Testing the bivariate distribution of daily equity returns using copulas: an application to the Spanish stock market

In this paper we deal with the identification of dependencies between time series of equity returns. Marginal distribution functions are assumed to be known, and a bivariate chi-square test of fit is applied in a fully parametric copula approach. Several families of copulas are fitted and compared with Spanish stock market data. The results show that the t-copula generally outperforms other dependence structures, and highlight the difficulty in adjusting a significant number of bivariate data series

Ammonium chloride as nitrogen source in sugarcane harvested without burning

The great difficulty of incorporation of N fertilizers into the "green sugarcane" system causes concern and since urea is the most commonly used source, there is the risk of loosing NH3 through volatilization. For this reason, a field experiment was undertaken (in a Hapludox Typic) with the objective of evaluating the agronomic efficiency of ammonium chloride on stubble of the second ratoon (SP89 1115), as well as its residual effect on the subsequent cycle (third ratoon). The experimental design was randomized blocks with four replications. Treatments consisted of three N rates (60, 120 and 180 kg ha-1 N) in the form of NH4Cl, in addition to a control treatment without the addition of N fertilizer. The ratoon cane of the second cutting was harvested in November 2006 and the treatments were applied in December 2006. The second ratoon was harvested mechanically in November 2007 and in December 2007, 450 kg ha-1 of the NPK mixture 20-05-19 was applied, providing 90, 22 and 86 kg ha-1 N, P2O5 and K2O, respectively, for the purpose of evaluating the effect of residual-N from the treatments implanted in December 2006. An increase in the rates of N-NH4Cl had a positive effect on the leaf concentrations of P, Mg and S. Stalk yield (MSS - Mg ha-1 of sugarcane stalks) and sugar (MSH - Mg ha-1 of sucrose) in the November 2006 harvest responded linearly to the increase of N doses in the form of NH4Cl. In relation to the effect of residual-N in the 2007/2008 harvest, it was observed, in general, that the concentrations of macronutrients in the sugarcane leaf +1 were within the range considered adequate in the state of São Paulo, Brazil. The residual-N of the NH4Cl doses resulted in a significant reduction in stalk (MSS) and sugar (MSH) production. It may be concluded that the NH4Cl source at a dose of 120 kg ha-1 N in ratoon fertilization of the second cutting was agronomically efficient, presenting, however, less efficiency of residual-N in the subsequent cycle.

Trauma et mémoire - quand la douleur infiltre le corps et l'âme: un regard sur les toxicodépendances graves

This article describes the long-lasting psychological after-effects of a traumatic experience. There is growing lmowledge of the biomedical underpinnings of these phenomena: the underlying mechanisms belong to an implicit learning process whereby the victim remains under the influence of painful past experiences. One of these mechanisms concerns the development of a traumatic bonding which Iioticeably impedes the establishment of interpersona! relationships. The other mechanism, called "contextualisation deficit", is the difficulty of adjusting a person's emotional and behavioural reactivity to the context of present day !ife. This capacity of a traumatic experience to become incrusted long-termina human being's mind, and to haunt the victim with various forms of psychological and physical suffering, can be compared with the presence of a tumour or an abscess in somatic medicine. Th us, severe drug addiction can be conceptualised as a disorder in which the patient tries - in most cases ineffectively - to soothe the pain of today's world in cmmection with the trauma of the past. In conclusion, this article urges the development of psychiatrie care programmes which operate at the centre of the suffering encountered by the se patients, as a complement to the already well-established offers such as harm reduction, substitution therapy and social support.

Interaction analysis and psychology: A dialogical perspective

Interaction analysis is not a prerogative of any discipline in social sciences. It has its own history within each disciplinary field and is related to specific research objects. From the standpoint of psychology, this article first draws upon a distinction between factorial and dialogical conceptions of interaction. It then briefly presents the basis of a dialogical approach in psychology and focuses upon four basic assumptions. Each of them is examined on a theoretical and on a methodological level with a leading question: to what extent is it possible to develop analytical tools that are fully coherent with dialogical assumptions? The conclusion stresses the difficulty of developing methodological tools that are fully consistent with dialogical assumptions and argues that there is an unavoidable tension between accounting for the complexity of an interaction and using methodological tools which necessarily "monologise" this complexity.

Dermoscopy of acral melanoma: a multicenter study on behalf of the international dermoscopy society.

Background: Most studies on dermoscopy of acral lesions were conducted in Asian populations. In this study, we analyzed these features in a predominantly Caucasian population. Objective: Estimate the prevalence of dermoscopic features in acral lesions, and assess their level of agreement between observers. Methods: In this retrospective multicenter study, 167 acral lesions (66 melanomas) were evaluated for 13 dermoscopic patterns by 26 physicians, via a secured Internet platform. Results: Parallel furrow pattern, bizarre pattern, and diffuse pigmentation with variable shades of brown had the highest prevalence. The agreement for lesion patterns between physicians was variable. Agreement was dependent on the level of diagnostic difficulty. Conclusion: Lesions with a diameter >1 cm were more likely to be melanoma. We found as well that a benign pattern can be seen in parts of melanomas. For this reason one should evaluate an acral lesion for the presence of malignant patterns first. © 2013 S. Karger AG, Basel.

Dépistage des cancers en pratique clinique: une place privilégiée pour le partage de la décision. [Cancer screening in clinical practice: the value of shared decision-making]

Shared decision-making approach to uncertain clinical situations such as cancer screening seems more appropriate than ever. Shared decision making can be defined as an interactive process where physician and patient share all the stages of the decision making process. For patients who wish to be implicated in the management of their health conditions, physicians might express difficulty to do so. Use of patient decision aids appears to improve such process of shared decision making. L'incertitude quant à l'efficacité de certains dépistages de cancers et du traitement en cas de test positif rend l'application du partage de la décision particulièrement appropriée. Le concept du partage de la décision peut être défini comme un processus interactif où le médecin et le patient partagent les étapes du processus de décision. Face aux patients qui désirent être impliqués dans les décisions concernant leur santé, les médecins peinent parfois à le faire. Or, l'utilisation d'outils d'aide à la décision est un moyen efficace de favoriser ce partage de l'information et, si souhaité par le patient, de la décision.

Psychothérapie et psychiatrie forensique [Psychotherapy and forensic psychiatry].

Psychotherapists in the forensic field are in an uncomfortable position. The reluctance of patients to be subjected to such obligatory treatments and to face their own violence contributes to this difficult position. The mission of public safety assigned to these treatments, their assessment through risk of recidivism rather than therapeutic effectiveness as well as misconception by lawyers and authorities of what psychotherapy really is reinforce the difficulty of such a practice. However, a clarification of the nature of each type of interventions allows the establishment of viable psychotherapeutic framework adapted to penal constraints. The developments of approaches specifically tailored to prison settings as well as to sexual offenders are illustrations of this point.

The experience of transplantation for patients and their significant ones: A difficult encounter of two worlds

Objectives This paper reports on a longitudinal qualitative study exploring concerns of 60 patients before and after transplantation. Methods Semi-structured interviews were conducted without time constraints in a protected space out of the hospital. Qualitative analysis was performed. Results Prior to transplantation, all patients talked freely about negative feelings, stigmatisation, being misunderstood by others, loneliness and culpability caused by increasing physical dependency or abandoned roles. They mentioned alternative ways to cope (magic, spirituality), and even expressed their right to let go. In a subset of 13 patients, significant ones allowed themselves in the interview, or were integrated on the request of the patients. In this modified setting, two illness-worlds were confronted. If common themes were mentioned (e.g., modified life plans, restricted space, physical and psychological barriers), they were experienced differently. Fear of transplantation or guilt towards the donors was overtly expressed, often for the first time. Mutual hiding of anxiety in order to protect loved ones or to prevent loss of control was disclosed. The significant ones talked about accumulated stress and exhaustion related to the physical degradation of the patient, fear of the unpredictable evolution of illness and financial problems, and stressed their difficulty to adapt adequately to the fluctuating state of the patient. After transplantation, other themes emerged, where difficulty in disclosure was observed: intensive care and near death experiences, being a transplanted person, debt to the donor and his/her family, fear of rejection. Conclusions With the self-imposed strategy of hiding concerns to protect one another, a discrepancy between two illness-worlds was created. When concerns were confronted during the interviews, a new mutual understanding emerged. Patients and their families stated the need for sharing concerns in the course of illness.

Water percolation estimated with time domain reflectometry (TDR) in drainage lysimeters

Due to the difficulty of estimating water percolation in unsaturated soils, the purpose of this study was to estimate water percolation based on time-domain reflectometry (TDR). In two drainage lysimeters with different soil textures TDR probes were installed, forming a water monitoring system consisting of different numbers of probes. The soils were saturated and covered with plastic to prevent evaporation. Tests of internal drainage were carried out using a TDR 100 unit with constant dielectric readings (every 15 min). To test the consistency of TDR-estimated percolation levels in comparison with the observed leachate levels in the drainage lysimeters, the combined null hypothesis was tested at 5 % probability. A higher number of probes in the water monitoring system resulted in an approximation of the percolation levels estimated from TDR - based moisture data to the levels measured by lysimeters. The definition of the number of probes required for water monitoring to estimate water percolation by TDR depends on the soil physical properties. For sandy clay soils, three batteries with four probes installed at depths of 0.20, 0.40, 0.60, and 0.80 m, at a distance of 0.20, 0.40 and 0.6 m from the center of lysimeters were sufficient to estimate percolation levels equivalent to the observed. In the sandy loam soils, the observed and predicted percolation levels were not equivalent even when using four batteries with four probes each, at depths of 0.20, 0.40, 0.60, and 0.80 m.

Improving telecommunication security level by integrating quantum key distribution in communication protocols

Résumé La cryptographie classique est basée sur des concepts mathématiques dont la sécurité dépend de la complexité du calcul de l'inverse des fonctions. Ce type de chiffrement est à la merci de la puissance de calcul des ordinateurs ainsi que la découverte d'algorithme permettant le calcul des inverses de certaines fonctions mathématiques en un temps «raisonnable ». L'utilisation d'un procédé dont la sécurité est scientifiquement prouvée s'avère donc indispensable surtout les échanges critiques (systèmes bancaires, gouvernements,...). La cryptographie quantique répond à ce besoin. En effet, sa sécurité est basée sur des lois de la physique quantique lui assurant un fonctionnement inconditionnellement sécurisé. Toutefois, l'application et l'intégration de la cryptographie quantique sont un souci pour les développeurs de ce type de solution. Cette thèse justifie la nécessité de l'utilisation de la cryptographie quantique. Elle montre que le coût engendré par le déploiement de cette solution est justifié. Elle propose un mécanisme simple et réalisable d'intégration de la cryptographie quantique dans des protocoles de communication largement utilisés comme les protocoles PPP, IPSec et le protocole 802.1li. Des scénarios d'application illustrent la faisabilité de ces solutions. Une méthodologie d'évaluation, selon les critères communs, des solutions basées sur la cryptographie quantique est également proposée dans ce document. Abstract Classical cryptography is based on mathematical functions. The robustness of a cryptosystem essentially depends on the difficulty of computing the inverse of its one-way function. There is no mathematical proof that establishes whether it is impossible to find the inverse of a given one-way function. Therefore, it is mandatory to use a cryptosystem whose security is scientifically proven (especially for banking, governments, etc.). On the other hand, the security of quantum cryptography can be formally demonstrated. In fact, its security is based on the laws of physics that assure the unconditional security. How is it possible to use and integrate quantum cryptography into existing solutions? This thesis proposes a method to integrate quantum cryptography into existing communication protocols like PPP, IPSec and the 802.l1i protocol. It sketches out some possible scenarios in order to prove the feasibility and to estimate the cost of such scenarios. Directives and checkpoints are given to help in certifying quantum cryptography solutions according to Common Criteria.

Prevalence of patients' difficulties in swallowing solid oral dosage forms

Introduction Swallowing difficulties, or dysphagia, can occur in anyage group, although it is most common among elderly people. It canaffect patients' ability to take solid oral dosage forms, thus compromisingmedication adherence. Although literature is poor, availabledata show that prevalence in the general population ranges from 25 to60%. Prevalence in community pharmacies needs to be explored.Materials & Methods Community pharmacies were recruited from arandom selection in three Swiss states: Basel-Stadt (BS), Basel-Landschaft (BL) and Lausanne (LA). Patients' ability to swallowsolid oral medications was enquired with a semi-structured interview;the interviewer spent 4 h in each included pharmacy. Each consecutivepatient (18 years and older) entering the pharmacy with aprescription for at least 3 different solid oral forms was enrolled.Study was approved by the Lausanne ethics committee.Results Sixty pharmacies took part in the study (20 in BS, 10 in BL,30 in LA) between March and May 2010. Patient inclusion rate was77.8% (410/527). Prevalence of swallowing disorders was 22.4% (92/410). Patients with swallowing disorders were older (mean age: 67.5± 16 years vs. 63.0 ± 14 years, range 19-96; p = 0.03) and moreoften women (69.6% vs. 59.1%; Chi2 = 3.3, p = 0.04) than patientswithout swallowing disorders. They had on average 4.6 ± 2.7 drugswith a mean number of 5.5 ± 3.3 tablets or capsules to take daily,which didn't differ from the number of drugs taken by patientswithout swallowing difficulties (4.9 ± 2.5 drugs and 5.9 ± 3.5 tablets;n.s.). The difficulty was mainly related to the big size (63%) orthe quality of pill coating (rough, sticky, 14%). Twenty-one patients(37.5%) stated that their swallowing disorders resulted in nonadherence, rated as rarely (12 patients), sometimes (6 patients), veryoften (1 patient) or always (2 patients). According to patients, nopharmacist and only 2 physicians enquired about patients' swallowingissue.Discussion & Conclusion Swallowing difficulties are frequent amongpatients in community pharmacies in Switzerland with an estimatedprevalence of 22%. The problem resulted in non adherence or partialadherence in at least 35% of these patients. However, pharmacists andphysicians did not routinely inquire about the disorder. Guidelinesshould be developed for promoting systematic approaches of patientsin community pharmacies.

Experimental Method to Determine Some Physical Properties in Physics Classes

ABSTRACT Particle density, gravimetric and volumetric water contents and porosity are important basic concepts to characterize porous systems such as soils. This paper presents a proposal of an experimental method to measure these physical properties, applicable in experimental physics classes, in porous media samples consisting of spheres with the same diameter (monodisperse medium) and with different diameters (polydisperse medium). Soil samples are not used given the difficulty of working with this porous medium in laboratories dedicated to teaching basic experimental physics. The paper describes the method to be followed and results of two case studies, one in monodisperse medium and the other in polydisperse medium. The particle density results were very close to theoretical values for lead spheres, whose relative deviation (RD) was -2.9 % and +0.1 % RD for the iron spheres. The RD of porosity was also low: -3.6 % for lead spheres and -1.2 % for iron spheres, in the comparison of procedures – using particle and porous medium densities and saturated volumetric water content – and monodisperse and polydisperse media.

A quantitative test of Hamilton's rule for the evolution of altruism.

The evolution of altruism is a fundamental and enduring puzzle in biology. In a seminal paper Hamilton showed that altruism can be selected for when rb - c > 0, where c is the fitness cost to the altruist, b is the fitness benefit to the beneficiary, and r is their genetic relatedness. While many studies have provided qualitative support for Hamilton's rule, quantitative tests have not yet been possible due to the difficulty of quantifying the costs and benefits of helping acts. Here we use a simulated system of foraging robots to experimentally manipulate the costs and benefits of helping and determine the conditions under which altruism evolves. By conducting experimental evolution over hundreds of generations of selection in populations with different c/b ratios, we show that Hamilton's rule always accurately predicts the minimum relatedness necessary for altruism to evolve. This high accuracy is remarkable given the presence of pleiotropic and epistatic effects as well as mutations with strong effects on behavior and fitness (effects not directly taken into account in Hamilton's original 1964 rule). In addition to providing the first quantitative test of Hamilton's rule in a system with a complex mapping between genotype and phenotype, these experiments demonstrate the wide applicability of kin selection theory.

Telling the truth: medical students' progress with an ethical skill.

BACKGROUND: Truth-telling is a complex task requiring multiple skills in communication, understanding, and empathy. Its application in the context of breaking bad news (BBN) is distressing and problematic if conducted with insufficient skills. PURPOSE: We investigated the long-term influence of a simulated patient-based teaching intervention integrating the learning of communication skills within an ethical reflection on students' ethical attitudes towards truth-telling, perceived competence and comfort in BBN. METHODS: We followed two cohorts of medical students from the preclinical third year to their clinical rotations (fifth year). We analysed their ethical attitudes and level of comfort and competence in BBN before, after the intervention, and during clinical rotations. RESULTS: Students' ethical attitudes towards truth-telling remained stable. Students feeling uncomfortable or incompetent improved their level of perceived comfort or competence after the intervention, but those feeling comfortable or competent became more aware of the difficulty of the situation, and consequently decreased their level of comfort and competence. CONCLUSIONS: Confronting students with a realistic situation and integrating the practice of communication skills within an ethical reflection may be effective in maintaining ethical attitudes towards truth-telling, in developing new skills and increasing awareness about the difficulty and challenges of a BBN situation.

Mathematics in Catalonia: 1996-2002

The aim of this article is to present the main conclusions of the Report on research in Catalonia for the area of mathematics**. The report was prepared by Joaquim Bruna, Marta Sanz, Joan de Solà-Morales and the author of this text, and published by the Institute for Catalan Studies in 1998. In the report, scientific activity in the area of mathematics was measured essentially by examining two parameters: papers published in specialised journals and doctoral theses read. It should be recognised that a considerable amount of activity in the field of mathematics consists of applying existing knowledge to the resolution of practical technological problems that arise in particular companies. This kind of scientific activity was not measured in any way in the report due to the difficulty of obtaining objective data. This article is divided into the following sections: human resources, scientific production, funding, research publications, research centres, and conclusions.