Fractional versus decimal pricing: Evidence from the UK Long Gilt futures market

ap Gwilym, Owain, McManus, Ian, and Thomas, Stephen, 'Fractional versus decimal pricing: Evidence from the UK Long Gilt futures market', Journal of Futures Markets (2005) 25(5) pp.419-442 RAE2008

Fractional and unquantized dc voltage generation in THz-driven semiconductor superlattices

We consider the spontaneous creation of a dc voltage across a strongly coupled semiconductor superlattice subjected to THz radiation. We show that the dc voltage may be approximately proportional either to an integer or to a half- integer multiple of the frequency of the applied ac field, depending on the ratio of the characteristic scattering rates of conducting electrons. For the case of an ac field frequency less than the characteristic scattering rates, we demonstrate the generation of an unquantized dc voltage.

Gauge/gravity duality and the interplay of various fractional branes

We consider different types of fractional branes on a Z2 orbifold of the conifold and analyze in detail the corresponding gauge/gravity duality. The gauge theory possesses a rich and varied dynamics, both in the UV and in the IR. We find the dual supergravity solution, which contains both untwisted and twisted 3-form fluxes, related to what are known as deformation and N=2 fractional branes, respectively. We analyze the resulting renormalization group flow from the supergravity perspective, by developing an algorithm to easily extract it. We find hints of a generalization of the familiar cascade of Seiberg dualities due to a nontrivial interplay between the different types of fractional branes. We finally consider the IR behavior in several limits, where the dominant effective dynamics is either confining in a Coulomb phase or runaway, and discuss the resolution of singularities in the dual geometric background. © 2008 The American Physical Society.

Erratum: Generalized Smarr relation for Kerr-AdS black holes from improved surface integrals (Physical Review D (2005) 71 (044016)

SCOPUS: er.j

Comparative repeatability of two handheld fractional exhaled nitric oxide monitors.

Background The use of portable fractional exhaled nitric oxide (FENO) devices is increasingly common in the diagnosis and management of allergic airways inflammation. Methods We tested two handheld FENO devices, to determine (a) if there was adequate intradevice repeatability to allow the use of single breath testing, and (b) if the devices could be used interchangeably. In a mixed pediatric population, including normal, asthmatic, and children with peanut allergies, 858 paired values were collected from the NIOX-MINO® and/or the NObreath® devices. Results The NIOX-MINO® showed excellent repeatability (mean difference of 0.1 with 95% limits of agreement between -7.93 to 7.72?ppb), while the NObreath® showed good repeatability (mean difference of -1.61 with 95% limits of agreement between -14.1 and 10.8?ppb). Intradevice repeatability was good but not adequate and the NIOX-MINO® systematically produced higher results than the NObreath® [mean difference of 7.8?ppb with 95% limits of agreement from -11.55 to 27.52?ppb (-33% to 290%)]. Conclusions Our results support the manufacturer's advice that single breath testing is appropriate for the NIOX-MINO®. NObreath® results indicate that the mean of more than one breath should be utilized. The devices cannot be used interchangeably. Pediatr Pulmonol. © 2011 Wiley Periodicals, Inc.

White matter fractional anisotrophy predicts balance performance in older adults

Aging is characterized by brain structural changes that may compromise motor functions. In the context of postural control, white matter integrity is crucial for the efficient transfer of visual, proprioceptive and vestibular feedback in the brain. To determine the role of age-related white matter decline as a function of the sensory feedback necessary to correct posture, we acquired diffusion weighted images in young and old subjects. A force platform was used to measure changes in body posture under conditions of compromised proprioceptive and/or visual feedback. In the young group, no significant brain structure-balance relations were found. In the elderly however, the integrity of a cluster in the frontal forceps explained 21% of the variance in postural control when proprioceptive information was compromised. Additionally, when only the vestibular system supplied reliable information, the occipital forceps was the best predictor of balance performance (42%). Age-related white matter decline may thus be predictive of balance performance in the elderly when sensory systems start to degrade.

The Utility of Fractional Exhaled Nitric Oxide Suppression in the Identification of Nonadherence in Difficult Asthma

Rationale: Nonadherence to inhaled corticosteroid therapy (ICS) is a major contributor to poor control in difficult asthma, yet it is challenging to ascertain. Objectives: Identify a test for nonadherence using fractional exhaled nitric oxide (FENO) suppression after directly observed inhaled corticosteroid (DOICS) treatment. Methods: Difficult asthma patients with an elevated FENO (>45 ppb) were recruited as adherent (ICS prescription filling >80%) or nonadherent (filling <50%). They received 7 days of DOICS (budesonide 1,600 µg) and a test for nonadherence based on changes in FENO was developed. Using this test, clinic patients were prospectively classified as adherent or nonadherent and this was then validated against prescription filling records, prednisolone assay, and concordance interview. Measurements and Main Results: After 7 days of DOICS nonadherent (n = 9) compared with adherent subjects (n = 13) had a greater reduction in FENO to 47 ± 21% versus 79 ± 26% of baseline measurement (P = 0.003), which was also evident after 5 days (P = 0.02) and a FENO test for nonadherence (area under the curve = 0.86; 95% confidence interval, 0.68-1.00) was defined. Prospective validation in 40 subjects found the test identified 13 as nonadherent; eight confirmed nonadherence during interview (three of whom had excellent prescription filling but did not take medication), five denied nonadherence, two had poor inhaler technique (unintentional nonadherence), and one also denied nonadherence to prednisolone despite nonadherent blood level. Twenty-seven participants were adherent on testing, which was confirmed in 21. Five admitted poor ICS adherence but of these, four were adherent with oral steroids and one with omalizumab. Conclusions: FENO suppression after DOICS provides an objective test to distinguish adherent from nonadherent patients with difficult asthma. Clinical trial registered with www.clinicaltrials.gov (NCT 01219036). Copyright © 2012 by the American Thoracic Society.

Ixaru's Extended Frequency Dependent Quadrature Rules for Slater Integrals: Parallel Computation Issues

We describe recent progress of an ongoing research programme aimed at producing computational science software that can exploit high performance architectures in the atomic physics application domain. We examine the computational bottleneck of matrix construction in a suite of two-dimensional R-matrix propagation programs, 2DRMP, that are aimed at creating virtual electron collision experiments on HPC architectures. We build on Ixaru's extended frequency dependent quadrature rules (EFDQR) for Slater integrals and examine the challenge of constructing Hamiltonian matrices in parallel across an m-processor compute node in a block cyclic distribution for subsequent diagonalization by ScaLAPACK.

Calculus of variations on time scales and discrete fractional calculus

Estudamos problemas do cálculo das variações e controlo óptimo no contexto das escalas temporais. Especificamente, obtemos condições necessárias de optimalidade do tipo de Euler–Lagrange tanto para lagrangianos dependendo de derivadas delta de ordem superior como para problemas isoperimétricos. Desenvolvemos também alguns métodos directos que permitem resolver determinadas classes de problemas variacionais através de desigualdades em escalas temporais. No último capítulo apresentamos operadores de diferença fraccionários e propomos um novo cálculo das variações fraccionário em tempo discreto. Obtemos as correspondentes condições necessárias de Euler– Lagrange e Legendre, ilustrando depois a teoria com alguns exemplos.

Boundary value problems for analytic functions in the class of Cauchy-type integrals with density in

We study the Riemann boundary value problem , for analytic functions in the class of analytic functions represented by the Cauchy-type integrals with density in the spaces with variable exponent. We consider both the case when the coefficient is piecewise continuous and it may be of a more general nature, admitting its oscillation. The explicit formulas for solutions in the variable exponent setting are given. The related singular integral equations in the same setting are also investigated. As an application there is derived some extension of the Szegö-Helson theorem to the case of variable exponents.

Forecasting overseas visitors into the United Kingdom using continuous time and autoregressive fractional integrated moving average models with discrete data

This paper applies Gaussian estimation methods to continuous time models for modelling overseas visitors into the UK. The use of continuous time modelling is widely used in economics and finance but not in tourism forecasting. Using monthly data for 1986–2010, various continuous time models are estimated and compared to autoregressive integrated moving average (ARIMA) and autoregressive fractionally integrated moving average (ARFIMA) models. Dynamic forecasts are obtained over different periods. The empirical results show that the ARIMA model performs very well, but that the constant elasticity of variance (CEV) continuous time model has the lowest root mean squared error (RMSE) over a short period.