Simulation of default events in a CDX and estimation of the spread

The portfolio generating the iTraxx EUR index is modeled by coupled Markov chains. Each of the industries of the portfolio evolves according to its own Markov transition matrix. Using a variant of the method of moments, the model parameters are estimated from a data set of Standard and Poor's. Swap spreads are evaluated by Monte-Carlo simulations. Along with an actuarially fair spread, at least squares spread is considered.

Evaluation of the respiratory motion effect in small animal PET images with GATE Monte Carlo simulations

The rapid growth in genetics and molecular biology combined with the development of techniques for genetically engineering small animals has led to increased interest in in vivo small animal imaging. Small animal imaging has been applied frequently to the imaging of small animals (mice and rats), which are ubiquitous in modeling human diseases and testing treatments. The use of PET in small animals allows the use of subjects as their own control, reducing the interanimal variability. This allows performing longitudinal studies on the same animal and improves the accuracy of biological models. However, small animal PET still suffers from several limitations. The amounts of radiotracers needed, limited scanner sensitivity, image resolution and image quantification issues, all could clearly benefit from additional research. Because nuclear medicine imaging deals with radioactive decay, the emission of radiation energy through photons and particles alongside with the detection of these quanta and particles in different materials make Monte Carlo method an important simulation tool in both nuclear medicine research and clinical practice. In order to optimize the quantitative use of PET in clinical practice, data- and image-processing methods are also a field of intense interest and development. The evaluation of such methods often relies on the use of simulated data and images since these offer control of the ground truth. Monte Carlo simulations are widely used for PET simulation since they take into account all the random processes involved in PET imaging, from the emission of the positron to the detection of the photons by the detectors. Simulation techniques have become an importance and indispensable complement to a wide range of problems that could not be addressed by experimental or analytical approaches.

Structural and Microanalytical Studies of CrO2 Thin Films on c-Sapphire by High Resolution Electron Microscopy Methods

Chromium dioxide (CrO2) has been extensively used in the magnetic recording industry. However, it is its ferromagnetic half-metallic nature that has more recently attracted much attention, primarily for the development of spintronic devices. CrO2 is the only stoichiometric binary oxide theoretically predicted to be fully spin polarized at the Fermi level. It presents a Curie temperature of ∼ 396 K, i.e. well above room temperature, and a magnetic moment of 2 mB per formula unit. However an antiferromagnetic native insulating layer of Cr2O3 is always present on the CrO2 surface which enhances the CrO2 magnetoresistance and might be used as a barrier in magnetic tunnel junctions.

PHYLOViZ: phylogenetic inference and data visualization for sequence based typing methods

Background: With the decrease of DNA sequencing costs, sequence-based typing methods are rapidly becoming the gold standard for epidemiological surveillance. These methods provide reproducible and comparable results needed for a global scale bacterial population analysis, while retaining their usefulness for local epidemiological surveys. Online databases that collect the generated allelic profiles and associated epidemiological data are available but this wealth of data remains underused and are frequently poorly annotated since no user-friendly tool exists to analyze and explore it. Results: PHYLOViZ is platform independent Java software that allows the integrated analysis of sequence-based typing methods, including SNP data generated from whole genome sequence approaches, and associated epidemiological data. goeBURST and its Minimum Spanning Tree expansion are used for visualizing the possible evolutionary relationships between isolates. The results can be displayed as an annotated graph overlaying the query results of any other epidemiological data available. Conclusions: PHYLOViZ is a user-friendly software that allows the combined analysis of multiple data sources for microbial epidemiological and population studies. It is freely available at http://www.phyloviz.net.

A strategy to extend reactive distillation column performance under catalyst deactivation

This work addresses the effects of catalyst deactivation and investigates methods to reduce their impact on the reactive distillation columns performance. The use of variable feed quality and reboil ratio are investigated using a rigorous dynamic model developed in gPROMS and applied to an illustrative example, i.e., the olefin metathesis system, wherein 2-pentene reacts to form 2-butene and 3-hexene. Three designs and different strategies on column energy supply to tackle catalyst deactivation are investigated and the results compared.

Identification of tsunami-induced deposits using numerical modeling and rock magnetism techniques: Astudy case of the 1755 Lisbon tsunami in Algarve, Portugal (vol 182, pg 187, 2010)

Storm- and tsunami-deposits are generated by similar depositional mechanisms making their discrimination hard to establish using classic sedimentologic methods. Here we propose an original approach to identify tsunami-induced deposits by combining numerical simulation and rock magnetism. To test our method, we investigate the tsunami deposit of the Boca do Rio estuary generated by the 1755 earthquake in Lisbon which is well described in the literature. We first test the 1755 tsunami scenario using a numerical inundation model to provide physical parameters for the tsunami wave. Then we use concentration (MS. SIRM) and grain size (chi(ARM), ARM, B1/2, ARM/SIRM) sensitive magnetic proxies coupled with SEM microscopy to unravel the magnetic mineralogy of the tsunami-induced deposit and its associated depositional mechanisms. In order to study the connection between the tsunami deposit and the different sedimentologic units present in the estuary, magnetic data were processed by multivariate statistical analyses. Our numerical simulation show a large inundation of the estuary with flow depths varying from 0.5 to 6 m and run up of similar to 7 m. Magnetic data show a dominance of paramagnetic minerals (quartz) mixed with lesser amount of ferromagnetic minerals, namely titanomagnetite and titanohematite both of a detrital origin and reworked from the underlying units. Multivariate statistical analyses indicate a better connection between the tsunami-induced deposit and a mixture of Units C and D. All these results point to a scenario where the energy released by the tsunami wave was strong enough to overtop and erode important amount of sand from the littoral dune and mixed it with reworked materials from underlying layers at least 1 m in depth. The method tested here represents an original and promising tool to identify tsunami-induced deposits in similar embayed beach environments.

Methods for automatic and assisted image annotation

Personal memories composed of digital pictures are very popular at the moment. To retrieve these media items annotation is required. During the last years, several approaches have been proposed in order to overcome the image annotation problem. This paper presents our proposals to address this problem. Automatic and semi-automatic learning methods for semantic concepts are presented. The automatic method is based on semantic concepts estimated using visual content, context metadata and audio information. The semi-automatic method is based on results provided by a computer game. The paper describes our proposals and presents their evaluations.

A comparison of two attenuation correction methods in 111In-Pentetriotide abdominal SPECT

Tomographic image can be degraded, partially by patient based attenuation. The aim of this paper is to quantitatively verify the effects of attenuation correction methods Chang and CT in 111In studies through the analysis of profiles from abdominal SPECT, correspondent to a uniform radionuclide uptake organ, the left kidney.

Simulation of the Magnetic Induction Vector of a Magnetic Core to be Used in FFC NMR Relaxometry

This paper is a contribution for the assessment and comparison of magnet properties based on magnetic field characteristics particularly concerning the magnetic induction uniformity in the air gaps. For this aim, a solver was developed and implemented to determine the magnetic field of a magnetic core to be used in Fast Field Cycling (FFC) Nuclear Magnetic Resonance (NMR) relaxometry. The electromagnetic field computation is based on a 2D finite-element method (FEM) using both the scalar and the vector potential formulation. Results for the magnetic field lines and the magnetic induction vector in the air gap are presented. The target magnetic induction is 0.2 T, which is a typical requirement of the FFC NMR technique, which can be achieved with a magnetic core based on permanent magnets or coils. In addition, this application requires high magnetic induction uniformity. To achieve this goal, a solution including superconducting pieces is analyzed. Results are compared with a different FEM program.

Accessing indoor fungal contamination using conventional and molecular methods in Portuguese poultries

Epidemiological studies showed increased prevalence of respiratory symptoms and adverse changes in pulmonary function parameters in poultry workers, corroborating the increased exposure to risk factors, such as fungal load and their metabolites. This study aimed to determine the occupational exposure threat due to fungal contamination caused by the toxigenic isolates belonging to the complex of the species of Aspergillus flavus and also isolates fromAspergillus fumigatus species complex. The study was carried out in seven Portuguese poultries, using cultural and molecularmethodologies. For conventional/cultural methods, air, surfaces, and litter samples were collected by impaction method using the Millipore Air Sampler. For the molecular analysis, air samples were collected by impinger method using the Coriolis μ air sampler. After DNA extraction, samples were analyzed by real-time PCR using specific primers and probes for toxigenic strains of the Aspergillus flavus complex and for detection of isolates from Aspergillus fumigatus complex. Through conventional methods, and among the Aspergillus genus, different prevalences were detected regarding the presence of Aspergillus flavus and Aspergillus fumigatus species complexes, namely: 74.5 versus 1.0% in the air samples, 24.0 versus 16.0% in the surfaces, 0 versus 32.6% in new litter, and 9.9 versus 15.9%in used litter. Through molecular biology, we were able to detect the presence of aflatoxigenic strains in pavilions in which Aspergillus flavus did not grow in culture. Aspergillus fumigatus was only found in one indoor air sample by conventional methods. Using molecular methodologies, however, Aspergillus fumigatus complex was detected in seven indoor samples from three different poultry units. The characterization of fungal contamination caused by Aspergillus flavus and Aspergillus fumigatus raises the concern of occupational threat not only due to the detected fungal load but also because of the toxigenic potential of these species.

Caracterização bidimensional de um canal rádio Wimax

Com o crescimento previsível e exponencial das redes de comunicações móveis motivado pela mobilidade, flexibilidade e também comodidade do utilizador levam a que este se torne na fatia mais importante do mundo das telecomunicações dos dias que correm. Assim é importante estudar e caracterizar canais rádio para as mais diversas gamas de frequências utilizadas nas mais variadas tecnologias. O objectivo principal desta dissertação de Mestrado é caracterizar um canal rádio para a tecnologia sem fios Worldwide Inter-operability for Microwave Access (Wimax para as frequências de 3,5 GHz e 5 GHz) actualmente vista pela comunidade científica como a tecnologia sem fios com maiores perspectivas de sucesso. Para tal, determinaram-se o Perfil de Atraso de Potência (PAP) e também a Potência em Função da Distância (PFD) recorrendo ao método computacional de simulação Finite-Difference Time-Domain (FDTD). De forma a estudar e caracterizar o canal rádio, em termos de desvanecimento relativo ao espalhamento de atraso, usaram-se dois métodos alternativos que têm como entrada o PAP. Para caracterizar o canal quanto ao desvanecimento baseado em espalhamento de Doppler, recorreu-se também a duas técnicas alternativas tendo como entrada o PFD. Em ambas as situações os dois métodos alternativos convergiram para os mesmos resultados. A caracterização é feita em dois cenários diferentes: um em que consideramos que a maioria dos obstáculos são condutores eléctricos perfeitos (CEP) e que passaremos a designar Cenário PEC, e um segundo cenário em que os obstáculos têm propriedades electromagnéticas diferentes, e que passará a ser designado por Cenário MIX. Em ambos os cenários de análise concluiu-se que o canal é plano, lento e sem ISI.

Analysis and simulation of a-Si Ha-SiC HPINIP structures for color image detection

It is presented in this paper a study on the photo-electronic properties of multi layer a-Si: H/a-SiC: H p-i-n-i-p structures. This study is aimed to give an insight into the internal electrical characteristics of such a structure in thermal equilibrium, under applied Was and under different illumination condition. Taking advantage of this insight it is possible to establish a relation among-the electrical behavior of the structure the structure geometry (i.e. thickness of the light absorbing intrinsic layers and of the internal n-layer) and the composition of the layers (i.e. optical bandgap controlled through percentage of carbon dilution in the a-Si1-xCx: H layers). Showing an optical gain for low incident light power controllable by means of externally applied bias or structure composition, these structures are quite attractive for photo-sensing device applications, like color sensors and large area color image detector. An analysis based on numerical ASCA simulations is presented for describing the behavior of different configurations of the device and compared with experimental measurements (spectral response and current-voltage characteristic). (c) 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Monte Carlo modeling and simulations of the High Definition (HD120) micro MLC and validation against measurements for a 6 MV beam

Purpose: The most recent Varian® micro multileaf collimator(MLC), the High Definition (HD120) MLC, was modeled using the BEAMNRCMonte Carlo code. This model was incorporated into a Varian medical linear accelerator, for a 6 MV beam, in static and dynamic mode. The model was validated by comparing simulated profiles with measurements. Methods: The Varian® Trilogy® (2300C/D) accelerator model was accurately implemented using the state-of-the-art Monte Carlo simulation program BEAMNRC and validated against off-axis and depth dose profiles measured using ionization chambers, by adjusting the energy and the full width at half maximum (FWHM) of the initial electron beam. The HD120 MLC was modeled by developing a new BEAMNRC component module (CM), designated HDMLC, adapting the available DYNVMLC CM and incorporating the specific characteristics of this new micro MLC. The leaf dimensions were provided by the manufacturer. The geometry was visualized by tracing particles through the CM and recording their position when a leaf boundary is crossed. The leaf material density and abutting air gap between leaves were adjusted in order to obtain a good agreement between the simulated leakage profiles and EBT2 film measurements performed in a solid water phantom. To validate the HDMLC implementation, additional MLC static patterns were also simulated and compared to additional measurements. Furthermore, the ability to simulate dynamic MLC fields was implemented in the HDMLC CM. The simulation results of these fields were compared with EBT2 film measurements performed in a solid water phantom. Results: Overall, the discrepancies, with and without MLC, between the opened field simulations and the measurements using ionization chambers in a water phantom, for the off-axis profiles are below 2% and in depth-dose profiles are below 2% after the maximum dose depth and below 4% in the build-up region. On the conditions of these simulations, this tungsten-based MLC has a density of 18.7 g cm− 3 and an overall leakage of about 1.1 ± 0.03%. The discrepancies between the film measured and simulated closed and blocked fields are below 2% and 8%, respectively. Other measurements were performed for alternated leaf patterns and the agreement is satisfactory (to within 4%). The dynamic mode for this MLC was implemented and the discrepancies between film measurements and simulations are within 4%. Conclusions: The Varian® Trilogy® (2300 C/D) linear accelerator including the HD120 MLC was successfully modeled and simulated using the Monte CarloBEAMNRC code by developing an independent CM, the HDMLC CM, either in static and dynamic modes.

The use of non-standard CT conversion ramps for Monte Carlo verification of 6 MV prostate IMRT plans

Monte Carlo (MC) dose calculation algorithms have been widely used to verify the accuracy of intensity-modulated radiotherapy (IMRT) dose distributions computed by conventional algorithms due to the ability to precisely account for the effects of tissue inhomogeneities and multileaf collimator characteristics. Both algorithms present, however, a particular difference in terms of dose calculation and report. Whereas dose from conventional methods is traditionally computed and reported as the water-equivalent dose (Dw), MC dose algorithms calculate and report dose to medium (Dm). In order to compare consistently both methods, the conversion of MC Dm into Dw is therefore necessary. This study aims to assess the effect of applying the conversion of MC-based Dm distributions to Dw for prostate IMRT plans generated for 6 MV photon beams. MC phantoms were created from the patient CT images using three different ramps to convert CT numbers into material and mass density: a conventional four material ramp (CTCREATE) and two simplified CT conversion ramps: (1) air and water with variable densities and (2) air and water with unit density. MC simulations were performed using the BEAMnrc code for the treatment head simulation and the DOSXYZnrc code for the patient dose calculation. The conversion of Dm to Dw by scaling with the stopping power ratios of water to medium was also performed in a post-MC calculation process. The comparison of MC dose distributions calculated in conventional and simplified (water with variable densities) phantoms showed that the effect of material composition on dose-volume histograms (DVH) was less than 1% for soft tissue and about 2.5% near and inside bone structures. The effect of material density on DVH was less than 1% for all tissues through the comparison of MC distributions performed in the two simplified phantoms considering water. Additionally, MC dose distributions were compared with the predictions from an Eclipse treatment planning system (TPS), which employed a pencil beam convolution (PBC) algorithm with Modified Batho Power Law heterogeneity correction. Eclipse PBC and MC calculations (conventional and simplified phantoms) agreed well (<1%) for soft tissues. For femoral heads, differences up to 3% were observed between the DVH for Eclipse PBC and MC calculated in conventional phantoms. The use of the CT conversion ramp of water with variable densities for MC simulations showed no dose discrepancies (0.5%) with the PBC algorithm. Moreover, converting Dm to Dw using mass stopping power ratios resulted in a significant shift (up to 6%) in the DVH for the femoral heads compared to the Eclipse PBC one. Our results show that, for prostate IMRT plans delivered with 6 MV photon beams, no conversion of MC dose from medium to water using stopping power ratio is needed. In contrast, MC dose calculations using water with variable density may be a simple way to solve the problem found using the dose conversion method based on the stopping power ratio.