In this paper, we propose a new algorithm to find the optimal static replicating portfolios for general path-independent nonlinear pay-off functions and give an estimate for the rate of convergence that is absent in t...
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In this paper, we propose a new algorithm to find the optimal static replicating portfolios for general path-independent nonlinear pay-off functions and give an estimate for the rate of convergence that is absent in the literature. We choose the static replication by designing an adaptation function arising in the error bound between the nonlinear pay-off function and the linear spline approximation and derive the equidistribution equation for selecting the optimal strikes. The numerical tests for variance swaps, swaptions, static quadratic hedges and also for a jump-diffusion process, allowing for the default of the underlying asset, show that the proposed iterative equidistribution equation algorithm is simple, fast and accurate. The paper generalizes and improves the results on static replication and approximation in the literature.
A graphene cantilever beam of arbitrary shape by patterning suspended graphene using a focused ion beam (FIB) is fabricated. Suspended graphene was formed by transferring graphene over a trench structure and patterned...
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A graphene cantilever beam of arbitrary shape by patterning suspended graphene using a focused ion beam (FIB) is fabricated. Suspended graphene was formed by transferring graphene over a trench structure and patterned the suspended graphene into a cantilever beam structure. When the suspended graphene is patterned by an FIB, the high-ion irradiation of FIB deforms the shape of the cantilever beam;in contrast, low-ion irradiation cannot penetrate the suspended graphene. An evaluation of the ion irradiation dose of the FIB and the damages caused to the suspended graphene confirmed that in the case of few-layer graphene with a maximum of three layers, optimum processing can be performed by an ion irradiation of 6 x 10(16) ions/cm(2). Under this condition, a graphene cantilever beam with a width of 1.34 m and a length of 2.13 m could be fabricated. Furthermore, the Raman spectroscopy results indicate that the FIB process does not significantly change the properties of the graphene.
Over the last 15 years diagnostic imaging of amyloid and tau deposits with PET has gained increasing importance especially in the context of diagnosis of dementia such as Alzheimer’s disease. First radiotracers that ...
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Over the last 15 years diagnostic imaging of amyloid and tau deposits with PET has gained increasing importance especially in the context of diagnosis of dementia such as Alzheimer’s disease. First radiotracers that were developed aimed at the detection of amyloid plaques in the brain. In the meantime the contribution of hyperphosphorylated proteins (TAU) that lead to another type of protein deposits is getting more and more in the focus of current research on the origin of this disease. While a number of
Due to the absence of commercially available fractional-order capacitors and inductors, their implementation can be performed using fractional-order differentiators and integrators, respectively, combined with a volta...
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Due to the absence of commercially available fractional-order capacitors and inductors, their implementation can be performed using fractional-order differentiators and integrators, respectively, combined with a voltage-to-current conversion stage. The transfer function of fractional-order differentiators and integrators can be approximated through the utilization of appropriate integer-order transfer functions. In order to achieve that, the continued Fraction Expansion as well as the Oustaloup’s approximations can be utilized. The accuracy, in terms of magnitude and phase response, of transfer functions of differentiators/integrators derived through the employment of the aforementioned approximations, is very important factor for achieving high performance approximation of the fractional-order elements. A comparative study of the accuracy offered by the continued Fraction Expansion and the Oustaloup’s approximation is performed in this paper. As a next step, the corresponding implementations of the emulators of the fractional-order elements, derived using fundamental active cells such as operational amplifiers, operational transconductance amplifiers, current conveyors, and current feedback operational amplifiers realized in commercially available discrete-component Ic form, are compared in terms of the most important performance characteristics. The most suitable of them are further compared using the OrcAD PSpice software.
Under adverse environmental conditions the nematode caenorhabditis elegans can enter an alternate developmental stage called the dauer larva. To identify lipophilic signaling molecules that influence this process, we ...
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Under adverse environmental conditions the nematode caenorhabditis elegans can enter an alternate developmental stage called the dauer larva. To identify lipophilic signaling molecules that influence this process, we screened a library of bioactive lipids and found that AM251, an antagonist of the human cannabinoid (cB) receptor, suppresses dauer entry in daf-2 insulin receptor mutants. AM251 acted synergistically with glucose supplementation indicating that the metabolic status of the animal influenced the activity of this compound. Similarly, loss of function mutations in the energy-sensing AMP-activated kinase subunit, aak-2, enhanced the dauer-suppressing effects of AM251, while constitutive activation of aak-2 in neurons was sufficient to inhibit AM251 activity. chemical epistasis experiments indicated that AM251 acts via G-protein signaling and requires the TGF- ligand DAF-7, the insulin peptides DAF-28 and INS-6, and a functional ASI neuron to promote reproductive growth. AM251 also required the presence of the SER-5 serotonin receptor, but in vitro experiments suggest that this may not be via a direct interaction. Interestingly, we found that other antagonists of mammalian cB receptors also suppress dauer entry, while the nonselective cB receptor agonist, O-2545, not only inhibited the activity of AM251, but also was able to promote dauer entry when administered alone. Since worms do not have obvious orthologs of cB receptors, the effects of syntheticcBs on neuroendocrine signaling in c. elegans are likely to be mediated via another, as yet unknown, receptor mechanism. However, we cannot exclude the existence of a noncanonical cB receptor in c. elegans.
Few can deny the diverse applications of NoSQL Database technology today. The last decade has witnessed an exponential rise in not only data generation but also in the manipulation and management of the same. NoSQL Te...
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ISBN:
(纸本)9781479987924
Few can deny the diverse applications of NoSQL Database technology today. The last decade has witnessed an exponential rise in not only data generation but also in the manipulation and management of the same. NoSQL Technologies have engendered a new platform for large enterprises to come up and have provided them a wide vista for data manipulation. Moreover, existing technologies have been augmented with the unique features that this technology offers. Apache cassandra is one of the leading NoSQL Databases today. The rise of cassandra has also given rise to corresponding high level client drivers. There are several drivers present today for interfacing cassandra with languages such as PHP, Java, c++, etc. However, to the best of our knowledge, no such driver for c exists. This paper proposes such a driver, 'cascket' that allows direct communication of cassandra over c without the existence of a middle-ware.
Neurodegenerative diseases are distinguished by characteristic protein aggregates initiated by disease-specific seed' proteins;however, roles of other co-aggregated proteins remain largely unexplored. compact hipp...
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Neurodegenerative diseases are distinguished by characteristic protein aggregates initiated by disease-specific seed' proteins;however, roles of other co-aggregated proteins remain largely unexplored. compact hippocampal aggregates were purified from Alzheimer's and control-subject pools using magnetic-bead immunoaffinity pulldowns. Their components were fractionated by electrophoretic mobility and analyzed by high-resolution proteomics. Although total detergent-insoluble aggregates from Alzheimer's and controls had similar protein content, within the fractions isolated by tau or A(1-42) pulldown, the protein constituents of Alzheimer-derived aggregates were more abundant, diverse, and post-translationally modified than those from controls. Tau- and A-containing aggregates were distinguished by multiple components, and yet shared >90% of their protein constituents, implying similar accretion mechanisms. Alzheimer-specific protein enrichment in tau-containing aggregates was corroborated for individuals by three analyses. Five proteins inferred to co-aggregate with tau were confirmed by precise insitu methods, including proximity ligation amplification that requires co-localization within 40nm. Nematode orthologs of 21 proteins, which showed Alzheimer-specific enrichment in tau-containing aggregates, were assessed for aggregation-promoting roles in *** by RNA-interference knockdown'. Fifteen knockdowns (71%) rescued paralysis of worms expressing muscle A, and 12 (57%) rescued chemotaxis disrupted by neuronal A expression. Proteins identified in compact human aggregates, bound by antibody to total tau, were thus shown to play causal roles in aggregation based on nematode models triggered by A(1-42). These observations imply shared mechanisms driving both types of aggregation, and/or aggregate-mediated cross-talk between tau and A. Knowledge of protein components that promote protein accrual in diverse aggregate types implicates common mechanisms and identifies no
AIM To assess the etiology of chronic liver diseases(cLD) from 1998 to 2014 at the outpatient clinic of Gastroenterology of the main hospital in Northwest of Italy among those dedicated to *** A random sample of chart...
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AIM To assess the etiology of chronic liver diseases(cLD) from 1998 to 2014 at the outpatient clinic of Gastroenterology of the main hospital in Northwest of Italy among those dedicated to *** A random sample of charts of patients referred to for increased liver enzymes between January 1998 and December 2006, and between January 2012 and December 2014 were reviewed. Etiology search included testing for hepatitis B virus(HBV), hepatitis c virus(HcV), autoimmune hepatitis, primary biliary cirrhosis, Wilson's disease and hereditary hemocromatosis. A risky alcohol consumption was also considered. Nonalcoholic fatty liver disease(NAFLD) was diagnosed in patients with histological and/or ultrasound evidence of steatosis/steatohepatitis, and without other causes of *** The number of patients included was 1163. Of them, 528(45%) had positivity for HcV and 85(7%) for HBV. Among the virus-free patients, 417(36%) had metabolic disorders whereas the remaining had history of alcohol abuse, less prevalent causes of cLD or concomitant conditions. In comparison to 1998-2000(41%), a reduction of HcV alone-related cases was detected during the periods 2001-2003(35%, OR = 0.75, 95%cI: 0.53-1.06), 2004-2006(33%, OR = 0.70, 95%cI: 0.50-0.97) and 2012-2014(31%, OR = 0.64, 95%cI: 0.46-0.91). On the contrary, in comparison to 1998-2000(31%), metabolic-alone disorders increased in the period 2004-2006(39%, OR = 1.37, 95%cI: 0.99-1.91) and 2012-2014(41%, OR = 1.53, 95%cI: 1.09-2.16). The other etiologies remained stable. The increase of incidence of metabolic-alone etiology during the period 2004-2006 and 2012-2014 tended to be higher in older patients(≥ 50 years) compared to younger(P = 0.058).cONcLUSION In the Northwest of Italy, during this study period, the prevalence of HcV infection decreased notably whereas that of NAFLD increased.
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