Line-fitting method of model order reduction for elastic multibody systems

Magdeburg, Univ., Fak. für Maschinenbau, Diss., 2015

Are one factor logarithmic volatility models useful to fit the features of financial data? An application to microsoft data.

This paper provides empirical evidence that continuous time models with one factor of volatility, in some conditions, are able to fit the main characteristics of financial data. It also reports the importance of the feedback factor in capturing the strong volatility clustering of data, caused by a possible change in the pattern of volatility in the last part of the sample. We use the Efficient Method of Moments (EMM) by Gallant and Tauchen (1996) to estimate logarithmic models with one and two stochastic volatility factors (with and without feedback) and to select among them.

Quantitative method of viral pollution determination for large volume of water using ferric hydroxide gel impregnated on the surface of glassfibre cartridge

Quantitative method of viral pollution determination for large volume of water using ferric hydroxide gel impregnated on the surface of glassfibre cartridge filter. The use of ferric hydroxide gel, impregnated on the surface of glassfibre cartridge filter enable us to recover 62.5% of virus (Poliomylitis type I, Lsc strain) exsogeneously added to 400 liters of tap-water. The virus concentrator system consists of four cartridge filters, in which the three first one are clarifiers, where the contaminants are removed physically, without significant virus loss at this stage. The last cartridge filter is impregnated with ferric hydroxide gel, where the virus is adsorbed. After the required volume of water has been processed, the last filter is removed from the system and the viruses are recovered from the gel, using 1 liter of glycine/NaOH buffer, at pH 11. Immediately the eluate is clarified through series of cellulose acetate membranes mounted in a 142mm Millipore filter. For the second step of virus concentration, HC1 1N is added slowly to the eluate to achieve pH 3.5-4. MgC1, is added to give a final concentration of 0.05M and the viruses are readsorbed on a 0.45 , porosity (HA) cellulose acetate membrane, mounted in a 90 mm Millipore filter. The viruses are recovered using the same eluent plus 10% of fetal calf serum, to a final volume of 3 ml. In this way, it was possible to concentrate virus from 400 liters of tap-water, into 1 liter in the first stage of virus concentration and just to 3 ml of final volume in a second step. The efficiency, simplicity and low operational cost, provded by the method, make it feasible to study viral pollution of recreational and tap-water sources.

A rapid, reliable method of evaluating growth and viability of intraerythrocytic protozoan hemoparasites using fluorescence flow cytometry

Fluorescence flow cytometry was employed to assess the potential of a vital dye, hydroethiedine, for use in the detection and monitoring of the viability of hemoparasites in infected erythrocytes, using Babesia bovis as a model parasite. The studies demonstrated that hydroethidine is taken up by B. bovis and metabolically converted to the DNA binding fluorochrone, ethidium. Following uptake of the dye, erythrocytes contamine viable parasites were readily distinguished and quantitated. Timed studies with the parasiticidal drug, Ganaseg, showed that it is possible to use the fluorochrome assay to monitor the effects of the drug on the rate of replication and viability of B. bovis in culture. The assay provides a rapid method for evaluation of the in vitro effect of drugs on hemoparasites and for analysis of the effect of various components of the immune response, such as lymphokines, monocyte products, antibodies, and effector cells (T, NK, LAK, ADCC) on the growth and viability of intraerythrocytic parasites.

A simplified method of stabilization and hemostasis for minimally invasive coronary artery bypass.

We describe a simple method to achieve both hemostasis and stabilization of the left anterior descending coronary artery during minimally invasive coronary artery bypass grafting. This technique allows the surgeon to perform a precise anastomosis of the left internal mammary artery to the target vessel on a beating heart.

Parameter estimation for the distribution of single cell lag times.

In Quantitative Microbial Risk Assessment, it is vital to understand how lag times of individual cells are distributed over a bacterial population. Such identified distributions can be used to predict the time by which, in a growth-supporting environment, a few pathogenic cells can multiply to a poisoning concentration level. We model the lag time of a single cell, inoculated into a new environment, by the delay of the growth function characterizing the generated subpopulation. We introduce an easy-to-implement procedure, based on the method of moments, to estimate the parameters of the distribution of single cell lag times. The advantage of the method is especially apparent for cases where the initial number of cells is small and random, and the culture is detectable only in the exponential growth phase.

Comparing deep sclerectomy with collagen implant to the new method of very deep sclerectomy with collagen implant: a single-masked randomized controlled trial.

AIM: To prospectively study the intraocular pressure (IOP) lowering effect and safety of the new method of very deep sclerectomy with collagen implant (VDSCI) compared with standard deep sclerectomy with collagen implant (DSCI). METHODS: The trial involved 50 eyes of 48 patients with medically uncontrolled primary and secondary open-angle glaucoma, randomized to undergo either VDSCI procedure (25 eyes) or DSCI procedure (25 eyes). Follow-up examinations were performed before surgery and after surgery at day 1, at week 1, at months 1, 2, 3, 6, 9, 12, 18, and 24 months. Ultrasound biomicroscopy was performed at 3 and 12 months. RESULTS: Mean follow-up period was 18.6+/-5.9 (VDSCI) and 18.9+/-3.6 (DSCI) months (P=NS). Mean preoperative IOP was 22.4+/-7.4 mm Hg for VDSCI and 20.4+/-4.4 mm Hg for DSCI eyes (P=NS). Mean postoperative IOP was 3.9+/-2.3 (VDSCI) and 6.3+/-4.3 (DSCI) (P<0.05) at day 1, and 12.2+/-3.9 (VDSCI) and 13.3+/-3.4 (DSCI) (P=NS) at month 24. At the last visit, the complete success rate (defined as an IOP of < or =18 mm Hg and a percentage drop of at least 20%, achieved without medication) was 57% in VDSCI and 62% in DSCI eyes (P=NS) ultrasound biomicroscopy at 12 months showed a mean volume of the subconjunctival filtering bleb of 3.9+/-4.2 mm3 (VDSCI) and 6.8+/-7.5 mm3 (DSCI) (P=0.426) and 5.2+/-3.6 mm3 (VDSCI) and 5.4+/-2.9 mm3 (DSCI) (P=0.902) for the intrascleral space. CONCLUSIONS: Very deep sclerectomy seems to provide stable and good control of IOP at 2 years of follow-up with few postoperative complications similar to standard deep sclerectomy with the collagen implant.

Biological markers of alcohol consumption in alcoholised drivers: Comparison of capillary electrophoresis (CZE CDT) and a direct immunoassay (N Latex CDT) with the traditional method of anion-exchange chromatography-immunoturbidimetry (%CDT TIA).

Objectives: The aim of this study was to compare specificity and sensitivity of different biological markers that can be used in a forensic field to identify potentially dangerous drivers because of their alcohol habits. Methods: We studied 280 Swiss drivers after driving while under the alcohol influence. 33 were excluded for not having CDT N results, 247 were included (218 men (88%) and 29 women (12%). Mean age was 42,4 (SD:12, min: 20 max: 76). The evaluation of the alcohol consumption concerned the month before the CDT test and was considered as such after the interview: Heavy drinkers (>3 drinks per day): 60 (32.7%), < 3 drinks per day and moderate: 127 (51.4%) 114 (46.5%), abstinent: 60 (24.3%) 51 (21%). Alcohol intake was monitored by structured interviews, self-reported drinking habits and the C-Audit questionnaire as well as information provided by their family and general practitioner. Consumption was quantified in terms of standard drinks, which contain approximately 10 grams of pure alcohol (Ref. WHO). Results: comparison between moderate (less or equal to 3 drinks per day) and excessive drinkers (more than 3 drinks) Marker ROC area 95% CI cut-off sensitivity specificity CDT TIA 0.852 0.786-0917 2.6* 0.93 LR+1.43 0.35 LR-0.192 CDT N latex 0.875 0.821-0.930 2.5* 0.66 LR+ 6.93 0.90 LR- 0.369 Asialo+disialo-tf 0.881 0.826-0.936 1.2* 0.78 LR+4.07 0.80 LR-0.268 1.7° 0.66 LR+8.9 0.93 LR-0.360 GGT 0.659 0.580-0.737 85* 0.37 LR+2.14 0.83 LR-0.764 * cut-off point suggested by the manufacturer ° cut-off point suggested by our laboratory Conclusion: With the cut-off point established by the manufacturer, CDT TIA performed poorly in term of specificity. N latex CDT and CZE CDT were better, especially if a 1.7 cut-off is used with CZE

On the impact of fundamentals, liquidity and coordination on market stability

We develop a coordination game to model interactions betweenfundamentals and liquidity during unstable periods in financial markets.We then propose a flexible econometric framework for estimationof the model and analysis of its quantitative implications. The specificempirical application is carry trades in the yen dollar market, includingthe turmoil of 1998. We find a generally very deep market, withlow information disparities amongst agents. We observe occasionallyepisodes of market fragility, or turmoil with up by the escalator, downby the elevator patterns in prices. The key role of strategic behaviorin the econometric model is also confirmed.

Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data

We propose a new econometric estimation method for analyzing the probabilityof leaving unemployment using uncompleted spells from repeated cross-sectiondata, which can be especially useful when panel data are not available. Theproposed method-of-moments-based estimator has two important features:(1) it estimates the exit probability at the individual level and(2) it does not rely on the stationarity assumption of the inflowcomposition. We illustrate and gauge the performance of the proposedestimator using the Spanish Labor Force Survey data, and analyze the changesin distribution of unemployment between the 1980s and 1990s during a periodof labor market reform. We find that the relative probability of leavingunemployment of the short-term unemployed versus the long-term unemployedbecomes significantly higher in the 1990s.