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Search Results: 1 - 10 of 381633 matches for " C. Létoublon "
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C. Létoublon,Catherine Arvieux
Jurnalul de Chirurgie , 2005,
A New Recombination Tree Algorithm for Mean-Reverting Interest-Rate Dynamics  [PDF]
Peter C. L. Lin
American Journal of Computational Mathematics (AJCM) , 2013, DOI: 10.4236/ajcm.2013.34038

In light of the fact that no existing tree algorithms can guarantee the recombination property for general Ornstein-Uhlenbeck processes with time-dependent parameters, a new trinomial recombination-tree algorithm is designed in this research. The proposed algorithm enhances the existing mechanisms in interest-rate modelings with the comparisons to [1,2] methodologies, and the proposed framework provides a more efficient way in discrete-time mean-reverting simulations.

Interest-Rate Modeling Conundrums  [PDF]
Peter C. L. Lin
Journal of Mathematical Finance (JMF) , 2014, DOI: 10.4236/jmf.2014.45030
Abstract: The mainstream research in interest-rate modeling has been focusing on a collection of risk tools and pricing formulas which are developed based on the simplified market assumptions and hypotheses. Despite the elegance of the structure, it is noticed that a crucial yet natural factor is missing: the relationship between curve-fitting algorithms and no-arbitrage restrictions on a bond portfolio. Also, the discrepancy between risk-free and default-free bonds is often ignored. This study discusses the modeling conundrums and proposes a framework based on the preferred-habitat hypothesis for advanced term-structure construction that overcomes these limitations in current models. This article serves as an introduction for future work.
Alternative Alphas from Hedge Fund ETF Speculation  [PDF]
Peter C. L. Lin
Journal of Mathematical Finance (JMF) , 2016, DOI: 10.4236/jmf.2016.61004

Alternative alpha represents risk-adjust absolute return of an alternative investing instrument regressed on alternative risk factors. Over the years, the definition is extended to the absolute return generated from alternative asset speculation-long-only or long-short strategy on alternative assets to generate additional return on top of existence alpha. In this article, we examine and propose a model with state-dependent stochastic differential equations based on Gaussian mixture model and multi-class Gaussian-kernel support vector machine to analyze hedge fund ETF alpha. We provide a new type of long-short speculation which trades on hedge fund strategies. This long-short alternative portfolio is build based on a Sharpe-ratio-like alpha ratio optimization program, and the historical performance from the portfolio shows statistically significant improvement adding to existing alphas. For passive investors, the portfolio also yields a simple portable alpha strategy which outperforms the S&P 500 benchmark return by 7.8% since 2012.

Postoperative Hiccup Induced by LMA—A Case Report with Literature Review  [PDF]
C. C. Nwagwu, L. N. Ebirim
Open Journal of Anesthesiology (OJAnes) , 2014, DOI: 10.4236/ojanes.2014.410035
Abstract: Background: The laryngeal mask airway (LMA) has become popular due to simplicity of its use and its important function in difficult airway management. However, some complications have been associated with its use. A case report and review of literature on hiccups associated with the use of LMA is presented. Case Report: A 24-year-old man who presented with a right inguinoscrotal hernia was scheduled for elective surgery under general anaesthesia. He denied any co-existing medical illness. Physical examination showed a normal healthy patient and he was placed in class 1 of the American Society of Anesthesiologist (ASA) physical status category. After premedication with 0.6 mg atropine, general anaesthesia was induced with 200 mg of intravenous propofol. Size 5 classic LMA was inserted, and surgery had lasted for 45 minutes. He had hiccups immediately after removal of the LMA which lasted for 6 minutes, and stopped about 95 seconds after 0.6 mg intravenous atropine was given. Conclusion: Complications from the use of LMA may be rare but still possible. It is important to adhere to the guidelines for insertion and removal of the LMA and perioperative use of the device should strictly be by trained personnel.
Anti-Mullerian Hormone: Establishing the Ovarian Reserve Range with Age in Rivers State Women, Niger Delta Region of Nigeria  [PDF]
F. C. Ezeiruaku, C. L. Ezeani
Open Journal of Endocrine and Metabolic Diseases (OJEMD) , 2018, DOI: 10.4236/ojemd.2018.89017
Abstract: Background: The measurement of circulating anti-Mullerian hormone (AMH) in the plasma of adult women has been used as a tool in the assessment of ovarian reserve. This is based on its ability to reflect the number of growing follicles in the ovaries and knowing the level of AMH in a woman’s blood is generally a good indicator of her ovarian reserve and this can be achieved by making reference to a decision values. Objective: The purpose of this study was to measure the level of this hormone in normal, apparently healthy subjects in Rivers State, Nigeria with respect to age. The percentage of women, at their reproductive age with infertility problems in the state is in the increase and the essence was to establish a reference range for the hormone because of its clinical application in women fertility. Materials/method: A total of one thousand and sixty two apparently healthy women divided into four age groups were recruited for this study; this comprised of 300 each in age group of 20 - 30, 31 - 40, 41 - 50 respectively and 162 in 51 - 60 years age group from May 2014 to June 2017. They were randomly selected after filling a questionnaire form that has the information of age, tribe, last date of menses and whether on medication for any infertility problems. Excluded from the study were subjects identified with different endocrine dysfunction and/or on drugs for different types of anovulatory dysfunction. The Enzyme linked Immunoassay method was used in the measurement of the AMH. Results: The result from the measurement of plasma AMH levels showed a Mean ± SD value of 3.193 ± 0.943, 1.644 ± 0.691, 0.516 ± 0.276 and 0.135 ± 0.081 ng/ml respectively for the 1st, 2nd, 3rd and 4th age groups respectively. The mean value for the AMH decreases with increasing age and was statistically significant at the different age group levels (P < 0.05). The distribution pattern of the AMH, showed that a greater percentage of the women, about 46%, in age group 41 - 50 and 51 - 60 had a significant reduced level of the hormone from the group mean value, when compared with age group 20 - 30 and 31 - 40 years with about 15%. Conclusion: The reference, established range for the AMH (that is, 95% prediction interval), with respect to age in Rivers State women of Niger Delta region, Nigeria is as follows: 2.250 - 4.136; 0.953 - 2.350; 0.240 - 0.792 and 0.054 - 0.216 respectively for the age groups. This
Broken Symmetries in Spacetime with Torsion and Galactic Magnetic Fields without Dynamo Amplification  [PDF]
L. C. Garcia de Andrade
International Journal of Astronomy and Astrophysics (IJAA) , 2012, DOI: 10.4236/ijaa.2012.23022
Abstract: Since Kostelecky et al [Phys Rev Lett 100, 111102 (2008)], have shown that there is an intimate connection between spacetime with torsion and the possibility of constraining it to Lorentz violation, a renewed interest in torsion theories of gravity has arised. In this paper, minimal coupling between photons on a torsioned background is shown to allow us to obtain the galactic magnetic field strength μG without dynamo amplification. This agrees with recent results by Jimenez and Maroto (2011) for spiral galaxies, with galactic magnetic field constraints from Dark matter without dy- namo amplification. The approach discussed here allow us to get rid of the unpleasant photon mass by simply consider- ing the Lagrangean cut off for second order torsion terms. Therefore though the gauge and Lorentz symmetries are bro- ken here one does not have to deal with photon masses.
The Efficiency of CP-Violating α2-Dynamos from Primordial Cosmic Axion Oscillation with Torsion  [PDF]
L. C. Garcia de Andrade
International Journal of Astronomy and Astrophysics (IJAA) , 2015, DOI: 10.4236/ijaa.2015.51008
Abstract: Recently torsion fields were introduced in CP-violating cosmic axion a2-dynamos [Garcia de Andrade, Mod Phys Lett A, (2011)] in order to obtain Lorentz violating bounds for torsion. Here instead, oscillating axion solutions of the dynamo equation with torsion modes [Garcia de Andrade, Phys Lett B (2012)] are obtained taking into account dissipative torsion fields. Magnetic helicity torsion oscillatory contribution is also obtained. Note that the torsion presence guarantees dynamo efficiency when axion dynamo length is much stronger than the torsion length. Primordial axion oscillations due to torsion yield a magnetic field of 109 G at Nucleosynthesis epoch. This is obtained due to a decay of BBN magnetic field of 1015 G induced by torsion. Since torsion is taken as 10–20 s–1, the dynamo efficiency is granted over torsion damping. Of course dynamo efficiency is better in the absence of torsion. In the particular case when the torsion is obtained from anomalies it is given by the gradient of axion scalar [Duncan et al., Nuclear Phys B 87, 215] that a simpler dynamo equation is obtained and dynamo mechanism seems to be efficient when the torsion helicity, is negative while magnetic field decays when the torsion is positive. In this case an extremely huge value for the magnetic field of 1015 Gauss is obtained. This is one order of magnitude greater than the primordial magnetic fields of the domain wall. Actually if one uses tDW ~ 10-4 s one obtains BDW ~ 1022 G which is a more stringent limit to the DW magnetic primordial field.
Chaotic Synchronization of Symbolic Information in the Discrete Nonlinear Schroedinger Equation
C. L. Pando L
Physics , 2003,
Abstract: We have studied the discrete nonlinear Schroedinger equation (DNLSE) with on-site defects and periodic boundary conditions. When the array dynamics becomes chaotic, the otherwise quasiperiodic amplitude correlations between the oscillators are destroyed. However, we show that synchronization of symbolic information of suitable amplitude signals is possible in this hamiltonian system.
Die grotere soogdiere wat vro r dae voorgekom het in die omgewing van die Golden Gate-Hooglandpark
L. C. C. Liebenberg
Koedoe : African Protected Area Conservation and Science , 1964, DOI: 10.4102/koedoe.v7i1.804
Abstract: Die grotere soogdiere wat vro r dae voorgekom het in die omgewing van die Golden Gate-Hooglandpark
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