VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings

The implied volatility of a European option as a function of strike price and time to maturity forms a volatility surface. Traders price according to the dynamics of this high dimensional surface. Recent developments that employ semiparametric models approximate the implied volatility surface (IVS) in a finite dimensional function space, allowing for a low dimensional factor representation of these dynamics. This paper presents an investigation into the stochastic properties of the factor loading times series using the vector autoregressive (VAR) framework and analyzes associated movements of these factors with movements in some macroeconomic variables of the Euro - economy.Implied volatility surface, dynamic semiparametric factor model, unit root tests, vector autoregression, impulse responses

CHANGES IN EMG SIGNALS WHILE RUNNING ON DIFFERENT SURFACES

The purpose of this study was to quantify changes in EMG signals while running on different surface conditions. Volunteers (n = 47) participated in a study, where surface EMG was recorded from six muscles of the lower extremity while running on three different surfaces (barefoot on grass, barefoot on tartan, shod on tartan). Different surface conditions led to changes in muscle activation within all subjects. Muscle activation patterns were highly individual and different for men and women. Changes of activity patterns depending on running surface were muscle specific and clearly different between gender groups. A deeper understanding of muscular activation while running may yield valuable information for future footwear design and injury sources

MECHANICAL LOAD AND SOCCER SPECIFIC SPRINTS

The main purpose of this study was to identify a crucial parameter for fast short sprints with changes of movement direction. A second topic was the evaluation of whether or not, the ability of linear sprints and sprints with changes of movement direction demand the same expertise. A first league German soccer team (n=15) performed a 40m linear sprint test (LST) and a non linear sprint test (NLST), which combined short 3m-linear sprints and turns of 90° and 180°: Ground reaction forces and three dimensional kinematic data during the 180°-turn were sampled. No significant relationship was found in the comparison of the results in the LST and NLST. Between the mechanical work done during a 180°-turn in a short sprint of 6m and the running time, significant correlation were found. The mechanical work appears to be the crucial factor involved in performing a short sprint with a 180°-turn, whereas the ability of linear sprinting and non linear sprinting appear to be unrelated in soccer specific distances

LONG JUMP KINEMATICS OF WORD CLASS ATHLETES WITH AN INTELLECTUAL DISABILITY

The aim of this study was to describe performance related kinematics parameters in long jump of elite athletes with an intellectual disability (ID athletes) and to compare to elite athletes without intellectual disability (non-ID athletes). The 2010 INAS athletics world indoor championships were analysed. Three high speed (100Hz) video cameras were used to observe the run up in 2D. A laser device recorded the full run up velocity. Overall jumping performance was worse in ID athletes compared to literature values of non-ID athletes. This also reflects low maximal run up and take-off velocities, a high within subject variations in the landing distance and distance of the last 3 steps to the take-off board. The take-off angles were comparable to those of non-ID athletes. Future research should relate performance related parameters to the cognitive potential of the athletes

THE CHOICE OF TRAINING FOOlWEAR HAS AN EFFECT ON CHANGES :IN MORPHOLOGY AND FUNCTION OF FOOT AND SHANK MUSCLES

The use of minimal footwear leads to higher muscle activity of the M. flexor hallucis longus and to a higher range of motion in the metatarsophalangeal joints (MPJ). This could lead to training effects of in-and extrinsic foot structures as muscles and tendons. The purpose of the study was to determine whether muscle strength or the anatomical cross sectional area of foot and shank muscles are affected by the use of minimal footwear. In a longitudinal prospective intervention study the effect of the use of a minimal shoe was evaluated. Therefore isometric MPJ f1exion strength, inversion strength and plantar f1exion strength were determined. The effect on the anatomical cross sectional areas (ACSA) of selected foot and shank muscles were measured using MRI. ACSA as well as muscular performance increased significantly using the minimal shoe in comparison to conventional footwear. This should lead to performance enhancement and injury prevention

SHOT PUT KINEMATICS OF WORLD CLASS ATHLETES WITH AN INTELLECTUAL DISABILITY

The purpose of this study was to identify basic kinematics differences in shot put kinematics between athletes with an intellectual disability (ID athletes) and able minded athletes. Data collection took place at the 2010 INAS athletics world indoor championships for athletes with an intellectual disability. Four high speed (100Hz) video cameras were utilized to observe 3D kinematics of the shot using the DLT method. The performance of ID athletes observed in this study was much lower compared to the performance of world class able minded athletes described in the literature. An analysis of basic kinematic characteristics of the gliding technique of the ID athletes revealed that they use a reduced acceleration path to release the shot, leading to a reduced speed of release

FOOTWEAR AFFECTS GEARING IN THE MUSCULO-SKELETTAL SYSTEM IN RUNNING

The purpose of this study was to evaluate the impact of barefoot running on grass versus shod running regarding the effectivness of running mechanics. Fourteen male runners performed five valid running trials at 4.0m/s ± 0.2. Running kinetics and running kinematics were recorded for one barefoot and five shod conditions. The comparison of barefoot and shod running showed different effects concerning the gear ratio at the ankle and knee joint. Running with shoes showed mechanical advantages at the ankle joint in the first, second and fifth part of the ground reaction phase but caused disadvantages at the knee joint