Tense, aspect and modality in first and second language

Time after time… and aspect and mood. Over the last twenty five years, the study of time, aspect and - to a lesser extent - mood acquisition has enjoyed increasing popularity and a constant widening of its scope. In such a teeming field, what can be the contribution of this book? We believe that it is unique in several respects. First, this volume encompasses studies from different theoretical frameworks: functionalism vs generativism or function-based vs form-based approaches. It also brings together various sub-fields (first and second language acquisition, child and adult acquisition, bilingualism) that tend to evolve in parallel rather than learn from each other. A further originality is that it focuses on a wide range of typologically different languages, and features less studied languages such as Korean and Bulgarian. Finally, the book gathers some well-established scholars, young researchers, and even research students, in a rich inter-generational exchange, that ensures the survival but also the renewal and the refreshment of the discipline. The book at a glance The first part of the volume is devoted to the study of child language acquisition in monolingual, impaired and bilingual acquisition, while the second part focuses on adult learners. In this section, we will provide an overview of each chapter. The first study by Aviya Hacohen explores the acquisition of compositional telicity in Hebrew L1. Her psycholinguistic approach contributes valuable data to refine theoretical accounts. Through an innovating methodology, she gathers information from adults and children on the influence of definiteness, number, and the mass vs countable distinction on the constitution of a telic interpretation of the verb phrase. She notices that the notion of definiteness is mastered by children as young as 10, while the mass/count distinction does not appear before 10;7. However, this does not entail an adult-like use of telicity. She therefore concludes that beyond definiteness and noun type, pragmatics may play an important role in the derivation of Hebrew compositional telicity. For the second chapter we move from a Semitic language to a Slavic one. Milena Kuehnast focuses on the acquisition of negative imperatives in Bulgarian, a form that presents the specificity of being grammatical only with the imperfective form of the verb. The study examines how 40 Bulgarian children distributed in two age-groups (15 between 2;11-3;11, and 25 between 4;00 and 5;00) develop with respect to the acquisition of imperfective viewpoints, and the use of imperfective morphology. It shows an evolution in the recourse to expression of force in the use of negative imperatives, as well as the influence of morphological complexity on the successful production of forms. With Yi-An Lin’s study, we concentrate both on another type of informant and of framework. Indeed, he studies the production of children suffering from Specific Language Impairment (SLI), a developmental language disorder the causes of which exclude cognitive impairment, psycho-emotional disturbance, and motor-articulatory disorders. Using the Leonard corpus in CLAN, Lin aims to test two competing accounts of SLI (the Agreement and Tense Omission Model [ATOM] and his own Phonetic Form Deficit Model [PFDM]) that conflicts on the role attributed to spellout in the impairment. Spellout is the point at which the Computational System for Human Language (CHL) passes over the most recently derived part of the derivation to the interface components, Phonetic Form (PF) and Logical Form (LF). ATOM claims that SLI sufferers have a deficit in their syntactic representation while PFDM suggests that the problem only occurs at the spellout level. After studying the corpus from the point of view of tense / agreement marking, case marking, argument-movement and auxiliary inversion, Lin finds further support for his model. Olga Gupol, Susan Rohstein and Sharon Armon-Lotem’s chapter offers a welcome bridge between child language acquisition and multilingualism. Their study explores the influence of intensive exposure to L2 Hebrew on the development of L1 Russian tense and aspect morphology through an elicited narrative. Their informants are 40 Russian-Hebrew sequential bilingual children distributed in two age groups 4;0 – 4;11 and 7;0 - 8;0. They come to the conclusion that bilingual children anchor their narratives in perfective like monolinguals. However, while aware of grammatical aspect, bilinguals lack the full form-function mapping and tend to overgeneralize the imperfective on the principles of simplicity (as imperfective are the least morphologically marked forms), universality (as it covers more functions) and interference. Rafael Salaberry opens the second section on foreign language learners. In his contribution, he reflects on the difficulty L2 learners of Spanish encounter when it comes to distinguishing between iterativity (conveyed with the use of the preterite) and habituality (expressed through the imperfect). He examines in turn the theoretical views that see, on the one hand, habituality as part of grammatical knowledge and iterativity as pragmatic knowledge, and on the other hand both habituality and iterativity as grammatical knowledge. He comes to the conclusion that the use of preterite as a default past tense marker may explain the impoverished system of aspectual distinctions, not only at beginners but also at advanced levels, which may indicate that the system is differentially represented among L1 and L2 speakers. Acquiring the vast array of functions conveyed by a form is therefore no mean feat, as confirmed by the next study. Based on the prototype theory, Kathleen Bardovi-Harlig’s chapter focuses on the development of the progressive in L2 English. It opens with an overview of the functions of the progressive in English. Then, a review of acquisition research on the progressive in English and other languages is provided. The bulk of the chapter reports on a longitudinal study of 16 learners of L2 English and shows how their use of the progressive expands from the prototypical uses of process and continuousness to the less prototypical uses of repetition and future. The study concludes that the progressive spreads in interlanguage in accordance with prototype accounts. However, it suggests additional stages, not predicted by the Aspect Hypothesis, in the development from activities and accomplishments at least for the meaning of repeatedness. A similar theoretical framework is adopted in the following chapter, but it deals with a lesser studied language. Hyun-Jin Kim revisits the claims of the Aspect Hypothesis in relation to the acquisition of L2 Korean by two L1 English learners. Inspired by studies on L2 Japanese, she focuses on the emergence and spread of the past / perfective marker ¬–ess- and the progressive – ko iss- in the interlanguage of her informants throughout their third and fourth semesters of study. The data collected through six sessions of conversational interviews and picture description tasks seem to support the Aspect Hypothesis. Indeed learners show a strong association between past tense and accomplishments / achievements at the start and a gradual extension to other types; a limited use of past / perfective marker with states and an affinity of progressive with activities / accomplishments and later achievements. In addition, - ko iss– moves from progressive to resultative in the specific category of Korean verbs meaning wear / carry. While the previous contributions focus on function, Evgeniya Sergeeva and Jean-Pierre Chevrot’s is interested in form. The authors explore the acquisition of verbal morphology in L2 French by 30 instructed native speakers of Russian distributed in a low and high levels. They use an elicitation task for verbs with different models of stem alternation and study how token frequency and base forms influence stem selection. The analysis shows that frequency affects correct production, especially among learners with high proficiency. As for substitution errors, it appears that forms with a simple structure are systematically more frequent than the target form they replace. When a complex form serves as a substitute, it is more frequent only when it is replacing another complex form. As regards the use of base forms, the 3rd person singular of the present – and to some extent the infinitive – play this role in the corpus. The authors therefore conclude that the processing of surface forms can be influenced positively or negatively by the frequency of the target forms and of other competing stems, and by the proximity of the target stem to a base form. Finally, Martin Howard’s contribution takes up the challenge of focusing on the poorer relation of the TAM system. On the basis of L2 French data obtained through sociolinguistic interviews, he studies the expression of futurity, conditional and subjunctive in three groups of university learners with classroom teaching only (two or three years of university teaching) or with a mixture of classroom teaching and naturalistic exposure (2 years at University + 1 year abroad). An analysis of relative frequencies leads him to suggest a continuum of use going from futurate present to conditional with past hypothetic conditional clauses in si, which needs to be confirmed by further studies. Acknowledgements The present volume was inspired by the conference Acquisition of Tense – Aspect – Mood in First and Second Language held on 9th and 10th February 2008 at Aston University (Birmingham, UK) where over 40 delegates from four continents and over a dozen countries met for lively and enjoyable discussions. This collection of papers was double peer-reviewed by an international scientific committee made of Kathleen Bardovi-Harlig (Indiana University), Christine Bozier (Lund Universitet), Alex Housen (Vrije Universiteit Brussel), Martin Howard (University College Cork), Florence Myles (Newcastle University), Urszula Paprocka (Catholic University of Lublin), †Clive Perdue (Université Paris 8), Michel Pierrard (Vrije Universiteit Brussel), Rafael Salaberry (University of Texas at Austin), Suzanne Schlyter (Lund Universitet), Richard Towell (Salford University), and Daniel Véronique (Université d’Aix-en-Provence). We are very much indebted to that scientific committee for their insightful input at each step of the project. We are also thankful for the financial support of the Association for French Language Studies through its workshop grant, and to the Aston Modern Languages Research Foundation for funding the proofreading of the manuscript.

The academic orientation of first and second generation Nicaraguan immigrant adolescents

The rise in diversity and numbers of U.S. immigrants since 1965 has spawned a number of studies about the education of these immigrants and their children. Most of this research finds that school-age immigrants arriving in the last 20 years have the highest drop-out rates, lowest test scores, and are less likely than their native born peers to go to college. This dissertation examines the experiences of Nicaraguan immigrant youth living in Miami and the factors that make some of these adolescents feel positive about education, while others have negative attitudes about education. The method for this study combined structured and unstructured interviews, participant observation, focus groups, and data collected from a larger data set to understand the academic orientation of 25 Nicaraguan youths over a 4-year period. One of the independent variables is length of time in the United States. During the time of my initial contact with the subjects, 6 had been living in the United States for less than 3 years, 14 had been living in the United States between 6 and 12 years, and 6 had been living in the in the United States most or all of their lives (either they were born in the United States or had resided here for over 12 years). ^ Results are based on the students' particular experiences, which influence the dependent variable, academic orientation. Besides length of time, the independent variables also include ethnic self-identity, perceived discrimination, social capital in Miami, and peer influence. The study finds that those who are very recent arrivals have a “dual frame of reference,” that is, they directly compare their educational opportunities here in the United States, with their prior, often less favorable, situation in their homeland. Many of those who were born in Nicaragua, but have been residing in Miami most of their lives, have a less favorable view of education based on a higher degree of perceived discrimination. However, those who are second generation Nicaraguans deliberately take advantage of the strength inherent in their co-ethnic community unique to Miami. Recognition of this ethnic community prompts them to perceive education as worthwhile. ^

Un -equal opportunity: Sex and school among first and second generation Mexican immigrant adolescent girls

The purpose of this dissertation was to determine the interactions of sexuality and education among low socioeconomic status first and second generation Mexican immigrant adolescent girls. Much of the existing research differentiates between immigrant generations with little examination of the differences within a particular immigrant generation. This study utilized qualitative methods to examine how various social institutions intersected to influence the young women's decisions about education and sexuality. The methodology included more than three years of participant observation in a South Florida high school and surrounding community; structured and unstructured interviews with twenty young women, their family members, school personnel, and community activists; and surveys conducted with the young women and their parent or guardian. ^ Moving beyond the limits of essentialist immigration theories, this project revealed within group (i.e. immigrant generation) complexities as well as between group similarities. The data included in this dissertation delineate how relationships of power and control permeated the lives of first and second generation Mexican immigrant adolescent girls. The lens of this dissertation is focused on the salient issues of sexuality and education: two dominant forces in many adolescent lives. ^ I found the young women represented a variety of positions on the academic orientation and sexuality continuums and engaged in activities that both reinforced and countered their stated positions on each of these issues. Specifically, first and second generation immigrants are often viewed as maintaining opposing viewpoints about both education and female sexuality however, for these young women the within group variation was larger than the between group variation. While all the young women in this study expressed a belief in the value of education, they engaged in activities that both fortified and contradicted that expressed position. Additionally, although acculturation can lead to increased sexual activity and decreased engagement with education, the first generation immigrant young women in this study became pregnant and/or withdrew from school in equal proportions to their second generation counterparts. In summary, structural forces combined, often inadvertently, and contributed to these young women's spiraling negative academic orientation and/or rational choice of motherhood. Finally, the findings are linked to policy implications. ^

Performance improvement of broadband distributed Raman amplifier using bidirectional pumping with first and dual order forward pumps

In this paper, a new bidirectional pumping scheme with dual order forward pumps is proposed. Performance is compared numerically with conventional bidirectional and backward only pumping schemes for a 70 nm bandwidth, 61.5 km distributed Raman amplifier. We demonstrate that it is possible to design a flat gain spectrum with improved noise figure and OSNR, as well as a low gain ripple (<1 dB).

A new insight in stress recovery tecniques and hessian reconstruction methods

Stress recovery techniques have been an active research topic in the last few years since, in 1987, Zienkiewicz and Zhu proposed a procedure called Superconvergent Patch Recovery (SPR). This procedure is a last-squares fit of stresses at super-convergent points over patches of elements and it leads to enhanced stress fields that can be used for evaluating finite element discretization errors. In subsequent years, numerous improved forms of this procedure have been proposed attempting to add equilibrium constraints to improve its performances. Later, another superconvergent technique, called Recovery by Equilibrium in Patches (REP), has been proposed. In this case the idea is to impose equilibrium in a weak form over patches and solve the resultant equations by a last-square scheme. In recent years another procedure, based on minimization of complementary energy, called Recovery by Compatibility in Patches (RCP) has been proposed in. This procedure, in many ways, can be seen as the dual form of REP as it substantially imposes compatibility in a weak form among a set of self-equilibrated stress fields. In this thesis a new insight in RCP is presented and the procedure is improved aiming at obtaining convergent second order derivatives of the stress resultants. In order to achieve this result, two different strategies and their combination have been tested. The first one is to consider larger patches in the spirit of what proposed in [4] and the second one is to perform a second recovery on the recovered stresses. Some numerical tests in plane stress conditions are presented, showing the effectiveness of these procedures. Afterwards, a new recovery technique called Last Square Displacements (LSD) is introduced. This new procedure is based on last square interpolation of nodal displacements resulting from the finite element solution. In fact, it has been observed that the major part of the error affecting stress resultants is introduced when shape functions are derived in order to obtain strains components from displacements. This procedure shows to be ultraconvergent and is extremely cost effective, as it needs in input only nodal displacements directly coming from finite element solution, avoiding any other post-processing in order to obtain stress resultants using the traditional method. Numerical tests in plane stress conditions are than presented showing that the procedure is ultraconvergent and leads to convergent first and second order derivatives of stress resultants. In the end, transverse stress profiles reconstruction using First-order Shear Deformation Theory for laminated plates and three dimensional equilibrium equations is presented. It can be seen that accuracy of this reconstruction depends on accuracy of first and second derivatives of stress resultants, which is not guaranteed by most of available low order plate finite elements. RCP and LSD procedures are than used to compute convergent first and second order derivatives of stress resultants ensuring convergence of reconstructed transverse shear and normal stress profiles respectively. Numerical tests are presented and discussed showing the effectiveness of both procedures.

Canonical solution groups of a homomorphism : manipulator kinematics, nonparametric regression and distributed object systems

The kinematic mapping of a rigid open-link manipulator is a homomorphism between Lie groups. The homomorphisrn has solution groups that act on an inverse kinematic solution element. A canonical representation of solution group operators that act on a solution element of three and seven degree-of-freedom (do!) dextrous manipulators is determined by geometric analysis. Seven canonical solution groups are determined for the seven do! Robotics Research K-1207 and Hollerbach arms. The solution element of a dextrous manipulator is a collection of trivial fibre bundles with solution fibres homotopic to the Torus. If fibre solutions are parameterised by a scalar, a direct inverse funct.ion that maps the scalar and Cartesian base space coordinates to solution element fibre coordinates may be defined. A direct inverse pararneterisation of a solution element may be approximated by a local linear map generated by an inverse augmented Jacobian correction of a linear interpolation. The action of canonical solution group operators on a local linear approximation of the solution element of inverse kinematics of dextrous manipulators generates cyclical solutions. The solution representation is proposed as a model of inverse kinematic transformations in primate nervous systems. Simultaneous calibration of a composition of stereo-camera and manipulator kinematic models is under-determined by equi-output parameter groups in the composition of stereo-camera and Denavit Hartenberg (DH) rnodels. An error measure for simultaneous calibration of a composition of models is derived and parameter subsets with no equi-output groups are determined by numerical experiments to simultaneously calibrate the composition of homogeneous or pan-tilt stereo-camera with DH models. For acceleration of exact Newton second-order re-calibration of DH parameters after a sequential calibration of stereo-camera and DH parameters, an optimal numerical evaluation of DH matrix first order and second order error derivatives with respect to a re-calibration error function is derived, implemented and tested. A distributed object environment for point and click image-based tele-command of manipulators and stereo-cameras is specified and implemented that supports rapid prototyping of numerical experiments in distributed system control. The environment is validated by a hierarchical k-fold cross validated calibration to Cartesian space of a radial basis function regression correction of an affine stereo model. Basic design and performance requirements are defined for scalable virtual micro-kernels that broker inter-Java-virtual-machine remote method invocations between components of secure manageable fault-tolerant open distributed agile Total Quality Managed ISO 9000+ conformant Just in Time manufacturing systems.

Evaluation of 100G DP-QPSK long-haul transmission performance using second order co-pumped Raman laser based amplification

We present, for the first time, a detailed investigation of the impact of second order co-propagating Raman pumping on long-haul 100G WDM DP-QPSK coherent transmission of up to 7082 km using Raman fibre laser based configurations. Signal power and noise distributions along the fibre for each pumping scheme were characterised both numerically and experimentally. Based on these pumping schemes, the Q factor penalties versus co-pump power ratios were experimentally measured and quantified. A significant Q factor penalty of up to 4.15 dB was observed after 1666 km using symmetric bidirectional pumping, compared with counter-pumping only. Our results show that whilst using co-pumping minimises the intra-cavity signal power variation and amplification noise, the Q factor penalty with co-pumping was too great for any advantage to be seen. The relative intensity noise (RIN) characteristics of the induced fibre laser and the output signal, and the intra-cavity RF spectra of the fibre laser are also presented. We attribute the Q factor degradation to RIN induced penalty due to RIN being transferred from the first order fibre laser and second order co-pump to the signal. More importantly, there were two different fibre lasing regimes contributing to the amplification. It was random distributed feedback lasing when using counter-pumping only and conventional Fabry-Perot cavity lasing when using all bidirectional pumping schemes. This also results in significantly different performances due to different laser cavity lengths for these two classes of laser.

Amazon deforestation alters small stream structure, nitrogen biogeochemistry and connectivity to larger rivers

Human activities that modify land cover can alter the structure and biogeochemistry of small streams but these effects are poorly known over large regions of the humid tropics where rates of forest clearing are high. We examined how conversion of Amazon lowland tropical forest to cattle pasture influenced the physical and chemical structure, organic matter stocks and N cycling of small streams. We combined a regional ground survey of small streams with an intensive study of nutrient cycling using (15)N additions in three representative streams: a second-order forest stream, a second-order pasture stream and a third-order pasture stream. These three streams were within several km of each other and on similar soils. Replacement of forest with pasture decreased stream habitat complexity by changing streams from run and pool channels with forest leaf detritus (50% cover) to grass-filled (63% cover) channel with runs of slow-moving water. In the survey, pasture streams consistently had lower concentrations of dissolved oxygen and nitrate (NO(3) (-)) compared with similar-sized forest streams. Stable isotope additions revealed that second-order pasture stream had a shorter NH(4) (+) uptake length, higher uptake rates into organic matter components and a shorter (15)NH(4) (+) residence time than the second-order forest stream or the third-order pasture stream. Nitrification was significant in the forest stream (19% of the added (15)NH(4) (+)) but not in the second-order pasture (0%) or third-order (6%) pasture stream. The forest stream retained 7% of added (15)N in organic matter compartments and exported 53% ((15)NH(4) (+) = 34%; (15)NO(3) (-) = 19%). In contrast, the second-order pasture stream retained 75% of added (15)N, predominantly in grasses (69%) and exported only 4% as (15)NH(4) (+). The fate of tracer (15)N in the third-order pasture stream more closely resembled that in the forest stream, with 5% of added N retained and 26% exported ((15)NH(4) (+) = 9%; (15)NO(3) (-) = 6%). These findings indicate that the widespread infilling by grass in small streams in areas deforested for pasture greatly increases the retention of inorganic N in the first- and second-order streams, which make up roughly three-fourths of total stream channel length in Amazon basin watersheds. The importance of this phenomenon and its effect on N transport to larger rivers across the larger areas of the Amazon Basin will depend on better evaluation of both the extent and the scale at which stream infilling by grass occurs, but our analysis suggests the phenomenon is widespread.

Bending of stochastic Kirchhoff plates on Winkler foundations via the Galerkin method and the Askey-Wiener scheme

In this paper, the method of Galerkin and the Askey-Wiener scheme are used to obtain approximate solutions to the stochastic displacement response of Kirchhoff plates with uncertain parameters. Theoretical and numerical results are presented. The Lax-Milgram lemma is used to express the conditions for existence and uniqueness of the solution. Uncertainties in plate and foundation stiffness are modeled by respecting these conditions, hence using Legendre polynomials indexed in uniform random variables. The space of approximate solutions is built using results of density between the space of continuous functions and Sobolev spaces. Approximate Galerkin solutions are compared with results of Monte Carlo simulation, in terms of first and second order moments and in terms of histograms of the displacement response. Numerical results for two example problems show very fast convergence to the exact solution, at excellent accuracies. The Askey-Wiener Galerkin scheme developed herein is able to reproduce the histogram of the displacement response. The scheme is shown to be a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2009 Elsevier Ltd. All rights reserved.

Adsorption of Ni(2+), Zn(2+) and Pb(2+) onto dry biomass of Arthrospira (Spirulina) platensis and Chlorella vulgaris. I. Single metal systems

Adsorption of Ni(2+), Zn(2+) or Pb(2+) by dry biomass of Arthrospira (Spirulina) platensis and Chlorella vulgaris was studied as a function of contact time and initial metal concentration. The zero point of charge calculated for these biosorbents (pH(zpc) 4.0 and 3.4, respectively) and additional pH tests suggested the use of pH in the range 5.0-5.5 for the experiments. The equilibrium isotherms were evaluated in terms of maximum sorption capacity and sorption affinity. The pseudo first and second order kinetic models were considered to interpret the experimental data, and the latter best described the adsorption system. Both the Freundlich and Langmuir models were shown to well describe the sorption isotherms, thus suggesting an intermediate mono/multilayer sorption mechanism. Compared to A. platensis (q(e) = 0.354, 0.495 and 0.508 mmol g(-1) for Ni(2+), Pb(2)+ and Zn(2+), respectively), C. vulgaris behaved as a better biosorbent because of higher equilibrium sorption capacity (q(e) = 0.499, 0.634 and 0.664 mmol g(-1), respectively). The removal efficiency decreased with increasing metal concentration, pointing out a passive adsorption process involving the active sites on the surface of the biomasses. The FT-IR spectroscopy evidenced that ions removal occurred mainly by interaction between metal and carboxylate groups present on both the cell walls. (C) 2011 Elsevier B.V. All rights reserved.

Quantum interference in optical fields and atomic radiation

We discuss the connection between quantum interference effects in optical beams and radiation fields emitted from atomic systems. We illustrate this connection by a study of the first- and second-order correlation functions of optical fields and atomic dipole moments. We explore the role of correlations between the emitting systems and present examples of practical methods to implement two systems with non-orthogonal dipole moments. We also derive general conditions for quantum interference in a two-atom system and for a control of spontaneous emission. The relation between population trapping and dark states is also discussed. Moreover, we present quantum dressed-atom models of cancellation of spontaneous emission, amplification on dark transitions, fluorescence quenching and coherent population trapping.

First- Versus Second-Generation Drug-Eluting Stents in Acute Coronary Syndromes (Katowice-Zabrze Registry)

Abstract Background: There are sparse data on the performance of different types of drug-eluting stents (DES) in acute and real-life setting. Objective: The aim of the study was to compare the safety and efficacy of first- versus second-generation DES in patients with acute coronary syndromes (ACS). Methods: This all-comer registry enrolled consecutive patients diagnosed with ACS and treated with percutaneous coronary intervention with the implantation of first- or second-generation DES in one-year follow-up. The primary efficacy endpoint was defined as major adverse cardiac and cerebrovascular event (MACCE), a composite of all-cause death, nonfatal myocardial infarction, target-vessel revascularization and stroke. The primary safety outcome was definite stent thrombosis (ST) at one year. Results: From the total of 1916 patients enrolled into the registry, 1328 patients were diagnosed with ACS. Of them, 426 were treated with first- and 902 with second-generation DES. There was no significant difference in the incidence of MACCE between two types of DES at one year. The rate of acute and subacute ST was higher in first- vs. second-generation DES (1.6% vs. 0.1%, p < 0.001, and 1.2% vs. 0.2%, p = 0.025, respectively), but there was no difference regarding late ST (0.7% vs. 0.2%, respectively, p = 0.18) and gastrointestinal bleeding (2.1% vs. 1.1%, p = 0.21). In Cox regression, first-generation DES was an independent predictor for cumulative ST (HR 3.29 [1.30-8.31], p = 0.01). Conclusions: In an all-comer registry of ACS, the one-year rate of MACCE was comparable in groups treated with first- and second-generation DES. The use of first-generation DES was associated with higher rates of acute and subacute ST and was an independent predictor of cumulative ST.

Theory of mind tasks and executive functions: A systematic review of group studies in neurology.

A growing number of studies have been addressing the relationship between theory of mind (TOM) and executive functions (EF) in patients with acquired neurological pathology. In order to provide a global overview on the main findings, we conducted a systematic review on group studies where we aimed to (1) evaluate the patterns of impaired and preserved abilities of both TOM and EF in groups of patients with acquired neurological pathology and (2) investigate the existence of particular relations between different EF domains and TOM tasks. The search was conducted in Pubmed/Medline. A total of 24 articles met the inclusion criteria. We considered for analysis classical clinically accepted TOM tasks (first- and second-order false belief stories, the Faux Pas test, Happe's stories, the Mind in the Eyes task, and Cartoon's tasks) and EF domains (updating, shifting, inhibition, and access). The review suggests that (1) EF and TOM appear tightly associated. However, the few dissociations observed suggest they cannot be reduced to a single function; (2) no executive subprocess could be specifically associated with TOM performances; (3) the first-order false belief task and the Happe's story task seem to be less sensitive to neurological pathologies and less associated to EF. Even though the analysis of the reviewed studies demonstrates a close relationship between TOM and EF in patients with acquired neurological pathology, the nature of this relationship must be further investigated. Studies investigating ecological consequences of TOM and EF deficits, and intervention researches may bring further contributions to this question.

A decomposition formula for option prices in the Heston model and applications to option pricing approximation

By means of classical Itô's calculus we decompose option prices asthe sum of the classical Black-Scholes formula with volatility parameterequal to the root-mean-square future average volatility plus a term dueby correlation and a term due to the volatility of the volatility. Thisdecomposition allows us to develop first and second-order approximationformulas for option prices and implied volatilities in the Heston volatilityframework, as well as to study their accuracy. Numerical examples aregiven.

Three essays in financial economics: asset pricing, optimal portfolio selection and financial integration

Executive Summary The unifying theme of this thesis is the pursuit of a satisfactory ways to quantify the riskureward trade-off in financial economics. First in the context of a general asset pricing model, then across models and finally across country borders. The guiding principle in that pursuit was to seek innovative solutions by combining ideas from different fields in economics and broad scientific research. For example, in the first part of this thesis we sought a fruitful application of strong existence results in utility theory to topics in asset pricing. In the second part we implement an idea from the field of fuzzy set theory to the optimal portfolio selection problem, while the third part of this thesis is to the best of our knowledge, the first empirical application of some general results in asset pricing in incomplete markets to the important topic of measurement of financial integration. While the first two parts of this thesis effectively combine well-known ways to quantify the risk-reward trade-offs the third one can be viewed as an empirical verification of the usefulness of the so-called "good deal bounds" theory in designing risk-sensitive pricing bounds. Chapter 1 develops a discrete-time asset pricing model, based on a novel ordinally equivalent representation of recursive utility. To the best of our knowledge, we are the first to use a member of a novel class of recursive utility generators to construct a representative agent model to address some long-lasting issues in asset pricing. Applying strong representation results allows us to show that the model features countercyclical risk premia, for both consumption and financial risk, together with low and procyclical risk free rate. As the recursive utility used nests as a special case the well-known time-state separable utility, all results nest the corresponding ones from the standard model and thus shed light on its well-known shortcomings. The empirical investigation to support these theoretical results, however, showed that as long as one resorts to econometric methods based on approximating conditional moments with unconditional ones, it is not possible to distinguish the model we propose from the standard one. Chapter 2 is a join work with Sergei Sontchik. There we provide theoretical and empirical motivation for aggregation of performance measures. The main idea is that as it makes sense to apply several performance measures ex-post, it also makes sense to base optimal portfolio selection on ex-ante maximization of as many possible performance measures as desired. We thus offer a concrete algorithm for optimal portfolio selection via ex-ante optimization over different horizons of several risk-return trade-offs simultaneously. An empirical application of that algorithm, using seven popular performance measures, suggests that realized returns feature better distributional characteristics relative to those of realized returns from portfolio strategies optimal with respect to single performance measures. When comparing the distributions of realized returns we used two partial risk-reward orderings first and second order stochastic dominance. We first used the Kolmogorov Smirnov test to determine if the two distributions are indeed different, which combined with a visual inspection allowed us to demonstrate that the way we propose to aggregate performance measures leads to portfolio realized returns that first order stochastically dominate the ones that result from optimization only with respect to, for example, Treynor ratio and Jensen's alpha. We checked for second order stochastic dominance via point wise comparison of the so-called absolute Lorenz curve, or the sequence of expected shortfalls for a range of quantiles. As soon as the plot of the absolute Lorenz curve for the aggregated performance measures was above the one corresponding to each individual measure, we were tempted to conclude that the algorithm we propose leads to portfolio returns distribution that second order stochastically dominates virtually all performance measures considered. Chapter 3 proposes a measure of financial integration, based on recent advances in asset pricing in incomplete markets. Given a base market (a set of traded assets) and an index of another market, we propose to measure financial integration through time by the size of the spread between the pricing bounds of the market index, relative to the base market. The bigger the spread around country index A, viewed from market B, the less integrated markets A and B are. We investigate the presence of structural breaks in the size of the spread for EMU member country indices before and after the introduction of the Euro. We find evidence that both the level and the volatility of our financial integration measure increased after the introduction of the Euro. That counterintuitive result suggests the presence of an inherent weakness in the attempt to measure financial integration independently of economic fundamentals. Nevertheless, the results about the bounds on the risk free rate appear plausible from the view point of existing economic theory about the impact of integration on interest rates.