bluuebunny/crossref_metadata_2025_split huggingface dataset:
Risk measures computation by Fourier inversion
Authors: Nguyen Ngoc Quynh Anh , Nguyen Thi Ngoc Trang 
Published: January 2017

Purpose
The purpose of this paper is to present the method for efficient computation of risk measures using Fourier transform technique. Another objective is to demonstrate that this technique enables an efficient computation of risk measures beyond value-at-risk and expected shortfall. Finally, this paper highlights the importance of validating assumptions behind the risk model and describes its application in the affine model framework.

Design/methodology/approach
The method proposed is based on Fourier transform methods for computing risk measures. The authors obtain the loss distribution by fitting a cubic spline through the points where Fourier inversion of the characteristic function is applied. From the loss distribution, the authors calculate value-at-risk and expected shortfall. As for the calculation of the entropic value-at-risk, it involves the moment generating function which is closely related to the characteristic function. The expectile risk measure is calculated based on call and put option prices which are available in a semi-closed form by Fourier inversion of the characteristic function. We also consider mean loss, standard deviation and semivariance which are calculated in a similar manner.

Findings
The study offers practical insights into the efficient computation of risk measures as well as validation of the risk models. It also provides a detailed description of algorithms to compute each of the risk measures considered. While the main focus of the paper is on portfolio-level risk metrics, all algorithms are also applicable to single instruments.

Practical implications
The algorithms presented in this paper require little computational effort which makes them very suitable for real-world applications. In addition, the mathematical setup adopted in this paper provides a natural framework for risk model validation which makes the approach presented in this paper particularly appealing in practice.

Originality/value
This is the first study to consider the computation of entropic value-at-risk, semivariance as well as expectile risk measure using Fourier transform method.
Municipal bond insurance: identifying the best payment plan
Authors: Kalotay Andrew , Abreo Leslie 
Published: January 2017

Purpose
The volume of municipal bond insurance declined dramatically following the financial crisis of 2008. Insurance now is making a gradual comeback. Two related considerations complicate identification of the best insurance plan. One is the current practice in the municipal market of issuing callable bonds with an above-market coupon; such bonds are very likely to be refunded. The other is that the cost of insurance may depend on when the bonds are refunded. This paper shows how contemporary fixed income analytics can be applied to identifying the best payment plan.

Design/methodology/approach
When the structure of the bond issue is fixed, the benefit from insurance is simply in the increase in proceeds from the better pricing. The debt service is adjusted to incorporate the cashflows associated with insurance. The optimum time of refunding depends on the adjusted cashflows. The effective insurance cost is the difference between the present value of the debt service with and without the adjustment for insurance payments.

Findings
The timing of refunding is a critical determinant of which premium payment plan is the best deal. For a given bond structure, the likelihood of refunding favors plans that are contingent on that event.

Originality/value
The paper proposes an analytically rigorous approach to identifying the most cost-effective bond insurance plan. The findings are relevant to participants in municipal finance, including issuers and their advisors, underwriters and bond insurance companies.
A hierarchical method for human concurrent activity recognition using miniature inertial sensors
Authors: Chen Ye , Wang Zhelong 
Published: January 2017

Purpose
Existing studies on human activity recognition using inertial sensors mainly discuss single activities. However, human activities are rather concurrent. A person could be walking while brushing their teeth or lying while making a call. The purpose of this paper is to explore an effective way to recognize concurrent activities.

Design/methodology/approach
Concurrent activities usually involve behaviors from different parts of the body, which are mainly dominated by the lower limbs and upper body. For this reason, a hierarchical method based on artificial neural networks (ANNs) is proposed to classify them. At the lower level, the state of the lower limbs to which a concurrent activity belongs is firstly recognized by means of one ANN using simple features. Then, the upper-level systems further distinguish between the upper limb movements and infer specific concurrent activity using features processed by the principle component analysis.

Findings
An experiment is conducted to collect realistic data from five sensor nodes placed on subjects’ wrist, arm, thigh, ankle and chest. Experimental results indicate that the proposed hierarchical method can distinguish between 14 concurrent activities with a high classification rate of 92.6 per cent, which significantly outperforms the single-level recognition method.

Practical implications
In the future, the research may play an important role in many ways such as daily behavior monitoring, smart assisted living, postoperative rehabilitation and eldercare support.

Originality/value
To provide more accurate information on people’s behaviors, human concurrent activities are discussed and effectively recognized by using a hierarchical method.
Study on an innovative self-inductance tension eddy current sensor based on the inverse magnetostrictive effect
Authors: Xiu Chengzhu , Ren Liang , Li Hongnan , Jia Ziguang 
Published: January 2017

Purpose
Magnetic permeability variations of ferromagnetic materials under elastic stress offer the potential to monitor tension based on the inverse magnetostrictive effect. The purpose of this paper is to propose an innovative self-inductance tension eddy current sensor to detect tension.

Design/methodology/approach
The effectiveness of conventional elasto-magnetic (EM) sensor is limited during signal detection, due to its complex sensor structure, which includes excitation and induction coils. In this paper, a novel self-inductance tension eddy current sensor using a single coil is presented.

Findings
The output signal was analyzed through oscilloscope in the frequency domain and via self-developed data logger in the time domain. Experimental results show the existence of a linear relationship between voltage across the sensor and tension. The sensor sensitivity is dependent on operating conditions, such as current and frequency of the input signal.

Practical implications
The self-inductance sensor has great potential for replacing conventional EM sensor due to its low cost, simple structure, high precision and good repeatability in tension detection.

Originality/value
A spilt sleeve structure provides a higher permeability path to magnetic field lines than a non-sleeve structure, thus reducing the loss of magnetic field. The self-developed data logger improves sensitivity and signal-to-noise ratio of sensor. The novel sensor, as a replacement of the EM sensor, can easily and accurately monitor the tension force.
Sex‐dependent effects of letrozole on anxiety in middle‐aged rats
Authors: Borbélyová Veronika , Domonkos Emese , Csongová Melinda , Kačmárová Mária , Ostatníková Daniela , Celec Peter , Hodosy Július 
Published: January 2017

SummaryAromatase catalyzes the conversion of testosterone to estradiol and is involved in the physiological effects of sex hormones on brain function. Animal experiments have shown that the aromatase inhibitor, letrozole, can induce anxiety in young ovariectomized females that are used as a model of aging. Whether or not these effects would be similar in intact middle‐aged animals is unknown. The aim of our study was to analyze the effects of letrozole on anxiety in middle‐aged rats of both sexes. Fifteen month old male and female rats were treated daily with either letrozole or vehicle for 2 weeks. The elevated plus maze was used to test anxiety‐like behaviour. Sex differences were found not only in plasma concentrations of testosterone but also in the effects of letrozole treatment on plasma testosterone (P<.05). The interaction between sex and treatment was also proven in locomotor activity (P<.05) and time spent in the open arms of the elevated plus maze (P<.05). Letrozole‐treated male rats spent 95% less time in the open arms of the elevated plus maze than the control rats did (P<.05) suggesting an anxiogenic effect of aromatase inhibition. This difference was not found between letrozole‐treated and vehicle‐treated females. In contrast to previous experiments on young animals, letrozole seems to induce anxiety in male but not in female middle‐aged rats. This sex‐specific effect might be related to sex differences of oestrogen and androgen signalling in aging brains. These results should be taken into account in clinical applications of letrozole, especially in men.
Soul in the world: symbolic culture as the medium for psyche
Authors: Colman Warren 
Published: January 2017

AbstractWhilst the loss of a sense of living connection with the material world is mainly associated with the scientific revolution in seventeenth century Europe, it can be traced back to Plato's introduction of a hierarchy between soul and body. Jung's attempted solution to this – esse in anima – is ingenious but maintains the Cartesian split by which the aliveness of the world is reduced to a projection of psychic forces (the archetypes). An alternative approach is proposed, rooted in the Aristotelean emphasis on practical activity that sees the soul as a function of our way of being in the world. Human cognition is extended and distributed by our social and material engagement with the world, especially via collective representations whose symbolic character is constitutive of the reality of the world in which we live. Despite the dominance of ‘scientific Cartesian’ representations in the modern Western world, there remain numerous instances of participation mystique that cannot be captured by the Cartesian notion of projection. These indicate an opening to ways of being in the world that may lead us out of the impasse of the Cartesian matrix.
Mottainai: a Japanese sense of anima mundi
Authors: Sato Yuriko 
Published: January 2017

AbstractThe Japanese expression ‘Mottainai!’ can be translated as ‘What a waste!’ or ‘Don't be wasteful!’ However, mottainai means much more than that. It expresses a sense of concern or regret for whatever is wasted because its intrinsic value is not properly utilized. Buddhism and Japan's indigenous religion, Shinto, are integral to the Japanese psyche, accordingly the other‐than‐human world is also experienced and lived in daily life. In the Japanese worldview everything in nature is endowed with spirit, every individual existence is dependent on others and all are connected in an ever‐changing world. Mottainai offers a glimpse of the anima mundi inherent in this worldview. This contrasts with our anthropocentric Zeitgeist, which manifests outwardly as environmental crisis and inwardly as fixation upon social interactions, especially through communication technologies, to the exclusion of all else. Jung's statement, ‘The decisive question for man is: Is he related to something infinite or not? That is the telling question of his life’, has never been more pertinent. Encounters beyond the human world could be understood as touching this ‘something infinite’, and the apparent benefits of such experiences in the analytical process are illustrated with clinical vignettes from the author's practice.
What is a Jungian analyst dreaming when myth comes to mind? Thirdness as an aspect of the anima media natura
Authors: Cwik August J. 
Published: January 2017

AbstractListening analytically is not listening just to what is said but listening to what is just below the surface waiting to be said. This paper looks at Jung's insight into a ‘third thing’ being created intra‐psychically and within the analytic encounter. Ogden's concept of an ‘analytic third’ is used to describe the clinical aspects of this thirdness. This paper explores: how the state of thirdness is created and accessed through use of reverie and associative dreaming; how the material emerging from it is used in a from or about manner; and the eventual fate of the third in a successful analysis by a reexamination of plates four and ten of the Rosarium. The focus is particularly on the awareness and possible meanings of mythological motifs appearing in the mind of the analyst while in session. Thirdness can be viewed as the interpersonal aspect of the anima media natura and functions in a way that informs us of permeability in and between individuals, while the operation of the anima mundi means that there is always an inseparability of the individual with the world.
Importance of Body Water in the Efficacy of Convective Solute Transport in Online Hemodiafiltration
Authors: Macías Nicolás , Santos García Alba , Vega Martínez Almudena , Abad Estébanez Soraya , Goicoechea Diezhandino Marian , López Gómez Juan Manuel 
Published: January 2017

AbstractHigh‐volume online hemodiafiltration (OL‐HDF) has been associated with improved patient survival compared to conventional hemodialysis in recent trials, where the importance of convective volume (CV) in this benefit is noted. The purpose of this study was to determine the corporal composition parameters influencing the efficacy of CV in the removal of different molecular weight (MW) molecules. Demographic data, corporal composition parameters with bioimpedance spectroscopy, dialysis features and the reduction rates of different MW molecules in a four‐hour OL‐HDF session were collected in 61 patients. We observed a significant negative correlation of β2‐microglobulin, cystatin‐C, myoglobin and prolactin reduction rates with body surface area, weight, total body extracellular (ECW) and intracellular water (ICW), lean tissue mass and body cellular mass. The multivariable regression analysis identified ECW and ICW as the only corporal composition factors independently associated to the relative elimination of β2‐microglobulin (Beta: –0.801, P = 0.002 for ECW and Beta: –1.710, P = 0.001 for ICW), cystatin‐C (Beta: –0.656, P = 0.010 for ECW and Beta: –1.511, P = 0.004 for ICW) and myoglobin (Beta: –0.745, P = 0.014 for ECW and Beta: –2.103, P = 0.001 for ICW), in addition to CV. Prolactin reduction was only associated with ICW (Beta: –1.540, P = 0.028). When adjusting CV with ECW and ICW, only the ratio CV/ECW was an independent predictor for higher elimination of β2‐microglobulin, cystatin‐C and myoglobin. The corporal composition parameters independently associated to the reduction of medium‐sized molecules are the extracellular and intracellular water. The ratio “convective volume/extracellular water” predicts higher efficacy of convective transport. Adjusting the convective volume to patient features could be useful to monitor the efficacy of OL‐HDF and to prescribe individualized therapies.
Development of Diversity Arrays Technology markers as a tool for rapid genomic assessment in Nile tilapia, Oreochromis niloticus
Authors: Lind C. E. , Kilian A. , Benzie J. A. H. 
Published: January 2017

SummaryThe development of genomic markers is described for Nile tilapia, Oreochromis niloticus, using the Diversity Arrays Technology (DArT) genotype‐by‐sequencing platform. A total of 13 215 single nucleotide polymorphism (SNP) markers and 12 490 silicoDArT (dominant) markers were identified from broodstock of two selective breeding programs [Genetically Improved Farmed Tilapia (GIFT) strain from Malaysia and the Abbassa strain from Egypt]. Over 10 000 SNPs were polymorphic in either strain, and 2985 and 3087 showed strain‐specific polymorphisms for the GIFT and Abbassa strains respectively. We demonstrate the potential utility of these markers for rapid genomic screening and use in breeding programs.
Deep sequencing of a candidate region harboring the SOX9 gene for the canine XX disorder of sex development
Authors: Nowacka‐Woszuk J. , Szczerbal I. , Pausch H. , Hundi S. , Hytönen M. K. , Grzemski A. , Flisikowski K. , Lohi H. , Switonski M. , Szydlowski M. 
Published: January 2017

SummaryA disorder of sex development (DSD) in dogs with female sex chromosomes (78, XX), a lack of the SRY gene and the presence of testes or ovotestes is commonly diagnosed in numerous breeds. The molecular background of DSD is not fully recognized but has been linked to the copy number variation in the region harboring the SOX9 gene. We applied a genome‐wide association study and targeted next‐generation sequencing techniques to compare DSD and normal female dogs. The genome‐wide association study did not indicate a significant chromosome region. Targeted next‐generation sequencing of a 1.5‐Mb region on canine chromosome 9 harboring the SOX9 gene revealed two putatively DSD‐associated copy number variations 355 kb upstream and 691 kb downstream of SOX9, four blocks of low polymorphism and two blocks of an elevated heterozygosity. An initial next‐generation sequencing analysis showed an association with two SNPs, but validation in larger cohorts did not confirm this result. We identified a large homologous fragment (over 243.8 kb), named hfMAGI2, located upstream of SOX9, that overlaps a known copy number variation region. It shows a high sequence similarity with the 5′ flanking region of the MAGI2 gene located on canine chromosome 18 that encodes a protein involved in ovary formation during early embryonic development. Our study showed that the identified copy number variation region located upstream of the SOX9 gene contains potential regulatory sequences (long non‐coding RNA and hfMAGI2) and led to the assumption that a multiplication of this element may alter expression of the SOX9 gene, triggering the DSD phenotype.
Maltreatment increases spontaneous false memories but decreases suggestion‐induced false memories in children
Authors: Otgaar Henry , Howe Mark L. , Muris Peter 
Published: January 2017

We examined the creation of spontaneous and suggestion‐induced false memories in maltreated and non‐maltreated children. Maltreated and non‐maltreated children were involved in a Deese–Roediger–McDermott false memory paradigm where they studied and remembered negative and neutral word lists. Suggestion‐induced false memories were created using a misinformation procedure during which both maltreated and non‐maltreated children viewed a negative video (i.e., bank robbery) and later received suggestive misinformation concerning the event. Our results showed that maltreated children had higher levels of spontaneous negative false memories but lower levels of suggestion‐induced false memories as compared to non‐maltreated children. Collectively, our study demonstrates that maltreatment both increases and decreases susceptibility to memory illusions depending on the type of false memory being induced.
Statement of contribution

What is already known on this subject?

Trauma affects memory.

It is unclear how trauma affects false memory.

What does this study add?

This study focuses on two types of false memories.
Long‐term follow‐up of treatment of erectile dysfunction after radical prostatectomy using nerve grafts and end‐to‐side somatic‐autonomic neurorraphy: a new technique
Authors: Souza Trindade José Carlos , Viterbo Fausto , Petean Trindade André , Fávaro Wagner José , Trindade‐Filho José Carlos Souza 
Published: January 2017

ObjectiveTo study a novel penile reinnervation technique using four sural nerve grafts and end‐to‐side neurorraphies connecting bilaterally the femoral nerve and the cavernous corpus and the femoral nerve and the dorsal penile nerves.Patients and MethodsTen patients (mean [± sd; range] age 60.3 [± 4.8; 54–68] years), who had undergone radical prostatectomy (RP) at least 2 years previously, underwent penile reinnervation in the present study. Four patients had undergone radiotherapy after RP. All patients reported satisfactory sexual activity prior to RP. The surgery involved bridging of the femoral nerve to the dorsal nerve of the penis and the inner part of the corpus cavernosum with sural nerve grafts and end‐to‐side neurorraphies. Patients were evaluated using the International Index of Erectile Function (IIEF) questionnaire and pharmaco‐penile Doppler ultrasonography (PPDU) preoperatively and at 6, 12 and 18 months postoperatively, and using a Clinical Evolution of Erectile Function (CEEF) questionnaire, administered after 36 months.ResultsThe IIEF scores showed improvements with regard to erectile dysfunction (ED), satisfaction with intercourse and general satisfaction. Evaluation of PPDU velocities did not reveal any difference between the right and left sides or among the different time points. The introduction of nerve grafts neither caused fibrosis of the corpus cavernosum, nor reduced penile vascular flow. CEEF results showed that sexual intercourse began after a mean of 13.7 months with frequency of sexual intercourse varying from once daily to once monthly. Acute complications were minimal. The study was limited by the small number of cases.ConclusionsA total of 60% of patients were able to achieve full penetration, on average, 13 months after reinnervation surgery. Patients previously submitted to radiotherapy had slower return of erectile function. We conclude that penile reinnervation surgery is a viable technique, with effective results, and could offer a new treatment method for ED after RP.
IL‐15‐deficient mice develop enhanced allergic responses to airway allergen exposure
Authors: Mathias C. B. , Schramm C. M. , Guernsey L. A. , Wu C. A. , Polukort S. H. , Rovatti J. , Ser‐Dolansky J. , Secor E. , Schneider S. S. , Thrall R. S. , Aguila H. L. 
Published: January 2017

SummaryBackgroundInterleukin‐15 is a pleiotropic cytokine that is critical for the development and survival of multiple haematopoietic lineages. Mice lacking IL‐15 have selective defects in populations of several pro‐allergic immune cells including natural killer (NK) cells, NKT cells, and memory CD8+ T cells. We therefore hypothesized that IL‐15−/− mice will have reduced inflammatory responses during the development of allergic airway disease (AAD).ObjectiveTo determine whether IL‐15−/− mice have attenuated allergic responses in a mouse model of AAD.MethodsC57BL/6 wild‐type (WT) and IL‐15−/− mice were sensitized and challenged with ovalbumin (OVA), and the development of AAD was ascertained by examining changes in airway inflammatory responses, Th2 responses, and lung histopathology.ResultsHere, we report that IL‐15−/− mice developed enhanced allergic responses in an OVA‐induced model of AAD. In the absence of IL‐15, OVA‐challenged mice exhibited enhanced bronchial eosinophilic inflammation, elevated IL‐13 production, and severe lung histopathology in comparison with WT mice. In addition, increased numbers of CD4+ T and B cells in the spleens and bronchoalveolar lavage (BAL) were also observed. Examination of OVA‐challenged IL‐15Rα−/− animals revealed a similar phenotype resulting in enhanced airway eosinophilia compared to WT mice. Adoptive transfer of splenic CD8+ T cells from OVA‐sensitized WT mice suppressed the enhancement of eosinophilia in IL‐15−/− animals to levels observed in WT mice, but had no further effects.Conclusion and Clinical RelevanceThese data demonstrate that mice with an endogenous IL‐15 deficiency are susceptible to the development of severe, enhanced Th2‐mediated AAD, which can be regulated by CD8+ T cells. Furthermore, the development of disease as well as allergen‐specific Th2 responses occurs despite deficiencies in several IL‐15‐dependent cell types including NK, NKT, and γδ T cells, suggesting that these cells or their subsets are dispensable for the induction of AAD in IL‐15‐deficient mice.