month clinical and social outcomes of people with SMI in rural southern Ethiopia

School Absenteeism Guidebook for Program Development and Cultural Components

Programs across Nebraska have been working to reduce chronic absences and excessive absenteeism through targeted intervention and prevention strategies. This Guidebook is intended to assist communities in developing prevention and intervention strategies that fully address school absenteeism. In addition to outlining evidence-based responses to school absence, we looked specifically for programs that include a cultural competence component, or that have shown prior success in working with specific populations most at risk for excessive absenteeism. First, we present an overview of the risk factors for excessive absenteeism and potential negative outcomes associated with increased absences from school. In the second part of this report, we present information on current assessment strategies used in Nebraska and on the importance of matching services with level of need. Next, using data from the Nebraska Department of Education, we assess differences in attendance statewide to examine racial disparities in school attendance. The fourth part of this report measures the effectiveness of excessive absenteeism programs in Nebraska using data on school attendance prior to programming and while enrolled. The Juvenile Justice Institute (JJI) then calculated the percent change in attendance for these two time periods. For FY 2018-2019, there were a total of 21 funded programs addressing absenteeism through Communitybased Aid, the number of funded programs from 2019-2021 grew to 25. An additional five programs served youth through the diversion program. Approximately 3,120 youth participated in these programs and remained out of the juvenile justice system, for at least a short period of time. Program staff input the data needed to assess program effectiveness and should be commended for their efforts. Overall, 30 programs were able to input data sufficient for analyses (n=1,524 or 48.8%). Of those, 50% of programs (15 of the 30 programs) showed a statistically significant (p \u3c 0.05) improvement in attendance from pre-enrollment to enrollment for those who successfully completed programming. As statewide data from the Department of Education suggest some racial/ethnic groups were more likely to be absent compared to White students, we examined if there were significantly different outcomes for successful cases by race or ethnicity. While our findings do not suggest that one racial or ethnic group improved significant more than another, without accounting for any other factors, all racial or ethnic groups reported reductions in overall absences for those who successfully completed programming. Finally, we offer recommendations for programs moving forward to help them meet the challenges they face as they work to improve school attendance. Challenges related to data collection and reporting continue to present problems for programs and analyses. Further, the COVID-19 pandemic presented additional difficulties as programs remained committed to monitoring attendance and offering intervention strategies to target excessive absenteeism during virtual schooling. Although this guidebook utilized data from pre-enrollment to enrollment, we hope to add postenrollment data in the future once more data are available. JJI remains committed to improving data collection through improvements to the JCMS and continued training for program staff