Credit risk contributions under the Vasicek one-factor model: a fast wavelet expansion approximation

To measure the contribution of individual transactions inside the total risk of a credit portfolio is a major issue in financial institutions. VaR Contributions (VaRC) and Expected Shortfall Contributions (ESC) have become two popular ways of quantifying the risks. However, the usual Monte Carlo (MC) approach is known to be a very time consuming method for computing these risk contributions. In this paper we consider the Wavelet Approximation (WA) method for Value at Risk (VaR) computation presented in [Mas10] in order to calculate the Expected Shortfall (ES) and the risk contributions under the Vasicek one-factor model framework. We decompose the VaR and the ES as a sum of sensitivities representing the marginal impact on the total portfolio risk. Moreover, we present technical improvements in the Wavelet Approximation (WA) that considerably reduce the computational effort in the approximation while, at the same time, the accuracy increases.

A comparative study on the different staining methods and number of specimens for the detection of acid fast bacilli

The presence of acid fast bacilli in multiple specimens was investigated comparatively with Ziehl-Neelsen (ZN) and fluorescence microscopy (FM) staining in order to determine sensitivity in detecting tuberculosis (TB). A total of 465 specimens obtained from 295 patients were analysed at Harran University Medical School Hospital between March 1998 and March 2000. The culture was employed as the reference method. Sixty-eight patients (23.1%) were diagnosed as having TB by culture. The ZN and FM staining sensitivities were 67.6% (46/68) and 85.2% (58/68) respectively. Two hundred and one patients (68.1%) submitted one specimen to the laboratory. TB positivity was detected in 42 (20.9%) of these patients by culture. The sensitivities of ZN and FM stains were found to be 61% and 83% in these patients. However, in 18 patients (6.1%) who submitted two specimens to the laboratory, the TB was positive in six of them (33.3%) and ZN and FM sensitivities were 66% and 83% respectively. When three specimens or more were collected from the patients (76 patients, 25.8%), TB positivity was determined in 20 of them (26.3%) and the sensitivities were 80% and 92% in the ZN- and FM-stained smears, respectively. Our data indicate that in the diagnosis of TB, FM has greater sensitivity than ZN. In particular, in the case of a single specimen, the diagnostic value of FM is quite significant. It is, therefore, possible to conclude that both ZN and FM staining can be used for the diagnosis of TB when there are more than two specimens. However, if only one or two specimens are available, FM staining is preferable.

Simultaneous B(0)- and B(1)+-map acquisition for fast localized shim, frequency, and RF power determination in the heart at 3 T.

High-field (>or=3 T) cardiac MRI is challenged by inhomogeneities of both the static magnetic field (B(0)) and the transmit radiofrequency field (B(1)+). The inhomogeneous B fields not only demand improved shimming methods but also impede the correct determination of the zero-order terms, i.e., the local resonance frequency f(0) and the radiofrequency power to generate the intended local B(1)+ field. In this work, dual echo time B(0)-map and dual flip angle B(1)+-map acquisition methods are combined to acquire multislice B(0)- and B(1)+-maps simultaneously covering the entire heart in a single breath hold of 18 heartbeats. A previously proposed excitation pulse shape dependent slice profile correction is tested and applied to reduce systematic errors of the multislice B(1)+-map. Localized higher-order shim correction values including the zero-order terms for frequency f(0) and radiofrequency power can be determined based on the acquired B(0)- and B(1)+-maps. This method has been tested in 7 healthy adult human subjects at 3 T and improved the B(0) field homogeneity (standard deviation) from 60 Hz to 35 Hz and the average B(1)+ field from 77% to 100% of the desired B(1)+ field when compared to more commonly used preparation methods.

Navigator-gated free-breathing three-dimensional balanced fast field echo (TrueFISP) coronary magnetic resonance angiography.

RATIONALE AND OBJECTIVES: Recent developments of MR imaging equipment enabled high-quality steady state-free-precession (Balanced FFE, True-FISP) MR-imaging with a substantial 'T2 like' contrast, resulting in a high signal intensity of the blood-pool without the application of exogenous contrast agents. It is hypothesized that Balanced-FFE may be valuable for contrast enhancement in 3D free-breathing coronary MRA. MATERIALS AND METHODS: Navigator-gated free-breathing cardiac triggered coronary MRA was performed in 10 healthy adult subjects and three patients with radiograph defined coronary artery disease using a segmented k-space 3D Balanced FFE imaging sequence. RESULTS: High contrast-to-noise ratio between the blood-pool and the myocardium (29 +/- 8) and long segment visualization of both coronary arteries could be obtained in about 5 minutes during free breathing using the present navigator-gated Balanced-FFE coronary MRA approach. First patient results demonstrated successful display of coronary artery stenoses. CONCLUSION: Balanced FFE offers a potential alternative for endogenous contrast enhancement in navigator-gated free-breathing 3D coronary MRA. The obtained results together with the relatively short scanning time warrant further studies in larger patient collectives.

Large agminated cellular 'plaque-type' blue nevus surrounding the ear: a case and review.

Large or giant cellular blue nevi are usually congenital and represent a challenge for the physician. Close anatomic structures may be altered by the size of the moles. In this article, we report the case of an uncommon large, agminated, cellular blue nevus of the 'plaque type' in a 42-year-old female. Due to the risks of malignant melanoma development on a large or giant blue nevus, we highlight the importance of proper histopathological diagnosis. Furthermore, because of the possibility that the nevus may invade the bone and cerebral tissues, we discuss the indication of a radiological diagnosis. The accurate correlation to clinical and histopathological findings and appropriate multidisciplinary management can save the lives of patients. © 2013 S. Karger AG, Basel.

Compressed Sensing Single-Breath-Hold CMR for Fast Quantification of LV Function, Volumes, and Mass.

OBJECTIVES: The purpose of this study was to compare a novel compressed sensing (CS)-based single-breath-hold multislice magnetic resonance cine technique with the standard multi-breath-hold technique for the assessment of left ventricular (LV) volumes and function. BACKGROUND: Cardiac magnetic resonance is generally accepted as the gold standard for LV volume and function assessment. LV function is 1 of the most important cardiac parameters for diagnosis and the monitoring of treatment effects. Recently, CS techniques have emerged as a means to accelerate data acquisition. METHODS: The prototype CS cine sequence acquires 3 long-axis and 4 short-axis cine loops in 1 single breath-hold (temporal/spatial resolution: 30 ms/1.5 × 1.5 mm(2); acceleration factor 11.0) to measure left ventricular ejection fraction (LVEFCS) as well as LV volumes and LV mass using LV model-based 4D software. For comparison, a conventional stack of multi-breath-hold cine images was acquired (temporal/spatial resolution 40 ms/1.2 × 1.6 mm(2)). As a reference for the left ventricular stroke volume (LVSV), aortic flow was measured by phase-contrast acquisition. RESULTS: In 94% of the 33 participants (12 volunteers: mean age 33 ± 7 years; 21 patients: mean age 63 ± 13 years with different LV pathologies), the image quality of the CS acquisitions was excellent. LVEFCS and LVEFstandard were similar (48.5 ± 15.9% vs. 49.8 ± 15.8%; p = 0.11; r = 0.96; slope 0.97; p < 0.00001). Agreement of LVSVCS with aortic flow was superior to that of LVSVstandard (overestimation vs. aortic flow: 5.6 ± 6.5 ml vs. 16.2 ± 11.7 ml, respectively; p = 0.012) with less variability (r = 0.91; p < 0.00001 for the CS technique vs. r = 0.71; p < 0.01 for the standard technique). The intraobserver and interobserver agreement for all CS parameters was good (slopes 0.93 to 1.06; r = 0.90 to 0.99). CONCLUSIONS: The results demonstrated the feasibility of applying the CS strategy to evaluate LV function and volumes with high accuracy in patients. The single-breath-hold CS strategy has the potential to replace the multi-breath-hold standard cardiac magnetic resonance technique.

Differentiation of blue ballpoint pen by positive and negative mode LDI-MS

Usually, the differentiation of inks on questioned documents is carried out by optical methods and thin layer chromatography (TLC). Therefore, spectrometric methods were also proposed in forensic literature for the analysis of dyes. Between these techniques, laser desorption/ionization mass spectrometry (LDI-MS) has demonstrated a great versatility thanks to its sensitivity to blue ballpoint ink dyes and minimal sample destruction. Previous researches concentrated mostly on the LDI-MS positive mode and have shown that this analytical tool offers higher discrimination power than high performance TLC (HPTLC) for the differentiation of blue ballpoint inks. Although LDI-MS negative mode has already been applied in numerous forensic domains like the studies of works of art, automotive paints or rollerball pens, its potential for the discrimination of ballpoint pens was never studied before. The aim of the present paper is therefore to evaluate its potential for the discrimination of blue ballpoint inks. After optimization of the method, ink entries from 33 blue ballpoint pens were analyzed directly on paper in both positive and negative modes by LDI-MS. Several cationic and anionic ink components were identified in inks; therefore, pens were classified and compared according to their formulations. Results show that additional information provided by anionic dyes and pigments significantly increases the discrimination power of positive mode. In fact, it was demonstrated that classifications obtained by the two modes were, to some extent, complementary (i.e., inks with specific cationic dyes not necessarily contained the same anionic components).

BlastR--fast and accurate database searches for non-coding RNAs.

We present and validate BlastR, a method for efficiently and accurately searching non-coding RNAs. Our approach relies on the comparison of di-nucleotides using BlosumR, a new log-odd substitution matrix. In order to use BlosumR for comparison, we recoded RNA sequences into protein-like sequences. We then showed that BlosumR can be used along with the BlastP algorithm in order to search non-coding RNA sequences. Using Rfam as a gold standard, we benchmarked this approach and show BlastR to be more sensitive than BlastN. We also show that BlastR is both faster and more sensitive than BlastP used with a single nucleotide log-odd substitution matrix. BlastR, when used in combination with WU-BlastP, is about 5% more accurate than WU-BlastN and about 50 times slower. The approach shown here is equally effective when combined with the NCBI-Blast package. The software is an open source freeware available from www.tcoffee.org/blastr.html.

Cook it! Fun, fast food for less: community nutrition education programme

This training manual was produced to support the Cook it! programme, which was specially developed for use in Northern Ireland. The Cook it! programme is delivered in the community by trained facilitators and can be used with a wide range of groups, including young/single parents, young people leaving residential care, offenders during rehabilitation programmes, older people in sheltered accomodation etc.The manual contains all the information needed to deliver Cook it! programmes in the community, including background information on healthy eating, information about dealing with special dietary requirements, sessions outlines, photocopiable resources and 75 recipes for snacks and meals.This updated version replaces the March 2007 edition.For information on training as a Cook it! facilitator, contact the health promotion service in your local Health and Social Care Trust.

Obesity and the environment: regulating the growth of fast food outlets

A ‘healthy people, healthy places’ briefing. This briefing summarises the importance of action on obesity and a specific focus on fast food takeaways, and outlines the regulatory and other approaches that can be taken at local level. Th briefing paper addresses the opportunities to limit the number of fast food takeaways (especially near schools) and ways in which fast food offers can be made healthier.

1.5 m for Finglas Addiction Support Team (FAST)

Noel Ahern T.D., Minister of State at the Department of Community, Rural and Gaeltacht Affairs with responsibility for the National Drugs Strategy, has announced funding of €1.5m under the Premises Initiative Fund to Finglas Addiction Support Team (FAST). FAST is a community-based initiative funded by the Department of Community, Rural & Gaeltacht Affairs under the National Drugs Strategy through Finglas/Cabra Local Drugs Task Force.This resource was contributed by The National Documentation Centre on Drug Use.

Fast subplasma membrane Ca2+ transients control exo-endocytosis of synaptic-like microvesicles in astrocytes

Astrocytes are the most abundant glial cell type in the brain. Although not apposite for long-range rapid electrical communication, astrocytes share with neurons the capacity of chemical signaling via Ca(2+)-dependent transmitter exocytosis. Despite this recent finding, little is known about the specific properties of regulated secretion and vesicle recycling in astrocytes. Important differences may exist with the neuronal exocytosis, starting from the fact that stimulus-secretion coupling in astrocytes is voltage independent, mediated by G-protein-coupled receptors and the release of Ca(2+) from internal stores. Elucidating the spatiotemporal properties of astrocytic exo-endocytosis is, therefore, of primary importance for understanding the mode of communication of these cells and their role in brain signaling. We here take advantage of fluorescent tools recently developed for studying recycling of glutamatergic vesicles at synapses (Voglmaier et al., 2006; Balaji and Ryan, 2007); we combine epifluorescence and total internal reflection fluorescence imaging to investigate with unprecedented temporal and spatial resolution, the stimulus-secretion coupling underlying exo-endocytosis of glutamatergic synaptic-like microvesicles (SLMVs) in astrocytes. Our main findings indicate that (1) exo-endocytosis in astrocytes proceeds with a time course on the millisecond time scale (tau(exocytosis) = 0.24 +/- 0.017 s; tau(endocytosis) = 0.26 +/- 0.03 s) and (2) exocytosis is controlled by local Ca(2+) microdomains. We identified submicrometer cytosolic compartments delimited by endoplasmic reticulum tubuli reaching beneath the plasma membrane and containing SLMVs at which fast (time-to-peak, approximately 50 ms) Ca(2+) events occurred in precise spatial-temporal correlation with exocytic fusion events. Overall, the above characteristics of transmitter exocytosis from astrocytes support a role of this process in fast synaptic modulation.

Fast analysis of doping agents in urine by ultra-high-pressure liquid chromatography-quadrupole time-of-flight mass spectrometry. II: Confirmatory analysis.

For doping control, analyses of samples are generally achieved in two steps: a rapid screening and, in the case of a positive result, a confirmatory analysis. A two-step methodology based on ultra-high-pressure liquid chromatography coupled to a quadrupole time-of-flight mass spectrometry (UHPLC-QTOF-MS) was developed to screen and confirm 103 doping agents from various classes (e.g., beta-blockers, stimulants, diuretics, and narcotics). The screening method was presented in a previous article as part I (i.e., Fast analysis of doping agents in urine by ultra-high-pressure liquid chromatography-quadrupole time-of-flight mass spectrometry. Part I: screening analysis). For the confirmatory method, basic, neutral and acidic compounds were extracted by a dedicated solid-phase extraction (SPE) in a 96-well plate format and detected by MS in the tandem mode to obtain precursor and characteristic product ions. The mass accuracy and the elemental composition of precursor and product ions were used for compound identification. After validation including matrix effect determination, the method was considered reliable to confirm suspect results without ambiguity according to the positivity criteria established by the World Anti-Doping Agency (WADA). Moreover, an isocratic method was developed to separate ephedrine from its isomer pseudoephedrine and cathine from phenylpropanolamine in a single run, what allowed their direct quantification in urine.

A pea plasma membrane protein exhibiting blue light-induced phosphorylation retains photosensitivity following triton solubilization.

Phosphorylation of a polypeptide of approximately 120 kD in pea (Pisum sativum L.) plasma membranes in response to blue light has been shown to be involved in phototropic curvature, but the relationship of this protein to the kinase and photoreceptor acting upon it is uncertain. Using two-phase aqueous partitioning to isolate right-side-out plasma membrane vesicles, we have obtained evidence suggesting that the photoreceptor, kinase, and substrate are localized to the plasma membrane fraction. Latent phosphorylation accessible through Triton X-100 or freeze/thaw treatments of purified plasma membrane vesicles indicates that at least the kinase moiety is present on the internal face of the plasma membrane. Effects of solubilization of vesicles on fluence-response characteristics and on phosphorylation levels provide evidence that the receptor, kinase, and protein substrate are present together in individual mixed detergent micelles, either as a stable complex or as domains of a single polypeptide. In vivo blue-light irradiation results in a small but significant decrease in mobility of the 120-kD phosphorylated protein on sodium dodecylsulfate gel electrophoresis. This mobility shift is evident on Coomassie-stained gels and on western blots probed with polyclonal antibodies raised against the 120-kD protein. Among the plasma membrane proteins bound to the reactive nucleotide analog fluorosulfonylbenzoyladenine (FSBA), a distinct protein band at 120 kD can be detected on blots probed with anti-FSBA antibodies. This band exhibits an in vivo light-dependent mobility shift identical to that observed for the protein band and antibodies specific for the 120-kD protein, implying that the 120-kD protein has an integral nucleotide binding site and consistent with the possibility that the substrate protein is also a kinase.