Somatic embryogenesis in Abies nebrodensis, an endangered Sicilian fir

Somatic embryogenesis, as a promising biotechnological tool for many conifer trees, has never been applied for the Abies nebrodensis species. Although all the encouraging results previously obtained by the EU LIFE (European LIFE program) funded projects in over ten years, the critically endangered Sicilian fr remains alarmingly close to extinction. In this study, we reported the first protocol of somatic embryogenesis obtained from mature zygotic embryos of the Abies nebrodensis. Seeds from Abies adult trees with specifc identifcation numbers (IN) were collected and full seeds were identifed by X-ray. Diferent experiments were carried out for callus initiation, from both zygotic immature and mature embryos, testing diferent culture media. The immature embryos did not give embryogenic tissue (ET). Embryogenic callus (EC) was successfully induced from mature embryos with variable frequencies (0–40%). Schenk and Hilderbrandt (SH) was the most suitable initiation medium where the obtained callus initiation rate reached up to 40% for IN7 (frst experiment). 6-benzylaminopurine (BAP) showed to be essential to induce EC (second experiment). IN8 presented the highest callus initiation rate (40%) among all tested donor trees, whereas IN13 recorded the lowest rate with 4% (third experiment). ET maturation from each singular embryo of IN7, IN8, IN10 and IN21 was successfully achieved in SH medium containing 37,83 µM abscisic acid (ABA), 8% of polyethylene glycol (PEG-4000) and 4% maltose. The encapsulation technology was assessed on the obtained ET and its proliferation was observed after encapsulation

Spherical Polyelectrolyte Brushes Templated Hollow C MnO Nanospheres as Sulfur Host Materials for Li S Batteries

Li amp; 8722;S battery has been considered as the next generation energy storage device, which still suffers from the shuttle effect of lithium polysulfides LiPSs . In this work, mesoporous hollow carbon coated MnO nanospheres C MnO have been designed and synthesized using spherical polyelectrolyte brushes SPB as template, KMnO4 as MnO precursor, and polydopamine as carbon source to improve the electrochemical performance of Li amp; 8722;S battery. The hollow C MnO nanospheres enable the combination of physical confinement and chemical adsorption of the LiPSs. The thin carbon coating layer can provide good electrical conductivity and additional physical confinement to polysulfides. Moreover, the encapsulated MnO inside the carbon shell exhibits strong chemical adsorption to polysulfides. The constructed C MnO S cathode shows the discharge capacity of 1026 amp; 8197;mAh amp; 8201;g amp; 8722;1 at 0.1 amp; 8197;C with 79 capacity retention after 80 cycles. The synthesized hollow C MnO nanoparticles can work as highly efficient sulfur host materials, providing an effective solution to suppress the shuttle effect in Li amp; 8722;S batter

Market consistent valuations with financial imperfection

In this paper, we study market consistent valuations in imperfect markets. In the first part of the paper, we observe that in an imperfect market one needs to distinguish two type of market consistencies, namely types I and II. We show that while market consistency of type I holds without very strong conditions, market consistency of type II (which in the literature is known as the usual definition of market consistency) is only well defined in perfect markets. This is important since the existing literature on market consistency considers perfect markets where the two market consistencies are equivalent. In the second part of the paper, by introducing a best estimator we find strong connections between hedging and market consistency of either type. We show under very general conditions, the type I and the type II market consistent evaluators are best estimators, and establish a two-step representation for the market consistent risk evaluators. In the third part of the paper, we present several families of market consistent evaluators in imperfect markets

Set optimization - a rather short introduction

Recent developments in set optimization are surveyed and extended including various set relations as well as fundamental constructions of a convex analysis for set- and vector-valued functions, and duality for set optimization problems. Extensive sections with bibliographical comments summarize the state of the art. Applications to vector optimization and financial risk measures are discussed along with algorithmic approaches to set optimization problems

On the Existence of Shadow Prices

For utility maximization problems under proportional transaction costs, it has been observed that the original market with transaction costs can sometimes be replaced by a frictionless "shadow market" that yields the same optimal strategy and utility. However, the question of whether or not this indeed holds in generality has remained elusive so far. In this paper we present a counterexample which shows that shadow prices may fail to exist. On the other hand, we prove that short selling constraints are a sufficient condition to warrant their existence, even in very general multi-currency market models with possibly discontinuous bid-ask-spreads.Comment: 14 pages, 1 figure, to appear in "Finance and Stochastics

Lagrange Duality in Set Optimization

Based on the complete-lattice approach, a new Lagrangian duality theory for set-valued optimization problems is presented. In contrast to previous approaches, set-valued versions for the known scalar formulas involving infimum and supremum are obtained. In particular, a strong duality theorem, which includes the existence of the dual solution, is given under very weak assumptions: The ordering cone may have an empty interior or may not be pointed. "Saddle sets" replace the usual notion of saddle points for the Lagrangian, and this concept is proven to be sufficient to show the equivalence between the existence of primal/dual solutions and strong duality on the one hand and the existence of a saddle set for the Lagrangian on the other hand

Eliciting Dirichlet and Gaussian copula prior distributions for multinomial models

In this paper, we propose novel methods of quantifying expert opinion about prior distributions for multinomial models. Two different multivariate priors are elicited using median and quartile assessments of the multinomial probabilities. First, we start by eliciting a univariate beta distribution for the probability of each category. Then we elicit the hyperparameters of the Dirichlet distribution, as a tractable conjugate prior, from those of the univariate betas through various forms of reconciliation using least-squares techniques. However, a multivariate copula function will give a more flexible correlation structure between multinomial parameters if it is used as their multivariate prior distribution. So, second, we use beta marginal distributions to construct a Gaussian copula as a multivariate normal distribution function that binds these marginals and expresses the dependence structure between them. The proposed method elicits a positive-definite correlation matrix of this Gaussian copula. The two proposed methods are designed to be used through interactive graphical software written in Java

Optimal Reinsurance with One Insurer and Multiple Reinsurers

In this paper, we consider a one-period optimal reinsurance design model with n reinsurers and an insurer. For very general preferences of the insurer, we obtain that there exists a very intuitive pricing formula for all reinsurers that use a distortion premium principle. The insurer determines its optimal risk that it wants to reinsure via this pricing formula. This risk it wants to reinsure is then shared by the reinsurers via tranching. The optimal ceded loss functions among multiple reinsurers are derived explicitly under the additional assumptions that the insurer’s preferences are given by an inverse-S shaped distortion risk measure and that the reinsurer’s premium principles are some functions of the Conditional Value-at-Risk. We also demonstrate that under some prescribed conditions, it is never optimal for the insurer to cede its risk to more than two reinsurers

Identification and management of chronic pain in primary care:a review

Chronic pain is a common, complex, and challenging condition, where understanding the biological, social, physical and psychological contexts is vital to successful outcomes in primary care. In managing chronic pain the focus is often on promoting rehabilitation and maximizing quality of life rather than achieving cure. Recent screening tools and brief intervention techniques can be effective in helping clinicians identify, stratify and manage both patients already living with chronic pain and those who are at risk of developing chronic pain from acute pain. Frequent assessment and reassessment are key to ensuring treatment is appropriate and safe, as well as minimizing and addressing side effects. Primary care management should be holistic and evidence-based (where possible) and incorporates both pharmacological and non-pharmacological approaches, including psychology, self-management, physiotherapy, peripheral nervous system stimulation, complementary therapies and comprehensive pain-management programmes. These may either be based wholly in primary care or supported by appropriate specialist referral