1,329 research outputs found

    Gravitino dark matter in the constrained next-to-minimal supersymmetric standard model with neutralino next-to-lightest superpartner

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    The viability of a possible cosmological scenario is investigated. The theoretical framework is the constrained next-to-minimal supersymmetric standard model (cNMSSM), with a gravitino playing the role of the lightest supersymmetric particle (LSP) and a neutralino acting as the next-to-lightest supersymmetric particle (NLSP). All the necessary constraints from colliders and cosmology have been taken into account. For gravitino we have considered the two usual production mechanisms, namely out-of equillibrium decay from the NLSP, and scattering processes from the thermal bath. The maximum allowed reheating temperature after inflation, as well as the maximum allowed gravitino mass are determined.Comment: 20 pages, 5 figure

    Dynamic modeling of mean-reverting spreads for statistical arbitrage

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    Statistical arbitrage strategies, such as pairs trading and its generalizations, rely on the construction of mean-reverting spreads enjoying a certain degree of predictability. Gaussian linear state-space processes have recently been proposed as a model for such spreads under the assumption that the observed process is a noisy realization of some hidden states. Real-time estimation of the unobserved spread process can reveal temporary market inefficiencies which can then be exploited to generate excess returns. Building on previous work, we embrace the state-space framework for modeling spread processes and extend this methodology along three different directions. First, we introduce time-dependency in the model parameters, which allows for quick adaptation to changes in the data generating process. Second, we provide an on-line estimation algorithm that can be constantly run in real-time. Being computationally fast, the algorithm is particularly suitable for building aggressive trading strategies based on high-frequency data and may be used as a monitoring device for mean-reversion. Finally, our framework naturally provides informative uncertainty measures of all the estimated parameters. Experimental results based on Monte Carlo simulations and historical equity data are discussed, including a co-integration relationship involving two exchange-traded funds.Comment: 34 pages, 6 figures. Submitte

    A primary care, multi-disciplinary disease management program for opioid-treated patients with chronic non-cancer pain and a high burden of psychiatric comorbidity

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    BACKGROUND: Chronic non-cancer pain is a common problem that is often accompanied by psychiatric comorbidity and disability. The effectiveness of a multi-disciplinary pain management program was tested in a 3 month before and after trial. METHODS: Providers in an academic general medicine clinic referred patients with chronic non-cancer pain for participation in a program that combined the skills of internists, clinical pharmacists, and a psychiatrist. Patients were either receiving opioids or being considered for opioid therapy. The intervention consisted of structured clinical assessments, monthly follow-up, pain contracts, medication titration, and psychiatric consultation. Pain, mood, and function were assessed at baseline and 3 months using the Brief Pain Inventory (BPI), the Center for Epidemiological Studies-Depression Scale scale (CESD) and the Pain Disability Index (PDI). Patients were monitored for substance misuse. RESULTS: Eighty-five patients were enrolled. Mean age was 51 years, 60% were male, 78% were Caucasian, and 93% were receiving opioids. Baseline average pain was 6.5 on an 11 point scale. The average CESD score was 24.0, and the mean PDI score was 47.0. Sixty-three patients (73%) completed 3 month follow-up. Fifteen withdrew from the program after identification of substance misuse. Among those completing 3 month follow-up, the average pain score improved to 5.5 (p = 0.003). The mean PDI score improved to 39.3 (p < 0.001). Mean CESD score was reduced to 18.0 (p < 0.001), and the proportion of depressed patients fell from 79% to 54% (p = 0.003). Substance misuse was identified in 27 patients (32%). CONCLUSIONS: A primary care disease management program improved pain, depression, and disability scores over three months in a cohort of opioid-treated patients with chronic non-cancer pain. Substance misuse and depression were common, and many patients who had substance misuse identified left the program when they were no longer prescribed opioids. Effective care of patients with chronic pain should include rigorous assessment and treatment of these comorbid disorders and intensive efforts to insure follow up

    Cortical functioning in children with developmental coordination disorder:a motor overflow study

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    This study examined brain activation in children with developmental coordination disorder (DCD) to reveal areas that may contribute to poor movement execution and/or abundant motor overflow. Using functional magnetic resonance imaging, 13 boys with DCD (mean age = 9.6 years ±0.8) and 13 typically developing controls (mean age = 9.3 years ±0.6) were scanned performing two tasks (finger sequencing and hand clenching) with their dominant hand, while a four-finger motion sensor recorded contralateral motor overflow on their non-dominant hand. Despite displaying increased motor overflow on both functional tasks during scanning, there were no obvious activation deficits in the DCD group to explain the abundant motor overflow seen. However, children with DCD were found to display decreased activation in the left superior frontal gyrus on the finger-sequencing task, an area which plays an integral role in executive and spatially oriented processing. Decreased activation was also seen in the left inferior frontal gyrus, an area typically active during the observation and imitation of hand movements. Finally, increased activation in the right postcentral gyrus was seen in children with DCD, which may reflect increased reliance on somatosensory information during the execution of complex fine motor tasks

    Regional disparities in the beneficial effects of rising CO2 concentrations on crop water productivity

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    Rising atmospheric CO2 concentrations ([CO2]) are expected to enhance photosynthesis and reduce crop water use1. However, there is high uncertainty about the global implications of these effects for future crop production and agricultural water requirements under climate change. Here we combine results from networks of field experiments1, 2 and global crop models3 to present a spatially explicit global perspective on crop water productivity (CWP, the ratio of crop yield to evapotranspiration) for wheat, maize, rice and soybean under elevated [CO2] and associated climate change projected for a high-end greenhouse gas emissions scenario. We find CO2 effects increase global CWP by 10[0;47]%–27[7;37]% (median[interquartile range] across the model ensemble) by the 2080s depending on crop types, with particularly large increases in arid regions (by up to 48[25;56]% for rainfed wheat). If realized in the fields, the effects of elevated [CO2] could considerably mitigate global yield losses whilst reducing agricultural consumptive water use (4–17%). We identify regional disparities driven by differences in growing conditions across agro-ecosystems that could have implications for increasing food production without compromising water security. Finally, our results demonstrate the need to expand field experiments and encourage greater consistency in modelling the effects of rising [CO2] across crop and hydrological modelling communities

    Quantile forecast combination using stochastic dominance

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    This paper derives optimal forecast combinations based on stochastic dominance efficiency (SDE) analysis with differential forecast weights for different quantiles of forecast error distribution. For the optimal forecast combination, SDE will minimize the cumulative density functions of the levels of loss at different quantiles of the forecast error distribution by combining different time-series model-based forecasts. Using two exchange rate series on weekly data for the Japanese yen/US dollar and US dollar/Great Britain pound, we find that the optimal forecast combinations with SDE weights perform better than different forecast selection and combination methods for the majority of the cases at different quantiles of the error distribution. However, there are also some very few cases where some other forecast selection and combination model performs equally well at some quantiles of the forecast error distribution. Different forecasting period and quadratic loss function are used to obtain optimal forecast combinations, and results are robust to these choices. The out-of sample performance of the SDE forecast combinations is also better than that of the other forecast selection and combination models we considered

    Interaction Between Convection and Pulsation

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    This article reviews our current understanding of modelling convection dynamics in stars. Several semi-analytical time-dependent convection models have been proposed for pulsating one-dimensional stellar structures with different formulations for how the convective turbulent velocity field couples with the global stellar oscillations. In this review we put emphasis on two, widely used, time-dependent convection formulations for estimating pulsation properties in one-dimensional stellar models. Applications to pulsating stars are presented with results for oscillation properties, such as the effects of convection dynamics on the oscillation frequencies, or the stability of pulsation modes, in classical pulsators and in stars supporting solar-type oscillations.Comment: Invited review article for Living Reviews in Solar Physics. 88 pages, 14 figure

    Does familial risk for alcohol use disorder predict alcohol hangover?

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    Positive family history of alcohol use disorder (FHP), a variable associated with propensity for alcohol use disorder (AUD), has been linked with elevated hangover frequency and severity, after controlling for alcohol use. This implies that hangover experiences may be related to AUD. However, inadequate control of alcohol consumption levels, low alcohol dose and testing for hangover during the intoxication phase detract from these findings. Here, we present further data pertinent to understanding the relationship between family history and alcohol hangover. Study 1 compared past year hangover frequency in a survey of 24 FHP and 118 family history negative (FHN) individuals. Study 2 applied a quasi-experimental naturalistic approach assessing concurrent hangover severity in 17 FHP and 32 FHN individuals the morning after drinking alcohol. Both studies applied statistical control for alcohol consumption levels. In Study 1, both FHP status and estimated blood alcohol concentration on the heaviest drinking evening of the past month predicted the frequency of hangover symptoms experienced over the previous 12 months. In Study 2, estimated blood alcohol concentration the previous evening predicted hangover severity but FHP status did not. FHP, indicating familial risk for AUD, was not associated with concurrent hangover severity but was associated with increased estimates of hangover frequency the previous year

    Effect of cellular and extracellular pathology assessed by T1 mapping on regional contractile function in hypertrophic cardiomyopathy

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    Background Regional contractile dysfunction is a frequent finding in hypertrophic cardiomyopathy (HCM). We aimed to investigate the contribution of different tissue characteristics in HCM to regional contractile dysfunction. Methods We prospectively recruited 50 patients with HCM who underwent cardiovascular magnetic resonance (CMR) studies at 3.0 T including cine imaging, T1 mapping and late gadolinium enhancement (LGE) imaging. For each segment of the American Heart Association model segment thickness, native T1, extracellular volume (ECV), presence of LGE and regional strain (by feature tracking and tissue tagging) were assessed. The relationship of segmental function, hypertrophy and tissue characteristics were determined using a mixed effects model, with random intercept for each patient. Results Individually segment thickness, native T1, ECV and the presence of LGE all had significant associations with regional strain. The first multivariable model (segment thickness, LGE and ECV) demonstrated that all strain parameters were associated with segment thickness (P < 0.001 for all) but not ECV. LGE (Beta 2.603, P = 0.024) had a significant association with circumferential strain measured by tissue tagging. In a second multivariable model (segment thickness, LGE and native T1) all strain parameters were associated with both segment thickness (P < 0.001 for all) and native T1 (P < 0.001 for all) but not LGE. Conclusion Impairment of contractile function in HCM is predominantly associated with the degree of hypertrophy and native T1 but not markers of extracellular fibrosis (ECV or LGE). These findings suggest that impairment of contractility in HCM is mediated by mechanisms other than extracellular expansion that include cellular changes in structure and function. The cellular mechanisms leading to increased native T1 and its prognostic significance remain to be established
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