768 resultados para Recognition (Psychology)
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Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2010
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Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2013
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Magdeburg, Univ., Fak. für Informatik, Diss., 2013
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Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2013
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Magdeburg, Univ., Med. Fak., Diss., 2014
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Magdeburg, Univ., Fak. für Informatik, Diss., 2014
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Otto-von-Guericke-Universität Magdeburg, Fakultät für Wirtschaftswissenschaft, Univ., Dissertation, 2015
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The Phylloscyrtini occurs from eastern United States to Argentina and includes 21 valid species. It is a highly neglected group of crickets and little is known about its biology and distribution. Cranistus colliurides Stål, 1861 and Phylloscyrtus amoenus (Burmeister, 1880) were recorded for the state of Rio Grande do Sul, southern Brazil, and information on calling song, stridulatory file and recognition characters were provided.
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"Es tracta d'un projecte dividit en dues parts independents però complementàries, realitzades per autors diferents. Aquest document conté originàriament altre material i/o programari només consultable a la Biblioteca de Ciència i Tecnologia"
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PURPOSE: To present the long-term follow-up of 10 adolescents and young adults with documented cognitive and behavioral regression as children due to nonlesional focal, mainly frontal, epilepsy with continuous spike-waves during slow wave sleep (CSWS). METHODS: Past medical and electroencephalography (EEG) data were reviewed and neuropsychological tests exploring main cognitive functions were administered. KEY FINDINGS: After a mean duration of follow-up of 15.6 years (range, 8-23 years), none of the 10 patients had recovered fully, but four regained borderline to normal intelligence and were almost independent. Patients with prolonged global intellectual regression had the worst outcome, whereas those with more specific and short-lived deficits recovered best. The marked behavioral disorders resolved in all but one patient. Executive functions were neither severely nor homogenously affected. Three patients with a frontal syndrome during the active phase (AP) disclosed only mild residual executive and social cognition deficits. The main cognitive gains occurred shortly after the AP, but qualitative improvements continued to occur. Long-term outcome correlated best with duration of CSWS. SIGNIFICANCE: Our findings emphasize that cognitive recovery after cessation of CSWS depends on the severity and duration of the initial regression. None of our patients had major executive and social cognition deficits with preserved intelligence, as reported in adults with early destructive lesions of the frontal lobes. Early recognition of epilepsy with CSWS and rapid introduction of effective therapy are crucial for a best possible outcome.
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Many blood feeders use adenine nucleotides as cues for locating blood meal. Structure-activity relationship of adenine nucleotides as phagostimulants varies between closely-related species of blood feeders. It is suggested that a preexisting diverse pool of nucleotide-binding proteins present in all living cells, serves as a source of receptor proteins for the gustatory receptors involved in blood detection. It is proposed that the selection of any such nucleotide-binding protein is random.
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Préface My thesis consists of three essays where I consider equilibrium asset prices and investment strategies when the market is likely to experience crashes and possibly sharp windfalls. Although each part is written as an independent and self contained article, the papers share a common behavioral approach in representing investors preferences regarding to extremal returns. Investors utility is defined over their relative performance rather than over their final wealth position, a method first proposed by Markowitz (1952b) and by Kahneman and Tversky (1979), that I extend to incorporate preferences over extremal outcomes. With the failure of the traditional expected utility models in reproducing the observed stylized features of financial markets, the Prospect theory of Kahneman and Tversky (1979) offered the first significant alternative to the expected utility paradigm by considering that people focus on gains and losses rather than on final positions. Under this setting, Barberis, Huang, and Santos (2000) and McQueen and Vorkink (2004) were able to build a representative agent optimization model which solution reproduced some of the observed risk premium and excess volatility. The research in behavioral finance is relatively new and its potential still to explore. The three essays composing my thesis propose to use and extend this setting to study investors behavior and investment strategies in a market where crashes and sharp windfalls are likely to occur. In the first paper, the preferences of a representative agent, relative to time varying positive and negative extremal thresholds are modelled and estimated. A new utility function that conciliates between expected utility maximization and tail-related performance measures is proposed. The model estimation shows that the representative agent preferences reveals a significant level of crash aversion and lottery-pursuit. Assuming a single risky asset economy the proposed specification is able to reproduce some of the distributional features exhibited by financial return series. The second part proposes and illustrates a preference-based asset allocation model taking into account investors crash aversion. Using the skewed t distribution, optimal allocations are characterized as a resulting tradeoff between the distribution four moments. The specification highlights the preference for odd moments and the aversion for even moments. Qualitatively, optimal portfolios are analyzed in terms of firm characteristics and in a setting that reflects real-time asset allocation, a systematic over-performance is obtained compared to the aggregate stock market. Finally, in my third article, dynamic option-based investment strategies are derived and illustrated for investors presenting downside loss aversion. The problem is solved in closed form when the stock market exhibits stochastic volatility and jumps. The specification of downside loss averse utility functions allows corresponding terminal wealth profiles to be expressed as options on the stochastic discount factor contingent on the loss aversion level. Therefore dynamic strategies reduce to the replicating portfolio using exchange traded and well selected options, and the risky stock.