966 resultados para Low Volatility Options


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In contrast to the well-known Charcot neuroarthropathy (CN) of the foot, CN of the knee is hardly recognized. In a literature search, we only found five articles on total knee arthroplasty for Charcot joints (1–5). We did not find a single article dealing with alternative treatment options or the general clinical course of this disease. We started our study

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During the treatment of diabetic Charcot neuroarthropathy (CN) of the foot in two young patients, we discovered atypical alterations of their hands with loss of strength and paresthesia combined with atypical and nonhealing bone alterations and instability. Whereas CN of the foot is a serious and well-known complication of diabetes, CN of the hand is only mentioned in four articles (1–4).

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Growth in aviation has resulted in large airports that can be described as Airport Metropolises. This thesis reviews a variety of sustainable energy options that are suitable for such airports, and presents a decision support framework that can be used to guide decision makers towards the adoption of sound sustainable energy projects and practices. The thesis demonstrates use of the decision support framework via a number of case studies and outlines a methodology which could be incorporated within a Decision Support System.

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High Intensity Exercise (HIE) stimulates greater physiological remodeling when compared to workload matched low-moderate intensity exercise. This study utilized an untargeted metabolomics approach to examine the metabolic perturbations that occur following two workload matched supramaximal low volume HIE trials. In a randomized order, 7 untrained males completed two exercise protocols separated by one week; 1) HIE150%: 30 x 20s cycling at 150% VO2peak, 40s passive rest; 2) HIE300%: 30 x 10s cycling at 300% VO2peak, 50 s passive rest. Total exercise duration was 30 minutes for both trials. Blood samples were taken at rest, during and immediately following exercise and at 60 minutes post exercise. Gas chromatography-mass spectrometry (GC-MS) analysis of plasma identified 43 known metabolites of which 3 demonstrated significant fold changes (HIE300% compared to the HIE150% value) during exercise, 14 post exercise and 23 at the end of the recovery period. Significant changes in plasma metabolites relating to lipid metabolism [fatty acids: dodecanoate (p=0.042), hexadecanoate (p=0.001), octadecanoate (p=0.001)], total cholesterol (p=0.001), and glycolysis [lactate (p=0.018)] were observed following exercise and during the recovery period. The HIE300% protocol elicited greater metabolic changes relating to lipid metabolism and glycolysis when compared to HIE150% protocol. These changes were more pronounced throughout the recovery period rather than during the exercise bout itself. Data from the current study demonstrate the use of metabolomics to monitor intensity-dependent changes in multiple metabolic pathways following exercise. The small sample size indicates a need for further studies in a larger sample cohort to validate these findings.

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The hopping conductivity of granular metals is known to be of the form sigma varies as exp (-(T0/T)12/) in the temperature range 20K

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Practical applications of vacuum as an insulator necessitated determining the low-pressure breakdown characteristics of long gap lengths of a point-plane electrode system. The breakdown voltage has been found to vary as the square root of the gap length. Further, with the point electrode as the anode, the values of the breakdown voltages obtained have been found to be larger than those obtained with a plane-parallel electrode system at a corresponding gap length. By applying the theory of the anode heating mechanism as the cause for breakdown, the results have been justified, and by utilizing a field efficiency factor which is the ratio of the average to maximum field, an empirical criterion has been developed. This criterion helps in calculating the breakdown voltage of a nonuniform gap system by the knowledge of the breakdown voltage of a plane-parallel electrode system.

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Stochastic volatility models are of fundamental importance to the pricing of derivatives. One of the most commonly used models of stochastic volatility is the Heston Model in which the price and volatility of an asset evolve as a pair of coupled stochastic differential equations. The computation of asset prices and volatilities involves the simulation of many sample trajectories with conditioning. The problem is treated using the method of particle filtering. While the simulation of a shower of particles is computationally expensive, each particle behaves independently making such simulations ideal for massively parallel heterogeneous computing platforms. In this paper, we present our portable Opencl implementation of the Heston model and discuss its performance and efficiency characteristics on a range of architectures including Intel cpus, Nvidia gpus, and Intel Many-Integrated-Core (mic) accelerators.

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Worldwide population growth and economic agglomeration is driving increasing urban density within larger metropolitan conurbations. Population growth and housing diversity and affordability issues in Queensland have seen an increasing demand for more diverse and higher density development. Under Queensland’s flexible planning regulatory provisions, a level of ‘medium’ to ‘high density’ is being achieved by a focus on fine-grained urban design, low scale development, lot diversity, and delivery of single dwelling products. This for Queensland (and Australia) has been an unprecedented innovation in urban and dwelling design. Dwellings are being delivered on lots with zero regulatory minimum sizes providing for a range of new products including ‘apartments on the ground’. This paper reviews recent and nascent demonstrations of EDQ’s fine-grained urbanism principles, identifiable with historical ‘vernacular suburbanism’. The paper introduces and defines a concept of a ‘natural density’ linking human scale built form with walkability. The paper challenges the notion that (sub)urban development, outside major city centres, needs to be of a higher scale to achieve density and diversity aspirations. ‘Natural density’ provides a means of achieving the increasing demand for more diverse and higher density development.

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We present two discriminative language modelling techniques for Lempel-Ziv-Welch (LZW) based LID system. The previous approach to LID using LZW algorithm was to directly use the LZW pattern tables forlanguage modelling. But, since the patterns in a language pattern table are shared by other language pattern tables, confusability prevailed in the LID task. For overcoming this, we present two pruning techniques (i) Language Specific (LS-LZW)-in which patterns common to more than one pattern table are removed. (ii) Length-Frequency product based (LF-LZW)-in which patterns having their length-frequency product below a threshold are removed. These approaches reduce the classification score (Compression Ratio [LZW-CR] or the weighted discriminant score [LZW-WDS]) for non native languages and increases the LID performance considerably. Also the memory and computational requirements of these techniques are much less compared to basic LZW techniques.

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A new family of low-power logic circuits, employing a multiemitter transistor input circuit and a modified complementary p-n-p n-p-n output stage, having almost the same performance as standard TTL circuits and suitable for IC use, is reported in this correspondence.

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The dissertation consists of an introductory chapter and three essays that apply search-matching theory to study the interaction of labor market frictions, technological change and macroeconomic fluctuations. The first essay studies the impact of capital-embodied growth on equilibrium unemployment by extending a vintage capital/search model to incorporate vintage human capital. In addition to the capital obsolescence (or creative destruction) effect that tends to raise unemployment, vintage human capital introduces a skill obsolescence effect of faster growth that has the opposite sign. Faster skill obsolescence reduces the value of unemployment, hence wages and leads to more job creation and less job destruction, unambiguously reducing unemployment. The second essay studies the effect of skill biased technological change on skill mismatch and the allocation of workers and firms in the labor market. By allowing workers to invest in education, we extend a matching model with two-sided heterogeneity to incorporate an endogenous distribution of high and low skill workers. We consider various possibilities for the cost of acquiring skills and show that while unemployment increases in most scenarios, the effect on the distribution of vacancy and worker types varies according to the structure of skill costs. When the model is extended to incorporate endogenous labor market participation, we show that the unemployment rate becomes less informative of the state of the labor market as the participation margin absorbs employment effects. The third essay studies the effects of labor taxes on equilibrium labor market outcomes and macroeconomic dynamics in a New Keynesian model with matching frictions. Three policy instruments are considered: a marginal tax and a tax subsidy to produce tax progression schemes, and a replacement ratio to account for variability in outside options. In equilibrium, the marginal tax rate and replacement ratio dampen economic activity whereas tax subsidies boost the economy. The marginal tax rate and replacement ratio amplify shock responses whereas employment subsidies weaken them. The tax instruments affect the degree to which the wage absorbs shocks. We show that increasing tax progression when taxation is initially progressive is harmful for steady state employment and output, and amplifies the sensitivity of macroeconomic variables to shocks. When taxation is initially proportional, increasing progression is beneficial for output and employment and dampens shock responses.

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A study of the hyperfine interaction in the ESR of Cu-Cu pairs in single crystals of copper diethyldithiocarbamate as a function of temperature has shown distinct differences in the hyperfine structure in the two fine structure transitions at 20 K, the spectrum not having the same hyperfine intensity pattern in the low field fine structure transition in contrast to that of the high field transition. The details of the structure of both the fine structure transitions in the 20 K spectrum have now been explained by recognizing the fact that the mixing of the nuclear spin states caused by the anisotropic hyperfine interaction affects the electron spin states | + 1 > and | −> differently. This has incidentally led to a determination of the sign ofD confirming the earlier model. The anomalous hyperfine structure is found to become symmetric at 77 K and 300 K. It is proposed that the reason for this lies in the dynamics of spin-lattice interaction which limits the lifetime of the spin states in each of the electronic levels | − 1 >, | 0 > and | + 1 > The estimate of spin-lattice relaxation time agrees with those indicated from other studies. The model proposed here for the hyperfine interaction of pairs in the electronic triplet state is of general validity.

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The computations of Flahive and Quinn1 of the dispersion curves of low frequency degenerate surface (DS) modes propagating along the magnetic field in an electron-hole plasma are extended to higher values of the wavenumber. We find that beyond a certain value of the wavenumber the DS mode re-enters the allowed region of surface wave propagation and tends to an asymptotic frequency ωR (<ωLH). These low frequency resonances of an electron-hole plasma are discussed with reference to the experimental observations.

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For the experimental evaluation of the acoustical impedance of a termination by the impedance-tube method at low frequencies, the length of the impedance tube is a problem. In the present paper, the method of exact analysis of standing waves developed by the authors for the stationary medium as well as for mean flow, has been extended for measurement of the acoustical impedance of a termination at low frequencies. The values of the tube attenuation factor and the wave number at the low frequency of interest are established from the experiment conducted, with the given impedance tube, at a higher frequency. Then, exciting the tube at the desired low frequency it is sufficient to measure sound pressure at three differenct locations (not necessarily the minima) in order to evaluate reflection coefficient and hence the impedance of the termination at that frequency.