MPI-DING reference glasses for in situ microanalysis: New reference values for element concentrations and isotope ratios

[1] We present new analytical data of major and trace elements for the geological MPI-DING glasses KL2-G, ML3B-G, StHs6/80-G, GOR128-G, GOR132-G, BM90/21-G, T1-G, and ATHO-G. Different analytical methods were used to obtain a large spectrum of major and trace element data, in particular, EPMA, SIMS, LA-ICPMS, and isotope dilution by TIMS and ICPMS. Altogether, more than 60 qualified geochemical laboratories worldwide contributed to the analyses, allowing us to present new reference and information values and their uncertainties ( at 95% confidence level) for up to 74 elements. We complied with the recommendations for the certification of geological reference materials by the International Association of Geoanalysts (IAG). The reference values were derived from the results of 16 independent techniques, including definitive ( isotope dilution) and comparative bulk ( e. g., INAA, ICPMS, SSMS) and microanalytical ( e. g., LA-ICPMS, SIMS, EPMA) methods. Agreement between two or more independent methods and the use of definitive methods provided traceability to the fullest extent possible. We also present new and recently published data for the isotopic compositions of H, B, Li, O, Ca, Sr, Nd, Hf, and Pb. The results were mainly obtained by high-precision bulk techniques, such as TIMS and MC-ICPMS. In addition, LA-ICPMS and SIMS isotope data of B, Li, and Pb are presented.

Multiparametric brainstem segmentation using a modified multivariate mixture of Gaussians

The human brainstem is a densely packed, complex but highly organised structure. It not only serves as a conduit for long projecting axons conveying motor and sensory information, but also is the location of multiple primary nuclei that control or modulate a vast array of functions, including homeostasis, consciousness, locomotion, and reflexive and emotive behaviours. Despite its importance, both in understanding normal brain function as well as neurodegenerative processes, it remains a sparsely studied structure in the neuroimaging literature. In part, this is due to the difficulties in imaging the internal architecture of the brainstem in vivo in a reliable and repeatable fashion. A modified multivariate mixture of Gaussians (mmMoG) was applied to the problem of multichannel tissue segmentation. By using quantitative magnetisation transfer and proton density maps acquired at 3 T with 0.8 mm isotropic resolution, tissue probability maps for four distinct tissue classes within the human brainstem were created. These were compared against an ex vivo fixated human brain, imaged at 0.5 mm, with excellent anatomical correspondence. These probability maps were used within SPM8 to create accurate individual subject segmentations, which were then used for further quantitative analysis. As an example, brainstem asymmetries were assessed across 34 right-handed individuals using voxel based morphometry (VBM) and tensor based morphometry (TBM), demonstrating highly significant differences within localised regions that corresponded to motor and vocalisation networks. This method may have important implications for future research into MRI biomarkers of pre-clinical neurodegenerative diseases such as Parkinson's disease.

Three essays on liquidity risk

Preface In this thesis we study several questions related to transaction data measured at an individual level. The questions are addressed in three essays that will constitute this thesis. In the first essay we use tick-by-tick data to estimate non-parametrically the jump process of 37 big stocks traded on the Paris Stock Exchange, and of the CAC 40 index. We separate the total daily returns in three components (trading continuous, trading jump, and overnight), and we characterize each one of them. We estimate at the individual and index levels the contribution of each return component to the total daily variability. For the index, the contribution of jumps is smaller and it is compensated by the larger contribution of overnight returns. We test formally that individual stocks jump more frequently than the index, and that they do not respond independently to the arrive of news. Finally, we find that daily jumps are larger when their arrival rates are larger. At the contemporaneous level there is a strong negative correlation between the jump frequency and the trading activity measures. The second essay study the general properties of the trade- and volume-duration processes for two stocks traded on the Paris Stock Exchange. These two stocks correspond to a very illiquid stock and to a relatively liquid stock. We estimate a class of autoregressive gamma process with conditional distribution from the family of non-central gamma (up to a scale factor). This process was introduced by Gouriéroux and Jasiak and it is known as Autoregressive gamma process. We also evaluate the ability of the process to fit the data. For this purpose we use the Diebold, Gunther and Tay (1998) test; and the capacity of the model to reproduce the moments of the observed data, and the empirical serial correlation and the partial serial correlation functions. We establish that the model describes correctly the trade duration process of illiquid stocks, but have problems to adjust correctly the trade duration process of liquid stocks which present long-memory characteristics. When the model is adjusted to volume duration, it successfully fit the data. In the third essay we study the economic relevance of optimal liquidation strategies by calibrating a recent and realistic microstructure model with data from the Paris Stock Exchange. We distinguish the case of parameters which are constant through the day from time-varying ones. An optimization problem incorporating this realistic microstructure model is presented and solved. Our model endogenizes the number of trades required before the position is liquidated. A comparative static exercise demonstrates the realism of our model. We find that a sell decision taken in the morning will be liquidated by the early afternoon. If price impacts increase over the day, the liquidation will take place more rapidly.

Indications, management, and complications of temporary inferior vena cava filters

PURPOSE: We describe the results of a preliminary prospective study using different recently developed temporary and retrievable inferior vena cava (IVC) filters. METHODS: Fifty temporary IVC filters (Gunther, Gunther Tulip, Antheor) were inserted in 47 patients when the required period of protection against pulmonary embolism (PE) was estimated to be less than 2 weeks. The indications were documented deep vein thrombosis (DVT) and temporary contraindications for anticoagulation, a high risk for PE, and PE despite DVT prophylaxis. RESULTS: Filters were removed 1-12 days after placement and nine (18%) had captured thrombi. Complications were one PE during and after removal of a filter, two minor filter migrations, and one IVC thrombosis. CONCLUSION: Temporary filters are effective in trapping clots and protecting against PE, and the complication rate does not exceed that of permanent filters. They are an alternative when protection from PE is required temporarily, and should be considered in patients with a normal life expectancy.