New model Hamiltonians for improved orbital basis set convergence

The standard approach in quantum chemistry is to expand the eigenfunctions of the non relativistic Born Oppenheimer Hamiltonian in terms of Slater determinants. The quality improvements of such wavefunctions in terms of the underlying one electron basis is frustratingly slow. The error in the correlation energy decreases only with L 3 where L is the maximum angular momentum present in the basis. The integral evaluation effort that grows with 0(N4) prevents the use of ever larger bases for obtaining more accurate results. Most of the developments are therefore focused on wavefunction models with explicit correlation to get faster convergence. Although highly successful these approaches are computationally very demanding. A different solution might be provided by constructing new operators which take care of the information loss introduced by truncating the basis. In this thesis different routes towards such new operators are investigated.EThOS - Electronic Theses Online ServiceGBUnited Kingdo

Smart screens for thyroid disrupting substances in the environment

The interaction of recombinant TR with TRE-containing double-stranded DNA duplexes was monitored using the electrophoretic shift assay (EMSA). A protein titration allowed the calculation of the K& of TR for DNA. This quantitation of the affinity of TR for DNA was subsequently measured in the presence of known T3 analogues, thus providing the basis of a TR-DNA binding assay.EThOS - Electronic Theses Online ServiceGBUnited Kingdo

Young motherhood, maternal psychopathology and children's cognitive, behavioural and emotional development

The corpus of research contained in this thesis is concerned with the psychological correlates and consequences of an early transition to parenthood for mothers and children. In light of the recent demographic shifts in the postponement of marriage and parenthood, particular attention was given to women who entered motherhood in their early twenties, as well as to teenage mothers. Using data from two prospective longitudinal cohorts in the United Kingdom, three interlocking studies were conducted to chart the course of mental health problems in young mothers and the risks for mental health problems and cognitive deficits in their children. Study 1 found that women who entered parenthood in their teenage and early twenties years are at an increased risk of experiencing a depressive episode during pregnancy and, in the 11 year period that followed their child's birth, most went on to experience subsequent episodes. Study 2 demonstrated that the increased prevalence of antenatal depression among the women who became mothers at young ages, along with the sub-optimal antenatal and postnatal environments they provided, partly accounted for the elevated rates of emotional disorder and cognitive deficits in their offspring. Study 3 replicated the finding of high rates of antenatal depression in a new sample of young mothers and identified four core predictors of their psychopathology: housing dissatisfaction, serious relationship difficulties, a personal history of affective disorder and a family history of psychiatric illness. Across both samples, high rates of antenatal substance use by both groups of young mothers were also observed. These findings call for intervention programmes for adolescent mothers to focus on the antenatal as well the postnatal period, and the expansion of such initiatives to address the needs of early twenties mothers and their offspring.EThOS - Electronic Theses Online ServiceGBUnited Kingdo

Agronomy of the energy crops Miscanthus x giganteus, Arundo donax and Phalaris arundinacea in Wales

For this study, the energy crops Miscanthus x giganteus, Arundo donax and Phalaris arundinacea were planted at sites across Wales. Non-destructive methods of estimating crop yields were developed the most significant relationship for Miscanthus was between mean shoot height and mean shoot dry weight, whereas for Arundo it was between mean shoot volume and mean shoot dry weight although these estimates were over-estimates of actual crop yield when scaled up to field size. Yield estimates were obtained from destructive sampling for Phalaris and these were shown to be under estimates of whole crop yield. Crop growth data were compared in relation to soil type, soil chemistry and climatic conditions. Soil clay content and soil preparation were identified as of utmost importance to Miscanthus and Arundo success, but had no effect on Phalaris crops. Both Arundo and Miscanthus showed sensitivity to air temperatures during the growing season. Delaying harvest of both crops produced material with decreased moisture and mineral content, although results were not significant in all cases. The nitrogen, phosphorus and potassium content of leaves were higher than that in the cane, and harvest following leaf abscission was recommended. Arundo did not senesce completely during the winter period, and produced harvested material with higher mineral content than Miscanthus. Both crops required further drying to meet moisture content requirements for combustion crops. Phalaris was the only crop to meet moisture content and mineral content threshold levels, although the results were not consistent across sites. Leaf chlorophyll content was significantly correlated to above ground plant mineral content. Organic and inorganic fertilisers were applied to the three crops, and produced no response in Phalaris. Both Miscanthus and Arundo increased growth in response to high phosphorus levels, and generally in response to high fertiliser applications. At recommended application rates cattle manure showed most effect.EThOS - Electronic Theses Online ServiceGBUnited Kingdo

Discrete monitoring correction of American options exercise

Not to be quoted without permission of the authors. A convenient two-step Monte Carlo simulation procedure enables to deepen the study of the exercise of American options. In particular, it is possible to analyze the optimal exercise time and the probability that the option is exercised at or before maturity. Nevertheless, the results obtained with a simulation method are affected by a bias due to discrete monitoring. In this contribution we first study how the discrete monitoring affects the estimation of the exercise features of American options. In particular, the optimal exercise times turn out to be heavily affected by the width of the monitoring interval. Furthermore, we propose some extrapolation method that apply the Richardson extrapola-tion technique in order to accelerate the convergence and reduce the effects of this monitoring bias. A wide simulation analysis is carried out in order to test the accuracy of the extrapola-tion procedures proposed.

Neonatal Apex Resection Triggers Cardiomyocyte Proliferation, Neovascularization and Functional Recovery Despite Local Fibrosis

So far, opposing outcomes have been reported following neonatal apex resection in mice, questioning the validity of this injury model to investigate regenerative mechanisms. We performed a systematic evaluation, up to 180 days after surgery, of the pathophysiological events activated upon apex resection. In response to cardiac injury, we observed increased cardiomyocyte proliferation in remote and apex regions, neovascularization, and local fibrosis. In adulthood, resected hearts remain consistently shorter and display permanent fibrotic tissue deposition in the center of the resection plane, indicating limited apex regrowth. However, thickening of the left ventricle wall, explained by an upsurge in cardiomyocyte proliferation during the initial response to injury, compensated cardiomyocyte loss and supported normal systolic function. Thus, apex resection triggers both regenerative and reparative mechanisms, endorsing this injury model for studies aimed at promoting cardiomyocyte proliferation and/or downplaying fibrosis. In this article, Nascimento and colleagues demonstrate that neonatal apex resection stimulates cardiomyocyte proliferation and permanent scarring in the apex. Newly formed cardiomyocytes compensate muscle loss by resection, and resected hearts recover functional competence in adulthood. These findings endorse this model for studies aiming to block cardiac fibrosis and/or favoring CM proliferation

European option pricing with constant relative sensitivity probability weighting function

We evaluate European financial options under continuous cumulative prospect theory. Within this framework, it is possible to model investors’ attitude toward risk, which may be one of the possible causes of mispricing. We focus on probability risk attitudes and consider alternative probability weighting functions. In particular, curvature of the weighting function models optimism and pessimism when one moves from extreme probabilities, whereas elevation can be interpreted as a measure of relative optimism. The constant relative sensitivity weighting function is the only one, amongst those in the literature, which is able to model separately curvature and elevation. We are interested in studying the effects of both these features on options prices

Covered call writing in a cumulative prospect theory framework

The covered call writing, which entails selling a call option on one’s underlying stock holdings, is perceived by investors as a strategy with limited risk. It is a very popular strategy used by individual, professional and institutional investors; moreover, the CBOE developed the Buy Write Index (BXM) which tracks the performance of a synthetic covered call strategy on the S&P500 Index. Previous studies analyze behavioral aspects of the covered call strategy, indicating that hedonic framing and risk aversion may explain the preference of such a strategy with respect to other designs. In this contribution, following this line of research, we extend the analysis and apply Cumulative Prospect Theory in its continuous version to the evaluation of the covered call strategy and study the effects of alternative framing