1,738 research outputs found
Value at Risk models with long memory features and their economic performance
We study alternative dynamics for Value at Risk (VaR) that incorporate a slow moving component and information on recent aggregate returns in established quantile (auto) regression models. These models are compared on their economic performance, and also on metrics of first-order importance such as violation ratios. By better economic performance, we mean that changes in the VaR forecasts should have a lower variance to reduce transaction costs and should lead to lower exceedance sizes without raising the average level of the VaR. We find that, in combination with a targeted estimation strategy, our proposed models lead to improved performance in both statistical and economic terms
Maintenance of Weight Loss in Adolescents: Current Status and Future Directions
There is a dearth of research on the long-term efficacy and safety of treatments for adolescent obesity. This narrative review examined several approaches to treatment, focusing on long-term effectiveness data in adolescents, as well as relevant findings from studies of adults. The available research suggests that lifestyle modification has promise in obese adolescents, although it is not clear that any particular dietary or physical activity approach is more effective than another. Meal replacements are quite effective in adults and deserve further research in adolescents. Extending the length of treatment to teach weight loss maintenance skills is likely to improve long-term outcomes in adolescents, and delivering treatment via the Internet or telephone is a novel way of doing so. Treatment that combines lifestyle modification with the medication orlistat generally appears to be safe but only marginally superior to lifestyle modification alone. More research is needed on the management of adolescent obesity, which has been overlooked when compared with research on the treatment of obesity in children and adults
Placebo response in binge eating disorder
Objective: Placebo response in studies of binge eating disorder (BED) has raised concern about its diagnostic stability. The aims of this study were (1) to compare placebo responders (PRs) with nonresponders (NRs); (2) to investigate the course of BED following placebo response; and (3) to examine attributions regarding placebo response. Method: The baseline placebo run-in phase (BL) was part of a RCT investigating sibutramine hydrochloride for BED; it included 451 participants, ages 19–63, diagnosed with BED. Follow-up (FU) included 33 PRs. Results: In this study, 32.6% of participants responded to placebo (PRs = 147; NRs = 304). PRs exhibited significantly less symptom severity. At FU (n = 33), many PRs reported continued symptoms. Conclusion: PRs exhibited significantly less severe pathology than NRs. Placebo response in BED may transitory or incomplete. The results of this study suggest variable stability in the BED diagnosis
Silicon-based molecular electronics
Molecular electronics on silicon has distinct advantages over its metallic
counterpart. We describe a theoretical formalism for transport through
semiconductor-molecule heterostructures, combining a semi-empirical treatment
of the bulk silicon bandstructure with a first-principles description of the
molecular chemistry and its bonding with silicon. Using this method, we
demonstrate that the presence of a semiconducting band-edge can lead to a novel
molecular resonant tunneling diode (RTD) that shows negative differential
resistance (NDR) when the molecular levels are driven by an STM potential into
the semiconducting band-gap. The peaks appear for positive bias on a p-doped
and negative for an n-doped substrate. Charging in these devices is compromised
by the RTD action, allowing possible identification of several molecular
highest occupied (HOMO) and lowest unoccupied (LUMO) levels. Recent experiments
by Hersam et al. [1] support our theoretical predictions.Comment: Author list is reverse alphabetical. All authors contributed equally.
Email: rakshit/liangg/ ghosha/[email protected]
Continuous-time random-walk approach to normal and anomalous reaction-diffusion processes
We study the dynamics of a radioactive species flowing through a porous
material, within the Continuous-Time Random Walk (CTRW) approach to the
modelling of stochastic transport processes. Emphasis is given to the case
where radioactive decay is coupled to anomalous diffusion in locally
heterogeneous media, such as porous sediments or fractured rocks. In this
framework, we derive the distribution of the number of jumps each particle can
perform before a decay event. On the basis of the obtained results, we compute
the moments of the cumulative particle distribution, which can be then used to
quantify the overall displacement and spread of the contaminant species.Comment: 6 pages, 4 figure
The systematic study of the influence of neutron excess on the fusion cross sections using different proximity-type potentials
Using different types of proximity potentials, we have examined the trend of
variations of barrier characteristics (barrier height and its position) as well
as fusion cross sections for 50 isotopic systems including various collisions
of C, O, Mg, Si, S, Ca, Ar, Ti and Ni nuclei with condition
for compound systems. The results of our studies reveal that the relationships
between increase of barrier positions and decrease of barrier heights are both
linear with increase of ratio. Moreover, fusion cross sections also
enhance linearly with increase of this ratio.Comment: 28 pages, 7 figures, 5 Table
Theory of continuum percolation III. Low density expansion
We use a previously introduced mapping between the continuum percolation
model and the Potts fluid (a system of interacting s-states spins which are
free to move in the continuum) to derive the low density expansion of the pair
connectedness and the mean cluster size. We prove that given an adequate
identification of functions, the result is equivalent to the density expansion
derived from a completely different point of view by Coniglio et al. [J. Phys A
10, 1123 (1977)] to describe physical clustering in a gas. We then apply our
expansion to a system of hypercubes with a hard core interaction. The
calculated critical density is within approximately 5% of the results of
simulations, and is thus much more precise than previous theoretical results
which were based on integral equations. We suggest that this is because
integral equations smooth out overly the partition function (i.e., they
describe predominantly its analytical part), while our method targets instead
the part which describes the phase transition (i.e., the singular part).Comment: 42 pages, Revtex, includes 5 EncapsulatedPostscript figures,
submitted to Phys Rev
Approximate Solutions to Fractional Subdiffusion Equations: The heat-balance integral method
The work presents integral solutions of the fractional subdiffusion equation
by an integral method, as an alternative approach to the solutions employing
hypergeometric functions. The integral solution suggests a preliminary defined
profile with unknown coefficients and the concept of penetration (boundary
layer). The prescribed profile satisfies the boundary conditions imposed by the
boundary layer that allows its coefficients to be expressed through its depth
as unique parameter. The integral approach to the fractional subdiffusion
equation suggests a replacement of the real distribution function by the
approximate profile. The solution was performed with Riemann -Liouville
time-fractional derivative since the integral approach avoids the definition of
the initial value of the time-derivative required by the Laplace transformed
equations and leading to a transition to Caputo derivatives. The method is
demonstrated by solutions to two simple fractional subdiffusion equations
(Dirichlet problems): 1) Time-Fractional Diffusion Equation, and 2)
Time-Fractional Drift Equation, both of them having fundamental solutions
expressed through the M-Write function. The solutions demonstrate some basic
issues of the suggested integral approach, among them: a) Choice of the
profile, b) Integration problem emerging when the distribution (profile) is
replaced by a prescribed one with unknown coefficients; c) Optimization of the
profile in view to minimize the average error of approximations; d) Numerical
results allowing comparisons to the known solutions expressed to the M-Write
function and error estimations.Comment: 15 pages, 7 figures, 3 table
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