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Risk measures such as Value at Risk are highly dependent on a sample of daily returns. The daily return can be measured in different intervals and this thesis examines how the choice of the daily return interval affects derivative pricing, risk measures, fund performance and products with collateral agreements. It is shown that the VaR measure varies significantly with the choice of daily return i
GENERAL AIM: To investigate how common single-nucleotide-polymorphisms (SNPs) that associate with cardiovascular disease (CVD) could be used in prevention and treatment of CVD. SUBJECTS: Subjects from the population-based Malmö-Diet-and-Cancer-(MDC)-Study (n=30447) and hypertensives from the Nordic-Diltiazem-(NORDIL)-Study (n=10881). METHODS AND RESULTS: A nine-SNP-lipid-genetic-risk-score was r
MAX-lab is a national synchrotron radiation facility in Lund. Nowadays, the MAX project consist of three facilities (three storage rings). A new storage ring is needed to improve material science, such as nanotechnology. MAX IV, also in Lund, will be 100 times more efficient than already existing synchrotron radiation facilities. The storage ring is controlled by a large number of magnets that are
Sex trafficking has from six hundred thousand to four million victims each year (McCabe and Manian, 2010: 41-43). Because of different legal barriers, sex trafficking is closely associated with organized crime; crime victims often do not search for support from legal systems, law enforcement authorities, or other officials (ibid.) This thesis was to understand how law affects the ability of preven
The aim was to study whether stimuli that cannot be detected consciously might nevertheless influence subject’s higher cognitive functions, and whether such an effect differs in individuals with different levels of state-trait anxiety, social desirability and “Repressor”. Participants (N = 56) listened to a classical piece of music in which subliminal messages were embedded. These messages could b
Importance: Early identification of the likelihood of autism spectrum disorder (ASD) using minimal information is crucial for early diagnosis and intervention, which can affect developmental outcomes. Objective: To develop and validate a machine learning (ML) model for predicting ASD using a minimal set of features from background and medical information and to evaluate the predictors and the util
This paper critically analyses European Court of Human Rights jurisprudence on bulk data collection, situating it within the Court’s broader turn to proceduralism. We argue that, in cases concerning mass surveillance, the Court has effectively abandoned structured proportionality review and transformed national security from a prima facie legitimate aim into a de facto exception to Article 8. Plac
This paper is about the maritime claims of The Philippines and China in the South China Sea, a strategic place in the Southeast Asia and perceived as rich in natural resources. Nine countries have shorelines on the South China Sea. It is composed of four (4) island groups, one of which is the Spratlys, strategically located in Asia, with important and busy shipping lanes, rich natural resources an
The expression and activities of constitutive nitric oxide synthase (cNOS) and inducible nitric oxide synthase (iNOS) in relation to insulin and glucagon secretory mechanisms were investigated in islets isolated from rats subjected to total parenteral nutrition (TPN) for 10 d. TPN is known to result in significantly increased levels of plasma lipids during the infusion time. In comparison with isl
The principal fate during litter decomposition and mineralization is rather well established only for a limited number of elements, mainly essential plant nutrients and a few potentially very toxic metals. Elements which occupy the majority of the positions in the periodical system seems almost unknown in this context. The objectives were, therefore to assess differences in the behavior of 58 mine
Varje år diagnostiseras i Sverige ungefär 1100 personer med cancer i huvudhalsregionen. Typiska diagnoser är tungcancer, läppcancer och cancer i struphuvudet. I och runt om munhålan finns det stora skillnader i densitet mellan till exempel vävnad och tänder och vävnad och tandlagningar. I detta arbete så har effekterna av ett antal olika tandlagningsmaterial på dosberäkningarna undersökts. För a"Introduction: Around 1.000 people are diagnosed with head and neck cancer in Sweden every year. Radiotherapy is often used to treat these tumors. When irradiating patients in the head and neck area there are some problems. One of these problems is the large difference in density between the oral tissue and dental materials. Another problem is the image artifacts due to high-density materials
Monte Carlo-simuleringar har fått en ökad betydelse som forskningsverktyg inom nuklearmedicinsk bildgivning eftersom man på ett mycket kontrollerat sätt kan studera nästan vad man vill. I denna studie har datorsimuleringar av ett PET-system gjorts med ett program som heter GATE. PET (Positron Emission Tomography) är en nuklearmedicinsk bildgivningsteknik som används mer och mer inom sjukvården sIntroduction: Monte Carlo simulation is a powerful tool in research in the field of nuclear medicine imaging and there is a wide area of applications. The purpose of this work was (1) to understand the basics of the Monte Carlo simulation software Geant4 Application for Tomographic Emission (GATE); (2) to create a model of Philips Gemini TF PET/CT system; (3) to run a number of simulations to comp
This paper tests the “Square Root Rule” (the SRR), a Basel sanctioned method of scaling 1-day Value At risk to higher time horizons. The SRR has come under serious assault from leading researchers focusing on its week theoretical basis: assuming i.i.d. asset returns. I performed an empirical test of the SRR on the 10-day horizon, the maximum horizon allowed by Basel, comparing SRR performance to d
Industrial relevance is essential for an applied research area like software engineering. However, it is unclear how to achieve industrial relevance and how we communicate and assess it. We propose a reasoning framework to support the design, reporting, and assessment of research for industrial relevance.
