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.

Are larger and/or more symmetrical Drosophila melanogaster (Diptera, Drosophilidae) males more successful in matings in nature?

Are larger and/or more symmetrical Drosophila melanogaster (Diptera, Drosophilidae) males more successful in matings in nature? Sexual selection in Drosophila melanogaster, related to body size and fluctuating asymmetry in wing length and number of sex comb teeth in males, was tested in natural conditions. Males collected in copula were significantly larger than those collected as a single, while no difference in mean number of sex comb teeth between copulating and single males was observed. On the other hand, single males had greater asymmetry both for wing length and number of sex comb teeth than their mating counterparts. It looks like that symmetry of these bilateral traits also may play a role in sexual selection in this dipteran species in nature.

Theimpact of industry collaboration on research: Evidence from engineering academics in the UK

We study the impact of university-industry research collaborations on academicoutput, in terms of productivity and direction of research. We report findings froma longitudinal dataset on all the researchers from the engineering departments inthe UK in the last 20 years. We control for the endogeneity caused by the dynamicnature of research and the existence of reverse causality. Our results indicate thatresearchers with industrial links publish significantly more. Productivity, though,is higher for low levels of industry involvement. Moreover, growing ties with theindustry skew research towards a more applied approach.

Mastectomy, body deconstruction, and impact on identity: a qualitative study.

Objectives This qualitative study aims at understanding the consequences of body deconstruction through mastectomy on corporality and identity in women with breast cancer. Design Nineteen women were contacted through the hospital. All had to undergo mastectomy. Some were offered immediate breast reconstruction, others, because of cancer treatments, had no planned reconstruction. A qualitative reflexive methodological background was chosen. Method Women were invited to participate in three semi-structured interviews, one shortly before or after mastectomy, and the other interviews later in their illness courses, after surgery. All interviews were transcribed verbatim. Thematic analysis was performed. The analysis of the first interview of each woman is presented in this article. Results Mastectomy provokes a painful experience of body deconstruction. Even when immediate reconstruction is proposed, contrasted feelings and dissonance are expressed when comparing the former healthy body to the present challenged body entity. Body transformations are accompanied with experiences of mutilation, strangeness, and modify the physical, emotional social, symbolic and relational dimensions of the woman's gendered identity. Although the opportunity of breast reconstruction is seen as a possible recovery of a lost physical symmetry and body integrity, grieving the past body and integrating a new corporality leads to a painful identity crisis. Conclusion With mastectomy, the roots of the woman's identity are challenged, leading to a re-evaluation of her existential values. The consequences of mastectomy transform the woman's corporality and embodiment, and question her identity. Psychological support is discussed in the perspective of our results.

Maximum-likelihood estimation of specific differential phase and attenuation in rain

Precise estimation of propagation parameters inprecipitation media is of interest to improve the performanceof communications systems and in remote sensing applications.In this paper, we present maximum-likelihood estimators ofspecific attenuation and specific differential phase in rain. Themodel used for obtaining the cited estimators assumes coherentpropagation, reflection symmetry of the medium, and Gaussianstatistics of the scattering matrix measurements. No assumptionsabout the microphysical properties of the medium are needed.The performance of the estimators is evaluated through simulateddata. Results show negligible estimators bias and variances closeto Cramer–Rao bounds.

Solving ambiguities in contig assembly of Idiomarina loihiensis L2TR chromosome by in silico analyses.

Nucleotide composition analyses of bacterial genomes such as cumulative GC skew highlight the atypical, strongly asymmetric architecture of the recently published chromosome of Idiomarina loihiensis L2TR, suggesting that an inversion of a 600-kb chromosomal segment occurred. The presence of 3.4-kb inverted repeated sequences at the borders of the putative rearrangement supports this hypothesis. Reverting in silico this segment restores (1) a symmetric chromosome architecture; (2) the co-orientation of transcription of all rRNA operons with DNA replication; and (3) a better conservation of gene order between this chromosome and other gamma-proteobacterial ones. Finally, long-range PCRs encompassing the ends of the 600-kb segment reveal the existence of the reverted configuration but not of the published one. This demonstrates how cumulative nucleotide-skew analyses can validate genome assemblies.

Good practice in authoring manuscripts on geomorphology

This article aims to help potential authors of geomorphological articles to get their work published. It identifies the basic characteristics of a good manuscript in geomorphology in terms of: (a) originality and significance; and (b) rigour. It uses these characteristics to define how an author should structure a conventional' manuscript in geomorphology by successfully identifying and justifying the motivation for the research; clearly and fully explaining the methods used; and presenting and discussing the results obtained. The article considers the importance of published literature in sustaining all elements of a manuscript in geomorphology. It also presents the natural symmetry that should exist between parts of a manuscript. These practical elements regarding the form and content of a manuscript are then developed through: (a) flagging some of the common mistakes made by authors drawing upon my experience as Managing Editor of the journal Earth Surface Processes and Landforms; (b) discussing the ethical and legal issues, including plagiarism, that relate to manuscript submission; (c) exploring the review process from the perspective of an author, including guidance on how best to respond to review comments in revising a manuscript. Copyright (c) 2013 John Wiley & Sons, Ltd.

Fat oxidation kinetics during exercise in obese individuals

Introduction An impaired ability to oxidize fat may be a factor in the obesity's aetiology (3). Moreover, the exercise intensity (Fatmax) eliciting the maximal fat oxidation rate (MFO) was lower in obese (O) compared with lean (L) individuals (4). However, difference in fat oxidation rate (FOR) during exercise between O and L remains equivocal and little is known about FORs during high intensities (>60% ) in O compared with L. This study aimed to characterize fat oxidation kinetics over a large range of intensities in L and O. Methods 12 healthy L [body mass index (BMI): 22.8±0.4] and 16 healthy O men (BMI: 38.9±1.4) performed submaximal incremental test (Incr) to determine whole-body fat oxidation kinetics using indirect calorimetry. After a 15-min resting period (Rest) and 10-min warm-up at 20% of maximal power output (MPO, determined by a maximal incremental test), the power output was increased by 7.5% MPO every 6-min until respiratory exchange ratio reached 1.0. Venous lactate and glucose and plasma concentration of epinephrine (E), norepinephrine (NE), insulin and non-esterified fatty acid (NEFA) were assessed at each step. A mathematical model (SIN) (1), including three variables (dilatation, symmetry, translation), was used to characterize fat oxidation (normalized by fat-free mass) kinetics and to determine Fatmax and MFO. Results FOR at Rest and MFO were not significantly different between groups (p≥0.1). FORs were similar from 20-60% (p≥0.1) and significantly lower from 65-85% in O than in L (p≤0.04). Fatmax was significantly lower in O than in L (46.5±2.5 vs 56.7±1.9 % respectively; p=0.005). Fat oxidation kinetics was characterized by similar translation (p=0.2), significantly lower dilatation (p=0.001) and tended to a left-shift symmetry in O compared with L (p=0.09). Plasma E, insulin and NEFA were significantly higher in L compared to O (p≤0.04). There were no significant differences in glucose, lactate and plasma NE between groups (p≥0.2). Conclusion The study showed that O presented a lower Fatmax and a lower reliance on fat oxidation at high, but not at moderate, intensities. This may be linked to a: i) higher levels of insulin and lower E concentrations in O, which may induce blunted lipolysis; ii) higher percentage of type II and a lower percentage of type I fibres (5), and iii) decreased mitochondrial content (2), which may reduce FORs at high intensities and Fatmax. These findings may have implications for an appropriate exercise intensity prescription for optimize fat oxidation in O. References 1. Cheneviere et al. Med Sci Sports Exerc. 2009 2. Holloway et al. Am J Clin Nutr. 2009 3. Kelley et al. Am J Physiol. 1999 4. Perez-Martin et al. Diabetes Metab. 2001 5. Tanner et al. Am J Physiol Endocrinol Metab. 2002

Measurement and simulation of anisotropy in the Infrared and Raman spectra of beta-FeSi2 single crystals

In this paper we show that the orthorhombic phase of FeSi2 (stable at room temperature) displays a sizable anisotropy in the infrared spectra, with minor effects in the Raman data too. This fact is not trivial at all, since the crystal structure corresponds to a moderate distortion of the fluorite symmetry. Our analysis is carried out on small single crystals grown by flux transport, through polarization-resolved far-infrared reflectivity and Raman measurements. Their interpretation has been obtained by means of the simulated spectra with tight-binding molecular dynamics.

Fat oxidation kinetics : effect of exercise

ABSTRACT Fat oxidation kinetics: effect of exercise. During graded exercise, absolute whole body fat oxidation rates increase from low to moderate intensities, and then markedly decline at high intensities, implying an exercise intensity (Fatmax) at which the fat oxidation rate is maximal (MFO). The main aim of the present work was to examine the effect of exercise on whole body fat oxidation kinetics. For this purpose, a sinusoidal mathematical model (SIN) has been developped in the first study to provide an accurate description of the shape of fat oxidation kinetics during graded exercise, represented as a function of exercise intensity, and to determine Fatmax and MFO. The SIN model incorporates three independent variables (i.e., dilatation, symmetry, and translation) that correspond to main expected modulations of the basic fat oxidation curve because of factors such as mode of exercise or training status. The results of study 1 showed that the SIN model was a valuable tool to determine Fatmax and MFO, and to precisely characterize and quantify the different shape of fat oxidation kinetics through its three variables. The effectiveness of the SIN model to detect differences in fat oxidation kinetics induced by a specific factor was then confirmed in the second study, which quantitatively described and compared fat oxidation kinetics in two different popular modes of exercise: running and cycling. It was found that the mean fat oxidation kinetics during running was characterized by a greater dilatation and a rightward asymmetry compared with the symmetric parabolic curve in cycling. In the two subsequent studies, the effect of a prior endurance exercise of different intensities and durations on whole body fat oxidation kinetics was examined. Study 3 determined the impact of a 1-h continuous exercise bout at an exercise intensity corresponding to Fatmax on fat oxidation kinetics during a subsequent graded test, while study 4 investigated the effect of an exercise leading to a more pronounced muscle glycogen depletion. The results of these two latter studies showed that fat oxidation rates, MFO, and Fatmax were enhanced following endurance exercise, but were increased to a greater extent with a more severe mucle glycogen depletion, inducing therefore modifications in the postexercise fat oxidation kinetics (i.e., greater dilatation and rightward asymmetry). In perspective, further studies have been suggested 1) to assess physiological meaning of the three independent variables of the SIN model; and 2) to compare the effect of two different training programs on fat oxidation kinetics in obese subjects.

Aggregate monotonic stable single-valued solutions for cooperative games

[cat] En aquest treball caracteritzem les solucions puntuals de jocs cooperatius d'utilitat transferible que compleixen selecció del core i monotonia agregada. També mostrem que aquestes dues propietats són compatibles amb la individualitat racional, la propietat del jugador fals i la propietat de simetria. Finalment, caracteritzem les solucions puntuals que compleixen les cinc propietats a l'hora.

On the consequences of misspecifing assumptions concerning residuals distribution in a repeated measures and nonlinear mixed modelling context

In this paper we describe the results of a simulation study performed to elucidate the robustness of the Lindstrom and Bates (1990) approximation method under non-normality of the residuals, under different situations. Concerning the fixed effects, the observed coverage probabilities and the true bias and mean square error values, show that some aspects of this inferential approach are not completely reliable. When the true distribution of the residuals is asymmetrical, the true coverage is markedly lower than the nominal one. The best results are obtained for the skew normal distribution, and not for the normal distribution. On the other hand, the results are partially reversed concerning the random effects. Soybean genotypes data are used to illustrate the methods and to motivate the simulation scenarios

Critical behavior of a system with orientational and positional degrees of freedom: A Monte Carlo simulation study

The critical behavior of a system constituted by molecules with a preferred symmetry axis is studied by means of a Monte Carlo simulation of a simplified two-dimensional model. The system exhibits two phase transitions, associated with the vanishing of the positional order of the center of mass of the molecules and with the orientational order of the symmetry axis. The evolution of the order parameters and the specific heat is also studied. The transition associated with the positional degrees of freedom is found to change from a second-order to a first-order behavior when the two phase transitions are close enough, due to the coupling with the orientational degrees of freedom. This fact is qualitatively compared with similar results found in pure liquid crystals and liquid-crystal mixtures.

Are the light-harvesting I complexes from Rhodospirillum rubrum arranged around the reaction centre in a square geometry?

The basic photosynthetic unit containing the reaction centre and the light-harvesting I complex (RC-LHI) of the purple non-sulphur bacterium Rhodospirillum rubrum was purified and reconstituted into two-dimensional (2D) membrane crystals. Transmission electron microscopy using conventional techniques and cryoelectron microscopy of the purified single particles and of 2D crystals yielded a projection of the RC-LHI complex at a resolution of at least 1.6 nm. In this projection the LHI ring appears to have a square symmetry and packs in a square crystal lattice. The square geometry of the LHI ring was observed also in images of single isolated particles of the RC-LHI complex. However, although the LHI units are packed identically within the crystal lattice, a new rotational analysis developed here showed that the reaction centres take up one of four possible orientations within the ring. This fourfold disorder supports our interpretation of a square ring symmetry and suggests that a hitherto undetected component may be present within the photosynthetic unit.