922 resultados para model with default Vasicek model and Cir model for the short rate


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Properties relevant to the ovipositional activity and lifetime productivity of Coccidoxenoides peregrinus (Timberlake) were assessed in the laboratory, to determine the potential of this species as a biocontrol agent against the citrus mealybug, Planococcus citri (Risso). In general, this species has not performed well in orchards, except for a few localities on different continents. The mode of reproduction of C peregrinus is almost entirely thelytokous, with males produced sporadically and at low frequency. The females have both pro-ovigenic and synovigenic traits, which raises questions of the utility of this distinction. The females have a high reproductive potential with 10-20 eggs per day available within the first two days (after a short (12 h) pre-oviposition period), and 80-150 eggs per day thereafter until death at about eight days. Mean lifetime fecundity was 239.2 +/- 34.3 eggs. C peregrinus oviposits across a range of P. citri instars, but productivity relies predominantly on second instar hosts. Second stage (N2) hosts received most eggs in choice (about 52%) and no-choice (about 50%) tests. Most eggs deposited into N2 hosts (82%) reached adult stage whereas only a few of those deposited into N1 and N3 (about 5% each) developed successfully. The haemolymph of parasitised reproductive mealybugs contained granular structures and no parasitoid eggs were found 24 h after exposure to ovipositing wasps. Also, no wasps emerged from parasitised adult hosts that were kept alive. Parasitoid eggs deposited into adult hosts were presumed encapsulated and destroyed, as control mealybugs (not exposed to female wasps) had no granular structures in their haemolymph. Wasps exposed to an abundance of hosts soon started ovipositing, but only for a relatively short time each day (about 2.5 h out of a 7 h exposure). They stopped ovipositing despite eggs judged to be mature in their ovaries. The reproductive output of C peregrinus is discussed in relation to the ecological factors that could influence this output, and the implications for biocontrol are discussed. (C) 2003 Elsevier Inc. All rights reserved.

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The balance between the costs and benefits of conspicuous signals ensures that the expression of those signals is related to the quality of the bearer. Plastic signals could enable males to maximize conspicuous traits to impress mates and competitors, but reduce the expression of those traits to minimize signaling costs, potentially compromising the information conveyed by the signals. ^ I investigated the effect of signal enhancement on the information coded by the biphasic electric signal pulse of the gymnotiform fish Brachyhypopomus gauderio. Increases in population density drive males to enhance the amplitude of their signals. I found that signal amplitude enhancement improves the information about the signaler's size. Furthermore, I found that the elongation of the signal's second phase conveys information about androgen levels in both sexes, gonad size in males and estrogen levels in females. Androgens link the duration of the signal's second phase to other androgen-mediated traits making the signal an honest indicator of reproductive state and aggressive motivation. ^ Signal amplitude enhancement facilitates the assessment of the signaler's resource holding potential, important for male-male interactions, while signal duration provides information about aggressive motivation to same-sex competitors and reproductive state to the opposite sex. Moreover, I found that female signals also change in accordance to the social environment. Females also increase the amplitude of their signal when population density increases and elongate the duration of their signal's second phase when the sex ratio becomes female-biased. Indicating that some degree of sexual selection operates in females. ^ I studied whether male B. gauderio use signal plasticity to reduce the cost of reproductive signaling when energy is limited. Surprisingly, I found that food limitation promotes the investment in reproduction manifested as signal enhancement and elevated androgen levels. The short lifespan and single breeding season of B. gauderio diminishes the advantage of energy savings and gives priority to sustaining reproduction. I conclude that the electric signal of B. gauderio provides reliable information about the signaler, the quality of this information is reinforced rather than degraded with signal enhancement.^

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A character discovering and testing the limits of his emotional or psychological range most interests me. What will he choose to do? Stay within his old boundaries? Or try and go beyond them? What does he learn about himself in the process? And, finally, what price will be exacted, either for his staying where he is, or for his choosing a new level of self-knowledge? "The Short Reign Of Sultan Osman and Other Stories" is a collection of short stories set in either the United States, Greece, or Brazil, and ranging in time from 1972 to today. Each story presents its protagonist with challenges unique to a specific time and place. In most of these stories, the protagonists are driven by an urge for love or for mastery, and these urges send them across landscapes of delusion or folly before they can arrive at some sense of self-knowledge.

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This study was undertaken in Napoleon gulf, Lake Victoria Uganda from July – December 2009. It was conducted in four landing sites; Bukaya (0.41103N, 33.19133E), Bugungu (0.40216N, 33.2028E), Busana (0.39062N, 33.25228E) and Kikondo (0.3995N, 33.21848E) all from Buikwe district (Formerly part of Mukono district). The main aim was to determine the effect of both hook size and bait type on the catch rate (mean weight) and size composition of Nile perch (Lates niloticus) (LINNE) fishery in the Napoleon Gulf, Lake Victoria. The main hook sizes investigated during the experiment were 7, 8, 9, 10, 11 and 12 that were dominantly used in harvesting Nile perch in Napoleon Gulf, Lake Victoria. In this study length, weight and bait type data were collected on site from each boat at that particular fishing spot; since most fishermen in the Napoleon Gulf could sell their fish immediately the catch is caught there and then. The results indicated a total of 873 Nile perch fish samples collected during the study. Statistical tests, descriptive statistics, regression and correlation were all carried out using the Statistical Package for the Social Sciences (SPSS) in addition to Microsoft excel. The bait types in the Gulf ranged from 5-10 cm Total length (TL) haplochromine, 24.5-27 cm TL Mormyrus kannume and 9-24 cm TL Clarias species. The bait types had a significant effect on the catch rate and also on the size composition the fish harvested measured as Total length (ANCOVA F=8.231; P<0.05) despite the fact that bait type had no influence on mean weight of fish captured (ANCOVA F=2.898; P>0.05). Hook sizes used by the fishers had a significant effect on the both the size (TL) composition (ANCOVA F=3.847; P<0.05) and the mean weight (ANCOVA F=4.599; P<0.005) of the Nile perch captured. Investigations indicated hook sizes seven (7) and eight (8) were the ones that harvested the Nile perch above the slot size of 50 cm total length. In general hook sizes indicated to be the main drive in the harvesting of the Nile perch though bait type also contributed toward that. Generally there is need for management to put a law in place on the minimum hook size to be used on the harvesting of the Nile perch and also monitored by the Fisheries Management as a regulatory measure. In addition to that aquaculture should be encouraged to farm the fish for bait at a higher scale in the region in order to avoid depleting the wild stocks already in danger of extinction. Through this kind of venture, both biodiversity conservation and environmental sustainability will be observed in the Lake Victoria basin.

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Press Release from Florida International University 's Office of Media Relations on the Miami-Dade Health Department's agreement with Florida International University to relocate its department to Florida International University 's University Park campus.

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We start in Chapter 2 to investigate linear matrix-valued SDEs and the Itô-stochastic Magnus expansion. The Itô-stochastic Magnus expansion provides an efficient numerical scheme to solve matrix-valued SDEs. We show convergence of the expansion up to a stopping time τ and provide an asymptotic estimate of the cumulative distribution function of τ. Moreover, we show how to apply it to solve SPDEs with one and two spatial dimensions by combining it with the method of lines with high accuracy. We will see that the Magnus expansion allows us to use GPU techniques leading to major performance improvements compared to a standard Euler-Maruyama scheme. In Chapter 3, we study a short-rate model in a Cox-Ingersoll-Ross (CIR) framework for negative interest rates. We define the short rate as the difference of two independent CIR processes and add a deterministic shift to guarantee a perfect fit to the market term structure. We show how to use the Gram-Charlier expansion to efficiently calibrate the model to the market swaption surface and price Bermudan swaptions with good accuracy. We are taking two different perspectives for rating transition modelling. In Section 4.4, we study inhomogeneous continuous-time Markov chains (ICTMC) as a candidate for a rating model with deterministic rating transitions. We extend this model by taking a Lie group perspective in Section 4.5, to allow for stochastic rating transitions. In both cases, we will compare the most popular choices for a change of measure technique and show how to efficiently calibrate both models to the available historical rating data and market default probabilities. At the very end, we apply the techniques shown in this thesis to minimize the collateral-inclusive Credit/ Debit Valuation Adjustments under the constraint of small collateral postings by using a collateral account dependent on rating trigger.

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This work extends a previously presented refined sandwich beam finite element (FE) model to vibration analysis, including dynamic piezoelectric actuation and sensing. The mechanical model is a refinement of the classical sandwich theory (CST), for which the core is modelled with a third-order shear deformation theory (TSDT). The FE model is developed considering, through the beam length, electrically: constant voltage for piezoelectric layers and quadratic third-order variable of the electric potential in the core, while meclianically: linear axial displacement, quadratic bending rotation of the core and cubic transverse displacement of the sandwich beam. Despite the refinement of mechanical and electric behaviours of the piezoelectric core, the model leads to the same number of degrees of freedom as the previous CST one due to a two-step static condensation of the internal dof (bending rotation and core electric potential third-order variable). The results obtained with the proposed FE model are compared to available numerical, analytical and experimental ones. Results confirm that the TSDT and the induced cubic electric potential yield an extra stiffness to the sandwich beam. (C) 2007 Elsevier Ltd. All rights reserved.

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In a sample of censored survival times, the presence of an immune proportion of individuals who are not subject to death, failure or relapse, may be indicated by a relatively high number of individuals with large censored survival times. In this paper the generalized log-gamma model is modified for the possibility that long-term survivors may be present in the data. The model attempts to separately estimate the effects of covariates on the surviving fraction, that is, the proportion of the population for which the event never occurs. The logistic function is used for the regression model of the surviving fraction. Inference for the model parameters is considered via maximum likelihood. Some influence methods, such as the local influence and total local influence of an individual are derived, analyzed and discussed. Finally, a data set from the medical area is analyzed under the log-gamma generalized mixture model. A residual analysis is performed in order to select an appropriate model.

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Quantum integrability is established for the one-dimensional supersymmetric U model with boundary terms by means of the quantum inverse-scattering method. The boundary supersymmetric U chain is solved by using the coordinate-space Bethe-ansatz technique and Bethe-ansatz equations are derived. This provides us with a basis for computing the finite-size corrections to the low-lying energies in the system. [S0163-1829(98)00425-1].

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This study analyzes data on migrants' remittances using a two-period theory of intergenerational transfers based on an informal, intrafamilial loan arrangement using weak altruism, a behavior between strong altruism and pure self-interest. The model provides an integrated theory of migrants' remittances, human capital investment decisions, and intrafamilial transfers applicable to low-income countries with no official pension schemes and imperfect capital markets. Propositions, derived from the theory, are tested, re-analyzing original survey data on remittances of Pacific island migrants in Sydney. When weak altruism and strong altruism yield opposite predictions, the econometric results tend to confirm the former hypothesis and invalidate the latter.

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The reaction of nine vector species of Chagas' disease to infection by seven different Trypanosoma cruzi strains; Berenice, Y, FL, CL, S. Felipe, Colombiana and Gávea, are examined and compared. On the basis of the insects' ability to establish and maintain the infection, vector species could be divided into two distinct groups which differ in their reaction to an acute infection by T. cruzi. While the proportion of positive bugs was found to be low in Triatoma infestans and Triatoma dimidiata it was high, ranging from 96.9% to 100% in the group of wild (Rhodnius neglectus, Triatoma rubrovaria)and essentially sylvatic vectors in process of adaptation to human dwellings, maintained under control following successful insecticidal elimination of Triatoma infestans (Panstrongylus megistus, Triatoma sordida and Triatoma pseudomaculata). An intermediate position is held by Triatoma brasiliensis and Rhodnius prolixus. This latter has been found to interchange between domestic and sylvatic environments. The most important finding is the strikingly good reaction between each species of the sylvatic bugs and practically all T. cruzi strains herein studied, thus indicating that the factors responsible for the excellent reaction of P.megistus to infection by Y strain, as previously reported also come into operation in the reaction of the same vector species to acute infections by five of the remaining T.cruzi strains. Comparison or data reported by other investigators with those herein described form the basis of the discussion of Dipetalogaster maximus as regards its superiority as a xenodiagnostic agent.