Transformation kernel density estimation of actuarial loss functions

[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. Utilitzant una transformació basada en la distribució de probabilitat Beta l’elecció del paràmetre de finestra és molt directa. Es presenta una aplicació a dades d’assegurances i es mostra com calcular el Valor en Risc.

Synchronizability of EEG-Based Functional Networks in Early Alzheimer's Disease.

Recently graph theory and complex networks have been widely used as a mean to model functionality of the brain. Among different neuroimaging techniques available for constructing the brain functional networks, electroencephalography (EEG) with its high temporal resolution is a useful instrument of the analysis of functional interdependencies between different brain regions. Alzheimer's disease (AD) is a neurodegenerative disease, which leads to substantial cognitive decline, and eventually, dementia in aged people. To achieve a deeper insight into the behavior of functional cerebral networks in AD, here we study their synchronizability in 17 newly diagnosed AD patients compared to 17 healthy control subjects at no-task, eyes-closed condition. The cross-correlation of artifact-free EEGs was used to construct brain functional networks. The extracted networks were then tested for their synchronization properties by calculating the eigenratio of the Laplacian matrix of the connection graph, i.e., the largest eigenvalue divided by the second smallest one. In AD patients, we found an increase in the eigenratio, i.e., a decrease in the synchronizability of brain networks across delta, alpha, beta, and gamma EEG frequencies within the wide range of network costs. The finding indicates the destruction of functional brain networks in early AD.

Static dipole polarizability of alkali-metal clusters: Electronic exchange and correlation effects

Nonlocal approximations for the electronic exchange and correlation effects are used to compute, within density-functional theory, the polarizability and surface-plasma frequencies of small jelliumlike alkali-metal clusters. The results are compared with those obtained using the local-density approximation and with available experimental data, showing the relevance of these effects in obtaining an accurate description of the surface response of metallic clusters.

Response of doped 4He droplets

In the framework of a finite-range density-functional theory, we compute the response of 4HeN clusters doped with a rare-gas molecule. For this purpose, the mean field for the 4He atoms, their wave functions and effective quasiparticle interaction, are self-consistently calculated for a variety of particle numbers in the cluster. The response function is then evaluated for several multipolarities in each drop and the collective states are consequently located from the peaks of the strength function. The spectra of pure droplets approach those previously extracted with a similar algorithm resorting to a zero-range density functional. The spectra of doped clusters are sensitive to the presence of the impurity and are worth a future systematic investigation.

Conceptual framework for strengthening exercises to prevent hamstring strains

High-speed running accounts for the majority of hamstring strains in many sports. The terminal swing phase is believed to be the most hazardous as the hamstrings are undergoing an active lengthening contraction in a long muscle length position. Prevention-based strength training mainly focuses on eccentric exercises. However, it appears crucial to integrate other parameters than the contraction type. Therefore, the aim of this study is to present a conceptual framework based on six key parameters (contraction type, load, range of motion, angular velocity, uni-/bilateral exercises, kinetic chain) for the hamstring's strength exercise for strain prevention. Based on the biomechanical parameters of sprinting, it is proposed to use high-load eccentric contractions. The movement should be performed at a slow to moderate angular velocity and focused at the knee joint, while the hip is kept in a large flexion position in order to reach a greater elongation stress of the hamstrings than in the terminal swing phase. In this way, we believe that, during sprinting, athletes would be better trained to brake the knee extension effectively in the whole range of motion without overstretch of the hamstrings. Finally, based on its functional application, unilateral open kinetic chain should be preferred.

Structure and energetics of mixed 4He-3He drops

Using a finite-range density functional, we have investigated the energetics and structural features of mixed helium clusters. The possibility of doping the cluster with a molecule of sulfur hexafluoride is also considered. It is seen that the repulsion introduced by the impurity strongly modifies the properties of the smallest drops. Although only a qualitative comparison is possible, the gross features displayed by our calculations are in agreement with recent experimental findings.

Transverse dipole spin modes in quantum dots

We have carried out a systematic analysis of the transverse dipole spin response of a large-size quantum dot within time-dependent current density functional theory. Results for magnetic fields corresponding to integer filling factors are reported, as well as a comparison with the longitudinal dipole spin response. As in the two-dimensional electron gas, the spin response at high-spin magnetization is dominated by a low-energy transverse mode.

Ground-state self-consistent calculation of quantum dots under magnetic fields: Addition spectrum

A density-functional self-consistent calculation of the ground-state electronic density of quantum dots under an arbitrary magnetic field is performed. We consider a parabolic lateral confining potential. The addition energy, E(N+1)-E(N), where N is the number of electrons, is compared with experimental data and the different contributions to the energy are analyzed. The Hamiltonian is modeled by a density functional, which includes the exchange and correlation interactions and the local formation of Landau levels for different equilibrium spin populations. We obtain an analytical expression for the critical density under which spontaneous polarization, induced by the exchange interaction, takes place.

From nonwetting to prewetting: The asymptotic behavior of 4He drops on alkali substrates

We investigate the spreading of 4He droplets on alkali-metal surfaces at zero temperature, within the frame of finite range density-functional theory. The equilibrium configurations of several 4HeN clusters and their asymptotic trend with increasing particle number N, which can be traced to the wetting behavior of the quantum fluid, are examined for nanoscopic droplets. We discuss the size effects inferring that the asymptotic properties of large droplets correspond to those of the prewetting film.

Integer filling facfor phases and isospin in vertical diatomic artificial molecules

Integer filling factor phases of many-electron vertically coupled diatomic artificial quantum dot molecules are investigated for different values of the interdot coupling. The experimental results are analyzed within local-spin density functional theory for which we have determined a simple lateral confining potential law that can be scaled for the different coupling regimes, and Hartree-Fock theory. Maximum density droplets composed of electrons in both bonding and antibonding or just bonding states are revealed, and interesting isospin-flip physics appears for weak interdot coupling when the systematic depopulation of antibonding states leads to changes in isospin.

Condensation of helium in nanoscopic alkali wedges at zero temperature

We present a complete calculation of the structure of liquid 4He confined to a concave nanoscopic wedge, as a function of the opening angle of the walls. This is achieved within a finite-range density functional formalism. The results here presented, restricted to alkali metal substrates, illustrate the change in meniscus shape from rather broad to narrow wedges on weak and strong alkali adsorbers, and we relate this change to the wetting behavior of helium on the corresponding planar substrate. As the wedge angle is varied, we find a sequence of stable states that, in the case of cesium, undergo one filling and one emptying transition at large and small openings, respectively. A computationally unambiguous criterion to determine the contact angle of 4He on cesium is also proposed.

Vertically coupled double quantum rings at zero magnetic field

Within local-spin-density functional theory, we have investigated the ¿dissociation¿ of few-electron circular vertical semiconductor double quantum ring artificial molecules at zero magnetic field as a function of interring distance. In a first step, the molecules are constituted by two identical quantum rings. When the rings are quantum mechanically strongly coupled, the electronic states are substantially delocalized, and the addition energy spectra of the artificial molecule resemble those of a single quantum ring in the few-electron limit. When the rings are quantum mechanically weakly coupled, the electronic states in the molecule are substantially localized in one ring or the other, although the rings can be electrostatically coupled. The effect of a slight mismatch introduced in the molecules from nominally identical quantum wells, or from changes in the inner radius of the constituent rings, induces localization by offsetting the energy levels in the quantum rings. This plays a crucial role in the appearance of the addition spectra as a function of coupling strength particularly in the weak coupling limit.