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Search Results: 1 - 10 of 22546 matches for " Christian Gabriel "
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Common Factors in International Bond Returns and a Joint ATSM to Match Them  [PDF]
Christian Gabriel
Theoretical Economics Letters (TEL) , 2014, DOI: 10.4236/tel.2014.47067
Abstract:

The existence of common factors in international bond markets is an important cause for modelling different term structures of interest rates jointly. This paper investigates the common factors of US and UK treasury yields in the period of 1983 to 2012. A principal component analysis motivates the type of joint ATSM for modelling the yield curves of two distinct economies. In sum, two common factors explain 85% of the yield variation and the model factors have a solid economic intuition.

Models of the aging brain structure and individual decline
Gabriel Ziegler,Christian Gaser
Frontiers in Neuroinformatics , 2012, DOI: 10.3389/fninf.2012.00003
Abstract: The aging brain’s structural development constitutes a spatiotemporal process that is accessible by MR-based computational morphometry. Here we introduce basic concepts and analytical approaches to quantify age-related differences and changes in neuroanatomical images of the human brain. The presented models first address the estimation of age trajectories, then we consider inter-individual variations of structural decline, using a repeated measures design. We concentrate our overview on preprocessed neuroanatomical images of the human brain to facilitate practical applications to diverse voxel- and surface-based structural markers. Together these methods afford analysis of aging brain structure in relation to behavioral, health, or cognitive parameters.
The many-body Green function of degenerate systems
Christian Brouder,Gianluca Panati,Gabriel Stoltz
Physics , 2009, DOI: 10.1103/PhysRevLett.103.230401
Abstract: A rigorous non perturbative adiabatic approximation of the evolution operator in the many-body physics of degenerate systems is derived. This approximation is used to solve the long-standing problem of the choice of the initial states of H0 leading to eigenstates of H0+V for degenerate systems. These initial states are eigenstates of P0 V P0, where P0 is the projection onto a degenerate eigenspace of H0. This result is used to give the proper definition of the Green function, the statistical Green function and the non-equilibrium Green function of degenerate systems. The convergence of these Green functions is established.
Gell-Mann and Low formula for degenerate unperturbed states
Christian Brouder,Gianluca Panati,Gabriel Stoltz
Physics , 2009, DOI: 10.1007/s00023-009-0018-7
Abstract: The Gell-Mann and Low switching allows to transform eigenstates of an unperturbed Hamiltonian $H_0$ into eigenstates of the modified Hamiltonian $H_0 + V$. This switching can be performed when the initial eigenstate is not degenerate, under some gap conditions with the remainder of the spectrum. We show here how to extend this approach to the case when the ground state of the unperturbed Hamiltonian is degenerate. More precisely, we prove that the switching procedure can still be performed when the initial states are eigenstates of the finite rank self-adjoint operator $\cP_0 V \cP_0$, where $\cP_0$ is the projection onto a degenerate eigenspace of $H_0$.
Adiabatic approximation, Gell-Mann and Low theorem and degeneracies: A pedagogical example
Christian Brouder,Gabriel Stoltz,Gianluca Panati
Physics , 2008, DOI: 10.1103/PhysRevA.78.042102
Abstract: We study a simple system described by a 2x2 Hamiltonian and the evolution of the quantum states under the influence of a perturbation. More precisely, when the initial Hamiltonian is not degenerate,we check analytically the validity of the adiabatic approximation and verify that, even if the evolution operator has no limit for adiabatic switchings, the Gell-Mann and Low formula allows to follow the evolution of eigenstates. In the degenerate case, for generic initial eigenstates, the adiabatic approximation (obtained by two different limiting procedures) is either useless or wrong, and the Gell-Mann and Low formula does not hold. We show how to select initial states in order to avoid such failures.
A distributed prime sieving algorithm based on Scheduling by Multiple Edge Reversal
Gabriel Paillard,Christian Lavault,Felipe Franca
Computer Science , 2013,
Abstract: This paper presents a new distributed approach for generating all prime numbers in a given interval of integers. From Eratosthenes, who elaborated the first prime sieve (more than 2000 years ago), to the current generation of parallel computers, which have permitted to reach larger bounds on the interval or to obtain previous results in a shorter time, prime numbers generation still represents an attractive domain of research and plays a central role in cryptography. We propose a fully distributed algorithm for finding all primes in the interval $[2\ldots, n]$, based on the \emph{wheel sieve} and the SMER (\emph{Scheduling by Multiple Edge Reversal}) multigraph dynamics. Given a multigraph $\mathcal{M}$ of arbitrary topology, having $N$ nodes, a SMER-driven system is defined by the number of directed edges (arcs) between any two nodes of $\mathcal{M}$, and by the global period length of all "arc reversals" in $\mathcal{M}$. The new prime number generation method inherits the distributed and parallel nature of SMER and requires at most $n + \lfloor \sqrt{n}\rfloor$ time steps. The message complexity achieves at most $n\Delta_N + \lfloor \sqrt{n}\rfloor \Delta_N$, where $1\le \Delta_N\le N - 1$ is the maximal multidegree of $\mathcal{M}$, and the maximal amount of memory space required per process is $\mathcal{O}(n)$ bits.
Microbiological Quality Assessment of Drinking Water in Lalo Commune, Benin (West Africa)  [PDF]
Roch Christian Johnson, Gratien Boni, Hermione Amoukpo, Yves Barogui, Gabriel Diez, Didier Agossadou, Ghislain Emmanuel Sopoh, Michel Boko
Journal of Water Resource and Protection (JWARP) , 2016, DOI: 10.4236/jwarp.2016.88066
Abstract: Although drinking water is readily available in Benin, its quality presents a public health concern. The district of Ahomadégbé in the commune of Lalo is characterized by several artesian wells. Unfortunately, anthropogenic factors negatively affect the drinking water quality in this area. The aim of this research was to study the microbiological quality of drinking water in the Ahomadégbé district, and to review household water treatment methods employed by the local population. Thirty-five water samples were takenat water collection points, at selected points along the water transportation system and from water storage facilities, and microbiological parameters were measured. Qualitative data were collected via in-depth interviews with key informants regarding local household water treatment methods. Results reveal that there is a significant degree of microbiological pollution of drinking water in this district, particularly during the water transportation and storage stages where microbiological pollution exceeds levels approved by the World Health Organization. Local residents are familiar with several household water treatment methods. However, these methods are inconsistently applied, which limits their effectiveness. In addition to improving the quality of the drinking water resource itself, it is important to set up interventions relating to water treatment methods in local households.
Glycemic variability and glucose complexity in critically ill patients: a retrospective analysis of continuous glucose monitoring data
Richard Brunner, Gabriel Adelsmayr, Harald Herkner, Christian Madl, Ulrike Holzinger
Critical Care , 2012, DOI: 10.1186/cc11657
Abstract: Retrospective analysis were conducted of two prospective, randomized, controlled trials in which 174 critically ill patients either received IIT according to a real-time CGM system (n = 63) or according to an algorithm (n = 111) guided by selective arterial blood glucose measurements with simultaneously blinded CGM for 72 hours. Standard deviation, glucose lability index and mean daily delta glucose as markers of glycemic variability, as well as glucose complexity and mean glucose were calculated.Glycemic variability measures were comparable between the real time CGM group (n = 63) and the controls (n = 111). Glucose complexity was significantly lower (higher DFA) in ICU non-survivors (n = 36) compared to survivors (n = 138) (DFA: 1.61 (1.46 to 1.68) versus 1.52 (1.44 to 1.58); P = 0.003). Diabetes mellitus was significantly associated with a loss of complexity (diabetic (n = 33) versus non-diabetic patients (n = 141) (DFA: 1.58 (1.48 to 1.65) versus 1.53 (1.44 to 1.59); P = 0.01).IIT guided by real time CGM did not result in significantly reduced glycemic variability. Loss of glucose complexity was significantly associated with mortality and with the presence of diabetes mellitus.Glucose control in critically ill patients has been a highly disputed topic since 2001, when van den Berghe et al. showed that intensive insulin therapy (IIT) (mean glucose levels ≤6.11 mmol/L) could reduce the morbidity and mortality of patients in surgical ICUs by 42% [1]. However, subsequent studies came to inconclusive findings [2]. Recently, several retrospective trials found glycemic variability per se to be associated with mortality in critically ill patients, independent of mean glucose concentration [3-9].The measure glycemic variability describes fluctuations of blood glucose over time. As glucose fluctuations are not covered by mean glucose, glycemic variability has been suggested as an additional measure for glucose control. Glycemic variability is represented by standard devia
Alpine Grassland Phenology as Seen in AVHRR, VEGETATION, and MODIS NDVI Time Series - a Comparison with In Situ Measurements
Fabio Fontana,Christian Rixen,Tobias Jonas,Gabriel Aberegg,Stefan Wunderle
Sensors , 2008, DOI: 10.3390/s8042833
Abstract: This study evaluates the ability to track grassland growth phenology in the Swiss Alps with NOAA-16 Advanced Very High Resolution Radiometer (AVHRR) Normalized Difference Vegetation Index (NDVI) time series. Three growth parameters from 15 alpine and subalpine grassland sites were investigated between 2001 and 2005: Melt-Out (MO), Start Of Growth (SOG), and End Of Growth (EOG).We tried to estimate these phenological dates from yearly NDVI time series by identifying dates, where certain fractions (thresholds) of the maximum annual NDVI amplitude were crossed for the first time. For this purpose, the NDVI time series were smoothed using two commonly used approaches (Fourier adjustment or alternatively Savitzky-Golay filtering). Moreover, AVHRR NDVI time series were compared against data from the newer generation sensors SPOT VEGETATION and TERRA MODIS. All remote sensing NDVI time series were highly correlated with single point ground measurements and therefore accurately represented growth dynamics of alpine grassland. The newer generation sensors VGT and MODIS performed better than AVHRR, however, differences were minor. Thresholds for the determination of MO, SOG, and EOG were similar across sensors and smoothing methods, which demonstrated the robustness of the results. For our purpose, the Fourier adjustment algorithm created better NDVI time series than the Savitzky-Golay filter, since latter appeared to be more sensitive to noisy NDVI time series. Findings show that the application of various thresholds to NDVI time series allows the observation of the temporal progression of vegetation growth at the selected sites with high consistency. Hence, we believe that our study helps to better understand largescale vegetation growth dynamics above the tree line in the European Alps.
Chaotic mixing in stirred vessels: A new strategy to enhance homogeneity
Gabriel Ascanio,Stepháne Foucault,Mourad Heniche,Christian Rivera
Ingeniería mecánica, tecnología y desarrollo , 2005,
Abstract:
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