A Diagnostic view of the Genetics of CASADIL

Cerebral autosomal dominant arteriopathy with subcortical infarcts and leukoencephalopathy (CADASIL, OMIM #125310) is an inherited vascular disease. The main symptoms include migraineous headache, recurrent strokes and progressive cognitive impairment. CADASIL is caused by mutations in the NOTCH3 gene which result in degeneration of vascular smooth muscle cells, arteriolar stenosis and impaired cerebral blood flow. The aims of this study were assessment of the genetic background of Finnish and Swedish CADASIL patients, analysis of genetic and environmental factors that may influence the phenotype, and identification of the optimal diagnostic strategy. The majority of Finnish CADASIL patients carry the p.Arg133Cys mutation. Haplotype analysis of 18 families revealed a region of linkage disequilibrium around the NOTCH3 locus, which is evidence for a founder effect and a common ancestral mutation. Despite the same mutational background, the clinical course of CADASIL is highly variable between and even within families. The association of several genetic factors with the phenotypic variation was investigated in 120 CADASIL patients. Apolipoprotein E allele 4 was associated with earlier occurrence of strokes, especially in younger patients. Study of a pair of monozygotic twins with CADASIL revealed environmental factors which may influence the phenotype, i.e. smoking, statin medication and physical activity. Knowledge of these factors is useful, since life-style choices may influence the disease progression. The clinical CADASIL diagnosis can be confirmed by detection of either the NOTCH3 mutation or granular osmiophilic material by electron microscopy in skin biopsy, although the sensitivity estimates have been contradictory. Comparison of these two methods in a group of 131 diagnostic cases from Finland, Sweden and France demonstrated that both methods are highly sensitive and reliable.

A linkage map of spring turnip rape based on RFLP and RAPD markers

Selostus: RAPD- ja RFLP-markkereista koostuva rypsin kytkentäkartta

Essays on pricing of risk and international linkage of Russian stock market

Last two decades have seen a rapid change in the global economic and financial situation; the economic conditions in many small and large underdeveloped countries started to improve and they became recognized as emerging markets. This led to growth in the amounts of global investments in these countries, partly spurred by expectations of higher returns, favorable risk-return opportunities, and better diversification alternatives to global investors. This process, however, has not been without problems and it has emphasized the need for more information on these markets. In particular, the liberalization of financial markets around the world, globalization of trade and companies, recent formation of economic and regional blocks, and the rapid development of underdeveloped countries during the last two decades have brought a major challenge to the financial world and researchers alike. This doctoral dissertation studies one of the largest emerging markets, namely Russia. The motivation why the Russian equity market is worth investigating includes, among other factors, its sheer size, rapid and robust economic growth since the turn of the millennium, future prospect for international investors, and a number of important major financial reforms implemented since the early 1990s. Another interesting feature of the Russian economy, which gives motivation to study Russian market, is Russia’s 1998 financial crisis, considered as one of the worst crisis in recent times, affecting both developed and developing economies. Therefore, special attention has been paid to Russia’s 1998 financial crisis throughout this dissertation. This thesis covers the period from the birth of the modern Russian financial markets to the present day, Special attention is given to the international linkage and the 1998 financial crisis. This study first identifies the risks associated with Russian market and then deals with their pricing issues. Finally some insights about portfolio construction within Russian market are presented. The first research paper of this dissertation considers the linkage of the Russian equity market to the world equity market by examining the international transmission of the Russia’s 1998 financial crisis utilizing the GARCH-BEKK model proposed by Engle and Kroner. Empirical results shows evidence of direct linkage between the Russian equity market and the world market both in regards of returns and volatility. However, the weakness of the linkage suggests that the Russian equity market was only partially integrated into the world market, even though the contagion can be clearly seen during the time of the crisis period. The second and the third paper, co-authored with Mika Vaihekoski, investigate whether global, local and currency risks are priced in the Russian stock market from a US investors’ point of view. Furthermore, the dynamics of these sources of risk are studied, i.e., whether the prices of the global and local risk factors are constant or time-varying over time. We utilize the multivariate GARCH-M framework of De Santis and Gérard (1998). Similar to them we find price of global market risk to be time-varying. Currency risk also found to be priced and highly time varying in the Russian market. Moreover, our results suggest that the Russian market is partially segmented and local risk is also priced in the market. The model also implies that the biggest impact on the US market risk premium is coming from the world risk component whereas the Russian risk premium is on average caused mostly by the local and currency components. The purpose of the fourth paper is to look at the relationship between the stock and the bond market of Russia. The objective is to examine whether the correlations between two classes of assets are time varying by using multivariate conditional volatility models. The Constant Conditional Correlation model by Bollerslev (1990), the Dynamic Conditional Correlation model by Engle (2002), and an asymmetric version of the Dynamic Conditional Correlation model by Cappiello et al. (2006) are used in the analysis. The empirical results do not support the assumption of constant conditional correlation and there was clear evidence of time varying correlations between the Russian stocks and bond market and both asset markets exhibit positive asymmetries. The implications of the results in this dissertation are useful for both companies and international investors who are interested in investing in Russia. Our results give useful insights to those involved in minimising or managing financial risk exposures, such as, portfolio managers, international investors, risk analysts and financial researchers. When portfolio managers aim to optimize the risk-return relationship, the results indicate that at least in the case of Russia, one should account for the local market as well as currency risk when calculating the key inputs for the optimization. In addition, the pricing of exchange rate risk implies that exchange rate exposure is partly non-diversifiable and investors are compensated for bearing the risk. Likewise, international transmission of stock market volatility can profoundly influence corporate capital budgeting decisions, investors’ investment decisions, and other business cycle variables. Finally, the weak integration of the Russian market and low correlations between Russian stock and bond market offers good opportunities to the international investors to diversify their portfolios.

Position sensorless electrically excited synchronous motor drive for industrial use based on direct flux linkage and torque control

Synchronous machines with an AC converter are used mainly in large drives, for example in ship propulsion drives as well as in rolling mill drives in steel industry. These motors are used because of their high efficiency, high overload capacity and good performance in the field weakening area. Present day drives for electrically excited synchronous motors are equipped with position sensors. Most drives for electrically excited synchronous motors will be equipped with position sensors also in future. This kind of drives with good dynamics are mainly used in metal industry. Drives without a position sensor can be used e.g. in ship propulsion and in large pump and blower drives. Nowadays, these drives are equipped with a position sensor, too. The tendency is to avoid a position sensor if possible, since a sensor reduces the reliability of the drive and increases costs (latter is not very significant for large drives). A new control technique for a synchronous motor drive is a combination of the Direct Flux Linkage Control (DFLC) based on a voltage model and a supervising method (e.g. current model). This combination is called Direct Torque Control method (DTC). In the case of the position sensorless drive, the DTC can be implemented by using other supervising methods that keep the stator flux linkage origin centered. In this thesis, a method for the observation of the drift of the real stator flux linkage in the DTC drive is introduced. It is also shown how this method can be used as a supervising method that keeps the stator flux linkage origin centered in the case of the DTC. In the position sensorless case, a synchronous motor can be started up with the DTC control, when a method for the determination of the initial rotor position presented in this thesis is used. The load characteristics of such a drive are not very good at low rotational speeds. Furthermore, continuous operation at a zero speed and at a low rotational speed is not possible, which is partly due to the problems related to the flux linkage estimate. For operation in a low speed area, a stator current control method based on the DFLC modulator (DMCQ is presented. With the DMCC, it is possible to start up and operate a synchronous motor at a zero speed and at low rotational speeds in general. The DMCC is necessary in situations where high torque (e.g. nominal torque) is required at the starting moment, or if the motor runs several seconds at a zero speed or at a low speed range (up to 2 Hz). The behaviour of the described methods is shown with test results. The test results are presented for the direct flux linkage and torque controlled test drive system with a 14.5 kVA, four pole salient pole synchronous motor with a damper winding and electric excitation. The static accuracy of the drive is verified by measuring the torque in a static load operation, and the dynamics of the drive is proven in load transient tests. The performance of the drive concept presented in this work is sufficient e.g. for ship propulsion and for large pump drives. Furthermore, the developed methods are almost independent of the machine parameters.

Utkast till en geologisk karta öfver Spetsbergen : enligt iaktagelser under de svenska expeditionerna 1858, 1861 och 1864 / af C. W. Blomstrand, O. Torell och A. E. Nordenskiöld

1 kartta.

Utkast till en geologisk karta öfver Spetsbergen af A. E. Nordenskiöld : enligt iaktagelser under de svenska expeditionerna 1858, 1861 och 1864 / af C. W. Blomstrand, O. Torell och A. E. Nordenskiöld

Kartta kuuluu A. E. Nordenskiöldin kokoelmaan

Influence of Travelling Current Linkage Harmonics on Inductance Variation, Torque Ripple and Sensorless Capability of Tooth-Coil Permanent-Magnet Synchronous Machines

This paper introduces an important source of torque ripple in PMSMs with tooth-coil windings (TC-PMSMs). It is theoretically proven that saturation and cross-saturation phenomena caused by the non-synchronous harmonics of the stator current linkage cause a synchronous inductance variation with a particular periodicity. This, in turn, determines the magnitude of the torque ripple and can also deteriorate the performance of signal-injection-based rotor position estimation algorithms. An improved dq- inductance model is proposed. It can be used in torque ripple reduction control schemes and can enhance the self-sensing capabilities of TC-PMSMs