49 resultados para model with default Vasicek model and Cir model for the short rate


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This paper presents the quantitative and qualitative findings from an experiment designed to evaluate a developing model of affective postures for full-body virtual characters in immersive virtual environments (IVEs). Forty-nine participants were each requested to explore a virtual environment by asking two virtual characters for instructions. The participants used a CAVE-like system to explore the environment. Participant responses and their impression of the virtual characters were evaluated through a wide variety of both quantitative and qualitative methods. Combining a controlled experimental approach with various data-collection methods provided a number of advantages such as providing a reason to the quantitative results. The quantitative results indicate that posture plays an important role in the communication of affect by virtual characters. The qualitative findings indicated that participants attribute a variety of psychological states to the behavioral cues displayed by virtual characters. In addition, participants tended to interpret the social context portrayed by the virtual characters in a holistic manner. This suggests that one aspect of the virtual scene colors the perception of the whole social context portrayed by the virtual characters. We conclude by discussing the importance of designing holistically congruent virtual characters especially in immersive settings.

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In recent years, the emergence of Staphylococcus aureus strains with reduced susceptibility to glycopeptides has raised considerable concern. We studied the efficacy of vancomycin and teicoplanin, as well as cloxacillin and cefotaxime, against the infection caused by four S. aureus strains with different glycopeptide and β-lactam susceptibilities (strains A, B, C, and D; MICs for vancomycin of 1, 2, 4, and 8 µg/ml respectively), using a modified model of mouse peritonitis. This optimized model appeared to be straightforward and reproducible, and was able to detect low differences in bacterial killing between antibiotics and also between different S. aureus strains. Bactericidal activities in peritoneal fluid for vancomycin, teicoplanin, cloxacillin, and cefotaxime decreased from -2.98, -2.36, -3.22, and -3.57 log10 cfu/ml, respectively, in infection by strain A (MICs for vancomycin and cloxacillin of 1 and 0.38 µg/ml, respectively) to -1.22, -0.65, -1.04, and +0.24 in peritonitis due to strain D (MICs for vancomycin and cloxacillin of 8 and 1,024 µg/ml). Our data confirm the superiority of β-lactams against methicillin-susceptible S. aureus and show that bactericidal activity of glycopeptides decreases significantly with slight increases in MICs; this finding suggests a reduced efficacy of glycopeptides in the treatment of serious glycopeptide-intermediate S. aureus infections

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In recent years, the emergence of Staphylococcus aureus strains with reduced susceptibility to glycopeptides has raised considerable concern. We studied the efficacy of vancomycin and teicoplanin, as well as cloxacillin and cefotaxime, against the infection caused by four S. aureus strains with different glycopeptide and β-lactam susceptibilities (strains A, B, C, and D; MICs for vancomycin of 1, 2, 4, and 8 µg/ml respectively), using a modified model of mouse peritonitis. This optimized model appeared to be straightforward and reproducible, and was able to detect low differences in bacterial killing between antibiotics and also between different S. aureus strains. Bactericidal activities in peritoneal fluid for vancomycin, teicoplanin, cloxacillin, and cefotaxime decreased from -2.98, -2.36, -3.22, and -3.57 log10 cfu/ml, respectively, in infection by strain A (MICs for vancomycin and cloxacillin of 1 and 0.38 µg/ml, respectively) to -1.22, -0.65, -1.04, and +0.24 in peritonitis due to strain D (MICs for vancomycin and cloxacillin of 8 and 1,024 µg/ml). Our data confirm the superiority of β-lactams against methicillin-susceptible S. aureus and show that bactericidal activity of glycopeptides decreases significantly with slight increases in MICs; this finding suggests a reduced efficacy of glycopeptides in the treatment of serious glycopeptide-intermediate S. aureus infections

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A thermodynamically consistent damage model for the simulation of progressive delamination under variable mode ratio is presented. The model is formulated in the context of the Damage Mechanics. The constitutive equation that results from the definition of the free energy as a function of a damage variable is used to model the initiation and propagation of delamination. A new delamination initiation criterion is developed to assure that the formulation can account for changes in the loading mode in a thermodynamically consistent way. The formulation proposed accounts for crack closure effets avoiding interfacial penetration of two adjacent layers aftercomplete decohesion. The model is implemented in a finite element formulation. The numerical predictions given by the model are compared with experimental results

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A mathematical model is developed to analyse the combined flow and solidification of a liquid in a small pipe or two-dimensional channel. In either case the problem reduces to solving a single equation for the position of the solidification front. Results show that for a large range of flow rates the closure time is approximately constant, and the value depends primarily on the wall temperature and channel width. However, the ice shape at closure will be very different for low and high fluxes. As the flow rate increases the closure time starts to depend on the flow rate until the closure time increases dramatically, subsequently the pipe will never close.

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Selected configuration interaction (SCI) for atomic and molecular electronic structure calculations is reformulated in a general framework encompassing all CI methods. The linked cluster expansion is used as an intermediate device to approximate CI coefficients BK of disconnected configurations (those that can be expressed as products of combinations of singly and doubly excited ones) in terms of CI coefficients of lower-excited configurations where each K is a linear combination of configuration-state-functions (CSFs) over all degenerate elements of K. Disconnected configurations up to sextuply excited ones are selected by Brown's energy formula, ΔEK=(E-HKK)BK2/(1-BK2), with BK determined from coefficients of singly and doubly excited configurations. The truncation energy error from disconnected configurations, Δdis, is approximated by the sum of ΔEKS of all discarded Ks. The remaining (connected) configurations are selected by thresholds based on natural orbital concepts. Given a model CI space M, a usual upper bound ES is computed by CI in a selected space S, and EM=E S+ΔEdis+δE, where δE is a residual error which can be calculated by well-defined sensitivity analyses. An SCI calculation on Ne ground state featuring 1077 orbitals is presented. Convergence to within near spectroscopic accuracy (0.5 cm-1) is achieved in a model space M of 1.4× 109 CSFs (1.1 × 1012 determinants) containing up to quadruply excited CSFs. Accurate energy contributions of quintuples and sextuples in a model space of 6.5 × 1012 CSFs are obtained. The impact of SCI on various orbital methods is discussed. Since ΔEdis can readily be calculated for very large basis sets without the need of a CI calculation, it can be used to estimate the orbital basis incompleteness error. A method for precise and efficient evaluation of ES is taken up in a companion paper

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Eating disorders (EDs) are complex psychiatric diseases that include anorexia nervosa and bulimia nervosa, and have higher than 50% heritability. Previous studies have found association of BDNF and NTRK2 to ED, while animal models suggest that other neurotrophin genes might also be involved in eating behavior. We have performed a family-based association study with 151 TagSNPs covering 10 neurotrophin signaling genes: NGFB, BDNF, NTRK1, NGFR/p75, NTF4/5, NTRK2, NTF3, NTRK3, CNTF and CNTFR in 371 ED trios of Spanish, French and German origin. Besides several nominal associations, we found a strong significant association after correcting for multiple testing (P = 1.04 × 10−4) between ED and rs7180942, located in the NTRK3 gene, which followed an overdominant model of inheritance. Interestingly, HapMap unrelated individuals carrying the rs7180942 risk genotypes for ED showed higher levels of expression of NTRK3 in lymphoblastoid cell lines. Furthermore, higher expression of the orthologous murine Ntrk3 gene was also detected in the hypothalamus of the anx/anx mouse model of anorexia. Finally, variants in NGFB gene appear to modify the risk conferred by the NTRK3 rs7180942 risk genotypes (P = 4.0 × 10−5) showing a synergistic epistatic interaction. The reported data, in addition to the previous reported findings for BDNF and NTRK2, point neurotrophin signaling genes as key regulators of eating behavior and their altered cross-regulation as susceptibility factors for EDs.

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This paper presents several applications to interest rate risk managementbased on a two-factor continuous-time model of the term structure of interestrates previously presented in Moreno (1996). This model assumes that defaultfree discount bond prices are determined by the time to maturity and twofactors, the long-term interest rate and the spread (difference between thelong-term rate and the short-term (instantaneous) riskless rate). Several newmeasures of ``generalized duration" are presented and applied in differentsituations in order to manage market risk and yield curve risk. By means ofthese measures, we are able to compute the hedging ratios that allows us toimmunize a bond portfolio by means of options on bonds. Focusing on thehedging problem, it is shown that these new measures allow us to immunize abond portfolio against changes (parallel and/or in the slope) in the yieldcurve. Finally, a proposal of solution of the limitations of conventionalduration by means of these new measures is presented and illustratednumerically.

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We study the BPE (Brownian particle equation) model of the Burgers equationpresented in the preceeding article [6]. More precisely, we are interestedin establishing the existence and uniqueness properties of solutions usingprobabilistic techniques.

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A welfare analysis of unemployment insurance (UI) is performed in a generalequilibrium job search model. Finitely-lived, risk-averse workers smooth consumption over time by accumulating assets, choose search effort whenunemployed, and suffer disutility from work. Firms hire workers, purchasecapital, and pay taxes to finance worker benefits; their equity is the assetaccumulated by workers. A matching function relates unemployment, hiringexpenditure, and search effort to the formation of jobs. The model is calibrated to US data; the parameters relating job search effort to the probability of job finding are chosen to match microeconomic studies ofunemployment spells. Under logarithmic utility, numerical simulation shows rather small welfaregains from UI. Even without UI, workers smooth consumption effectivelythrough asset accumulation. Greater risk aversion leads to substantiallylarger welfare gains from UI; however, even in this case much of its welfareimpact is due not to consumption smoothing effects, but rather to decreased work disutility, or to a variety of externalities.

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En este artículo, a partir de la inversa de la matriz de varianzas y covarianzas se obtiene el modelo Esperanza-Varianza de Markowitz siguiendo un camino más corto y matemáticamente riguroso. También se obtiene la ecuación de equilibrio del CAPM de Sharpe.

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A deformed-jellium model is used to calculate the fission barrier height of positive doubly charged sodium clusters within an extended Thomas-Fermi approximation. The fissioning cluster is continuously deformed from the parent configuration until it splits into two fragments. Although the shape of the fission barrier obviously depends on the parametrization of the fission path, we have found that remarkably, the maximum of the barrier corresponds to a configuration in which the emerging fragments are already formed and rather well apart. The implication of this finding in the calculation of critical numbers for fission is illustrated in the case of multiply charged Na clusters.

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En este artículo, a partir de la inversa de la matriz de varianzas y covarianzas se obtiene el modelo Esperanza-Varianza de Markowitz siguiendo un camino más corto y matemáticamente riguroso. También se obtiene la ecuación de equilibrio del CAPM de Sharpe.

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El dolor tendinoso, conocido como tendinopatía, es muy común en individuos físicamente activos, ya sea a nivel competitivo como recreacional. Sin embargo, se ha demostrado que individuos físicamente inactivos también lo sufren. Por lo tanto, se puede afirmar que la actividad física no se puede asociar directamente a la histopatología, y que el ejercicio físico puede ser más importante en la provocación de los síntomas que en ser el causante de la lesión1 and 2. La sobreutilización induce esta condición, pero la etiología y la patogenia no están científicamente clarificadas...

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We characterize the different morphological phases that occur in a simple one-dimensional model of propagation of innovations among economic agents [X. Guardiola et al., Phys. Rev E 66, 026121 (2002)]. We show that the model can be regarded as a nonequilibrium surface growth model. This allows us to demonstrate the presence of a continuous roughening transition between a flat (system size independent fluctuations) and a rough phase (system size dependent fluctuations). Finite-size scaling studies at the transition strongly suggest that the dynamic critical transition does not belong to directed percolation and, in fact, critical exponents do not seem to fit in any of the known universality classes of nonequilibrium phase transitions. Finally, we present an explanation for the occurrence of the roughening transition and argue that avalanche driven dynamics is responsible for the novel critical behavior.