81 resultados para short-selling constraints
Resumo:
This paper proposed a novel model for short term load forecast in the competitive electricity market. The prior electricity demand data are treated as time series. The forecast model is based on wavelet multi-resolution decomposition by autocorrelation shell representation and neural networks (multilayer perceptrons, or MLPs) modeling of wavelet coefficients. To minimize the influence of noisy low level coefficients, we applied the practical Bayesian method Automatic Relevance Determination (ARD) model to choose the size of MLPs, which are then trained to provide forecasts. The individual wavelet domain forecasts are recombined to form the accurate overall forecast. The proposed method is tested using Queensland electricity demand data from the Australian National Electricity Market. (C) 2001 Elsevier Science B.V. All rights reserved.
Resumo:
The present research investigated attentional blink startle modulation at lead intervals of 60, 240 and 3500 ms. Letters printed in Gothic or standard fonts, which differed in rated interest, but not valence, served as lead stimuli. Experiment I established that identifying letters as vowels/consonants took longer than reading the letters and that performance in both tasks was slower if letters were printed in Gothic font. In Experiment 2, acoustic blink eliciting stimuli were presented 60, 240 and 3500 ms after onset of the letters in Gothic and in standard font and during intertrial intervals. Half the participants (Group Task) were asked to identify the letters as vowels/consonants whereas the others (Group No-Task) did not perform a task. Relative to control responses, blinks during letters were facilitated at 60 and 3500 ms lead intervals and inhibited at the 240 ms lead interval for both conditions in Group Task. Differences in blink modulation across lead intervals were found in Group No-Task only during Gothic letters with blinks at the 3500 ms lead interval facilitated relative to control blinks. The present results confirm previous findings indicating that attentional processes can modulate startle at very short lead intervals. (C) 2001 Elsevier Science B.V. All rights reserved.
Resumo:
It has been previously demonstrated that aspartic, serine, metallo and cysteine proteases bind to their inhibitors and substrate analogues in a single conformation, the saw-tooth or extended beta-strand. Consequently a generic approach to the development of protease inhibitors is the use of constraints that conformationally restrict putative inhibitor molecules to an extended form. In this way the inhibitor is pre-organized for binding to a protease and does not need to rearrange its structure. One constraining device that has proven to be effective for such pre-organization is macrocyclization. This article illustrates the general principle that macrocycles, especially those composed of 3-4 amino acids and usually 13-17 ring atoms, can effectively mimic the extended conformation of short peptide sequences. Such structure-stabilising macrocycles are stable to degradation by proteases, valuable components of potent protease inhibitors, and in many cases they are also bioavailable.
Resumo:
Evidence suggests that women who are mothers of young children have lower levels of physical activity than women of similar age who do not have children (Brown, Lee, Mishra, & Bauman, 2000). The purposes of this study were to explore the factors that constrain mothers of young children from being more physically active, and the relationship between physical activity and levels of social support available to the women. The empirical basis for this examination was provided through a study of activity levels and barriers to physical activity experienced by a sample of 543 mothers of young children from differing socioeconomic backgrounds. The data indicate that: (a) more than two-thirds of the mothers were inadequately active in their leisure time for health benefit; (b) while the vast majority of mothers expressed a desire to be more active, they were inhibited in their ability to act out their leisure preferences by a combination of structural (e.g., lack of time, money, energy) and ideological influences (e.g., sense of commitment to others); (c) access to social support (from partners, family, and friends) was seen to place some women in a better position than others to negotiate constraints that inhibit leisure participation; and (d) within groups of varying socioeconomic status (SES) there was wide variation in the amount of time spent each week in active leisure.
Resumo:
In this paper we consider whether the behaviour of the neural circuitry that controls lower limb movements in humans is shaped primarily by the spatiotemporal characteristics of bipedal gait patterns, or by selective pressures that are sensitive to considerations of balance and energetics. During the course of normal locomotion, the full dynamics of the neural circuitry are masked by the inertial properties of the limbs. In the present study, participants executed bipedal movements in conditions in which their feet were either unloaded or subject to additional inertial loads. Two patterns of rhythmic coordination were examined. In the in-phase mode, participants were required to flex their ankles and extend their ankles in synchrony. In the out-of-phase mode, the participants flexed one ankle while extending the other and vice versa. The frequency of movement was increased systematically throughout each experimental trial. All participants were able to maintain both the in-phase and the out-of-phase mode of coordination, to the point at which they could no longer increase their frequency of movement. Transitions between the two modes were not observed, and the stability of the out-of-phase and in-phase modes of coordination was equivalent at all movement frequencies. These findings indicate that, in humans, the behaviour of the neural circuitry underlying coordinated movements of the lower limbs is not constrained strongly by the spatiotemporal symmetries of bipedal gait patterns.
Resumo:
Purpose: We examined the effects of short-term beta -hydroxy-beta -methylbutyrate (HIM) supplementation on symptoms of muscle damage following an acute bout of eccentric exercise. Methods: Non-resistance trained subjects were randomly assigned to a HMB supplement group (HMB, 40mg/kg bodyweight/day, n = 8) or placebo group (CON, n = 9). Supplementation commenced 6 days prior to a bout of 24 maximal isokinetic eccentric contractions of the elbow flexors and continued throughout post-testing. Muscle soreness, upper arm girth, and torque measures were assessed pre-exercise, 15 min post-exercise, and 1, 2, 3, 4, 7, and 10 days post-exercise. Results: No pre-test differences between HMB and CON groups were identified, and both performed a similar amount of eccentric work during the main eccentric exercise bout (p > .05). HMB supplementation had no effect on swelling, muscle soreness, or torque following the damaging eccentric exercise bout (p > .05). Conclusion: Compared to a placebo condition, short-term supplementation with 40mg/kg bodyweight/day of HMB had no beneficial effect on a range of symptoms associated with eccentric muscle damage. If HMB can produce an ergogenic response, a longer pre-exercise supplementation period may be necessary.
Resumo:
The adaptations of muscle to sprint training can be separated into metabolic and morphological changes. Enzyme adaptations represent a major metabolic adaptation to sprint training, with the enzymes of all three energy systems showing signs of adaptation to training and some evidence of a return to baseline levels with detraining. Myokinase and creatine phosphokinase have shown small increases as a result of short-sprint training in some studies and elite sprinters appear better able to rapidly breakdown phosphocreatine (PCr) than the sub-elite. No changes in these enzyme levels have been reported as a result of detraining. Similarly, glycolytic enzyme activity (notably lactate dehydrogenase, phosphofructokinase and glycogen phosphorylase) has been shown to increase after training consisting of either long (> 10-second) or short (< 10-second) sprints. Evidence suggests that these enzymes return to pre-training levels after somewhere between 7 weeks and 6 months of detraining. Mitochondrial enzyme activity also increases after sprint training, particularly when long sprints or short recovery between short sprints are used as the training stimulus. Morphological adaptations to sprint training include changes in muscle fibre type, sarcoplasmic reticulum, and fibre cross-sectional area. An appropriate sprint training programme could be expected to induce a shift toward type Ha muscle, increase muscle cross-sectional area and increase the sarcoplasmic reticulum volume to aid release of Ca2+. Training volume and/or frequency of sprint training in excess of what is optimal for an individual, however, will induce a shift toward slower muscle contractile characteristics. In contrast, detraining appears to shift the contractile characteristics towards type IIb, although muscle atrophy is also likely to occur. Muscle conduction velocity appears to be a potential non-invasive method of monitoring contractile changes in response to sprint training and detraining. In summary, adaptation to sprint training is clearly dependent on the duration of sprinting, recovery between repetitions, total volume and frequency of training bouts. These variables have profound effects on the metabolic, structural and performance adaptations from a sprint-training programme and these changes take a considerable period of time to return to baseline after a period of detraining. However, the complexity of the interaction between the aforementioned variables and training adaptation combined with individual differences is clearly disruptive to the transfer of knowledge and advice from laboratory to coach to athlete.
Resumo:
Purpose: Most studies that use either a single exercise session, exercise training, or a cross-sectional design have failed to find a relationship between exercise and plasma lipoprotein(a) [Lp(a)] concentrations. However, a few studies investigating the effects of longer and/or more strenuous exercise have shown elevated Lp(a) concentrations, possibly as an acute-phase reactant to muscle damage. Based on the assumption that greater muscle damage would occur with exercise of longer duration, the purpose of the present study was to determine whether exercise of longer duration would increase Lp(a) concentration and creatine kinase. (CK) activity more than exercise of shorter duration. Methods: Ten endurance-trained men (mean +/- SD: age, 27 +/- 6 yr; maximal oxygen consumption [(V)over dotO(2max)], 57 +/- 7 mL(.)kg(-1) min(-1)) completed two separate exercise sessions at 70% (V)over dotO(2max). One session required 900 kcal of energy expenditure (60 +/- 6 min), and the other required 1500 kcal (112 +/- 12 min). Fasted blood samples were taken immediately before (0-pre), immediately after (0-post), 1 d after (1-post), and 2 d after (2-post) each exercise session. Results: CK activity increased after both exercise sessions (mean +/- SE; 800 kcal: 0-pre 55 +/- 11, 1-post 168 +/- 64 U(.)L(-1.)min(-1); 1500 kcal: 0-pre 51 +/- 5, 1-post 187 +/- 30, 2-post 123 +/- 19 U(.)L(-1.)min(-1); P < 0.05). However, median Lp(a) concentrations were not altered by either exercise session (800 kcal: 0-pre 5.0 mg(.)dL(-1), 0-post 3.2 mg(.)dL(-1), 1-post 4.0 mg(.)dL(-1), 2-post 3.4 mg(.)dL(-1); 1500 kcal: 0-pre 5.8 mg(.)dL(-1), 0-post 4.3 mg(.)dL(-1), 1-post 3.2 mg(.)dL(-1), 2-post 5.3 mg(.)dL(-1)). In addition, no relationship existed between exercise-induced changes in CK activity and Lp(a) concentration (800 kcal: r = -0.26; 1500 kcal: r = -0.02). Conclusion: These results suggest that plasma Lp(a) concentration will not increase in response to minor exercise-induced muscle damage in endurance-trained runners.
Resumo:
Research on the stability of flavours during high temperature extrusion cooking is reviewed. The important factors that affect flavour and aroma retention during the process of extrusion are illustrated. A substantial number of flavour volatiles which are incorporated prior to extrusion are normally lost during expansion, this is because of steam distillation. Therefore, a general practice has been to introduce a flavour mix after the extrusion process. This extra operation requires a binding agent (normally oil), and may also result in a non-uniform distribution of the flavour and low oxidative stability of the flavours exposed on the surface. Therefore, the importance of encapsulated flavours, particularly the beta -cyclodextrin-flavour complex, is highlighted in this paper.
Resumo:
Pasminco Century Mine has developed a geophysical logging system to provide new data for ore mining/grade control and the generation of Short Term Models for mine planning. Previous work indicated the applicability of petrophysical logging for lithology prediction, however, the automation of the method was not considered reliable enough for the development of a mining model. A test survey was undertaken using two diamond drilled control holes and eight percussion holes. All holes were logged with natural gamma, magnetic susceptibility and density. Calibration of the LogTrans auto-interpretation software using only natural gamma and magnetic susceptibility indicated that both lithology and stratigraphy could be predicted. Development of a capability to enforce stratigraphic order within LogTrans increased the reliability and accuracy of interpretations. After the completion of a feasibility program, Century Mine has invested in a dedicated logging vehicle to log blast holes as well as for use in in-fill drilling programs. Future refinement of the system may lead to the development of GPS controlled excavators for mining ore.
Resumo:
Applied econometricians often fail to impose economic regularity constraints in the exact form economic theory prescribes. We show how the Singular Value Decomposition (SVD) Theorem and Markov Chain Monte Carlo (MCMC) methods can be used to rigorously impose time- and firm-varying equality and inequality constraints. To illustrate the technique we estimate a system of translog input demand functions subject to all the constraints implied by economic theory, including observation-varying symmetry and concavity constraints. Results are presented in the form of characteristics of the estimated posterior distributions of functions of the parameters. Copyright (C) 2001 John Wiley Sons, Ltd.
Resumo:
Computer simulation was used to suggest potential selection strategies for beef cattle breeders with different mixes of clients between two potential markets. The traditional market paid on the basis of carcass weight (CWT), while a new market considered marbling grade in addition to CWT as a basis for payment. Both markets instituted discounts for CWT in excess of 340 kg and light carcasses below 300 kg. Herds were simulated for each price category on the carcass weight grid for the new market. This enabled the establishment of phenotypic relationships among the traits examined [CWT, percent intramuscular fat (IMF), carcass value in the traditional market, carcass value in the new market, and the expected proportion of progeny in elite price cells in the new market pricing grid]. The appropriateness of breeding goals was assessed on the basis of client satisfaction. Satisfaction was determined by the equitable distribution of available stock between markets combined with the assessment of the utility of the animal within the market to which it was assigned. The best goal for breeders with predominantly traditional clients was a CWT in excess of 330 kg, while that for breeders with predominantly new market clients was a CWT of between 310 and 329 kg and with a marbling grade of AAA in the Ontario carcass pricing system. For breeders who wished to satisfy both new and traditional clients, the optimal CWT was 310-329 kg and the optimal marbling grade was AA-AAA. This combination resulted in satisfaction levels of greater than 75% among clients, regardless of the distribution of the clients between the traditional and new marketplaces.
Resumo:
In this work, a new method of optimization is successfully applied to the theoretical design of compact, actively shielded, clinical MRI magnets. The problem is formulated as a two-step process in which the desired current densities on multiple, cc-axial surface layers are first calculated by solving Fredholm equations of the first kind. Non-linear optimization methods with inequality constraints are then invoked to fit practical magnet coils to the desired current densities. The current density approach allows rapid prototyping of unusual magnet designs. The emphasis of this work is on the optimal design of short, actively-shielded MRI magnets for whole-body imaging. Details of the hybrid numerical model are presented, and the model is used to investigate compact, symmetric, and asymmetric MRI magnets. Magnet designs are presented for actively-shielded, symmetric magnets of coil length 1.0 m, which is considerably shorter than currently available designs of comparable dsv size. Novel, actively-shielded, asymmetric magnet designs are also presented in which the beginning of a 50-cm dsv is positioned just 11 cm from the end of the coil structure, allowing much improved access to the patient and reduced patient claustrophobia. Magn Reson Med 45:331540, 2001. (C) 2001 Wiley-Liss, Inc.
Resumo:
The principal aim of this paper is to measure the amount by which the profit of a multi-input, multi-output firm deviates from maximum short-run profit, and then to decompose this profit gap into components that are of practical use to managers. In particular, our interest is in the measurement of the contribution of unused capacity, along with measures of technical inefficiency, and allocative inefficiency, in this profit gap. We survey existing definitions of capacity and, after discussing their shortcomings, we propose a new ray economic capacity measure that involves short-run profit maximisation, with the output mix held constant. We go on to describe how the gap between observed profit and maximum profit can be calculated and decomposed using linear programming methods. The paper concludes with an empirical illustration, involving data on 28 international airline companies. The empirical results indicate that these airline companies achieve profit levels which are on average US$815m below potential levels, and that 70% of the gap may be attributed to unused capacity. (C) 2002 Elsevier Science B.V. All rights reserved.
Resumo:
Shiftwork is a major source of stress for many worker's. This study highlights the role that organizational and psychosocial variables play in alleviating the negative health effects of 10 and 14-h shifts. It examines the direct and mediated effects of coping strategies, social support and control of shifts on work/non-work conflict and subjective health. Participants are 60 ambulance workers, aged 22 to SS years. A structural equation model with good fit demonstrates complex effects of social support from various sources (supervisors, co-workers and family), coping and control on work/non-work conflict and subjective health., Conceptually, the research contributes to the development of a theoretical framework that can assist in explaining how key psychosocial and organizational variables influence the psychological and physical symptoms experienced by shiftworkers. Copyright (C) 2002 John Wiley Sons, Ltd.