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

Оборудование для испытания листовых конструкционных материалов при двухосном растяжении. Сообщение 2. Испытания двухосным нагружением в плоскости листа

Рассмотрены конструктивные особенности оборудования для механических испытаний листовых конструкционных материалов в условиях двухосного статического, циклического и динамического нагружения. Предложены оригинальные решения проблем, связанных с проведением усталостных испытаний крестообразных образцов без применения сложных гидравлических систем и динамических испытаний с использованием простейших испытательных машин на одноосное растяжение-сжатие.Розглянуто конструктивні особливості устаткування для механічних випробувань листових конструкційних матеріалів в умовах двовісного статичного, циклічного та динамічного навантаження. Запропоновано оригінальні розв’язки ряду проблем, що пов’язані з використанням хрестоподібних зразків для випробувань на втому без застосування складних гідравлічних систем та для динамічних випробувань за допомогою найпростіших випробувальних машин на одновісний розтяг-стиск.Original methods of mechanical testing of sheet materials under conditions of biaxial static, cyclic, and dynamic loading are described. Solutions were suggested for a number of problems related to the use of cruciform specimens in fatigue tests without employment of complex hydraulic systems and in dynamic tests in uniaxial tension-compression using mechanical testing machines

Targeting of Rad51-dependent homologous recombination: implications for the radiation sensitivity of human lung cancer cell lines

The aim of the present work was to study the role of Rad51-dependent homologous recombination in the radiation response of non-small-cell lung cancer (NSCLC) cell lines. A dose- and time-dependent increase in the formation of Rad51 and γ-H2AX foci with a maximum at about 4 and 1 h after irradiation, followed by a decrease, has been found. The relative fraction of cells with persisting Rad51 foci was 20–30% in radioresistant and 60–80% in radiosensitive cell lines. In comparison, a higher fraction of residual Dsb was evident in cell lines with nonfunctional p53. Transfection with As-Rad51 significantly downregulates radiation-induced formation of Rad51 foci and increases apoptosis, but did not influence the rejoining of DNA double-strand breaks. Interestingly, wortmannin, a well-known inhibitor of nonhomologous end-joining, also inhibits Rad51 foci formation. In general, there was no correlation between the clonogenic survival at 2 Gy and the percentage of initial Rad51 or γ-H2AX foci after ionising radiation (IR). The most reliable predictive factor for radiosensitivity of NSCLC cell lines was the relative fraction of Rad51 foci remaining at 24 h after IR. Although most of the Rad51 foci are co-localised with γ-H2AX foci, no correlation of the relative fraction of persisting γ-H2AX foci and SF2 is evident

Event-related desynchronization related to the anticipation of a stimulus providing knowledge of results

In the present paper, event-related desynchronization (ERD) in the alpha and beta frequency bands is quantified in order to investigate the processes related to the anticipation of a knowledge of results (KR) stimulus. In a time estimation task, 10 subjects were instructed to press a button 4 s after the presentation of an auditory stimulus. Two seconds after the response they received auditory or visual feedback on the timing of their response. Preceding the button press, a centrally maximal ERD is found. Preceding the visual KR stimulus, an ERD is present that has an occipital maximum. Contrary to expectation, preceding the auditory KR stimulus there are no signs of a modalityspecific ERD. Results are related to a thalamo-cortical gating model which predicts a correspondence between negative slow potentials and ERD during motor preparation and stimulus anticipation

Desynchronization during anticipatory attention for an upcoming stimulus: A comparative EEG/MEG study

Objectives: Our neurophysiological model of anticipatory behaviour (e.g. Acta Psychol 101 (1999) 213; Bastiaansen et al., 1999a) predicts an activation of (primary) sensory cortex during anticipatory attention for an upcoming stimulus. In this paper we attempt to demonstrate this by means of event-related desynchronization (ERD). Methods: Five subjects performed a time estimation task, and were informed about the quality of their time estimation by either visual or auditory stimuli providing Knowledge of Results (KR). EEG and MEG were recorded in separate sessions, and ERD was computed in the 8± 10 and 10±12 Hz frequency bands for both datasets. Results: Both in the EEG and the MEG we found an occipitally maximal ERD preceding the visual KR for all subjects. Preceding the auditory KR, no ERD was present in the EEG, whereas in the MEG we found an ERD over the temporal cortex in two of the 5 subjects. These subjects were also found to have higher levels of absolute power over temporal recording sites in the MEG than the other subjects, which we consider to be an indication of the presence of a `tau' rhythm (e.g. Neurosci Lett 222 (1997) 111). Conclusions: It is concluded that the results are in line with the predictions of our neurophysiological model

On Symbolic Ultrametrics, Cotree Representations, and Cograph Edge Decompositions and Partitions

Symbolic ultrametrics define edge-colored complete graphs K_n and yield a simple tree representation of K_n. We discuss, under which conditions this idea can be generalized to find a symbolic ultrametric that, in addition, distinguishes between edges and non-edges of arbitrary graphs G=(V,E) and thus, yielding a simple tree representation of G. We prove that such a symbolic ultrametric can only be defined for G if and only if G is a so-called cograph. A cograph is uniquely determined by a so-called cotree. As not all graphs are cographs, we ask, furthermore, what is the minimum number of cotrees needed to represent the topology of G. The latter problem is equivalent to find an optimal cograph edge k-decomposition {E_1,...,E_k} of E so that each subgraph (V,E_i) of G is a cograph. An upper bound for the integer k is derived and it is shown that determining whether a graph has a cograph 2-decomposition, resp., 2-partition is NP-complete

Polynomial kernels for 3-leaf power graph modification problems

A graph G=(V,E) is a 3-leaf power iff there exists a tree T whose leaves are V and such that (u,v) is an edge iff u and v are at distance at most 3 in T. The 3-leaf power graph edge modification problems, i.e. edition (also known as the closest 3-leaf power), completion and edge-deletion, are FTP when parameterized by the size of the edge set modification. However polynomial kernel was known for none of these three problems. For each of them, we provide cubic kernels that can be computed in linear time for each of these problems. We thereby answer an open problem first mentioned by Dom, Guo, Huffner and Niedermeier (2005).Comment: Submitte