Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise

We analyze the effects of market microstructure noise on the Fourier estimator of multivariate volatilities. We prove that the estimator is consistent in the case of asynchronous data and robust in the presence of microstructure noise. This result is obtained through an analytical computation of the bias and the mean squared error of the Fourier estimator and con¯rmed by Monte Carlo experiments.

The Impact of Food Away from Home on Adult Diet Quality

Food away from home (FAFH) has been associated with poor diet quality in many studies. It is difficult, however, to measure the effect of FAFH on diet quality since many unobserved factors, such as food preferences and time constraints, influence not just our choice of where to eat but also the nutritional quality of what we eat. Using data from 1994-96 and 2003-04, this study applies fixed-effects estimation to control for such unobservable influences and finds that, for the average adult, FAFH increases daily caloric intake and reduces diet quality. The effects vary depending on which meals are consumed away from home. On average, breakfast away from home decreases the number of servings of whole grains and dairy consumed per 1,000 calories and increases the percent of calories from saturated and solid fat, alcohol, and added sugar (SoFAAS) in a day. Dinner away from home reduces the number of servings of vegetables consumed per 1,000 calories for the average adult. Breakfast and lunch away from home increase calories from saturated fat and SoFAAS on average more among dieters than among nondieters. Some of the overall negative dietary effects decreased between 1994-96 and 2003-04, including those on whole grain, sodium, and vegetable consumption.Food away from home (FAFH), diet quality, 2005 Healthy Eating Index (HEI-2005), fixed-effects, first-difference, Continuing Survey of Food Intakes by Individuals (CSFII), National Health and Nutrition Examination Survey (NHANES), Health Economics and Policy,

A Quarterly Food-at-Home Price Database for the U.S.

This report provides a detailed description of the methodology used to construct ERS’s Quarterly Food-at-Home Price Database (Q-FAHPD). As the name suggest, these data provide quarterly observations on the mean price of 52 food categories for specific U.S. markets. We provide a description of the Nielsen Homescan data that was used to create this database, the methodology used to classify foods into food groups, how we determined the appropriate the level of aggregation (sub-regional markets) and our calculation of average prices for each food group. This report also contains an overview and summary of the resulting data.Nielsen Homescan, food prices, diet quality, market prices, Demand and Price Analysis, Food Consumption/Nutrition/Food Safety, Health Economics and Policy,

Experimental method for measuring classical concurrence of generic beam shapes

Classical entanglement is a powerful tool which provides a neat numerical estimate for the study of classical correlations. Its experimental investigation, however, has been limited to special cases. Here, we demonstrate that the experimental quantification of the level of classical entanglement can be carried out in more general instances. Our approach enables the extension to arbitrarily shaped transverse modes and hence delivering a suitable quantification tool to describe concisely the modal structure

Differences and similarities between SARS-CoV and SARS-CoV-2: spike receptor-binding domain recognition and host cell infection with support of cellular serine proteases

Novel severe acute respiratory syndrome coronavirus-2 (SARS-CoV-2) became pandemic by the end of March 2020. In contrast to the 2002–2003 SARS-CoV outbreak, which had a higher pathogenicity and lead to higher mortality rates, SARSCoV-2 infection appears to be much more contagious. Moreover, many SARS-CoV-2 infected patients are reported to develop low-titer neutralizing antibody and usually suffer prolonged illness, suggesting a more effective SARS-CoV-2 immune surveillance evasion than SARS-CoV. This paper summarizes the current state of art about the differences and similarities between the pathogenesis of the two coronaviruses, focusing on receptor binding domain, host cell entry and protease activation. Such differences may provide insight into possible intervention strategies to fight the pandemic

Palmprint principal lines extraction

The palmprint recognition has become a focus in biological recognition and image processing fields. In this process, the features extraction (with particular attention to palmprint principal line extraction) is especially important. Although a lot of work has been reported, the representation of palmprint is still an open issue. In this paper we propose a simple, efficient, and accurate palmprint principal lines extraction method. Our approach consists of six simple steps: normalization, median filtering, average filters along four prefixed directions, grayscale bottom-hat filtering, combination of bottom-hat filtering, binarization and post processing. The contribution of our work is a new method for palmprint principal lines detection and a new dataset of hand labeled principal lines images (that we use as ground truth in the experiments). Preliminary experimental results showed good performance in terms of accuracy with respect to three methods of the state of the art

Nuclear factor κB activity is increased in peripheral blood mononuclear cells of children affected by atopic and non-atopic eczema

Atopic and non-atopic eczema is an inflammatory cutaneous disease which is common in childhood and is associated with a dysregulation of the immune system. Many genes encoding immune receptors, cytokines, chemokines, chemokine receptors, and adhesion molecules involved in the development of the disease are under the control of transcription factors belonging to the nuclear factor (NF)-κB family. To investigate the role of NF-κB in the development of eczema, 20 children, affected by relapsing chronic eczema, were enrolled in this study. Eleven of the 20 children showed IgE immunoreactivity and had a positive prick test. The DNA binding activity of NF-κB in nuclear extracts of the patients' peripheral blood mononuclear cells (PBMC) was examined by electrophoretic mobility shift assay. We found that basal NF-κB-DNA binding activity in PBMC was significantly higher in the eczema patient group in comparison with the same parameter in the healthy age-matched control group. Moreover, we observed a significant correlation between NF-κB-DNA binding activity and patients' clinical score (SCORAD). Based on these observations we speculate that NF-κB can play an important role in the immunopathogenesis of eczema and therefore could be considered as a potential therapeutic target

Diffusion tensor magnetic resonance imaging of prostate cancer

Purpose: To explore the feasibility of 3 T magnetic resonance (MR) diffusion tensor imaging (DTI) and fiber tracking (FT) in patients with prostate cancer. Materials and methods: Thirty consecutive patients (mean age, 62.5 years) with biopsy proven prostate cancer underwent 3 T-MR imaging (MRI) and DTI using a 6-channel external phased-array coil before radical prostatectomy. Regions of interest of 14 pixels were defined in tumors and nonaffected areas in the peripheral zone (PZ) and central gland (CG), according to histopatology after radical prostatectomy. Apparent diffusion coefficient (ADC) and fractional anisotropy (FA) values were determined. Differences in mean ADC and FA values among prostate cancer, normal PZ and CG were compared by 2-sided Student t test. The predominant diffusion direction of the prostate anisotropy was color coded on a directionally encoded color (DEC) map. A 3D reconstruction of fiber tract orientations of the whole prostate was determined using the continuous tracking method. The overall image quality for tumor localization and local staging was assessed in retrospective matching with whole-mount section histopathology images. Nodules detected at MRI were classified as matched lesions if tumor presence and extension were evidenced at histopathology. Results: For all the patients, the DTI sequence images were suitable for the evaluation of the zonal anatomy of the prostate gland and the tumor localization. Quantitative evaluation of the regions of interest (ROIs) showed a mean ADC value significantly lower in the peripheral neoplastic area (1.06 0.37 10 3 mm2/s) than in the normal peripheral portion (1.95 0.38 10 3 mm2/s) (P 0.05). The mean FA values calculated in the normal peripheral (0.47 0.04) and central area (0.41 0.08) were very similar (P 0.05). The mean FA values in the neoplastic lesion (0.27 0.05) were significantly lower (P 0.05) than in the normal peripheral area and in the normal central and adenomyomatous area. DEC showed a top-bottom type preferential direction in the peripheral but not in the central area, with the tumor lesions reducing the diffusion coding direction represented as color zones tending toward gray. Tractographic analysis permitted good delineation of the prostate anatomy (capsule outline, peripheral and central area borders) and neoplastic lesion extension and capsule infiltration compared with histopathology. Conclusions: Three tesla DTI of the prostate gland is feasible and has the potential for providing improved diagnostic information