Developmental origins of psychological vulnerability factors for mental disorders

Premature birth and associated small body size are known to affect health over the life course. Moreover, compelling evidence suggests that birth size throughout its whole range of variation is inversely associated with risk for cardiovascular disease and type 2 diabetes in subsequent life. To explain these findings, the Developmental Origins of Health and Disease (DOHaD) model has been introduced. Within this framework, restricted physical growth is, to a large extent, considered either a product of harmful environmental influences, such as suboptimal nutrition and alterations in the foetal hormonal milieu, or an adaptive reaction to the environment. Whether inverse associations exist between body size at birth and psychological vulnerability factors for mental disorders is poorly known. Thus, the aim of this thesis was to study in three large prospective cohorts whether prenatal and postnatal physical growth, across the whole range of variation, is associated with subsequent temperament/personality traits and psychological symptoms that are considered vulnerability factors for mental disorders. Weight and length at birth in full term infants showed quadratic associations with the temperamental trait of harm avoidance (Study I). The highest scores were characteristic of the smallest individuals, followed by the heaviest/longest. Linear associations between birth size and psychological outcomes were found such that lower weight and thinness at birth predicted more pronounced trait anxiety in late adulthood (Study II); lower birth weight, placental size, and head circumference at 12 months predicted a more pronounced positive schitzotypal trait in women (Study III); and thinness and smaller head circumference at birth associated with symptoms of attention-deficit hyperactivity disorder (ADHD) in children who were born at term (Study IV). These associations occured across the whole variation in birth size and after adjusting for several confounders. With respect to growth after birth, individuals with high trait anxiety scores in late adulthood were lighter in weight and thinner in infancy, and gained weight more rapidly between 7 and 11 years of age, but weighed less and were shorter in late adulthood in relation to weight and height measured at 11 years of age (Study II). These results suggest that a suboptimal prenatal environment reflected in smaller birth size may affect a variety of psychological vulnerability factors for mental disorders, such as the temperamental trait of harm avoidance, trait anxiety, schizotypal traits, and symptoms of ADHD. The smaller the birth size across the whole range of variation, the more pronounced were these psychological vulnerability factors. Moreover, some of these outcomes, such as trait anxiety, were also predicted by patterns of growth after birth. The findings are concordant with the DOHaD model, and emphasise the importance of prenatal factors in the aetiology of not only mental disorders but also their psychological vulnerability factors.

Luonnollisten lukujen joukon määriteltävyys funktioalgebroissa

Let X be a topological space and K the real algebra of the reals, the complex numbers, the quaternions, or the octonions. The functions form X to K form an algebra T(X,K) with pointwise addition and multiplication. We study first-order definability of the constant function set N' corresponding to the set of the naturals in certain subalgebras of T(X,K). In the vocabulary the symbols Constant, +, *, 0', and 1' are used, where Constant denotes the predicate defining the constants, and 0' and 1' denote the constant functions with values 0 and 1 respectively. The most important result is the following. Let X be a topological space, K the real algebra of the reals, the compelex numbers, the quaternions, or the octonions, and R a subalgebra of the algebra of all functions from X to K containing all constants. Then N' is definable in , if at least one of the following conditions is true. (1) The algebra R is a subalgebra of the algebra of all continuous functions containing a piecewise open mapping from X to K. (2) The space X is sigma-compact, and R is a subalgebra of the algebra of all continuous functions containing a function whose range contains a nonempty open set of K. (3) The algebra K is the set of reals or the complex numbers, and R contains a piecewise open mapping from X to K and does not contain an everywhere unbounded function. (4) The algebra R contains a piecewise open mapping from X to the set of the reals and function whose range contains a nonempty open subset of K. Furthermore R does not contain an everywhere unbounded function.

Dirichlet problem at infinity for p-harmonic functions on negatively curved spaces

The object of this dissertation is to study globally defined bounded p-harmonic functions on Cartan-Hadamard manifolds and Gromov hyperbolic metric measure spaces. Such functions are constructed by solving the so called Dirichlet problem at infinity. This problem is to find a p-harmonic function on the space that extends continuously to the boundary at inifinity and obtains given boundary values there. The dissertation consists of an overview and three published research articles. In the first article the Dirichlet problem at infinity is considered for more general A-harmonic functions on Cartan-Hadamard manifolds. In the special case of two dimensions the Dirichlet problem at infinity is solved by only assuming that the sectional curvature has a certain upper bound. A sharpness result is proved for this upper bound. In the second article the Dirichlet problem at infinity is solved for p-harmonic functions on Cartan-Hadamard manifolds under the assumption that the sectional curvature is bounded outside a compact set from above and from below by functions that depend on the distance to a fixed point. The curvature bounds allow examples of quadratic decay and examples of exponential growth. In the final article a generalization of the Dirichlet problem at infinity for p-harmonic functions is considered on Gromov hyperbolic metric measure spaces. Existence and uniqueness results are proved and Cartan-Hadamard manifolds are considered as an application.

Modeling and Forecasting Implied Volatility: Implications for Trading, Pricing, and Risk Management

Modeling and forecasting of implied volatility (IV) is important to both practitioners and academics, especially in trading, pricing, hedging, and risk management activities, all of which require an accurate volatility. However, it has become challenging since the 1987 stock market crash, as implied volatilities (IVs) recovered from stock index options present two patterns: volatility smirk(skew) and volatility term-structure, if the two are examined at the same time, presents a rich implied volatility surface (IVS). This implies that the assumptions behind the Black-Scholes (1973) model do not hold empirically, as asset prices are mostly influenced by many underlying risk factors. This thesis, consists of four essays, is modeling and forecasting implied volatility in the presence of options markets’ empirical regularities. The first essay is modeling the dynamics IVS, it extends the Dumas, Fleming and Whaley (DFW) (1998) framework; for instance, using moneyness in the implied forward price and OTM put-call options on the FTSE100 index, a nonlinear optimization is used to estimate different models and thereby produce rich, smooth IVSs. Here, the constant-volatility model fails to explain the variations in the rich IVS. Next, it is found that three factors can explain about 69-88% of the variance in the IVS. Of this, on average, 56% is explained by the level factor, 15% by the term-structure factor, and the additional 7% by the jump-fear factor. The second essay proposes a quantile regression model for modeling contemporaneous asymmetric return-volatility relationship, which is the generalization of Hibbert et al. (2008) model. The results show strong negative asymmetric return-volatility relationship at various quantiles of IV distributions, it is monotonically increasing when moving from the median quantile to the uppermost quantile (i.e., 95%); therefore, OLS underestimates this relationship at upper quantiles. Additionally, the asymmetric relationship is more pronounced with the smirk (skew) adjusted volatility index measure in comparison to the old volatility index measure. Nonetheless, the volatility indices are ranked in terms of asymmetric volatility as follows: VIX, VSTOXX, VDAX, and VXN. The third essay examines the information content of the new-VDAX volatility index to forecast daily Value-at-Risk (VaR) estimates and compares its VaR forecasts with the forecasts of the Filtered Historical Simulation and RiskMetrics. All daily VaR models are then backtested from 1992-2009 using unconditional, independence, conditional coverage, and quadratic-score tests. It is found that the VDAX subsumes almost all information required for the volatility of daily VaR forecasts for a portfolio of the DAX30 index; implied-VaR models outperform all other VaR models. The fourth essay models the risk factors driving the swaption IVs. It is found that three factors can explain 94-97% of the variation in each of the EUR, USD, and GBP swaption IVs. There are significant linkages across factors, and bi-directional causality is at work between the factors implied by EUR and USD swaption IVs. Furthermore, the factors implied by EUR and USD IVs respond to each others’ shocks; however, surprisingly, GBP does not affect them. Second, the string market model calibration results show it can efficiently reproduce (or forecast) the volatility surface for each of the swaptions markets.

Sneutrino-antisneutrino oscillations at colliders

Modern elementary particle physics is based on quantum field theories. Currently, our understanding is that, on the one hand, the smallest structures of matter and, on the other hand, the composition of the universe are based on quantum field theories which present the observable phenomena by describing particles as vibrations of the fields. The Standard Model of particle physics is a quantum field theory describing the electromagnetic, weak, and strong interactions in terms of a gauge field theory. However, it is believed that the Standard Model describes physics properly only up to a certain energy scale. This scale cannot be much larger than the so-called electroweak scale, i.e., the masses of the gauge fields W^+- and Z^0. Beyond this scale, the Standard Model has to be modified. In this dissertation, supersymmetric theories are used to tackle the problems of the Standard Model. For example, the quadratic divergences, which plague the Higgs boson mass in the Standard model, cancel in supersymmetric theories. Experimental facts concerning the neutrino sector indicate that the lepton number is violated in Nature. On the other hand, the lepton number violating Majorana neutrino masses can induce sneutrino-antisneutrino oscillations in any supersymmetric model. In this dissertation, I present some viable signals for detecting the sneutrino-antisneutrino oscillation at colliders. At the e-gamma collider (at the International Linear Collider), the numbers of the electron-sneutrino-antisneutrino oscillation signal events are quite high, and the backgrounds are quite small. A similar study for the LHC shows that, even though there are several backrounds, the sneutrino-antisneutrino oscillations can be detected. A useful asymmetry observable is introduced and studied. Usually, the oscillation probability formula where the sneutrinos are produced at rest is used. However, here, we study a general oscillation probability. The Lorentz factor and the distance at which the measurement is made inside the detector can have effects, especially when the sneutrino decay width is very small. These effects are demonstrated for a certain scenario at the LHC.