This paper sets up and estimates a continuous-time stochastic volatility model using panel data of soybean futures and options in an integrated time-series study. The model of commodity price ...dynamics is within the class of affine asset pricing models, and option prices are determined using a standard inversion of characteristic func- tions approach. Our modeling acknowledges that commodities exhibit seasonality patterns in both spot price level and volatility. The estimation method is based on a state space formulation of the model and a quasi maximum likelihood approach. Es- timation results are obtained based on weekly observations of soybean futures prices and options prices from the Chicago Board of Trade in the period October 1984 to March 1999. The empirical results support the conceptual ideas in the theory of storage, but not the view that convenience yields behave like timing options.
High-speed digital coherent receiver with parallel optical sampling Fischer, Johannes Karl; Ludwig, Reinhold; Molle, Lutz ...
2010 Conference on Optical Fiber Communication (OFC/NFOEC), collocated National Fiber Optic Engineers Conference,
2010-March
Conference Proceeding
Optical parallel processing enables electronic dispersion compensation in coherent receivers at symbol rates above the employed electronics' speed limit. Up to 64 Gbaud QPSK (128 Gb/s) are processed ...and transmitted up to 610 km-SSMF without optical dispersion compensation.
This paper sets up and estimates a continuous-time stochastic volatility model using panel data of soybean futures and options in an integrated time-series study. The model of commodity price ...dynamics is within the class of affine asset pricing models, and option prices are determined using a standard inversion of characteristic func- tions approach. Our modeling acknowledges that commodities exhibit seasonality patterns in both spot price level and volatility. The estimation method is based on a state space formulation of the model and a quasi maximum likelihood approach. Es- timation results are obtained based on weekly observations of soybean futures prices and options prices from the Chicago Board of Trade in the period October 1984 to March 1999. The empirical results support the conceptual ideas in the theory of storage, but not the view that convenience yields behave like timing options.
Working with large and unstructured collections of historical documents is a challenging task for historians. Despite the recent growth in the volume of digitized historical data, available ...collections are rarely accompanied by computational tools that significantly facilitate this task.We address this shortage by proposing a visualization method for document collections that focuses on graphical representation of similarities between documents. The strength of the similarities is measured according to the overlap of historically significant information such as named entities,or the overlap of general vocabulary. Similarity strengths are then encoded in the edges of a graph.The graph provides visual structure, revealing interpretable clusters and links between documents that are otherwise difficult to establish. We implement the idea of similarity graphs within an information
retrieval system supported by an interactive graphical user interface. The system allows querying the database, visualizing the results and browsing the collection in an effective and intuitive way. Our aproach can be easy adapted and extended to collections of documents in other domains.
Zusammenfassung
Depressive Störungen gehören zu den häufigsten Beratungsanlässen und Erkrankungen in der Versorgung. Trotz ihrer guten Behandelbarkeit und Fortschritten in den vergangenen Jahren ...besteht weiterhin Optimierungsbedarf in Diagnostik und Therapie. Eine geeignete Maßnahme, die Versorgung depressiver Patienten zu verbessern, stellt die Implementierung evidenz- und konsensbasierter Leitlinien dar. Für Deutschland wurde Ende 2009 eine evidenz- und konsensbasierte S3- bzw. Nationale VersorgungsLeitlinie „Unipolare Depression“ erarbeitet und im Konsens der in diesem Versorgungsbereich relevanten Akteure verabschiedet; dies soll ihre Akzeptanz und weite Verbreitung sicherstellen. Bezüglich der Wirksamkeit von Psychotherapie in der Behandlung der Depression liegen zahlreiche empirische Belege vor, und es lassen sich differenzierte evidenzbasierte Behandlungsempfehlungen für psychotherapeutische Behandlungsmaßnahmen, auch hinsichtlich der Kombination mit Antidepressiva oder als Alternative zu einer Pharmakotherapie formulieren. So wird in der Akuttherapie bei leichter depressiver Episode über 14 Tage eine aktiv-beobachtende Begleitung, bei Fortbestehen der Symptome Psychotherapie empfohlen. Bei mittelgradiger Depression werden Psycho- und Pharmakotherapie gleichwertig, bei schwerer Depression eine Kombinationsbehandlung aus beiden empfohlen.
Recently, polymerase chain reaction has been introduced for the species-specific assessment of Mycobacterium leprae (1). To avoid Southern blotting techniques using radioactively labelled ...oligonucleotide probes, the aim of this study was to establish a three primer-based single-step PCR technique. Using primers designed for this purpose we amplified a part of the gene encoding for the 16S ribosomal RNA of slowly growing mycobacteria. Due to the species-specific antisense primer a second, smaller fragment specific for M. leprae was amplified. Our results show that the employment of a second antisense primer in the PCR may be a substitution for Southern blot hybridization.
Skin biopsies from untreated and MDT-treated patients were examined for infiltrating cells and cells producing the cytokines TNF-alpha, IFN-gamma, and IL-1 beta using immunohistochemistry. Biopsy ...specimens from untreated tuberculoid leprosy patients were characterized by the presence of cells producing TNF-alpha, IFN-gamma, and IL-1 beta and of subepidermal Langerhans cells. These cells were rarely found or completely absent in biopsies of untreated lepromatous leprosy patients, but tended to increase under MDT. In a short-term therapy trial for three months with brodimoprim, dapsone, and rifampicin, 12 patients were monitored by follow-up biopsies. Semiquantitative PCR for mycobacterial DNA revealed two groups of patients: one group in which mycobacterial DNA in follow-up biopsies remained constant and a second group in which a decrease of mycobacterial DNA during therapy was noted. Immunophenotyping in these follow-up biopsies revealed that in the latter group IFN-gamma-positive cells and Langerhans cells were present and gamma delta T cell receptor-positive cells tended to decrease during therapy. In contrast, in patients whose mycobacterial DNA did not change during therapy, these phenotypical manifestations were not observed. We therefore, conclude that assessment of mycobacterial DNA in combination with phenotyping of infiltrating cells and determination of cytokine patterns may be useful tools in establishing criteria for the effectiveness and duration of MDT in patients with leprosy.
