Anaerobic And Aerobic Performances In Elite Basketball Players.

THE PURPOSE OF THIS STUDY WAS TO PROPOSE A SPECIFIC LACTATE MINIMUM TEST FOR ELITE BASKETBALL PLAYERS CONSIDERING THE: Running Anaerobic Sprint Test (RAST) as a hyperlactatemia inductor, short distances (specific distance, 20 m) during progressive intensity and mathematical analysis to interpret aerobic and anaerobic variables. The basketball players were assigned to four groups: All positions (n=26), Guard (n= 7), Forward (n=11) and Center (n=8). The hyperlactatemia elevation (RAST) method consisted of 6 maximum sprints over 35 m separated by 10 s of recovery. The progressive phase of the lactate minimum test consisted of 5 stages controlled by an electronic metronome (8.0, 9.0, 10.0, 11.0 and 12.0 km/h) over a 20 m distance. The RAST variables and the lactate values were analyzed using visual and mathematical models. The intensity of the lactate minimum test, determined by a visual method, reduced in relation to polynomial fits (2nd degree) for the Small Forward positions and General groups. The Power and Fatigue Index values, determined by both methods, visual and 3rd degree polynomial, were not significantly different between the groups. In conclusion, the RAST is an excellent hyperlactatemia inductor and the progressive intensity of lactate minimum test using short distances (20 m) can be specifically used to evaluate the aerobic capacity of basketball players. In addition, no differences were observed between the visual and polynomial methods for RAST variables, but lactate minimum intensity was influenced by the method of analysis.

Investigation of the flow field of a highly heated jet of air

Measurements of mean and fluctuating velocity and temperature and their self- and cross-products to the third-order are presented for a heated axisymmetric air jet. Froude numbers in the range of 3500 13,190, Reynolds numbers in the range of 3470-8500 and non-dimensional streamwise distances. X*, from 0.27 to 1.98 are covered by the data. It was found that turbulence intensity decreases for the heated jet in the region between the inertia dominated and the buoyancy dominated regions which is contrary to findings with helium jets mixing with ambient air to produce density fluctuations. The effects of heating on the turbulent kinetic energy budget and the temperature variance budget show small differences for the inertia dominated region and the intermediate region which help to explain the transition process to the far field plume region. Constants are evaluated for the isotropic eddy diffusivity and generalised gradient hypothesis models as well as the scalar variance model. No significant effect of heating on the dissipation time-scale ratio was found. A novel wire array with an inclined cold wire was used. Measurements obtained with this probe are found to lead to asymmetries in some of the higher-order products. Further investigation suggested that the asymmetries are attributable to an as yet unreported interference effect produced by the leading prong of the inclined temperature wire, The effect may also have implications for inclined velocity wires which contain a temperature component when used in heated flows. (C) 2002 Elsevier Science Inc. All rights reserved.

Risk Analysis and Behavior of Electricity Portfolio Aggregator

The scope of this paper is to adapt the standard mean-variance model of Henry Markowitz theory, creating a simulation tool to find the optimal configuration of the portfolio aggregator, calculate its profitability and risk. Currently, there is a deep discussion going on among the power system society about the structure and architecture of the future electric system. In this environment, policy makers and electric utilities find new approaches to access the electricity market; this configures new challenging positions in order to find innovative strategies and methodologies. Decentralized power generation is gaining relevance in liberalized markets, and small and medium size electricity consumers are also become producers (“prosumers”). In this scenario an electric aggregator is an entity that joins a group of electric clients, customers, producers, “prosumers” together as a single purchasing unit to negotiate the purchase and sale of electricity. The aggregator conducts research on electricity prices, contract terms and conditions in order to promote better energy prices for their clients and allows small and medium customers to benefit improved market prices.

A comparative review of risk based portfolio allocations: An empirical study throughout rising yields

Since the financial crisis, risk based portfolio allocations have gained a great deal in popularity. This increase in popularity is primarily due to the fact that they make no assumptions as to the expected return of the assets in the portfolio. These portfolios implicitly put risk management at the heart of asset allocation and thus their recent appeal. This paper will serve as a comparison of four well-known risk based portfolio allocation methods; minimum variance, maximum diversification, inverse volatility and equally weighted risk contribution. Empirical backtests will be performed throughout rising interest rate periods from 1953 to 2015. Additionally, I will compare these portfolios to more simple allocation methods, such as equally weighted and a 60/40 asset-allocation mix. This paper will help to answer the question if these portfolios can survive in a rising interest rate environment.

Inference with the lognormal distribution

Several estimators of the expectation, median and mode of the lognormal distribution are derived. They aim to be approximately unbiased, efficient, or have a minimax property in the class of estimators we introduce. The small-sample properties of these estimators are assessed by simulations and, when possible, analytically. Some of these estimators of the expectation are far more efficient than the maximum likelihood or the minimum-variance unbiased estimator, even for substantial samplesizes.

Statistical analysis of maximum likelihood estimator images of human brain FDG PET studies

The work presented evaluates the statistical characteristics of regional bias and expected error in reconstructions of real positron emission tomography (PET) data of human brain fluoro-deoxiglucose (FDG) studies carried out by the maximum likelihood estimator (MLE) method with a robust stopping rule, and compares them with the results of filtered backprojection (FBP) reconstructions and with the method of sieves. The task of evaluating radioisotope uptake in regions-of-interest (ROIs) is investigated. An assessment of bias and variance in uptake measurements is carried out with simulated data. Then, by using three different transition matrices with different degrees of accuracy and a components of variance model for statistical analysis, it is shown that the characteristics obtained from real human FDG brain data are consistent with the results of the simulation studies.

Stability of soybean yield through different sowing periods

Soybean yield is highly affected by sowing period and there are significant productivity losses when sowings are done outward a relatively restricted period in many regions of Brazil. Breeding cultivars less sensitive to photoperiod and to temperature variations is desirable for adaptation to wider sowing period and wider latitude range and also make irrigated soybean cultivation possible during the fall-winter seasons in frost free regions. The possibility of selecting high yielding and stable lines for yield during various sowing periods was studied by analyzing the behavior of 100 non-selected advanced lines (F9 and F10), from each one of all possible biparental crosses involving the genotypes BR85-29009, OCEPAR 8, FT-2, and BR-13. Experiments were set up in a completely randomized design with single-plant hill plots and received supplementary irrigation. Sowing was on Sept 27, Oct 20, Nov 17, and Dec 17 in 1993/94 and Sept 20, Oct 20, Nov 17, and Dec 14 in 1994/95 at Londrina, PR, Brazil. Procedures of regression analysis and minimum variance among planting date means were efficient for selecting stable lines during the four sowing seasons. It was possible to select stable and high yielding genotypes through the four sowing periods in all the crosses. No specific cross was clearly better to produce a greater number of stable genotypes.

Statistical reference criteria for adaptive signal processing in digital communications

A general criterion for the design of adaptive systemsin digital communications called the statistical reference criterionis proposed. The criterion is based on imposition of the probabilitydensity function of the signal of interest at the outputof the adaptive system, with its application to the scenario ofhighly powerful interferers being the main focus of this paper.The knowledge of the pdf of the wanted signal is used as adiscriminator between signals so that interferers with differingdistributions are rejected by the algorithm. Its performance isstudied over a range of scenarios. Equations for gradient-basedcoefficient updates are derived, and the relationship with otherexisting algorithms like the minimum variance and the Wienercriterion are examined.

Risk Parity: A Modern Tool for Diversification

The purpose of this study is to examine how well risk parity works in terms of risk, return and diversification relative to more traditional minimum variance, 1/N and 60/40 portfolios. Risk parity portfolios were constituted of five risk sources; three common asset classes and two alternative beta investment strategies. The three common asset classes were equities, bonds and commodities, and the alternative beta investment strategies were carry trade and trend following. Risk parity portfolios were constructed using five different risk measures of which four were tail risk measures. The risk measures were standard deviation, Value-at-Risk, Expected Shortfall, modified Value-at-Risk and modified Expected Shortfall. We studied also how sensitive risk parity is to the choice of risk measure. The hypothesis is that risk parity portfolios provide better return with the same amount of risk and are better diversified than the benchmark portfolios. We used two data sets, monthly and weekly data. The monthly data was from the years 1989-2011 and the weekly data was from the years 2000-2011. Empirical studies showed that risk parity portfolios provide better diversification since the diversification is made at the risk level. Risk based portfolios provided superior return compared to the asset based portfolios. Using tail risk measures in risk parity portfolios do not necessarily provide better hedge from tail events than standard deviation.

Diversification benefits for a Finnish non-industrial private forest investor: Real Estate Investment Trusts in the USA

This thesis examined both domestic and international forest investment options for a Finnish non-industrial private forest investor. The focus was on forest-based investment instruments. The influence of movements of currency exchange rates on foreign returns were also taken into account. Annual data from 1995 to 2011 was used. The main portfolio optimization model in this study was the Mean-Variance model but the results were also validated by using the Value at Risk and Expected Shortfall models. In addition, the exchange rate risk hedging was established by using one-week-maturity forward contracts. The results suggested that 75 % of the total wealth should be invested in Finnish private forests and the rest, 25 %, to a US REIT, in this case Rayonier. With hedging, the total return on the portfolio was 7.21 % (NIPF 5.3%) with the volatility of 6.63 % (NIPF 7.9%). Taxation supported US investments in this case. As a conclusion, a Finnish private forest investor may, as evidenced, benefit in diversifying a portfolio using REITs in the US.

A multispacecraft analysis of a small-scale transient entrained by solar wind streams

The images taken by the Heliospheric Imagers (HIs), part of the SECCHI imaging package onboard the pair of STEREO spacecraft, provide information on the radial and latitudinal evolution of the plasma compressed inside corotating interaction regions (CIRs). A plasma density wave imaged by the HI instrument onboard STEREO-B was found to propagate towards STEREO-A, enabling a comparison between simultaneous remotesensing and in situ observations of its structure to be performed. In situ measurements made by STEREO-A show that the plasma density wave is associated with the passage of a CIR. The magnetic field compressed after the CIR stream interface (SI) is found to have a planar distribution. Minimum variance analysis of the magnetic field vectors shows that the SI is inclined at 54° to the orbital plane of the STEREO-A spacecraft. This inclination of the CIR SI is comparable to the inclination of the associated plasma density wave observed by HI. A small-scale magnetic cloud with a flux rope topology and radial extent of 0.08 AU is also embedded prior to the SI. The pitch-angle distribution of suprathermal electrons measured by the STEREO-A SWEA instrument shows that an open magnetic field topology in the cloud replaced the heliospheric current sheet locally. These observations confirm that HI observes CIRs in difference images when a small-scale transient is caught up in the compression region.

Synchronisation error resistant CDMA detection

A bit-level linear CDMA detector is presented which is based on the minimum variance distortionless response (MVDR) principle. Owing to the interference suppression capability made possible by basing the detector on the MVDR principle and the fact that no inversion of the user correlation matrix is involved, the influence of synchronisation errors is greatly suppressed.

Synchronisation error resistant multiuser detection for asynchronous CDMA

Linear CDMA detectors have emerged as a promising solution to multiple access interference (MAI) suppression. Unfortunately, most existing linear detectors suffer from high sensitivity to synchronisation errors (also termed parameter estimation error), and synchronisation error resistant detectors have so far not been as widely investigated as they should have. This paper extends the minimum variance distortionless response (MVDR) detector, proposed previously by this author (Zheng 2000) for synchronous systems, to asynchronous systems. It has been shown that the MVDR structure is equally effective for asynchronous systems, especially for the weaker users.

A cautionary note on the use of Ornstein Uhlenbeck models in macroevolutionary studies

Phylogenetic comparative methods are increasingly used to give new insights into the dynamics of trait evolution in deep time. For continuous traits the core of these methods is a suite of models that attempt to capture evolutionary patterns by extending the Brownian constant variance model. However, the properties of these models are often poorly understood, which can lead to the misinterpretation of results. Here we focus on one of these models – the Ornstein Uhlenbeck (OU) model. We show that the OU model is frequently incorrectly favoured over simpler models when using Likelihood ratio tests, and that many studies fitting this model use datasets that are small and prone to this problem. We also show that very small amounts of error in datasets can have profound effects on the inferences derived from OU models. Our results suggest that simulating fitted models and comparing with empirical results is critical when fitting OU and other extensions of the Brownian model. We conclude by making recommendations for best practice in fitting OU models in phylogenetic comparative analyses, and for interpreting the parameters of the OU model.

Avaliação de riscos em estratégias de investimentos de longo prazo: aplicação prática em um fundo de pensão

O tema central deste trabalho é a avaliação de riscos em estratégias de investimentos de longo prazo, onde a necessidade de um exemplo prático direcionou à aplicação de Asset Liability Models em fundos de pensão, mais especificamente, a planos de benefício definido. Com os instrumentos de análise apresentados, acreditamos que o investidor com um horizonte de retorno de longo prazo tenha uma percepção mais acurada dos riscos de mercado a que está exposto, permitindo uma seleção de carteiras mais adequada aos objetivos de gestão. Para tanto, a inclusão de variáveis de decisão que procuram quantificar os objetivos de gestão - indo além do modelo simplificado de média-variância - exerce papel de fundamental importância.