Choosing an appropriate index to construct dominance hierarchies in animal societies: a comparison of three indices

A plethora of indices have been proposed and used to construct dominance hierarchies in a variety of vertebrate and invertebrate societies, although the rationale for choosing a particular index for a particular species is seldom explained. In this study, we analysed and compared three such indices, viz Clutton-Brock et al.'s index (CBI), originally developed for red deer, Cervus elaphus, David's score (DS) originally proposed by the statistician H. A. David and the frequency-based index of dominance (FDI) developed and routinely used by our group for the primitively eusocial wasps Ropalidia marginata and Ropalidia cyathiformis. Dominance ranks attributed by all three indices were strongly and positively correlated for both natural data sets from the wasp colonies and for artificial data sets generated for the purpose. However, the indices differed in their ability to yield unique (untied) ranks in the natural data sets. This appears to be caused by the presence of noninteracting individuals and reversals in the direction of dominance in some of the pairs in the natural data sets. This was confirmed by creating additional artificial data sets with noninteracting individuals and with reversals. Based on the criterion of yielding the largest proportion of unique ranks, we found that FDI is best suited for societies such as the wasps belonging to Ropalidia, DS is best suited for societies with reversals and CBI remains a suitable index for societies such as red deer in which multiple interactions are uncommon. (C) 2009 The Association for the Study of Animal Behaviour. Published by Elsevier Ltd. All rights reserved.

The expiration day effect of indexoptions and index futures on the underlying shares

This paper studies the effect of the expiration day of index options and futures on the trading volume, variance and price of the underlying shares. The data consists of all trades for the underlying shares in the FOX-index for expiration days during the period October 1995 to the mid of yer 1999. The main results seem to support the findings of Kan 2001, i.e. no manipulation on a larger scale. However, some indication of manipulation could be found if certain characteristics are favorable. These characteristics include: a) a large quantity of outstanding futures or at/in the money options contracts, b) there exists shares with high index weight but fairly low trading volume. Lastly, there is some indication that manipulation might be more popular towards the end of the examined time period.

Pricing Index Options with Stochastic Volatility

The objective of this paper is to investigate the pricing accuracy under stochastic volatility where the volatility follows a square root process. The theoretical prices are compared with market price data (the German DAX index options market) by using two different techniques of parameter estimation, the method of moments and implicit estimation by inversion. Standard Black & Scholes pricing is used as a benchmark. The results indicate that the stochastic volatility model with parameters estimated by inversion using the available prices on the preceding day, is the most accurate pricing method of the three in this study and can be considered satisfactory. However, as the same model with parameters estimated using a rolling window (the method of moments) proved to be inferior to the benchmark, the importance of stable and correct estimation of the parameters is evident.

The Effect of Obesity on Wages and Employment: The Difference Between Having a High BMI and Being Fat

In this paper, we re-examine the relationship between overweight and labour market success, using indicators of individual body composition along with BMI (Body Mass Index). We use the dataset from Finland in which weight, height, fat mass and waist circumference are not self-reported, but obtained as part of the overall health examination. We find that waist circumference, but not weight or fat mass, has a negative effect on wages for women, whereas all measures of obesity have negative effects on women’s employment probabilities. For men, the only obesity measure that is significant for men’s employment probabilities is fat mass. One interpretation of our findings is that the negative wage effects of overweight on wages run through the discrimination channel, but that the negative effects of overweight on employment have more to do with ill health. All in all, measures of body composition provide a more refined picture about the effects of obesity on wages and employment.

The Physical Strenuousness of Work is Slightly Associated with an Upward Trend in the Body Mass Index

This paper explores the relationship between the physical strenuousness of work and the body mass index in Finland, using individual microdata over the period 1972-2002. The data contain self-reported information about the physical strenuousness of a respondent’s current occupation. Our estimates show that the changes in the physical strenuousness of work can explain around 8% at most of the definite increase in BMI observed over the period. The main reason for this appears to be that the quantitative magnitude of the effect of the physical strenuousness of work on BMI is rather moderate. Hence, according to the point estimates, BMI is only around 1.5% lower when one’s current occupation is physically very demanding and involves lifting and carrying heavy objects compared with sedentary job (reference group of the estimations), other things being equal. Accordingly, the changes in eating habits and the amount of physical activity during leisure time must be the most important contributors to the upward trend in BMI in industrialised countries, but not the changes in the labour market structure.

Experimental investigation of the dependence of barrier height on metal work function for metal---SiO2---p---Si (MIS) Schottky-barrier diodes in the presence of inversion

The dependence of barrier height on the metal work function of metal-SiO2-p-Si Schottky barrier diodes was investigated and nonlinearity was found. This is explained by the theoretical model proposed recently by Chattopadhyay and Daw. The values of interface trap density and fixed charge density of the insulating layer of the diodes were calculated using this model and found to be appreciably different from those estimated by the usual method.

Role of external electron donor in methylene blue sensitized dichromated gelatin holograms:an experimental study

An experimental study to ascertain the role of external electron donor in methylene blue sensitized dichromated gelatin (MBDCG) holograms has been carried out. The required volume holographic transmission gratings in MBDCG have been recorded using 633-nm light from a He-Ne laser. Three well-known electron donors, namely, N, N-dimethylformamide (DMF); ethylenediaminetetraacetic acid (EDTA); triethanolamine (TEA), were used in this study. The variation of diffraction efficiency (η) as a function of light exposure (E) and concentration (C) of the electron donor under consideration was chosen as the figure of merit for judging the role of external electron donor in MBDCG holograms. A self-consistent analysis of the experimental results was carried out by recalling the various known facts about the photochemistry and the hologram formation in DSDCG and also DCG. The important findings and conclusions are as follows: (i) Each η vs E graph is a bell-shaped curve and its peak height is influenced in a characteristic manner by the external electron donor used. (ii) High diffraction efficiency/recording speed can be achieved in pure MBDCG holograms. (iii) The diffraction efficiency/recording speed achieved in electron donor sensitized MBDCG holograms did not show any significant improvement at all over that observed in pure MBDCG holograms. (iv) In electron donor sensitized MBDCG holograms, the electron donor used, depending on its type and concentration, appears to promote the process of cross-linking of gelatin molecules in a manner to either retain or deteriorate the refractive-index modulation achieved using pure MBDCG.

Approximate multipole coefficients of RF ion traps as functions of aperture size

In this study we present approximate analytical expressions for estimating the variation in multipole expansion coefficients as a function of the size of the apertures in the electrodes in axially symmetric (3D) and two-dimensional (2D) ion trap ion traps. Following the approach adopted in our earlier studies which focused on the role of apertures to fields within the traps, here too, the analytical expression we develop is a sum of two terms, A(n,noAperiure), the multipole expansion coefficient for a trap with no apertures and A(n,dueToAperture), the multipole expansion coefficient contributed by the aperture. A(n,noAperture) has been obtained numerically and A(n,dueToAperture) is obtained from the n th derivative of the potential within the trap. The expressions derived have been tested on two 3D geometries and two 2D geometries. These include the quadrupole ion trap (QIT) and the cylindrical ion trap (CIT) for 3D geometries and the linear ion trap (LIT) and the rectilinear ion trap (RIT) for the 2D geometries. Multipole expansion coefficients A(2) to A(12), estimated by our analytical expressions, were compared with the values obtained numerically (using the boundary element method) for aperture sizes varying up to 50% of the trap dimension. In all the plots presented, it is observed that our analytical expression for the variation of multipole expansion coefficients versus aperture size closely follows the trend of the numerical evaluations for the range of aperture sizes considered. The maximum relative percentage errors, which provide an estimate of the deviation of our values from those obtained numerically for each multipole expansion coefficient, are seen to be largely in the range of 10-15%. The leading multipole expansion coefficient, A(2), however, is seen to be estimated very well by our expressions, with most values being within 1% of the numerically determined values, with larger deviations seen for the QIT and the LIT for large aperture sizes. (C) 2010 Elsevier B.V. All rights reserved.

Preterm birth and risk factors for chronic disease : Helsinki Study of Very Low Birth Weight Adults

Background: The improved prognosis of early preterm birth has created a generation of surviving very low birth weight (< 1500 g, VLBW) infants whose health risks in adulthood are poorly known. Of every 1000 live-born infants in Finland, about 8 are born at VLBW. Variation in birth weight, even within the normal range, relates to considerable variation in the risk for several common adult disorders, including cardiovascular disease and osteoporosis. Small preterm infants frequently exhibit severe postnatal or prenatal growth retardation, or both. Much reason for concern thus exists, regarding adverse health effects in surviving small preterm infants later lives. We studied young adults, aiming at exploring whether VLBW birth and postnatal events after such a birth are associated with higher levels of risk factors for cardiovascular disease or osteoporosis. Subjects and Methods: A follow-up study for VLBW infants began in 1978; by the end of 1985, 335 VLBW survivors at Helsinki University Central Hospital participated in the follow-up. Their gestational ages ranged from 24 to 35 weeks, mean 29.2 and standard deviation 2.2 weeks. In 2004, we invited for a clinic visit 255 subjects, aged 18 to 27, who still lived in the greater Helsinki area. From the same birth hospitals, we also invited 314 term-born controls of similar age and sex. These two study groups underwent measurements of body size and composition, function of brachial arterial endothelium (flow-mediated dilatation, FMD) and carotid artery intima-media thickness (cIMT) by ultrasound. In addition, we measured plasma lipid concentrations, ambulatory blood pressure, fasting insulin, glucose tolerance and, by dual-energy x-ray densitometry, bone-mineral density. Results: 172 control and 166 VLBW participants underwent lipid measurements and a glucose tolerance test. VLBW adults fasting insulin (adjusted for body mass index) was 12.6% (95% confidence interval, 0.8 to 25.8) higher than that of the controls. The glucose and insulin concentrations 120 minutes after 75 g glucose ingestion showed similar differences (N=332) (I). VLBW adults had 3.9 mmHg (1.3 to 6.4) higher office systolic blood pressure, 3.5 mmHg (1.7 to 5.2) higher office diastolic blood pressure (I), and, when adjusted for body mass index and height, 3.1 mmHg (0.5 to 5.5) higher 24-hour mean systolic blood pressure (N=238) (II). VLBW birth was associated neither with HDL- or total cholesterol nor triglyceride concentrations (N=332) (I), nor was it associated with a low FMD or a high cIMT (N=160) (III). VLBW adults had 0.51-unit (0.28 to 0.75) lower lumbar spine Z scores and 0.56-unit (0.34 to 0.78) lower femoral neck Z scores (N=283). Adjustments for size attenuated the differences, but only partially (IV). Conclusions: These results imply that those born at VLBW, although mostly healthy as young adults, already bear several risk factors for chronic adult disease. The significantly higher fasting insulin level in adults with VLBW suggests increased insulin resistance. The higher blood pressure in young adults born at VLBW may indicate they later are at risk for hypertension, although their unaffected endothelial function may be evidence for some form of protection from cardiovascular disease. Lower bone mineral density around the age of peak bone mass may suggest increased risk for later osteoporotic fractures. Because cardiovascular disease and osteoporosis are frequent, and their prevention is relatively cheap and safe, one should focus on prevention now. When initiated early, preventive measures are likely to have sufficient time to be effective in preventing or postponing the onset of chronic disease.

Determinants of Cognitive Impairment in Old Age and Their Genetic Architecture

Cognitive health is of central importance for independent and balanced old age, while memory disorders represent the leading cause of intensive and long-term care among the Finnish elderly. The aims of this study were to analyse the effect of height, body mass index, weight change, metabolic conditions and coffee drinking in midlife on cognitive performance in old age among a sample of 2606 Finnish twins aged 65 years or older who had participated in a telephone interview to assess their cognitive status. Since coffee drinking associates with several metabolic conditions and Finns are known to be the greatest consumers of coffee in the world, the heritability and stability of coffee drinking was analysed in the whole Older Finnish Twin Cohort (n=10716). In order to investigate the association between height and cognitive performance in a population with more supportive childhood living conditions, a total of 2161 Danish twins were included in this study. A greater height was found to clearly associate with better cognitive performance in Finnish subjects, but less so among the Danish sample, which may reflect the childhood environmental differences between these cohorts. In the Finnish subjects, there was greater variance in cognitive performance among shorter subjects, and environmental factors were found to play a greater role in their cognitive performance, whereas the cognitive performance of taller participants was mainly explained by genetic factors. Midlife metabolic variables that were found to be significantly associated with a poorer cognitive performance in old age included a higher body mass index and three metabolic conditions: cardiovascular disease, hypertension and, most significantly of all, diabetes. Moreover, both weight gain and loss, even to a lesser degree than suggested previously, were found to be associated with poorer cognition. Furthermore, evidence of a causal relationship between midlife cardiovascular disease and cognitive performance in old age was demonstrated among discordant twin pairs. Conversely, no effect of coffee drinking in midlife on cognitive performance in old age was observed, although coffee drinking was demonstrated to be stable in the study population. The heritability of coffee drinking was found to differ across sexes and age groups, being 51% in men and 52% in women in the whole study population. This study supports the contention that cognitive performance in old age reflects the effects of multiple genetic and environmental exposures, including their complex interactions during the life-span. The demonstrated associations and evidence of a causal pathway between potentially preventable exposures and poorer cognitive performance highlight the importance of preventive medicine.

Preterm birth and risk factors for chronic disease : Helsinki Study of Very Low Birth Weight Adults

Background: The improved prognosis of early preterm birth has created a generation of surviving very low birth weight (PIENEMPI KUIN 1500 g, VLBW) infants whose health risks in adulthood are poorly known. Of every 1000 live-born infants in Finland, about 8 are born at VLBW. Variation in birth weight, even within the normal range, relates to considerable variation in the risk for several common adult disorders, including cardiovascular disease and osteoporosis. Small preterm infants frequently exhibit severe postnatal or prenatal growth retardation, or both. Much reason for concern thus exists, regarding adverse health effects in surviving small preterm infants later lives. We studied young adults, aiming at exploring whether VLBW birth and postnatal events after such a birth are associated with higher levels of risk factors for cardiovascular disease or osteoporosis. Subjects and Methods: A follow-up study for VLBW infants began in 1978; by the end of 1985, 335 VLBW survivors at Helsinki University Central Hospital participated in the follow-up. Their gestational ages ranged from 24 to 35 weeks, mean 29.2 and standard deviation 2.2 weeks. In 2004, we invited for a clinic visit 255 subjects, aged 18 to 27, who still lived in the greater Helsinki area. From the same birth hospitals, we also invited 314 term-born controls of similar age and sex. These two study groups underwent measurements of body size and composition, function of brachial arterial endothelium (flow-mediated dilatation, FMD) and carotid artery intima-media thickness (cIMT) by ultrasound. In addition, we measured plasma lipid concentrations, ambulatory blood pressure, fasting insulin, glucose tolerance and, by dual-energy x-ray densitometry, bone-mineral density. Results: 172 control and 166 VLBW participants underwent lipid measurements and a glucose tolerance test. VLBW adults fasting insulin (adjusted for body mass index) was 12.6% (95% confidence interval, 0.8 to 25.8) higher than that of the controls. The glucose and insulin concentrations 120 minutes after 75 g glucose ingestion showed similar differences (N=332) (I). VLBW adults had 3.9 mmHg (1.3 to 6.4) higher office systolic blood pressure, 3.5 mmHg (1.7 to 5.2) higher office diastolic blood pressure (I), and, when adjusted for body mass index and height, 3.1 mmHg (0.5 to 5.5) higher 24-hour mean systolic blood pressure (N=238) (II). VLBW birth was associated neither with HDL- or total cholesterol nor triglyceride concentrations (N=332) (I), nor was it associated with a low FMD or a high cIMT (N=160) (III). VLBW adults had 0.51-unit (0.28 to 0.75) lower lumbar spine Z scores and 0.56-unit (0.34 to 0.78) lower femoral neck Z scores (N=283). Adjustments for size attenuated the differences, but only partially (IV). Conclusions: These results imply that those born at VLBW, although mostly healthy as young adults, already bear several risk factors for chronic adult disease. The significantly higher fasting insulin level in adults with VLBW suggests increased insulin resistance. The higher blood pressure in young adults born at VLBW may indicate they later are at risk for hypertension, although their unaffected endothelial function may be evidence for some form of protection from cardiovascular disease. Lower bone mineral density around the age of peak bone mass may suggest increased risk for later osteoporotic fractures. Because cardiovascular disease and osteoporosis are frequent, and their prevention is relatively cheap and safe, one should focus on prevention now. When initiated early, preventive measures are likely to have sufficient time to be effective in preventing or postponing the onset of chronic disease.