On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

In this paper we use Malliavin calculus techniques to obtain an expression for the short-time behavior of the at-the-money implied volatility skew for a generalization of the Bates model, where the volatility does not need to be neither a difussion, nor a Markov process as the examples in section 7 show. This expression depends on the derivative of the volatility in the sense of Malliavin calculus.

First report of interspecific facultative social parasitism in the paper wasp genus Mischocyttarus Saussure (Hymenoptera, Vespidae)

First report of interspecific facultative social parasitism in the paper wasp genus Mischocyttarus Saussure (Hymenoptera, Vespidae). Parasitism of colonies of the social wasp Mischocyttarus cerberus Ducke, 1918 by females of Mischocyttarus consimilis Zikán, 1949 was observed in a rural area of Dourados, state of Mato Grosso do Sul, Brazil. In all monitored cases, the invasion occurred in the pre-emergence colony stage, generally by a single female of M. consimilis. The period of establishment of the foreign female in the host colony was marked by antagonistic behaviors between the host female and the invasive. In general, the architecture of the parasitized nest was modified from the typical architecture of the host species nest.

DIGITAL LIBRARIES IN THE DEVELOPING COUNTRIES

Digital libraries (DL) are seen as a hope to developing countries in their struggle for accessing bibliographic resources, especially in a context where the traditional distribution mechanisms failed tragically. Several difficulties are however faced by these countries to build and use digital libraries, due mainly to its high development costs and to the poor existing ICT resources in these countries. This paper discusses the importance of digital libraries for developing countries and introduces the main challenges they face in building and using such libraries. The current alternatives and major initiatives for making digital information accessible to developing countries are also addressed.

Cumulative frequency-dependent selective episodes allow for rapid morph cycles and rock-paper-scissors dynamics in species with overlapping generations.

Rock-paper-scissors (RPS) dynamics, which maintain genetic polymorphisms over time through negative frequency-dependent (FD) selection, can evolve in short-lived species with no generational overlap, where they produce rapid morph frequency cycles. However, most species have overlapping generations and thus, rapid RPS dynamics are thought to require stronger FD selection, the existence of which yet needs to be proved. Here, we experimentally demonstrate that two cumulative selective episodes, FD sexual selection reinforced by FD selection on offspring survival, generate sufficiently strong selection to generate rapid morph frequency cycles in the European common lizard Zootoca vivipara, a multi-annual species with major generational overlap. These findings show that the conditions required for the evolution of RPS games are fulfilled by almost all species exhibiting genetic polymorphisms and suggest that RPS games may be responsible for the maintenance of genetic diversity in a wide range of species.

European society of hypertension position paper on ambulatory blood pressure monitoring.

Ambulatory blood pressure monitoring (ABPM) is being used increasingly in both clinical practice and hypertension research. Although there are many guidelines that emphasize the indications for ABPM, there is no comprehensive guideline dealing with all aspects of the technique. It was agreed at a consensus meeting on ABPM in Milan in 2011 that the 34 attendees should prepare a comprehensive position paper on the scientific evidence for ABPM.This position paper considers the historical background, the advantages and limitations of ABPM, the threshold levels for practice, and the cost-effectiveness of the technique. It examines the need for selecting an appropriate device, the accuracy of devices, the additional information and indices that ABPM devices may provide, and the software requirements.At a practical level, the paper details the requirements for using ABPM in clinical practice, editing considerations, the number of measurements required, and the circumstances, such as obesity and arrhythmias, when particular care needs to be taken when using ABPM.The clinical indications for ABPM, among which white-coat phenomena, masked hypertension, and nocturnal hypertension appear to be prominent, are outlined in detail along with special considerations that apply in certain clinical circumstances, such as childhood, the elderly and pregnancy, and in cardiovascular illness, examples being stroke and chronic renal disease, and the place of home measurement of blood pressure in relation to ABPM is appraised.The role of ABPM in research circumstances, such as pharmacological trials and in the prediction of outcome in epidemiological studies is examined and finally the implementation of ABPM in practice is considered in relation to the issue of reimbursement in different countries, the provision of the technique by primary care practices, hospital clinics and pharmacies, and the growing role of registries of ABPM in many countries.

Reaction paper : what? why? how?

Abstract

Paper 4: EUROCAT statistical monitoring: identification and investigation of ten year trends of congenital anomalies in Europe.

BACKGROUND: As part of EUROCAT's surveillance of congenital anomalies in Europe, a statistical monitoring system has been developed to detect recent clusters or long-term (10 year) time trends. The purpose of this article is to describe the system for the identification and investigation of 10-year time trends, conceived as a "screening" tool ultimately leading to the identification of trends which may be due to changing teratogenic factors.METHODS: The EUROCAT database consists of all cases of congenital anomalies including livebirths, fetal deaths from 20 weeks gestational age, and terminations of pregnancy for fetal anomaly. Monitoring of 10-year trends is performed for each registry for each of 96 non-independent EUROCAT congenital anomaly subgroups, while Pan-Europe analysis combines data from all registries. The monitoring results are reviewed, prioritized according to a prioritization strategy, and communicated to registries for investigation. Twenty-one registries covering over 4 million births, from 1999 to 2008, were included in monitoring in 2010.CONCLUSIONS: Significant increasing trends were detected for abdominal wall anomalies, gastroschisis, hypospadias, Trisomy 18 and renal dysplasia in the Pan-Europe analysis while 68 increasing trends were identified in individual registries. A decreasing trend was detected in over one-third of anomaly subgroups in the Pan-Europe analysis, and 16.9% of individual registry tests. Registry preliminary investigations indicated that many trends are due to changes in data quality, ascertainment, screening, or diagnostic methods. Some trends are inevitably chance phenomena related to multiple testing, while others seem to represent real and continuing change needing further investigation and response by regional/national public health authorities.

Envelliment actiu: el paper del psicogerontòleg. Contribucions de l' educació emocional

Aquest treball es basa en les pràctiques realitzades dins del marc del Màster en Envelliment Actiu de la Universitat de Vic. L’objectiu d’aquestes pràctiques era doble: per una banda, aprofundir en el coneixement del rol del psicogerontòleg en un centre sociosanitari d’atenció a la gent gran i, per l’altra, elaborar, aplicar i avaluar una intervenció per fomentar l’envelliment actiu. És a dir, es pretenia donar cobertura a les dues grans àrees d’intervenció a les quals ha de fer front el psicogerontòleg en l’actualitat, com veurem més endavant, i que són: l’atenció a la dependència i la promoció de l’envelliment actiu, tenint en compte que aquesta darrera suposa la prevenció de la malaltia i la discapacitat i la maximització del benestar i la qualitat de vida en la vellesa.

Conversions per rumba: L'extensió del pentecostalisme entre els gitanos catalans i el paper de les pràctiques musicals

Malgrat que el pentecostalisme gitano censura les pràctiques musicals no dedicades a l'adoració divina, una aproximació històrica i etnogràfica al cas dels gitanos catalans posa de manifest diverses transferències entre el fenomen sociomusical de la rumba catalana i aquest moviment evangèlic. Per resseguir aquestes continuïtats i influències mútues l'article parteix d'una concepció de les conversions religioses com a processos col·lectius i negociats que cal situar en els seus contextos històrics, per la qual cosa es perfila el paisatge social gitanocatalà previ i contemporani a l'extensió del pentecostalisme entre aquests grups de població, des dels anys 80 fins a l'actualitat, exposant alguns dels factors que han possibilitat aquest fenomen. Seguidament s'examina el paper que la rumba catalana -les seves pràctiques, els seus artistes i protagonistes, la seva trajectòria històrica, les seves funcions socials, els seus significats- juga en la incorporació de l'evangelisme pentecostal als contextos socials gitanocatalans.

Hydrologic Simulations of the Maquoketa River Watershed Using SWAT Working Paper 09-WP 49,June 2009

This paper describes the application of the Soil and Water Assessment Tool (SWAT) model to the Maquoketa River watershed, located in northeast Iowa. The inputs to the model were obtained from the Environmental Protection Agency’s geographic information/database system called Better Assessment Science Integrating Point and Nonpoint Sources (BASINS). Climatic data from six weather stations located in and around the watershed, and measured streamflow data from a U.S. Geological Survey gage station at the watershed outlet were used in the sensitivity analysis of SWAT model parameters as well as its calibration and validation for watershed hydrology and streamflow. A sensitivity analysis was performed using an influence coefficient method to evaluate surface runoff and base flow variations in response to changes in model input hydrologic parameters. The curve number, evaporation compensation factor, and soil available water capacity were found to be the most sensitive parameters among eight selected parameters when applying SWAT to the Maquoketa River watershed. Model calibration, facilitated by the sensitivity analysis, was performed for the period 1988 through 1993, and validation was performed for 1982 through 1987. The model performance was evaluated by well-established statistical methods and was found to explain at least 86% and 69% of the variability in the measured stream flow data for the calibration and validation periods, respectively. This initial hydrologic modeling analysis will facilitate future applications of SWAT to the Maquoketa River watershed for various watershed analysis, including water quality.

International Standardisation and Local Participatory Dynamics : The INTERNORM Project

This paper presents a pilot project (INTERNORM) funded by the University of Lausanne (2010 - 2013) to support the involvement of civil society organisations (CSO) in international standard setting bodies such as the ISO. It analyses how a distinct participatory mechanism can influence the institutional environment of technical diplomacy in which standards are shaped. The project is an attempt to respond to the democratic deficit attested in the field of international standardisation, formally open to civil society participation, but still largely dominated by expert knowledge and market players. Many international standards have direct implications on society as a whole, but CSOs (consumers and environmental associations, trade unions) are largely under-represented in negotiation arenas. The paper draws upon international relations literature on new institutional forms in global governance and studies of participation in science and technology. It argues that there are significant limitations to the rise of civil society participation in such global governance mechanisms. The INTERNORM project has been designed as a platform of knowledge exchange between CSO and academic experts, with earmarked funding and official membership to a national standardisation body. But INTERNORM cannot substitute for a long- established lack of resources in time, money and expertise of CSOs. Despite high entry costs into technical diplomacy, participation thus appears as less a matter of upstream engagement, or of procedure only, than of dedicated means to shift the geometry of actors and the framing of socio-technical change.

Les set vides del paper: formats de presentació i models de distribució en línia dels treballs publicats en revistes científiques digitals

Study of the publication models and the means of accessing scientific literature in the current environment of digital communication and the web. The text introduces the concept of journal article as a well-defined and stable unit within the publishing world, and as a nucleus on which professional and scholarly communication has been based since its beginnings in the 17th century. The transformation of scientific communication that the digital world has enabled is analysed. Descriptions are provided of some of the practices undertaken by authors, research organisations, publishers and library-related institutions as a response to the new possibilities being unveiled for articles, both as products as well as for their creation and distribution processes. These transformations affect the very nature of articles as a minimal unit -both unique and stable- of scientific communication. The article concludes by noting that under varying documentary forms of publisher aggregation and bibliographic control -sometimes simultaneously and, even, apparently contradictory- there flourishes a more pluralistic type of scientific communication. This pluralism offers: more possibilities for communication among authors; fewer levels of intermediaries such as agents that intervene and provide added value to the products; greater availability for users both economically speaking and from the point of view of access; and greater interaction and wealth of contents, thanks to the new hypertext and multimedia possibilities.

Consumer Advisory Bulletin, Wire Fraud Targets Your Mind & Your Money!, September 2010

The Attorney General’s Consumer Protection Division receives hundreds of calls and consumer complaints every year. Follow these tips to avoid unexpected expense and disappointments. This record is about: Wire Fraud Targets Your Mind & Your Money