bluuebunny/crossref_metadata_2025 huggingface dataset:
Effects of two types of smartphone-based stress management programmes on depressive and anxiety symptoms among hospital nurses in Vietnam: a protocol for three-arm randomised controlled trial
Authors: Imamura Kotaro , Tran Thuy Thi Thu , Nguyen Huong Thanh , Kuribayashi Kazuto , Sakuraya Asuka , Nguyen Anh Quoc , Bui Thu Minh , Nguyen Quynh Thuy , Nguyen Kien Trung , Nguyen Giang Thi Huong , Tran Xuyen Thi Ngoc , Truong Tien Quang , Zhang Melvyn W B , Minas Harry , Sekiya Yuki , Sasaki Natsu , Tsutsumi Akizumi , Kawakami Norito
Published: April 2019

Introduction

Due to an increasing demand for healthcare in low-income and middle-income countries in Asia, it is important to develop a strategy to manage work-related stress in healthcare settings, particularly among nurses in these countries. The purpose of this three-arm randomised controlled trial (RCT) is to examine the effects of a newly developed smartphone-based multimodule stress management programme on reducing severity of depressive and anxiety symptoms as primary outcomes at 3-month and 7-month follow-ups among hospital nurses in Vietnam.

Methods and analysis

The target study population will be registered nurses working in a large general hospital (which employs approximately about 2000 nurses) in Vietnam. They will be invited to participate in this study. Participants who fulfil the eligibility criteria will be randomly allocated to the free-choice, multimodule stress management (intervention group A, n=360), the internet cognitive behavioural therapy (iCBT), that is, fixed-order stress management (intervention group B, n=360), or a treatment as usual control group (n=360). Two types (free-choice and fixed sequential order) of smartphone-based six-module stress management programmes will be developed. Participants in the intervention groups will be required to complete one of the programmes within 10 weeks after the baseline survey. The primary outcomes are depressive and anxiety symptoms, measured by using the Depression Anxiety and Stress Scales (DASS) at 3-month and 7 month follow-ups.

Ethics and dissemination

The study procedures have been approved by the Research Ethics Review Board of Graduate School of Medicine/Faculty of Medicine, the University of Tokyo (no 11991) and the Ethical Review Board for Biomedical Research of Hanoi University of Public Health (no 346/2018/YTCC-HD3). If a significant effect of the intervention programmes will be found in the RCT, the programmes will be made available to all nurses in the hospital including the control group. If the positive effects are found in this RCT, the e-stress management programmes will be disseminated to all nurses in Vietnam.

Trial registration number

UMIN000033139; Pre-results.
Goal-directed versus outcome-based financial incentives for weight loss among low-income patients with obesity: rationale and design of the Financial Incentives foR Weight Reduction (FIReWoRk) randomised controlled trial
Authors: Jay Melanie , Orstad Stephanie L , Wali Soma , Wylie-Rosett Judith , Tseng Chi-Hong , Sweat Victoria , Wittleder Sandra , Shu Suzanne B , Goldstein Noah J , Ladapo Joseph A
Published: April 2019

Introduction

Obesity is a major public health challenge and exacerbates economic disparities through employment discrimination and increased personal health expenditures. Financial incentives for weight management may intensify individuals’ utilisation of evidence-based behavioural strategies while addressing obesity-related economic disparities in low-income populations. Trials have focused on testing incentives contingent on achieving weight loss outcomes. However, based on social cognitive and self-determination theories, providing incentives for achieving intermediate behavioural goals may be more sustainable than incentivising outcomes if they enhance an individual’s skills and self-efficacy for maintaining long-term weight loss. The objective of this paper is to describe the rationale and design of the Financial Incentives foR Weight Reduction study, a randomised controlled trial to test the comparative effectiveness and cost-effectiveness of two financial incentive strategies for weight loss (goal directed vs outcome based) among low-income adults with obesity, as well as compared with the provision of health behaviour change resources alone.

Methods and analysis

We are recruiting 795 adults, aged 18–70 years with a body mass index ≥30 kg/m2, from three primary care clinics serving residents of socioeconomically disadvantaged neighbourhoods in New York City and Los Angeles. All participants receive a 1-year commercial weight loss programme membership, self-monitoring tools (bathroom scale, food journal and Fitbit Alta HR), health education and monthly check-in visits. In addition to these resources, those in the two intervention groups can earn up to $750 over 6 months for: (1) participating in an intensive weight management programme, self-monitoring weight and diet and meeting physical activity guidelines (goal-directed arm); or (2) a ≥1.5% to ≥5% reduction in baseline weight (outcome-based arm). To maximise incentive efficacy, we incorporate concepts from behavioural economics, including immediacy of payments and framing feedback to elicit regret aversion. We will use generalised mixed effect models for repeated measures to examine intervention effects on weight at 6, 9 and 12 months.

Ethics and dissemination

Human research protection committees at New York University School of Medicine, University of California Los Angeles (UCLA) David Geffen School of Medicine and Olive-View–UCLA Medical Center granted ethics approval. We will disseminate the results of this research via peer-reviewed publications, conference presentations and meetings with stakeholders.

Trial registration number

NCT03157713.
How human factors affect escalation of care: a protocol for a qualitative evidence synthesis of studies
Authors: Ede Jody , Westgate Verity , Petrinic Tatjana , Darbyshire Julie , Watkinson Peter J
Published: April 2019

Introduction

Failure to rescue is defined as mortality after complications during hospital care. Incidence ranges 10.9%–13.3% and several national reports such as National Confidential Enquiry into Patient Outcomes and Death and National Institute of Clinical Excellence CG 50 highlight failure to rescue as a significant problem for safe patient care.

To avoid failure to rescue events, there must be successful escalation of care. Studies indicate that human factors such as situational awareness, team working, communication and a culture promoting safety contribute to avoidance of failure to rescue events. Understanding human factors is essential to developing work systems that mitigate barriers and facilitate prompt escalation of care. This qualitative evidence synthesis will identify and synthesise what is known about the human factors that affect escalation of care.

Methods and analysis

We will search MEDLINE (Ovid), EMBASE (Ovid) and CINAHL, between database inception and 2018, for studies describing human factors affecting failure to rescue and/or care escalation. A search strategy was developed by two researchers and a medical librarian. Only studies exploring in-hospital (ward) populations using qualitative data collection methods will be included. Screening will be conducted by two researchers. We are likely to undertake a thematic synthesis, using the Thomas and Harden framework. Selected studies will be assessed for quality, rigour and limitations. Two researchers will extract and thematically synthesise codes using a piloted data extraction tool to develop analytical themes.

Ethics and dissemination

The qualitative evidence synthesis will use available published literature and no ethical approval is required. This synthesis will be limited by the quality of studies, rigour and reproducibility of study findings. Results will be published in a peer-reviewed journal, publicised at conferences and on social media.

PROSPERO registration number

CRD42018104745.
Application of electroacupuncture for postoperative pain management after total knee arthroplasty: a study protocol for a single-blinded, randomised placebo-controlled trial
Authors: Zhong Sheng , Huang Hai , Xie Jun , Zhao Ling , Song Xiu-ling , Chen Yue-lai , Xiao Lian-bo
Published: April 2019

Introduction

The purpose of this study is to assess the efficacy of electroacupuncture (EA) to relieve pain and promote functional rehabilitation after total knee surgery.

Methods and analysis

We propose a single-blinded, randomised placebo-controlled trial to evaluate the efficacy of EA. Patients with osteoarthritis (aged 55–80 years) undergoing unilateral total knee arthroplasty (TKA) will be included in the trial. They will be randomised to receive either EA or sham-EA. A total of 110 patients will receive EA and sham-EA for 3 days after TKA. Postoperative pain will be measured using visual analogue score, and the need for an additional dose of opioid and analgesics will be recorded as the primary outcome. Secondary outcomes include knee function and swelling, postoperative anxiety, postoperative nausea and vomiting among other complications.

Ethics and dissemination

This study has been approved by the ethics committee, and subsequent modifications of the protocol will be reported and approved by it. Written informed consent will be obtained from all of the participants or their authorised agents.

Trial registration number

ChiCTR1800016200; Pre-results.
Role of comprehensive geriatric assessment in healthcare of older people in UK care homes: realist review
Authors: Chadborn Neil H , Goodman Claire , Zubair Maria , Sousa Lídia , Gladman John R F , Dening Tom , Gordon Adam, L
Published: April 2019

Objectives

Comprehensive geriatric assessment (CGA) may be a way to deliver optimal care for care home residents. We used realist review to develop a theory-driven account of how CGA works in care homes.

Design

Realist review.

Setting

Care homes.

Methods

The review had three stages: first, interviews with expert stakeholders and scoping of the literature to develop programme theories for CGA; second, iterative searches with structured retrieval and extraction of the literature; third, synthesis to refine the programme theory of how CGA works in care homes.

We used the following databases: Medline, CINAHL, Scopus, PsychInfo, PubMed, Google Scholar, Greylit, Cochrane Library and Joanna Briggs Institute.

Results

130 articles informed a programme theory which suggested CGA had three main components: structured comprehensive assessment, developing a care plan and working towards patient-centred goals. Each of these required engagement of a multidisciplinary team (MDT). Most evidence was available around assessment, with tension between structured assessment led by a single professional and less structured assessment involving multiple members of an MDT. Care planning needed to accommodate visiting clinicians and there was evidence that a core MDT often used care planning as a mechanism to seek external specialist support. Goal-setting processes were not always sufficiently patient-centred and did not always accommodate the views of care home staff. Studies reported improved outcomes from CGA affecting resident satisfaction, prescribing, healthcare resource use and objective measures of quality of care.

Conclusion

The programme theory described here provides a framework for understanding how CGA could be effective in care homes. It will be of use to teams developing, implementing or auditing CGA in care homes. All three components are required to make CGA work—this may explain why attempts to implement CGA by interventions focused solely on assessment or care planning have failed in some long-term care settings.

Trial registration number

CRD42017062601.
Multifactorial correlates of blood pressure in South Asian children in Canada: a cross-sectional study
Authors: Fowokan Adeleke , Punthakee Zubin , Waddell Charlotte , Rosin Miriam , Morrison Katherine M , Gupta Milan , Rangarajan Sumathy , Teo Koon , Lear Scott
Published: April 2019

Objective

We sought to explore various correlates of blood pressure (BP) and hypertension, and to identify the most important aggregate combination of correlates for BP in South Asian children.

Design

Cross-sectional study

Setting

Community-based recruitment in two Canadian cities

Participants

South Asian children (n=762) provided a range of physiological, lifestyle and social variables. BP was assessed using an automated device. Body mass index (BMI), waist circumference (WC), waist-to-height ratio (WHtR) and BP were transformed to z-scores using published standards.

Outcome measures

Linear and logistic regression analyses were used to explore associations between the range of variables with BP z-scores and hypertension while stepwise regression was used to identify aggregate factors that provided explanatory capacity for systolic BP (SBP) and diastolic BP (DBP) z-scores.

Results

A range of variables were associated with BP z-score and hypertension in unadjusted analysis. On adjustment for confounders, the association between age (β=−0.054, 95% CI=−0.078 to 0.029), female sex (β=−0.208, 95% CI=−0.350 to –0.067), height (β=0.022, 95% CI=0.011 to 0.033), weight (β=0.047, 95% CI=0.040 to 0.055), BMI z-score (β=0.292, 95% CI=0.249 to 0.336), WC z-score (β=0.273, 95% CI=0.219 to 0.326), WHtR z-score (β=0.289, 95% CI=0.236 to 0.342), heart rate (β=0.016, 95% CI=0.010 to 0.022), child’s perception of body image (β=0.183, 95% CI=0.128 to 0.239) and grip strength (β=0.025, 95% CI=0.007 to 0.043) with SBP z-score remained. In stepwise regression, age, sex, BMI z-score, heart rate and weight accounted for 30% of the variance of SBP z-score, while age, BMI z-score, heart rate and daily fast food intake accounted for 23% of the DBP z-score variance.

Conclusion

Our findings suggest that variables, such as age, sex, height, adiposity and heart rate, provide stronger explanatory capacity to BP variance and hypertension risk than other variables in South Asian children.
Tailored digital behaviour change intervention with e-referral system to increase attendance at NHS stop smoking services (the MyWay project): study protocol for a randomised controlled feasibility trial
Authors: Fulton Emily , Newby Katie , Gokal Kajal , Kwah Kayleigh , Schumacher Lauren , Jackson Louise J , Naughton Felix , Coleman Tim , Brown Katherine
Published: April 2019

Introduction

In the UK, smokers who use stop smoking services (SSSs) are four times more likely to stop smoking than smokers who do not. Attendance has declined, warranting the development of interventions to address this. StopApp is a novel, brief online behaviour change intervention designed to address common barriers to SSS attendance. It links to widely commissioned service management software that enables instant appointment booking at a user’s location and time of choice.

Methods and analysis

A two-arm parallel group, individual participant feasibility randomised controlled trial of StopApp (intervention) compared with the standard promotion of and referral to SSSs (control). The study includes a nested qualitative process evaluation to assess the acceptability of the research processes, with a subsample of participants. Smokers aged over 16 years will be recruited via three routes: General Practice (GP), community settings and online. After consenting and the collection of baseline data, participants will be randomised to control or intervention groups. Participants in the intervention group receive a link to StopApp and those in the control group receive standard web-based information about the SSSs. All participants are told they can book a SSS appointment but are under no obligation to do so. Online follow-up 2 months post randomisation includes data on SSS use and carbon monoxide verified 4-week quit rates. The study aims to recruit 162 smokers.

Ethics and dissemination

Ethics approval has been granted by the West Midlands—Edgbaston NHS Research Ethics Committee. The findings will be reported in conferences and peer-reviewed publications; and will be used to design the parameters necessary for a definitive trial to ascertain the effectiveness of StopApp at increasing booking and attendance at SSSs compared with existing methods for encouraging uptake.
Effect on secondary care of providing enhanced support to residential and nursing home residents: a subgroup analysis of a retrospective matched cohort study
Authors: Lloyd Therese , Conti Stefano , Santos Filipe , Steventon Adam
Published: April 2019

Background

Thirteen residential care homes and 10 nursing homes specialising in older people in Rushcliffe, England, participated in an improvement programme. The enhanced support provided included regular visits from named general practitioners and additional training for care home staff. We assessed and compared the effect on hospital use for residents in residential and nursing homes, respectively.

Methods

Using linked care home and administrative hospital data, we examined people aged 65 years or over who moved to a participating care home between 2014 and 2016 (n=568). We selected matched control residents who had similar characteristics to the residents receiving enhanced support and moved to similar care homes not participating in the enhanced support (n=568). Differences in hospital use were assessed for residents of each type of care home using multivariable regression.

Results

Residents of participating residential care homes showed lower rates of potentially avoidable emergency admissions (rate ratio 0.50, 95% CI 0.30 to 0.82), emergency admissions (rate ratio 0.60, 95% CI 0.42 to 0.86) and Accident & Emergency attendances (0.57, 95% CI 0.40 to 0.81) than matched controls. Hospital bed days, outpatient attendances and the proportion of deaths that occurred out of hospital were not statistically different. For nursing home residents, there were no significant differences for any outcome.

Conclusions

The enhanced support was associated with lower emergency hospital use for older people living in residential care homes but not for people living in nursing homes. This might be because there was more potential to reduce emergency care for people in residential care homes. In nursing homes, improvement programmes may need to be more tailored to residents’ needs or the context of providing care in that setting.
Early application of haemostatic powder added to standard management for oesophagogastric variceal bleeding: a randomised trial
Authors: Ibrahim Mostafa , El-Mikkawy Ahmed , Abdel Hamid Mohamed , Abdalla Haitham , Lemmers Arnaud , Mostafa Ibrahim , Devière Jacques
Published: April 2019

Background

Acute variceal bleeding (AVB) requires early therapeutic management by experienced endoscopists that often poses logistical challenges for hospitals. We assessed a different management concept with early application of haemostatic powder—which does not require high endoscopic expertise—added to conventional management in a randomised trial.

Methods

Cirrhotic patients with AVB received standard medical therapy and were randomised to either immediate endoscopy with haemostatic powder application within 2 hours of admission, followed by early elective endoscopy on the next day, that is, within 12–24 hours of admission for definitive treatment (study group) or to early elective endoscopy only (control group). In both groups, failures to achieve clinical haemostasis until the time of early elective endoscopy underwent rescue endoscopy with attempted conventional haemostasis. Primary outcome was endoscopic haemostasis at the elective endoscopy.

Results

Of 86 randomised patients with AVB, 5/43 in the study group required rescue endoscopy for failure of controlling spurting bleeding (n=4) after powder application or for early bleeding recurrence in one patient who died before repeating rescue endoscopy. In the control group, 13/43 patients required rescue endoscopic haemostasis for failure of clinical haemostasis (12%vs30%, p=0.034). In the remaining patients, early elective endoscopic haemostasis was achieved in all 38 patients in the study group, while all remaining 30 patients in the control group had fresh gastric blood or (10%) spurting bleeding at early elective endoscopy with successful haemostasis in all of them. Six-week survival was significantly improved in the study group (7%vs30%, p=0.006).

Conclusion

The new concept of immediate powder application improves early clinical and endoscopic haemostasis. This simplified endoscopic approach may have an impact on early and 6-week survival.

Trial registration number

NCT03061604.
Quaternary evolution of the Suluova Basin: implications on tectonics and palaeonvironments of the Central North Anatolian Shear Zone
Authors: Erturaç Mehmet Korhan , Erdal Ozan , Sunal Gürsel , Tüysüz Okan , Şen Şevket
Published: April 2019

The Suluova Basin is a prominent member of the wide transtensional Amasya Shear Zone located at the central part of the North Anatolian Shear Zone. This basin is crucial and provides well-resolved data to understand the evolution of transtensional tectonic zones as well as the morphological and paleoenvironmental changes of North Anatolia during the Quaternary. Analysis of detailed stratigraphical sections, faulting data, and mammal paleontology reveals that the Suluova Basin has started to evolve as a closed half-graben along the NW–SE-trending, SW-dipping basin bounding fault zone with normal slip in the early Quaternary. Initial sedimentation mode of the basin was dominated by alluvial fan facies associations. Progressive basin subsidence resulted in an expansion of a freshwater lake at the basin depocenter as faults propagated westwards. Further extensions in the basin were caused to initiate the E–W-trending southern tectonic boundary. Newly created accommodation space hosted a vast freshwater lake during the Calabrian (∼1.8–0.78 Ma) acting as a refugia for a rich faunal assemblage of large and small land mammals. The conditions prior to the onset of Middle Pleistocene (MIS19, ∼0.79 Ma) is marked with increasing regional erosion where paleo-Lake Suluova was captured by the regional river system. Synchronously, the next phase of the shear zone formation was introduced with E–W-trending dextral and NE–SW-trending sinistral strike-slip faults, cross-cutting the former basin structure, forming new depocenters. These faults are still active with noticeable seismic activity and comprise future risks for the major cities of the region.
INDIGENOUS INNOVATION, FOREIGN TECHNOLOGY TRANSFER AND THE EXPORT PERFORMANCE OF CHINA’S MANUFACTURING INDUSTRIES
Authors: MA YING , RAUF ABDUL
Published: April 2019

Although a well-established link is observable in the existing literature on innovation–export interplay, there is a lack of research investigating the distinct impact of a variety of channels for domestic innovation and foreign technology spillovers on export performance in a unified framework. This paper uses a two-digit 1998–2013 panel dataset to empirically investigate the impact of domestic innovation efforts, innovation capability, foreign knowledge spillovers and technology transfer on export performance of large-and-medium-sized industrial enterprises (LMEs) in China. We find that: First, domestic innovation efforts significantly promote industrial export performance, while there is lack of highly-skilled human capital in China which restricts the favorable impact of innovation on exports; Second, technology imported from foreign countries have increased export competitiveness in China. Furthermore, innovative activities of foreign enterprises have led to export boom and this spillover channel experience has a stronger effect on export than one emanating from imported technology; Third, on the whole, foreign knowledge spillover channels have been more effective drivers of export performance than domestic innovation efforts. Fourth, calculations based on contribution to trade balance indicator witness a recent increase in the domestic content of industrial exports in China.
An S-Band CMOS 6-Bit Vector-Sum Phase Shifter with Low RMS Phase Error Using Frequency-to-Voltage Converter Feedforward Loop
Authors: Sarkezeh Mostafa Nobakht , Safarian Aminghasem
Published: April 2019

In this paper, a wideband full-360o phase shifter with 6 bits of accuracy has been designed and simulated with minimal root mean square (RMS) phase error. The proposed phase shifter deployed a feed forward path including a frequency-to-voltage converter (FVC) to minimize the mismatch in quadrature generation to eventually reduce the RMS phase error for S-band (2–4[Formula: see text]GHz) applications. The designed phase shifter in 180[Formula: see text]nm CMOS technology achieves an RMS phase error in the range of 0.607–1.18∘ with [Formula: see text][Formula: see text]dBm input signal over 2–4[Formula: see text]GHz frequency band. With lower input signal of [Formula: see text][Formula: see text]dBm, the RMS phase error is 0.621–1.34∘ for 2–4[Formula: see text]GHz input frequency. The proposed phase shifter shows an RMS amplitude error less than 0.41[Formula: see text]dB over 2–4[Formula: see text]GHz frequency. The 1-dB compression point ([Formula: see text]) of the proposed phase shifter is [Formula: see text][Formula: see text]dBm. The proposed wideband phase shifter draws 32 mA from 1.8 supply voltage. It occupies an active area of only 0.025[Formula: see text]mm2, due to active design without any inductor.
Covariant c-flation: A variational approach
Authors: Costa Renato , Cuzinatto Rodrigo R. , Ferreira Elisa G. M. , Franzmann Guilherme
Published: April 2019

We develop an action principle to construct the dynamics that gives rise to a minimal generalization of Einstein’s equations, where the speed of light ([Formula: see text]), the gravitational constant ([Formula: see text]) and the cosmological constant ([Formula: see text]) are allowed to vary. Our construction preserves general covariance of the theory, which yields a general dynamical constraint on [Formula: see text], [Formula: see text] and [Formula: see text]. This action is general and can be applied to describe different cosmological solutions. We apply this formulation to the initial condition puzzles of the early universe and show that it generates a dynamical mechanism to obtain the homogeneous and flat universe we observe today. We rewrite the conditions necessary to solve the horizon and flatness problems in this framework, which does not necessarily lead to an accelerated expansion as in inflation. Then, we show how the dynamics of the scalar field that represents [Formula: see text] or [Formula: see text] (and [Formula: see text]) can be used to solve the problems of the early universe cosmology by means of different ways to [Formula: see text]-inflate the horizon in the early universe. By taking [Formula: see text], we show that the dynamics of the scalar field representing [Formula: see text] can be described once a potential is given.
α-Decay half-lives of even–even nuclei of Pb, Po, Rn and Ra isotopes
Authors: Hosseini S. S. , Hassanabadi H. , Akrawy Dashty T.
Published: April 2019

In the present work, we intended to study the [Formula: see text]-decay half-lives of the even–even nuclei from [Formula: see text]Po to [Formula: see text]Ra in ground state. We investigated a semi-empirical, one-parameter model based on tunneling through a potential barrier with the centrifugal and overlapping effects. Half-lives of [Formula: see text]-decay of even–even nuclei calculated by using different versions of proximity potentials (gpp77, MCW76 and MB77) are compared to experimental data. Also, the computed half-lives are compared with the Royer formula, Akrawy and Poenaru (AKRE) formula, modify Ren (MRen B) formula and Denisov–Khudenko (DEKH) formula and with the experimental data. The results are in good agreement with the experimental data.
TOPOLOGICAL PROPERTIES OF FRACTAL JULIA SETS RELATED TO THE SIGNS OF REAL AND REACTIVE ELECTRIC POWERS
Authors: TABARES-OSPINA HÉCTOR A. , CANDELO-BECERRA JOHN E.
Published: April 2019

This paper focuses on applying fractal Julia sets to observe the topological properties related to the signs of the real and reactive electric powers. To perform this, different power combinations were used to represent the fractal diagrams with an algorithm that considers the mathematical model of Julia sets. The study considers three cases: the first study considers the change of real power when the reactive power is fixed; the second study deals with the change of the reactive power when the real power is fixed; and finally, the third study contemplates that both real and reactive powers change. Furthermore, the fractal diagrams of the power in the four quadrants of the complex plane are studied to identify the topological properties for each sign. A qualitative analysis of the diagrams helps identify that complex power loads present some fractal graphic patterns with respect to the signs considered in the different quadrants of the complex planes. The diagrams represented in the complex planes save a relation in the forms and structure with other points studied, concluding that the power is related to other figures in other quadrants. Thus, this result allows a new study of the behavior of power in an electrical circuit by showing a clear relation of the different fractal diagrams obtained by the Julia sets.
EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE
Authors: YANG BEN-ZHANG , YUE JIA , HUANG NAN-JING
Published: April 2019

This paper focuses on the pricing of variance swaps in incomplete markets where the short rate of interest is determined by a Cox–Ingersoll–Ross model and the stock price is determined by a Heston model with simultaneous Lévy jumps. We obtain the pricing kernel and the equivalent martingale measure in an equilibrium framework. We also give new closed-form solutions for the delivery prices of discretely sampled variance swaps under the forward measure, as opposed to the risk neural measure, by employing the joint moment generating function of underlying processes. Theoretical results and numerical examples are provided to illustrate how the values of variance swaps depend on the jump risks and stochastic interest rate.
A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA
Authors: LEJAY ANTOINE , PIGATO PAOLO
Published: April 2019

In financial markets, low prices are generally associated with high volatilities and vice-versa, this well-known stylized fact is usually referred to as the leverage effect. We propose a local volatility model, given by a stochastic differential equation with piecewise constant coefficients, which accounts for leverage and mean-reversion effects in the dynamics of the prices. This model exhibits a regime switch in the dynamics according to a certain threshold. It can be seen as a continuous-time version of the self-exciting threshold autoregressive (SETAR) model. We propose an estimation procedure for the volatility and drift coefficients as well as for the threshold level. Parameters estimated on the daily prices of 351 stocks of NYSE and S&P 500, on different time windows, show consistent empirical evidence for leverage effects. Mean-reversion effects are also detected, most markedly in crisis periods.
Theoretical investigation on the photoelectrochemical anticorrosion mechanism of SnO2–TiO2nanotube
Authors: Meng Yang , Zhang Jianjun , Wang Zhunzhun , Liang Jin-Xia , Zhu Chun
Published: April 2019

In this work, the calculated electron density difference, Bader charge analysis and the density of states (DOS) of SnO2–TiO2-nanotubes (NTs) indicate that the electrons are transferred from the Ti atoms of TiO2into the O atoms of (SnO[Formula: see text] in SnO2–TiO2-NTs and the supported (SnO[Formula: see text] cluster acts as the role of storage for photogenerated electrons excited from TiO2-NTs, which is in good agreement with experimental results that the SnO2–TiO2-NTs composite films have higher photocurrent density for photocathodic protection of 304 stainless steel (304SS). The theoretical investigations provide a plausible explanation for the photoelectrochemical anticorrosion mechanism of SnO2–TiO2-NTs using periodic density functional theory (DFT).
Agent-based cloud service negotiation architecture using similarity grouping approach
Authors: Rajavel Rajkumar , Ravichandran Sathish Kumar , Kanagachidambaresan G. R.
Published: April 2019

Challenges and issues in the field of cloud service negotiation framework optimization have been an active area of research. During service level agreement, the probability of negotiation conflict between the service consumers and providers is high. This may arise due to aggressive behavior, selfish misperception, vague preferences and uncertain goals of the negotiating participants. One of the key challenges identified in negotiation framework is optimizing the negotiation conflict among the negotiators. In order to minimize such conflicts, existing frameworks group the negotiation pairs that contain similar and non-aggressive behavioral patterns by exploiting the distance, binary, context dependent and fuzzy similarity approaches. These approaches get better success rate only if the dimensionality of negotiator attributes is low. As emerging real-time cloud service negotiation applications are characterized by negotiation attributes of high dimensionality, the existing approaches are inappropriate for these applications. In addition, the existing approaches group the negotiation pairs using distances based measure in two-dimensional negotiation attribute, whose value will vary for high-dimensional attributes. In this work, an Angle-based Similarity Grouping (ASG) approach is proposed that appropriately groups the highly cooperative negotiation pairs and thereby increases the success rate and decreases communication overhead.
A Position-Domain Adaptive Control Method for Underactuated Bipedal Walking on a Compliant Ground
Authors: Wang Yang , Ding Jiatao , Xiao Xiaohui
Published: April 2019

Motivated by the potential use of humanoid-robot in real environment, a position-domain adaptive control strategy is developed to stabilize the underactuated bipedal walking on a compliant ground. First, the robot-ground system is modeled as a rigid kinematical chain coupled with a spring-damper system. Then by observing the simulation result of walking on compliant ground, we find the improvement of walking stability can be realized by controlling the initial velocity of robot’s center-of-mass (COM) of each walking cycle. In consideration of the highly-complicated impact of real road surface on direct velocity control, through the analysis on the relationship between the robot’s COM velocity and its foot vertical velocity, the robot’s state is parameterized by the normalized relative vertical position between both the feet, and the control of robot’s COM initial velocity of current cycle is realized by controlling the relative vertical velocity between the robot’s two feet during the previous impact phase. To realize it, an adaptive feedback linearization control strategy is developed in position-domain. Finally, the availability and adaptability of this method are validated through simulations: Specific to three initial gaits, on four compliant ground with different damping parameters, the underactuated bipedal walking is stabilized and the performance is improved.
Positive solutions for nonlinear parametric singular Dirichlet problems
Authors: Papageorgiou Nikolaos S. , Rădulescu Vicenţiu D. , Repovš Dušan D.
Published: April 2019

We consider a nonlinear parametric Dirichlet problem driven by the [Formula: see text]-Laplace differential operator and a reaction which has the competing effects of a parametric singular term and of a Carathéodory perturbation which is ([Formula: see text])-linear near [Formula: see text]. The problem is uniformly nonresonant with respect to the principal eigenvalue of [Formula: see text]. We look for positive solutions and prove a bifurcation-type theorem describing in an exact way the dependence of the set of positive solutions on the parameter [Formula: see text].
A nonlinear inverse problem of the Korteweg–de Vries equation
Authors: Lu Shengqi , Chen Miaochao , Liu Qilin
Published: April 2019

In this paper, we prove the existence and uniqueness of solutions of an inverse problem of the simultaneous recovery of the evolution of two coefficients in the Korteweg–de Vries equation.
Maximum principles for nonlocal parabolic Waldenfels operators
Authors: Huang Qiao , Duan Jinqiao , Wu Jiang-Lun
Published: April 2019

As a class of Lévy type Markov generators, nonlocal Waldenfels operators appear naturally in the context of investigating stochastic dynamics under Lévy fluctuations and constructing Markov processes with boundary conditions (in particular the construction with jumps). This work is devoted to prove the weak and strong maximum principles for ‘parabolic’ equations with nonlocal Waldenfels operators. Applications in stochastic differential equations with [Formula: see text]-stable Lévy processes are presented to illustrate the maximum principles.
Clique Number and Girth of the Rough Ideal-Based Rough Edge Cayley Graph
Authors: Praba B. , Benazir Obilia X. A.
Published: April 2019

In this paper, clique number and girth of the rough ideal-based rough edge Cayley graphs [Formula: see text] and [Formula: see text], where [Formula: see text] is the rough Ideal of the rough semiring [Formula: see text] and [Formula: see text] contains the nontrivial elements of [Formula: see text], are evaluated. We prove that the clique number of [Formula: see text] is [Formula: see text] and the clique number of [Formula: see text] is [Formula: see text]. Girth of [Formula: see text] and [Formula: see text] is 3. These concepts are illustrated with examples.
PASS-THROUGH RATE STUDY FOR HONG KONG BANKING INDUSTRY AND ITS APPLICATION TO NONMATURITY DEPOSITS INTEREST RATE RISK MANAGEMENT
Authors: WANG ZHIFENG , WEI FANGYING , FANG YUZHOU
Published: April 2019

Basel Committee on Banking Supervision published Standards on Interest Rate Risk in Banking Book in April 2016. Apart from others, it proposed a standardized framework under which banks should identify core and noncore deposits within their stable nonmaturity deposits (NMD) and determine appropriate cash flow slotting for the NMD. This paper proposed a unique solution to slot Core NMD into repricing time buckets to address Basel requirements on NMD. The proposed solution was based on pass-through rate model under ECM (error correction model) framework. The solution itself showed interesting mathematical property to form a generalized Fibonacci sequence with converged partial sum. What is more, this paper proposed a model-neutral back testing scheme to make objective comparison of performance across different NMD repricing behavior models. The contents of this paper are expected to be useful for practitioners due to lack of quantitative modeling and model validation methodologies on this topic in the industry while, at the same time, to motivate academic discussion on the best practice and further enhancement of the modeling approach for the industry.
ANALYZING THE DETERMINANTS OF THE EUROPEAN UNION’S REGIONAL ECONOMIC DEVELOPMENT
Authors: IGNATOV AUGUSTIN
Published: April 2019

The European Union (EU) is a heterogeneous political and economic structure comprising 28 nations, differing in terms of size, population, economic development and institutional efficiency. National socio-economic context determines countries’ growth potential and their ability to compete for foreign markets. The socio-economic discrepancies present, respectively, between the Western, Northern, Southern and Eastern EU nations still persist, thus reducing the community’s ability to compete on the global market, especially with the USA, Japan and China, which are considered the main powerhouses of the world’s economy capable of challenging economic positions of the European Union. Consequently, the present research aims to assess to which extent economic growth determinants in the European Union differ taking into account the regional context. An individual per region regression analysis was developed intending to identify which are the determinants of economic development at the level of EU’s geographical regions. The results reached confirm this assumption underlining the fact that there are significant dissimilarities between the motivators of economic progress in the EU. This fact should particularly concern the European elites as these variations determine the further accentuation of development disparities not only among the countries but also between entire groups of states.
Progressive Color Transfer With Dense Semantic Correspondences
Authors: He Mingming , Liao Jing , Chen Dongdong , Yuan Lu , Sander Pedro V.
Published: April 2019

We propose a new algorithm for color transfer between images that have perceptually similar semantic structures. We aim to achieve a more accurate color transfer that leverages semantically meaningful dense correspondence between images. To accomplish this, our algorithm uses neural representations for matching. Additionally, the color transfer should be spatially variant and globally coherent. Therefore, our algorithm optimizes a local linear model for color transfer satisfying both local and global constraints. Our proposed approach jointly optimizes matching and color transfer, adopting a coarse-to-fine strategy. The proposed method can be successfully extended from
one-to-one
to
one-to-many
color transfer. The latter further addresses the problem of mismatching elements of the input image. We validate our proposed method by testing it on a large variety of image content.
Acute Onset of Hypersomnolence and Aphasia Secondary to an Artery of Percheron Infarct and a Proposed Emergency Room Evaluation
Authors: Ranasinghe Tamra , Boo SoHyun , Adcock Amelia
Published: April 2019

Artery of Percheron (AOP) is a rare anatomical variant, which supplies bilateral paramedian thalami and the rostral mesencephalon via a single dominant thalamic perforating artery arising from the P1 segment of a posterior cerebral artery. AOP infarcts can present with a plethora of neurological symptoms: altered mental status, memory impairment, hypersomnolence, coma, aphasia, and vertical gaze palsy. Given the lack of classic stroke signs, majority of AOP infarcts are not diagnosed in the emergency setting. Timely diagnosis of an acute bilateral thalamic infarct can be challenging, and this case report highlights the uncommon neurological presentation of AOP infarction. The therapeutic time window to administer IV tPA can be missed due to this delay in diagnosis, resulting in poor clinical outcomes. To initiate appropriate acute ischemic stroke management, we propose a comprehensive radiological evaluation in the emergency room for patients with a high suspicion of an AOP infarction.
Heuristic Clustering Based on Centroid Learning and Cognitive Feature Capturing
Authors: Li Chunzhong , Zhang Yunong , Chen Xu
Published: April 2019

As one of the typical clustering algorithms, heuristic clustering is characterized by its flexibility in feature integration. This paper proposes a type of heuristic algorithm based on cognitive feature integration. The proposed algorithm employs nonparameter density estimation and maximum likelihood estimation to integrate whole and local cognitive features and finally outputs satisfying clustering results. The new approach possesses great expansibility, which enables priors supplement and misclassification adjusting during clustering process. The advantages of the new approach are as follows: (1) it is effective in recognizing stable clustering results without priors given in advance; (2) it can be applied in complex data sets and is not restricted by density and shape of the clusters; and (3) it is effective in noise and outlier recognition, which does not need elimination of noises and outliers in advance. The experiments on synthetic and real data sets exhibit better performance of the new algorithm.
Modal Computation and Analysis Based on Phase Sequence of LLC Resonant DC‐DC Converter
Authors: Sun Lei , Suo Xuesong , Hao Jianjun , Zhang Jun , Ma Yuejin , Wang Xiaoming
Published: April 2019

LLC resonant DC‐DC converter has wide working range, good voltage gains, and soft switching performance. So it is widely used in power transformation systems of new energy equipment such as UPS, electric vehicle, and photovoltaics (PV). The conduction loss in the main circuit constitutes the main loss occurred in the LLC resonant converter. It may greatly improve the power conversion efficiency of the converter by reducing the conduction loss. To solve the above problems, a method is proposed to calculate and design the parameters of the resonant element in this paper. This method abandons the traditional time sequence mathematical model, and, in order to reduce the effective value of the main loop current of resonant converter, the phase sequence modal analysis is applied. With ZVS as the constraint condition, the design parameters of resonance element that can minimize the conduction loss can be obtained. In the final part, an experimental prototype (300W) is designed and the effectiveness of the mentioned method is verified.
Impact of Guideline Markings on Saturation Flow Rate at Signalized Intersections
Authors: Qin Zhengtao , Zhao Jing , Liang Shidong , Yao Jiao
Published: April 2019

Many intersections around the world are irregular crossings where the approach and exit lanes are offset or the two roads cross at oblique angles. These irregular intersections often confuse drivers and greatly affect operational efficiency. Although guideline markings are recommended in many design manuals and codes on traffic signs and markings to address these problems, the effectiveness and application conditions are ambiguous. The research goal was to analyze the impact of guideline markings on the saturation flow rate at signalized intersections. An adjustment estimation model was established based on field data collected at 33 intersections in Shanghai, China. The proposed model was validated using a before–after case study. The underlying reasons for the impact of intersection guideline markings on the saturation flow rate are discussed. The results reveal that the improvement in the saturation flow rate obtained from painting guide line markings is positively correlated with the number of traffic lanes, offset of through movement, and turning angle of left-turns. On average, improvements of 7.0% and 10.3% can be obtained for through and left-turn movements, respectively.