959 resultados para Volatilità implicita, formula di Black and Scholes


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Introduction: Studies on infant dietary intake do not generally focus on the types of liquids consumed. Objective: To document by age and breastfeeding status, the types of liquids present in the diet of Mexican children under 1 year of age (< 1 y) who participated in the National Health and Nutrition Survey 2012 (ENSANUT-2012). Methods: Analysis of the infant < 1 y feeding practices from the ENSANUT-2012 survey in non-breastfed (non-BF) and breastfed (BF) infants by status quo for the consumption of liquids grouped in: water, formula, fortified LICONSA milk, nutritive liquids (NL; thin cereal-based gruel with water or milk and coffee with milk) and non-nutritive liquids (non-NL) as sugared water, water-based drinks, tea, beans or chicken broth, aguamiel and coffee. In this infants < 1 y we analyzed the not grouped consumption of liquids in the first three days of life (newborns) from the mother's recall. Percentage and confidence intervals (95% CI) were calculated adjusting for survey design. Statistical differences were analyzed by Z test. Results: We observed a high consumption of human milk followed by formula (56.7%) and water (51.1%) in infants under 6 months of age (< 6 mo). The proportion of non-BF infants consuming non-NL was higher than for BF infants (p < 0.05). More than 60% of older infants (6 mo and < 1 y) consumed formula and were non-BF. In newborns formula consumption was predominant, followed by tea or infusion and water. Conclusions: Non-breast milk liquids are present undesirably in Mexican infants' diet and non-NL are consumed earlier than NL, revealing inadequate early dietary practices.

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In this project we developed conductive thermoplastic resins by adding varying amounts of three different carbon fillers: carbon black (CB), synthetic graphite (SG) and multi–walled carbon nanotubes (CNT) to a polypropylene matrix for application as fuel cell bipolar plates. This component of fuel cells provides mechanical support to the stack, circulates the gases that participate in the electrochemical reaction within the fuel cell and allows for removal of the excess heat from the system. The materials fabricated in this work were tested to determine their mechanical and thermal properties. These materials were produced by adding varying amounts of single carbon fillers to a polypropylene matrix (2.5 to 15 wt.% Ketjenblack EC-600 JD carbon black, 10 to 80 wt.% Asbury Carbons’ Thermocarb TC-300 synthetic graphite, and 2.5 to 15 wt.% of Hyperion Catalysis International’s FIBRILTM multi-walled carbon nanotubes) In addition, composite materials containing combinations of these three fillers were produced. The thermal conductivity results showed an increase in both through–plane and in–plane thermal conductivities, with the largest increase observed for synthetic graphite. The Department of Energy (DOE) had previously set a thermal conductivity goal of 20 W/m·K, which was surpassed by formulations containing 75 wt.% and 80 wt.% SG, yielding in–plane thermal conductivity values of 24.4 W/m·K and 33.6 W/m·K, respectively. In addition, composites containing 2.5 wt.% CB, 65 wt.% SG, and 6 wt.% CNT in PP had an in–plane thermal conductivity of 37 W/m·K. Flexural and tensile tests were conducted. All composite formulations exceeded the flexural strength target of 25 MPa set by DOE. The tensile and flexural modulus of the composites increased with higher concentration of carbon fillers. Carbon black and synthetic graphite caused a decrease in the tensile and flexural strengths of the composites. However, carbon nanotubes increased the composite tensile and flexural strengths. Mathematical models were applied to estimate through–plane and in–plane thermal conductivities of single and multiple filler formulations, and tensile modulus of single–filler formulations. For thermal conductivity, Nielsen’s model yielded accurate thermal conductivity values when compared to experimental results obtained through the Flash method. For prediction of tensile modulus Nielsen’s model yielded the smallest error between the predicted and experimental values. The second part of this project consisted of the development of a curriculum in Fuel Cell and Hydrogen Technologies to address different educational barriers identified by the Department of Energy. By the creation of new courses and enterprise programs in the areas of fuel cells and the use of hydrogen as an energy carrier, we introduced engineering students to the new technologies, policies and challenges present with this alternative energy. Feedback provided by students participating in these courses and enterprise programs indicate positive acceptance of the different educational tools. Results obtained from a survey applied to students after participating in these courses showed an increase in the knowledge and awareness of energy fundamentals, which indicates the modules developed in this project are effective in introducing students to alternative energy sources.

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Elemental analysis can become an important piece of evidence to assist the solution of a case. The work presented in this dissertation aims to evaluate the evidential value of the elemental composition of three particular matrices: ink, paper and glass. In the first part of this study, the analytical performance of LIBS and LA-ICP-MS methods was evaluated for paper, writing inks and printing inks. A total of 350 ink specimens were examined including black and blue gel inks, ballpoint inks, inkjets and toners originating from several manufacturing sources and/or batches. The paper collection set consisted of over 200 paper specimens originating from 20 different paper sources produced by 10 different plants. Micro-homogeneity studies show smaller variation of elemental compositions within a single source (i.e., sheet, pen or cartridge) than the observed variation between different sources (i.e., brands, types, batches). Significant and detectable differences in the elemental profile of the inks and paper were observed between samples originating from different sources (discrimination of 87 – 100% of samples, depending on the sample set under investigation and the method applied). These results support the use of elemental analysis, using LA-ICP-MS and LIBS, for the examination of documents and provide additional discrimination to the currently used techniques in document examination. In the second part of this study, a direct comparison between four analytical methods (µ-XRF, solution-ICP-MS, LA-ICP-MS and LIBS) was conducted for glass analyses using interlaboratory studies. The data provided by 21 participants were used to assess the performance of the analytical methods in associating glass samples from the same source and differentiating different sources, as well as the use of different match criteria (confidence interval (±6s, ±5s, ±4s, ±3s, ±2s), modified confidence interval, t-test (sequential univariate, p=0.05 and p=0.01), t-test with Bonferroni correction (for multivariate comparisons), range overlap, and Hotelling’s T2 tests. Error rates (Type 1 and Type 2) are reported for the use of each of these match criteria and depend on the heterogeneity of the glass sources, the repeatability between analytical measurements, and the number of elements that were measured. The study provided recommendations for analytical performance-based parameters for µ-XRF and LA-ICP-MS as well as the best performing match criteria for both analytical techniques, which can be applied now by forensic glass examiners.

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Urban inequality has emerged as one of the dominant themes of modern life and globalization. More than three million people experienced homelessness in the United States last year; in Miami-Dade, more than 15,000 individuals were homeless. Surviving extreme poverty, and exiting or avoiding homelessness, involves negotiating a complex mix of public and private assistance. However, a range of factors influence what types of help are available and how they can be accessed. Frequently, larger social structures determine which resource are available, leaving many choices entirely out of the individual’s control. For single men, who are ineligible for many benefits, homelessness can be difficult to avoid and even harder to exit. My study seeks to better understand how adult, minority men living in extreme poverty in Miami-Dade negotiate their daily survival. Specific research questions address: Do black and Hispanic men who are homeless or at risk of homelessness have different personal characteristics and different experiences in avoiding or exiting homelessness? How does Miami’s response to extreme poverty/homelessness, including availability of public benefits and public and private service organizations, either maximize or constrain the choices available to this population? And, what is the actual experience of single, adult men who are homeless or at risk of homelessness, in negotiating their daily survival? A mixed methods approach combines quantitative survey data from 7,605 homeless men, with qualitative data from 54 semi-structured interviews incorporating the visual ethnography techniques of Photo Elicitation Interviewing. Results show the differences experienced by black and Hispanic men who are poor and homeless in Miami. Findings also highlight how the community’s official and unofficial responses to homelessness intersect with the actual experiences of the persons targeted by the policies and programs, challenging preconceived notions regarding the lives of persons living in extreme poverty. It adds to the existing body of literature by focusing on the urban Miami context, emphasizing disparities amongst racial and ethnic groups. Findings are intended to provide an empirically grounded thesis that humanizes the subjects and illuminates their personal experiences, helping to inform public policy around the needs of extremely poor populations.

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One of the criticisms of the recent educational reforms sweeping the nation is that low achieving and minority students will not be helped by the reforms. The reforms, some contend, will be harmful to low achieving and minority students because the higher standards and testing programs, which are typically included in the reforms, may actually create new barriers blocking at-risk student progress. This investigation studied this contention in South Carolina, which has been rich in educational reforms. Early evidence from this state indicates that the achievement of Black students and low achieving students of all races was not blocked by the reforms in South Carolina. In fact, low achieving students, Black and all students, made substantial progress in South Carolina since a combination of educational reforms have been in process.

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Nesta dissertação pretendemos analisar a interpretação do papel do tenor nas óperas Lucia di Lammermoor e L´Elisir d´Amore de Gaetano Donizetti, estudando os principais fatores que influenciaram a interpretação do papel do tenor e como esta mudou ao longo dos anos, por comparação de gravações destas óperas com 50 anos de intervalo entre si. O período do bel canto está associado à linha de canto ornamentada para exprimir emoções, o que, em conjunto com outros aspetos, fez com que a voz de tenor passasse a ter uma emissão distinta, especialmente no registo agudo. O contexto histórico e musical desta época, bem como os desenvolvimentos técnicos que se verificaram, influenciaram a forma de cantar e introduziram o tenor como papel principal nas óperas, com todos os desafios de cantar na zona de passagem, de domínio da respiração e de respeito pelas diversas formas de expressão musical que os compositores do período do bel canto usavam como veículos de interpretação e expressão dos sentimentos. A escolha destas duas óperas de Donizetti assenta num gosto pessoal e no meu interesse em estudar os contrastes dos personagens Edgardo e Nemorino, que são apresentados nesta dissertação sob o ponto de vista interpretativo, analisando a problemática de cada papel e a forma como o percurso tonal destas obras influencia as performances dos intérpretes; Abstract: STUDY AND ANALYSIS TECHNICAL-INTERPRETATION OF THE LEADING ROLE OF THE TENOR IN THE OPERAS LUCIA DI LAMMERMOOR (EDGARDO) AND L´ELISIR D´AMORE (NEMORINO) OF GAETANO DONIZETTI In this dissertation we analyze the interpretation of the tenor role in the operas Lucia di Lammermoor and L´Elisir d´Amore by Gaetano Donizetti, studying the major factors that influenced the tenor role interpretation and how it developed along the years, by comparing two recordings of these operas recorded 50 years apart from each other. The period of the bel canto is associated with the vocal ornamentation to express emotions which, as a consequence and together with other aspects, required technical changes to the tenor voice, in particular the high register. The historic and musical context of this time, as well as the technical developments that happened then, influenced the way of singing and introduced the tenor as the main role in operas, with all the challenges to sing in the passagio, to master the breathing process and to use all the forms of musical expression that the bel canto composers used as vehicles to interpret and express feelings. The choice of these two operas by Donizetti is based on personal taste and also on the interpretative contrasts between the roles of Edgardo and Nemorino, studied in this dissertation in terms of their interpretation, their problematic and how the harmony of these operas influences the interpretation of the singers.

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Integrated Coastal Zone Management (ICZM) should be considered as one of the main components to be able to implement sustainable development. Friuli Venezia Giulia region with its 93 km of coastline is committed to investing its resources in projects aimed at studying the evolution of the coast. In this report, reference will be made to the area in front of the municipality of Grado, where the Banco della Mula di Muggia is located. Starting from previous studies and surveys, morphology of the coastal stretch between the municipality of Grado and the mouth of the Isonzo river will be reproduced through numerical modeling tools, to simulate its hydrodynamic behavior on an annual basis and also as a function of significant events such as storms, calm events or floods of the Isonzo river. The software employed will be the MIKE by DHI with in particular the implementation of "Littoral Drift" and "MIKE 21/3" Coupled models. The first to calculate net and gross longshore transport on an annual basis along a transverse profile, the latter is a modelling system for coastal application that will be used for the analysis of significant events effects. Although not primary focus of this work, there will be included an initial review of finger bars. These particular sand formations are present at the south-western border of the Banco della Mula di Muggia and may have an impact on it. This work could form the starting point of future investigations to build on the findings of this report.

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This research project is based on the Multimodal Corpus of Chinese Court Interpreting (MUCCCI [mutʃɪ]), a small-scale multimodal corpus on the basis of eight authentic court hearings with Chinese-English interpreting in Mainland China. The corpus has approximately 92,500 word tokens in total. Besides the transcription of linguistic and para-linguistic features, utilizing the facial expression classification rules suggested by Black and Yacoob (1995), MUCCCI also includes approximately 1,200 annotations of facial expressions linked to the six basic types of human emotions, namely, anger, disgust, happiness, surprise, sadness, and fear (Black & Yacoob, 1995). This thesis is an example of conducting qualitative analysis on interpreter-mediated courtroom interactions through a multimodal corpus. In particular, miscommunication events (MEs) and the reasons behind them were investigated in detail. During the analysis, although queries were conducted based on non-verbal annotations when searching for MEs, both verbal and non-verbal features were considered indispensable parts contributing to the entire context. This thesis also includes a detailed description of the compilation process of MUCCCI utilizing ELAN, from data collection to transcription, POS tagging and non-verbal annotation. The research aims at assessing the possibility and feasibility of conducting qualitative analysis through a multimodal corpus of court interpreting. The concept of integrating both verbal and non-verbal features to contribute to the entire context is emphasized. The qualitative analysis focusing on MEs can provide an inspiration for improving court interpreters’ performances. All the constraints and difficulties presented can be regarded as a reference for similar research in the future.

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La tesi si propone di ricostruire i tentativi di riforma della legislazione fascista alla base dell’ordinamento dei principali enti espostivi italiani, ossia la Biennale di Venezia, la Quadriennale di Roma e la Triennale di Milano, prendendo in esame l’iter che a partire dall’immediato dopoguerra avrebbe condotto, nel 1973, dopo ben ventotto anni di tentativi, all’approvazione del nuovo statuto della Biennale veneziana, che nelle intenzioni dei riformatori era chiamato a rappresentare il modello per la riorganizzazione non solo delle altre manifestazioni sorelle, ma di tutte le istituzioni pubbliche di cultura. In particolare, nell’ambito di questo processo, si intende qui valorizzare l’apporto del riformismo di marca azionista, incarnato al suo massimo grado dalla figura di Carlo Ludovico Ragghianti, che fu l’artefice e l’ispiratore di ben tre proposte di legge presentate in Parlamento, incentrate su due cardini principali: l’autonomia rispetto all’esecutivo e alla burocrazia, in linea con quanto stabilito dall’articolo 33 della Carta costituzionale, e la piena responsabilità sul piano gestionale-amministrativo affidata ai tecnici del settore, ossia gli artisti e i critici d’arte.

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Background: Axillary lymph node dissection (ALND) in presence of sentinel lymph node (SLN) metastases has been the standard in breast cancer (BC) patients for many years. Today, after the publication of the ACOSOG Z0011 trial, ALND is a procedure restricted to a dwindling group of patients with a clearly metastatic axilla. Material and methods: This was a prospective observational trial involving two Italian Breast Units: Policlinico di Sant’Orsola and San Raffaele hospital. Objective was to evaluate that the omission of ALND in patients with cT1-2 cN0 BC undergoing breast conserving surgery (BCS) and histological finding of metastases in 1 or 2 SLN is not associated with a worse prognostic outcome. Primary endpoint was overall survival (OS). Secondary endpoints were disease free survival (DFS) and locoregional recurrence. All BC patients treated between the 1st of November 2020 and 31st of July 2023 with cT1-2 cN0 BC, preoperative negative axillary ultrasound and 1 or 2 metastatic SLN treated with sentinel node biopsy (SLNB) alone entered the study. Results: 795 cT1-2 cN0 BC patients underwent BCS and SLNB. Ninety patients were included. Median age was 60 (52-68) years. Seventy-five patients (83%) had T1 tumor and 15 (17%) T2. Median tumor size was 16 mm (11-19). The median SLN removed was 2 (1-3). Eighty-one patients had 1 positive SLN (90%), while 9 had 2 SLN metastasis (10%). 39 (43%) micrometastases were identified and 51 macrometastasis (57%). All patients underwent radiotherapy. Seventeen (19%) performed adjuvant chemotherapy. Two received immunotherapy with trastuzumab and pertuzumab. Endocrine therapy was given to 84 (93%). At a median follow-up of 19 months (IQR 13-23) OS and DFS were 100%. No loco-regional recurrence was seen. Conclusion: The preliminary results of our study confirm that omitting ALND in patients meeting Z011 criteria is oncologically safe and should be the standard of care.

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Questo elaborato è incentrato sullo studio di un modello a volatilità locale, formulato da A. Conze e P. Henry-Labordère a partire dalla costruzione di R. Bass per le immersioni di Skorokhod. Dato un processo di prezzi, di cui è noto un numero finito di distribuzioni marginali, si suppone che sia una martingala non negativa esprimibile come funzione del tempo e di un altro processo stocastico (ad esempio un moto Browniano): l'obiettivo è l'individuazione di tale funzione. Per raggiungerlo ci si ricondurrà alla risoluzione di un'equazione di punto fisso, per la cui soluzione verranno forniti risultati di esistenza e unicità. La determinazione di questa funzione sarà funzionale al calcolo delle sensitività del modello.

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Il matematico tedesco Oscar Perron, tra il 1910 e il 1914, introduce l'integrale che porterà il suo nome con lo scopo di risolvere una limitazione negli integrali di Riemann e di Lebesgue. Il primo a studiare questo integrale è Denjoy nel 1912 il cui integrale si dimostrerà essere equivalente a quello di Perron. Oggi è più utilizzato l'integrale di Henstock-Kurzweil, studiato negli anni '60, anch'esso equivalente ai due precedenti. L'integrale di Perron rende integrabili tutte le funzioni che sono la derivata di una qualche funzione e restituisce l'analogo del Teorema Fondamentale del Calcolo Integrale nella versione di Torricelli-Barrow. L'integrale di Perron estende e prolunga l'integrale di Lebesgue, infatti se una funzione è sommabile secondo Lebesgue è anche Perron-integrabile e i due integrali coincidono. Per le funzioni non negative vale anche il viceversa e i due integrali sono equivalenti, ma in generale non è così, esistono infatti funzioni Perron-integrabili ma non sommabili secondo Lebesgue. Una differenza tra questi due integrali è il fatto che quello di Perron non sia un integrale assolutamente convergente, ovvero, la Perron integrabilità di una funzione non implica l'integralità del suo valore assoluto; questa è anche in parte la ragione della poca diffusione di questo integrale. Chiudono la tesi alcuni esempi di funzioni di interesse per la formula di "Torricelli-Barrow" e anche un notevole teorema che non sempre si trova nei libri di testo: se una funzione è derivabile in ogni punto del dominio e la sua derivata prima è sommabile allora vale la formula di "Torricelli-Barrow".

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Questa tesi riguarda il Teorema di Morse-Sard nella sua versione generale. Tale teorema afferma che l'immagine dei punti critici di una funzione di classe C^k da un aperto di R^m a R^n è un insieme di misura di Lebesgue nulla se k >= m-n+1 (se m >= n) o se k >= 1 (se mDi tale teorema diamo una dimostrazione, tratta dall’articolo di Moreira-Ruas (2009). Dimostriamo inoltre il Teorema di Varberg (1966) riguardante il caso delle funzioni differenziabili con m=n. Si fornisce poi un’applicazione del Teorema di Morse-Sard: la formula di Coarea per funzioni a valori reali.

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Prevedere quanto e quando un cliente richiederà un determinato prodotto è da sempre una delle sfide più complicate che un’azienda deve affrontare. Una delle metodologie più utilizzate è il processo di Sales and Operations, costituito da 5 fasi. L’obiettivo di questo elaborato è illustrare la creazione del processo applicata a una famiglia di prodotti che andrà a sostituire molteplici altri codici prodotti dell’azienda Sherwin-Williams. Per la creazione si è interagito con varie funzioni della multinazionale, tra cui l’ufficio di supply chain, l’ufficio vendite e i vari uffici produzione degli stabilimenti europei. La creazione del processo si articola nelle 5 fasi classiche quindi: raccolta dati sulla domanda futura in cui sono stati individuati i consumi interni e le vendite ai clienti terzi dei prodotti; la creazione del piano di domanda e del piano di produzione iniziale, approvazione produzione delle quantità concordate e definizione delle politiche di gestione sia delle strutture clienti che dello stabilimento produttivo, infine, la fase di miglioramento e monitoraggio del processo. Nell’ultima fase tra le migliorie al processo si ridurrà il numero di codici univoci da gestire del 34%, verrà individuata la zona ottimale per l’ubicazione di un magazzino distributivo e si analizzerà l’aderenza alla schedulazione presso il reparto liquidi dello stabilimento con l’obiettivo di ridurre il Lead Time di produzione.

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In questo elaborato si illustra una delle principali proprietà godute dalle funzioni armoniche: la disuguaglianza di Harnack, dal nome del matematico che la dimostrò nel 1887. Nella sua formulazione più semplice, essa afferma che se una funzione armonica è non negativa, allora l'estremo superiore di tale funzione su una palla euclidea è controllato dall'alto dall'estremo inferiore della funzione sulla stessa palla, a meno di una costante moltiplicativa dipendente solo dalla dimensione. Una simile disuguaglianza è soddisfatta anche da soluzioni di equazioni alle derivate parziali più generali dell'equazione di Laplace. Ad esempio, J. Moser nel 1961 dimostra che le soluzioni deboli di equazioni differenziali ellittiche lineari soddisfano una disuguaglianza di tipo Harnack. Tale risultato è argomento dell'ultimo capitolo di questo elaborato.