938 resultados para implied volatility function models


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Thesis (Ph.D.)--University of Washington, 2016-06

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Thesis (Ph.D.)--University of Washington, 2016-06

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Thesis (Ph.D.)--University of Washington, 2016-06

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The precise evaluation of electromagnetic field (EMF) distributions inside biological samples is becoming an increasingly important design requirement for high field MRI systems. In evaluating the induced fields caused by magnetic field gradients and RF transmitter coils, a multilayered dielectric spherical head model is proposed to provide a better understanding of electromagnetic interactions when compared to a traditional homogeneous head phantom. This paper presents Debye potential (DP) and Dyadic Green's function (DGF)-based solutions of the EMFs inside a head-sized, stratified sphere with similar radial conductivity and permittivity profiles as a human head. The DP approach is formulated for the symmetric case in which the source is a circular loop carrying a harmonic-formed current over a wide frequency range. The DGF method is developed for generic cases in which the source may be any kind of RF coil whose current distribution can be evaluated using the method of moments. The calculated EMFs can then be used to deduce MRI imaging parameters. The proposed methods, while not representing the full complexity of a head model, offer advantages in rapid prototyping as the computation times are much lower than a full finite difference time domain calculation using a complex head model. Test examples demonstrate the capability of the proposed models/methods. It is anticipated that this model will be of particular value for high field MRI applications, especially the rapid evaluation of RF resonator (surface and volume coils) and high performance gradient set designs.

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Wurst is a protein threading program with an emphasis on high quality sequence to structure alignments (http://www.zbh.uni-hamburg.de/wurst). Submitted sequences are aligned to each of about 3000 templates with a conventional dynamic programming algorithm, but using a score function with sophisticated structure and sequence terms. The structure terms are a log-odds probability of sequence to structure fragment compatibility, obtained from a Bayesian classification procedure. A simplex optimization was used to optimize the sequence-based terms for the goal of alignment and model quality and to balance the sequence and structural contributions against each other. Both sequence and structural terms operate with sequence profiles.

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Adsorption of ethylene and ethane on graphitized thermal carbon black and in slit pores whose walls are composed of graphene layers is studied in detail to investigate the packing efficiency, the two-dimensional critical temperature, and the variation of the isosteric heat of adsorption with loading and temperature. Here we used a Monte Carlo simulation method with a grand canonical Monte Carlo ensemble. A number of two-center Lennard-Jones (LJ) potential models are investigated to study the impact of the choice of potential models in the description of adsorption behavior. We chose two 2C-LJ potential models in our investigation of the (i) UA-TraPPE-LJ model of Martin and Siepmann (J. Phys. Chem. B 1998,102, 25692577) for ethane and Wick et al. (J. Phys. Chem. B 2000,104, 8008-8016) for ethylene and (ii) AUA4-LJ model of Ungerer et al. (J. Chem. Phys. 2000,112, 5499-5510) for ethane and Bourasseau et al. (J. Chem. Phys. 2003, 118, 3020-3034) for ethylene. These models are used to study the adsorption of ethane and ethylene on graphitized thermal carbon black. It is found that the solid-fluid binary interaction parameter is a function of adsorbate and temperature, and the adsorption isotherms and heat of adsorption are well described by both the UA-TraPPE and AUA models, although the UA-TraPPE model performs slightly better. However, the local distributions predicted by these two models are slightly different. These two models are used to explore the two-dimensional condensation for the graphitized thermal carbon black, and these values are 110 K for ethylene and 120 K for ethane.

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Apropos the basal ganglia, the dominant striatum and globus pallidus internus (GPi) have been hypothesised to represent integral components of subcortical language circuitry. Working subcortical language theories, however, have failed thus far to consider a role for the STN in the mediation of linguistic processes, a structure recently defined as the driving force of basal ganglia output. The aim of this research was to investigate the impact of surgically induced functional inhibition of the STN upon linguistic abilities, within the context of established models of basal ganglia participation in language. Two males with surgically induced 'lesions' of the dominant and non-dominant dorsolateral STN, aimed at relieving Parkinsonian motor symptoms, served as experimental subjects. General and high-level language profiles were compiled for each subject up to 1 month prior to and 3 months following neurosurgery, within the drug-on state (i.e., when optimally medicated). Comparable post-operative alterations in linguistic performance were observed subsequent to surgically induced functional inhibition of the left and right STN. More specifically, higher proportions of reliable decline as opposed to improvement in post-operative performance were demonstrated by both subjects on complex language tasks, hypothesised to entail the interplay of cognitive-linguistic processes. The outcomes of the current research challenge unilateralised models of functional basal ganglia organisation with the proposal of a potential interhemispheric regulatory function for the STN in the mediation of high-level linguistic processes.

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In relation to motor control, the basal ganglia have been implicated in both the scaling and focusing of movement. Hypokinetic and hyperkinetic movement disorders manifest as a consequence of overshooting and undershooting GPi (globus pallidus internus) activity thresholds, respectively. Recently, models of motor control have been borrowed to translate cognitive processes relating to the overshooting and undershooting of GPi activity, including attention and executive function. Linguistic correlates, however, are yet to be extrapolated in sufficient detail. The aims of the present investigation were to: (1) characterise cognitive-linguistic processes within hypokinetic and hyperkinetic neural systems, as defined by motor disturbances; (2) investigate the impact of surgically-induced GPi lesions upon language abilities. Two Parkinsonian cases with opposing motor symptoms (akinetic versus dystonic/dyskinetic) served as experimental subjects in this research. Assessments were conducted both prior to as well as 3 and 12 months following bilateral posteroventral pallidotomy (PVP). Reliable changes in performance (i.e. both improvements and decrements) were typically restricted to tasks demanding complex linguistic operations across subjects. Hyperkinetic motor symptoms were associated with an initial overall improvement in complex language function as a consequence of bilateral PVP, which diminished over time, suggesting a decrescendo effect relative to surgical beneficence. In contrast, hypokinetic symptoms were associated with a more stable longitudinal linguistic profile, albeit defined by higher proportions of reliable decline versus improvement in postoperative assessment scores. The above findings endorsed the integration of the GPi within cognitive mechanisms involved in the arbitration of complex language functions. In relation to models of motor control, 'focusing' was postulated to represent the neural processes underpinning lexical-semantic manipulation, and 'scaling' the potential allocation of cognitive resources during the mediation of high-level linguistic tasks. (c) 2005 Elsevier Ltd. All rights reserved.

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Background Previous work suggesting a better correlation of diastolic than systolic function with exercise capacity in heart failure may reflect the -relative insensitivity and load-dependence of ejection fraction (EF). We sought the correlation of new and more sensitive methods of quantifying systolic and diastolic function and filling pressure with functional capacity. Methods We studied 155 consecutive exercise tests on 95 patients with congestive heart failure (81 male, aged 62 +/- 10 years), who underwent resting 2-climensional echocardiography and tissue Doppler imaging before and after measurement of maximum oxygen uptake (peak VO2)Results The resting EF was 3 1 % 10% and a peak VO(2)was 13 +/- 5 mL/kg/min; the majority of these patients (80%) had an ischemic cardiornyopathy. Resting EF (r 0.14, P =.09) correlated poorly with peak VO2 and mean systolic (r = 0.23, P =.004) and diastolic tissue velocities (r 0.18, P =.02). Peak EF was weakly correlated with the mean systolic (r = 0.18, P =.02) and diastolic velocities (r = 0.16, P <.04). The mean sum of systolic and diastolic velocities in both annuli (r = 0.30, P <.001) and E/Ea ratio (r 0.31, P <.001) were better correlated with peak VO2 Prediction of peak VO2 was similar with models based on models of filling pressure (R = 0.61), systolic factors (R = 0.63), and diastolic factors (R 0.59), although a composite model of filling pressure, systolic and diastolic function was a superior predictor of peak VO2 (R 0.69; all P<.001). Conclusions The reported association of diastolic rather than systolic function with functional capacity may have reflected the limitations of EF. Functional capacity appears related not only to diastolic function, but also to systolic function and filling pressure, and is most closely associated with a combination of these factors.

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An important and common problem in microarray experiments is the detection of genes that are differentially expressed in a given number of classes. As this problem concerns the selection of significant genes from a large pool of candidate genes, it needs to be carried out within the framework of multiple hypothesis testing. In this paper, we focus on the use of mixture models to handle the multiplicity issue. With this approach, a measure of the local false discovery rate is provided for each gene, and it can be implemented so that the implied global false discovery rate is bounded as with the Benjamini-Hochberg methodology based on tail areas. The latter procedure is too conservative, unless it is modified according to the prior probability that a gene is not differentially expressed. An attractive feature of the mixture model approach is that it provides a framework for the estimation of this probability and its subsequent use in forming a decision rule. The rule can also be formed to take the false negative rate into account.

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This paper presents a new method for producing a functional-structural plant model that simulates response to different growth conditions, yet does not require detailed knowledge of underlying physiology. The example used to present this method is the modelling of the mountain birch tree. This new functional-structural modelling approach is based on linking an L-system representation of the dynamic structure of the plant with a canonical mathematical model of plant function. Growth indicated by the canonical model is allocated to the structural model according to probabilistic growth rules, such as rules for the placement and length of new shoots, which were derived from an analysis of architectural data. The main advantage of the approach is that it is relatively simple compared to the prevalent process-based functional-structural plant models and does not require a detailed understanding of underlying physiological processes, yet it is able to capture important aspects of plant function and adaptability, unlike simple empirical models. This approach, combining canonical modelling, architectural analysis and L-systems, thus fills the important role of providing an intermediate level of abstraction between the two extremes of deeply mechanistic process-based modelling and purely empirical modelling. We also investigated the relative importance of various aspects of this integrated modelling approach by analysing the sensitivity of the standard birch model to a number of variations in its parameters, functions and algorithms. The results show that using light as the sole factor determining the structural location of new growth gives satisfactory results. Including the influence of additional regulating factors made little difference to global characteristics of the emergent architecture. Changing the form of the probability functions and using alternative methods for choosing the sites of new growth also had little effect. (c) 2004 Elsevier B.V. All rights reserved.

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The estimated parameters of output distance functions frequently violate the monotonicity, quasi-convexity and convexity constraints implied by economic theory, leading to estimated elasticities and shadow prices that are incorrectly signed, and ultimately to perverse conclusions concerning the effects of input and output changes on productivity growth and relative efficiency levels. We show how a Bayesian approach can be used to impose these constraints on the parameters of a translog output distance function. Implementing the approach involves the use of a Gibbs sampler with data augmentation. A Metropolis-Hastings algorithm is also used within the Gibbs to simulate observations from truncated pdfs. Our methods are developed for the case where panel data is available and technical inefficiency effects are assumed to be time-invariant. Two models-a fixed effects model and a random effects model-are developed and applied to panel data on 17 European railways. We observe significant changes in estimated elasticities and shadow price ratios when regularity restrictions are imposed. (c) 2004 Elsevier B.V. All rights reserved.

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Mitarai [Phys. Fluids 17, 047101 (2005)] compared turbulent combustion models against homogeneous direct numerical simulations with extinction/recognition phenomena. The recently suggested multiple mapping conditioning (MMC) was not considered and is simulated here for the same case with favorable results. Implementation issues crucial for successful MMC simulations are also discussed.

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Water recovery is one of the key parameters in flotation modelling for the purposes of plant design and process control, as it determines the circulating flow and residence time in the individual process units in the plant and has a significant effect on entrainment and froth recovery. This paper reviews some of the water recovery models available in the literature, including both empirical and fundamental models. The selected models are tested using the data obtained from the experimental work conducted in an Outokumpu 3 m(3) tank cell at the Xstrata Mt Isa copper concentrator. It is found that all the models fit the experimental data reasonably well for a given flotation system. However, the empirical models are either unable to distinguish the effect of different cell operating conditions or required to determine the empirical model parameters to be derived in an existing flotation system. The model developed by [Neethling, SJ., Lee, H.T., Cilliers, J.J., 2003, Simple relationships for predicting the recovery of liquid from flowing foams and froths. Minerals Engineering 16, 1123-1130] is based on fundamental understanding of the froth structure and transfer of the water in the froth. It describes the water recovery as a function of the cell operating conditions and the froth properties which can all be determined on-line. Hence, the fundamental model can be used for process control purposes in practice. By incorporating additional models to relate the air recovery and surface bubble size directly to the cell operating conditions, the fundamental model can also be used for prediction purposes. (C) 2005 Elsevier Ltd. All rights reserved.

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Developmental vitamin D deficiency (DVD) has been shown to alter the orderly pattern of brain development. Even though the period of vitamin D deficiency is restricted to gestation this is sufficient to induce behavioural abnormalities in the adult offspring consistent with those seen in many animal models of schizophrenia. Given that some of these behavioural alterations could also be an indirect result of either impaired maternal hypothalamic pituitary axis (HPA) function (which in turn could influence maternal care) or the result of a permanent alteration in HPA function in the adult offspring we have examined HPA status in both maternal animals and adult offspring. In this study we have established that HPA function is normal in the maternally vitamin D deficient rat. We replicate the behavioural phenotype of hyperlocomotion whilst establishing that HPA function is also unchanged in the adult mate offspring. We conclude that the behavioural alterations induced by DVD deficiency are due to some adverse event in brain development rather than via an alteration in stress response. (c) 2006 Elsevier Ltd. All rights reserved.