An application of capital allocation principles to operational risk

The cost of operational risk refers to the capital needed to a fford the loss generated by ordinary activities of a firm. In this work we demonstrate how allocation principles can be used to the subdivision of the aggregate capital so that the firm can distribute this cost across its various constituents that generate operational risk. Several capital allocation principles are revised. Proportional allocation allows to calculate a relative risk premium to be charged to each unit. An example of fraud risk in the banking sector is presented and some correlation scenarios between business lines are compared. Keywords: solvency, quantile, value at risk, copulas

Iowa Department of Public Health, Strategic Operational Plan, 2014-2016

This report outlines the strategic plan for Iowa Department of Public Health, goals and mission.

A Robust Multiple Feature Approach To Endpoint Detection In Car Environment Based On Advanced Classifiers

In this paper we propose an endpoint detection system based on the use of several features extracted from each speech frame, followed by a robust classifier (i.e Adaboost and Bagging of decision trees, and a multilayer perceptron) and a finite state automata (FSA). We present results for four different classifiers. The FSA module consisted of a 4-state decision logic that filtered false alarms and false positives. We compare the use of four different classifiers in this task. The look ahead of the method that we propose was of 7 frames, which are the number of frames that maximized the accuracy of the system. The system was tested with real signals recorded inside a car, with signal to noise ratio that ranged from 6 dB to 30dB. Finally we present experimental results demonstrating that the system yields robust endpoint detection.

Genotype and environment interaction on soybean yield in Mato Grosso State, Brazil

The objective of this work was to investigate the genotype-environment interaction in Mato Grosso State, MT. The relative importance of locations, years, sowing dates and cultivars and their interactions was analyzed from data collected in regional yield trials performed in a randomized complete block design with four replications, from 1994-1995 through 1999-2000, in nine locations and two sowing dates. Individual and pooled analyses of variance over years and locations were performed. Complementary analyses of variances partitioned MT State in two main and five smaller regions, respectively: North and South of Cuiabá; and MT-South-A (Pedra Preta area), MT-South-B (Rondonópolis and Itiquira), MT-East (Primavera do Leste and Campo Verde), MT-Central (Nova Mutum, Lucas do Rio Verde and Sorriso) and MT-Parecis (Campo Novo dos Parecis and Sapezal). Locations are relatively more important than years for yield testing soybeans in the MT State, therefore, investment should be made in increasing locations rather than years to improve experimental precision. Partitioning the MT State into regions has little impact on soybean yield testing results and, consequently, on the efficiency of the soybean breeding program in the State. Breeding genotypes with broad adaptation for the MT State is an efficient strategy for cultivar development.

The path: sustainable development in conjunction with meeting the demands of a changing environment.

In the context of severe economic recession, the Library is compelled to adapt to this changing environment, in order to meet the requirements and demands of users with very specific needs. Taking the pillars of sustainable development as a reference point, and extrapolating them to our domain, we establish the next main goals

Predictive analysis and mapping of indoor radon concentrations in a complex environment using kernel estimation: an application to Switzerland.

PURPOSE: The aim of this study was to develop models based on kernel regression and probability estimation in order to predict and map IRC in Switzerland by taking into account all of the following: architectural factors, spatial relationships between the measurements, as well as geological information. METHODS: We looked at about 240,000 IRC measurements carried out in about 150,000 houses. As predictor variables we included: building type, foundation type, year of construction, detector type, geographical coordinates, altitude, temperature and lithology into the kernel estimation models. We developed predictive maps as well as a map of the local probability to exceed 300 Bq/m(3). Additionally, we developed a map of a confidence index in order to estimate the reliability of the probability map. RESULTS: Our models were able to explain 28% of the variations of IRC data. All variables added information to the model. The model estimation revealed a bandwidth for each variable, making it possible to characterize the influence of each variable on the IRC estimation. Furthermore, we assessed the mapping characteristics of kernel estimation overall as well as by municipality. Overall, our model reproduces spatial IRC patterns which were already obtained earlier. On the municipal level, we could show that our model accounts well for IRC trends within municipal boundaries. Finally, we found that different building characteristics result in different IRC maps. Maps corresponding to detached houses with concrete foundations indicate systematically smaller IRC than maps corresponding to farms with earth foundation. CONCLUSIONS: IRC mapping based on kernel estimation is a powerful tool to predict and analyze IRC on a large-scale as well as on a local level. This approach enables to develop tailor-made maps for different architectural elements and measurement conditions and to account at the same time for geological information and spatial relations between IRC measurements.

Sensing the environment : a role for the mouse olfactory subsystems

Summary : Four distinct olfactory subsystems compose the mouse olfactory system, the main olfactory epithelium (MOE), the septal organ of Masera (SO), the vomeronasal organ (VNO) and the Grueneberg ganglion (GG). They are implicated in the sensory modalities of the animal and they evolved to analyse and discriminate molecules carrying chemical messages, such as odorants and pheromones. In this thesis, the VNO, principally implicated in pheromonal communications as well as the GG, which had no function attributed until this work, were investigated from their morphology to their physiological functions, using an array of biochemical and physiological methods. First, the roles of a particular protein, the CNGA4 ion channel, were investigated in the VNO. In the MOE, CNGA4 is expressed as a modulatory channel subunit implicated in odour discrimination and adaptation. Interestingly, this calcium channel is the unique member of the cyclic nucleotide-gated (CNG) family to be expressed in the VNO and up to this work its functions remained unknown. Using a combination of transgenic and knockout mice, as well as histological and physiological approaches, we have characterized CNGA4 expression in the VNO. A strong expression in immature neurons was found as well as in the microvilli of mature neurons (putative site of chemodetection). Interestingly and confirming its dual localisation, the genetic invalidation of the CNGA4 channel has, as consequences, a strong impairment in vomeronasal maturation as well as deficit in pheromone sensing. Thus the CNGA4 channel appears to be a multifunctional protein in the mouse VNO playing essential role(s) in this organ. During the second part of the work, the morphology of the most recently described olfactory subsystem, the Grueneberg ganglion, was investigated in detail. Interestingly we found that glial cells and ciliated neurons compose this olfactory ganglion. This particular morphological aspect was similar to the olfactory AWC neurons from C. elegans which was used for further comparisons. Thus as for AWC neurons, we found that GG neurons are sensitive to temperature changes and are able to detect highly volatile molecules. Indeed, the presence of alarm pheromones (APs) secreted by stressed mice, elicit strong cellular responses, as well as a GG dependent behavioural changes. Investigations on the signaling elements present in GG neurons revealed that, as for AWC neurons, or pGC-D expressing neurons from the MOE, proteins participating in a cGMP pathway were found in GG neurons such as pGC-G and CNGA3 channels. These two proteins might be implicated in chemosensing as well as in thermosensing, two apparent properties of this organ. In this thesis, the multisensory modalities of two mouse olfactory subsystems were described and are related to a high degree of complexity required for the animal to sense its environment

New perspectives in the use of ink evidence in forensic science: Part III: Operational applications and evaluation.

The research reported in this series of article aimed at (1) automating the search of questioned ink specimens in ink reference collections and (2) at evaluating the strength of ink evidence in a transparent and balanced manner. These aims require that ink samples are analysed in an accurate and reproducible way and that they are compared in an objective and automated way. This latter requirement is due to the large number of comparisons that are necessary in both scenarios. A research programme was designed to (a) develop a standard methodology for analysing ink samples in a reproducible way, (b) comparing automatically and objectively ink samples and (c) evaluate the proposed methodology in forensic contexts. This report focuses on the last of the three stages of the research programme. The calibration and acquisition process and the mathematical comparison algorithms were described in previous papers [C. Neumann, P. Margot, New perspectives in the use of ink evidence in forensic science-Part I: Development of a quality assurance process for forensic ink analysis by HPTLC, Forensic Sci. Int. 185 (2009) 29-37; C. Neumann, P. Margot, New perspectives in the use of ink evidence in forensic science-Part II: Development and testing of mathematical algorithms for the automatic comparison of ink samples analysed by HPTLC, Forensic Sci. Int. 185 (2009) 38-50]. In this paper, the benefits and challenges of the proposed concepts are tested in two forensic contexts: (1) ink identification and (2) ink evidential value assessment. The results show that different algorithms are better suited for different tasks. This research shows that it is possible to build digital ink libraries using the most commonly used ink analytical technique, i.e. high-performance thin layer chromatography, despite its reputation of lacking reproducibility. More importantly, it is possible to assign evidential value to ink evidence in a transparent way using a probabilistic model. It is therefore possible to move away from the traditional subjective approach, which is entirely based on experts' opinion, and which is usually not very informative. While there is room for the improvement, this report demonstrates the significant gains obtained over the traditional subjective approach for the search of ink specimens in ink databases, and the interpretation of their evidential value.

Evaluation of Deicing Materials and Corrosion Reducing Treatments for Deicing Salts, TR-471, 2007

Effective winter maintenance makes use of freezing-point-depressant chemicals (also known as ice-control products) to prevent the formation of the bond between snow and ice and the highway pavement. In performing such winter maintenance, the selection of appropriate ice-control products for the bond prevention task involves consideration of a number of factors, as indicated in Nixon and Williams (2001). The factors are in essence performance measurements of the ice-control products, and as such can be easily incorporated into a specification document to allow for selection of the best ice-control products for a given agency to use in its winter maintenance activities. Once performance measures for de-icing or anti-icing chemicals have been specified, this allows the creation of a quality control program for the acceptance of those chemicals. This study presents a series of performance measurement tests for ice-control products, and discusses the role that they can play in such a quality control program. Some tests are simple and rapid enough that they can be performed on every load of icecontrol products received, while for others, a sampling technique must be used. An appropriate sampling technique is presented. Further, each test is categorized as to whether it should be applied to every load of ice-control products or on a sampling basis. The study includes a detailed literature review that considers the performance of ice-control products in three areas: temperature related performance, product consistency, and negative side effects. The negative side effects are further broken down into three areas, namely operational side effects (such as chemical slipperiness), environmental side effects, and infrastructural side effects (such as corrosion of vehicles and damage to concrete). The review indicated that in the area of side effects the field performance of ice-control products is currently so difficult to model in the laboratory that no particular specification tests can be recommended at this time. A study of the impact of ice-control products on concrete was performed by Professor Wang of Iowa State University as a sub-contract to this study, and has been presented to the Iowa Highway Research Board prior to this report.

Highway Runoff Study, HR-1037, Progress Report, 1984

The focus of highway runoff monitoring programs is on the identification of highway contributions to nonpoint source degradation of surface and groundwater quality. The results of such studies will assist the Iowa Department of Transportation (DOT) in the development of maintenance practices that will minimize the impact of highway transportation networks on water quality while at the same time maintaining public safety. Highway runoff monitoring research will be useful in developing a basis to address issues in environmental impact statements for future highway network expansions. Further, it will lead to optimization of cost effectiveness/environmental factors related to de-icing, weed and dust control, highway drainage, construction methods, etc. In this report, the authors present the data accumulated to date with a preliminary interpretation of the significance of the data. The report will discuss the site setup, operational aspects of data collection, and problems encountered. In addition, recommendations are included to optimize information gained from the study.

Providing more informative projections of climate change impact on plant distribution in a mountain environment

Summary Due to their conic shape and the reduction of area with increasing elevation, mountain ecosystems were early identified as potentially very sensitive to global warming. Moreover, mountain systems may experience unprecedented rates of warming during the next century, two or three times higher than that records of the 20th century. In this context, species distribution models (SDM) have become important tools for rapid assessment of the impact of accelerated land use and climate change on the distribution plant species. In my study, I developed and tested new predictor variables for species distribution models (SDM), specific to current and future geographic projections of plant species in a mountain system, using the Western Swiss Alps as model region. Since meso- and micro-topography are relevant to explain geographic patterns of plant species in mountain environments, I assessed the effect of scale on predictor variables and geographic projections of SDM. I also developed a methodological framework of space-for-time evaluation to test the robustness of SDM when projected in a future changing climate. Finally, I used a cellular automaton to run dynamic simulations of plant migration under climate change in a mountain landscape, including realistic distance of seed dispersal. Results of future projections for the 21st century were also discussed in perspective of vegetation changes monitored during the 20th century. Overall, I showed in this study that, based on the most severe A1 climate change scenario and realistic dispersal simulations of plant dispersal, species extinctions in the Western Swiss Alps could affect nearly one third (28.5%) of the 284 species modeled by 2100. With the less severe 61 scenario, only 4.6% of species are predicted to become extinct. However, even with B1, 54% (153 species) may still loose more than 80% of their initial surface. Results of monitoring of past vegetation changes suggested that plant species can react quickly to the warmer conditions as far as competition is low However, in subalpine grasslands, competition of already present species is probably important and limit establishment of newly arrived species. Results from future simulations also showed that heavy extinctions of alpine plants may start already in 2040, but the latest in 2080. My study also highlighted the importance of fine scale and regional. assessments of climate change impact on mountain vegetation, using more direct predictor variables. Indeed, predictions at the continental scale may fail to predict local refugees or local extinctions, as well as loss of connectivity between local populations. On the other hand, migrations of low-elevation species to higher altitude may be difficult to predict at the local scale. Résumé La forme conique des montagnes ainsi que la diminution de surface dans les hautes altitudes sont reconnues pour exposer plus sensiblement les écosystèmes de montagne au réchauffement global. En outre, les systèmes de montagne seront sans doute soumis durant le 21ème siècle à un réchauffement deux à trois fois plus rapide que celui mesuré durant le 20ème siècle. Dans ce contexte, les modèles prédictifs de distribution géographique de la végétation se sont imposés comme des outils puissants pour de rapides évaluations de l'impact des changements climatiques et de la transformation du paysage par l'homme sur la végétation. Dans mon étude, j'ai développé de nouvelles variables prédictives pour les modèles de distribution, spécifiques à la projection géographique présente et future des plantes dans un système de montagne, en utilisant les Préalpes vaudoises comme zone d'échantillonnage. La méso- et la microtopographie étant particulièrement adaptées pour expliquer les patrons de distribution géographique des plantes dans un environnement montagneux, j'ai testé les effets d'échelle sur les variables prédictives et sur les projections des modèles de distribution. J'ai aussi développé un cadre méthodologique pour tester la robustesse potentielle des modèles lors de projections pour le futur. Finalement, j'ai utilisé un automate cellulaire pour simuler de manière dynamique la migration future des plantes dans le paysage et dans quatre scénarios de changement climatique pour le 21ème siècle. J'ai intégré dans ces simulations des mécanismes et des distances plus réalistes de dispersion de graines. J'ai pu montrer, avec les simulations les plus réalistes, que près du tiers des 284 espèces considérées (28.5%) pourraient être menacées d'extinction en 2100 dans le cas du plus sévère scénario de changement climatique A1. Pour le moins sévère des scénarios B1, seulement 4.6% des espèces sont menacées d'extinctions, mais 54% (153 espèces) risquent de perdre plus 80% de leur habitat initial. Les résultats de monitoring des changements de végétation dans le passé montrent que les plantes peuvent réagir rapidement au réchauffement climatique si la compétition est faible. Dans les prairies subalpines, les espèces déjà présentes limitent certainement l'arrivée de nouvelles espèces par effet de compétition. Les résultats de simulation pour le futur prédisent le début d'extinctions massives dans les Préalpes à partir de 2040, au plus tard en 2080. Mon travail démontre aussi l'importance d'études régionales à échelle fine pour évaluer l'impact des changements climatiques sur la végétation, en intégrant des variables plus directes. En effet, les études à échelle continentale ne tiennent pas compte des micro-refuges, des extinctions locales ni des pertes de connectivité entre populations locales. Malgré cela, la migration des plantes de basses altitudes reste difficile à prédire à l'échelle locale sans modélisation plus globale.

Genes, environment and sex : perspectives from ectothermic vertebrates

RESUMELes modèles classiques sur l'évolution des chromosomes sexuels supposent que des gènes sexe- antagonistes s'accumulent sur les chromosomes sexuels, entraînant ainsi l'apparition d'une région non- recombinante, qui se répand progressivement en favorisant l'accumulation de mutations délétères. En accord avec cette théorie, les chromosomes sexuels que l'on observe aujourd'hui chez les mammifères et les oiseaux sont considérablement différenciés. En revanche, chez la plupart des vertébrés ectothermes, les chromosomes sexuels sont indifférenciés et il existe une impressionnante diversité de mécanismes de détermination du sexe. Au cours de cette thèse, j'ai étudié l'évolution des chromosomes sexuels chez les vertébrés ectothermes, en outre pour mieux comprendre ce contraste avec les vertébrés endothermes. L'hypothèse « high-turnover » postule que les chromosomes sexuels sont remplacés régulièrement à partir d'autosomes afin d'éviter leur dégénérescence. L'hypothèse « fountain-of-youth » propose que la recombinaison entre le chromosome X et le chromosome Y au sein de femelles XY empêche la dégénérescence. Les résultats de ma thèse, basés sur des études théoriques et empiriques, suggèrent que les deux processus peuvent être entraînés par l'environnement et ainsi jouent un rôle important dans l'évolution des chromosomes sexuels chez les vertébrés ectothermes.SUMMARYClassical models of sex-chromosome evolution assume that sexually antagonistic genes accumulate on sex chromosomes leading to a non-recombining region, which progressively expands and favors the accumulation of deleterious mutations. Concordant with this theory, sex chromosomes in extant mammals and birds are considerably differentiated. In most ectothermic vertebrates, such as frogs, however, sex chromosomes are undifferentiated and a striking diversity of sex determination systems is observed. This thesis was aimed to investigate this apparent contrast of sex chromosome evolution between endothermic and ectothermic vertebrates. The "high-turnover" hypothesis holds that sex chromosomes arose regularly from autosomes preventing decay. The "fountain-of-youth" hypothesis posits that sex chromosomes undergo episodic X-Y recombination in sex-reversed XY females, thereby purging ("rejuvenating") the Y chromosome. We suggest that both processes likely played an important role in sex chromosome evolution of ectothermic vertebrates. The literature largely views sex determination as a dichotomous process: individual sex is assumed to be determined either by genetic (genotypic sex determination, GSD) or by environmental factors (environmental sex determination, ESD), most often temperature (temperature sex determination, TSD). We endorsed an alternative view, which sees GSD and TSD as the ends of a continuum. The conservatism of molecular processes among different systems of sex determination strongly supports the continuum view. We proposed to define sex as a threshold trait underlain by a liability factor, and reaction norms allowing modeling interactions between genotypic and temperature effects. We showed that temperature changes (due to e.g., climatic changes or range expansions) are expected to provoke turnovers in sex-determination mechanisms maintaining homomorphic sex chromosomes. The balanced lethal system of crested newts might be the result of such a sex determination turnover, originating from two variants of ancient Y-chromosomes. Observations from a group of tree frogs, on the other hand, supported the 'fountain of youth' hypothesis. We then showed that low rates of sex- reversals in species with GSD might actually be adaptive considering joint effects of deleterious mutation purging and sexually antagonistic selection. Ongoing climatic changes are expected to threaten species with TSD by biasing population sex ratios. In contrast, species with GSD are implicitly assumed immune against such changes, because genetic systems are thought to necessarily produce even sex ratios. We showed that this assumption may be wrong and that sex-ratio biases by climatic changes may represent a previously unrecognized extinction threat for some GSD species.

Multivariate analyses of genotype x environment interaction of popcorn

The objectives of this work were to evaluate the genotype x environment (GxE) interaction for popcorn and to compare two multivariate analyses methods. Nine popcorn cultivars were sown on four dates one month apart during each of the agricultural years 1998/1999 and 1999/2000. The experiments were carried out using randomized block designs, with four replicates. The cv. Zélia contributed the least to the GxE interaction. The cv. Viçosa performed similarly to cv. Rosa-claro. Optimization of GxE was obtained for cv. CMS 42 for a favorable mega-environment, and for cv. CMS 43 for an unfavorable environment. Multivariate analysis supported the results from the method of Eberhart & Russell. The graphic analysis of the Additive Main effects and Multiplicative Interaction (AMMI) model was simple, allowing conclusions to be made about stability, genotypic performance, genetic divergence between cultivars, and the environments that optimize cultivar performance. The graphic analysis of the Genotype main effects and Genotype x Environment interaction (GGE) method added to AMMI information on environmental stratification, defining mega-environments and the cultivars that optimized performance in those mega-environments. Both methods are adequate to explain the genotype x environment interactions.

Public libraries: adapting to the digitised environment. An interview with John Lake

During John Lake's visit to Barcelona to take part in a seminar organized by the Facultat de Biblioteconomia i Documentació (Department of Library and Information Science) at the University of Barcelona (UB)1 EPI sought an interview to further explore some of the themes addressed in the seminar, drawing on his extensive experience in the world of public libraries.