110 research outputs found

    On the maximum drawdown during speculative bubbles

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    A taxonomy of large financial crashes proposed in the literature locates the burst of speculative bubbles due to endogenous causes in the framework of extreme stock market crashes, defined as falls of market prices that are outlier with respect to the bulk of drawdown price movement distribution. This paper goes on deeper in the analysis providing a further characterization of the rising part of such selected bubbles through the examination of drawdown and maximum drawdown movement of indices prices. The analysis of drawdown duration is also performed and it is the core of the risk measure estimated here.Comment: 15 pages, 7 figure

    Energetic Performance of Service-oriented Multi-radio Networks: Issues and Perspectives

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    Wireless devices now hold multiple radio interfaces, allowing to switch from one network to another according to required connectivity and related quality. Still, the selection of the best radio interface for a specific connection is under the responsibility of the end-user in most cases. Integrated multi-radio network management so as to improve the overall performance of the network(s) has led to a number of research efforts over the last few years. However, several challenges remain due to the inherent complexity of the problem. This paper specifically concentrates on the comprehensive analysis of energy-efficient multi-radio networking for pervasive computing. Building upon the service oriented architectural style, we consider pervasive networks of services, which are deployed on the various networked nodes. The issue is then to optimize the energetic performance of the pervasive network through careful selection of the radio link over which service access should be realized for each such access. This leads us to examine first the energetic performance of service access for most common wireless interfaces in use today (Bluetooth, WiFi and GPRS) and then introduce a formal model of service-oriented multi-radio networks. The proposed model enables characterizing the optimal network configuration in terms of energetic performance, which is shown to be a NP-hard problem and thus requires adequate approximation

    Shockwaves in spillways with the particle finite element method

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    The final publication is available at Springer via http://dx.doi.org/10.1007/s40571-019-00252-1.Changes in direction and cross section in supercritical hydraulic channels generate shockwaves which result in an increase in flow depth with regard to that for uniform regime. These disturbances are propagated downstream and need to be considered in the design of the chute walls. In dam spillways, where flow rates are often high, this phenomenon can have significant implications for the cost and complexity of the solution. It has been traditionally analysed by means of reduced-scale experimental tests, as it has a clear three-dimensional character and therefore cannot be approached with two-dimensional numerical models. In this work, the ability of the particle finite element method (PFEM) to reproduce this phenomenon is analysed. PFEM has been successfully applied in previous works to problems involving high irregularities in free surface. First, simple test cases available in the technical bibliography were selected to be reproduced with PFEM. Subsequently, the method was applied in two spillways of real dams. The results show that PFEM is capable of capturing the shockwave fronts generated both in the contractions and in the expansions that occur behind the spillway piers. This suggests that the method may be useful as a complement to laboratory test campaigns for the design and hydraulic analysis of dam spillways with complex geometries.Peer ReviewedPostprint (author's final draft

    Measurement of the cosmic ray spectrum above 4×10184{\times}10^{18} eV using inclined events detected with the Pierre Auger Observatory

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    A measurement of the cosmic-ray spectrum for energies exceeding 4×10184{\times}10^{18} eV is presented, which is based on the analysis of showers with zenith angles greater than 6060^{\circ} detected with the Pierre Auger Observatory between 1 January 2004 and 31 December 2013. The measured spectrum confirms a flux suppression at the highest energies. Above 5.3×10185.3{\times}10^{18} eV, the "ankle", the flux can be described by a power law EγE^{-\gamma} with index γ=2.70±0.02(stat)±0.1(sys)\gamma=2.70 \pm 0.02 \,\text{(stat)} \pm 0.1\,\text{(sys)} followed by a smooth suppression region. For the energy (EsE_\text{s}) at which the spectral flux has fallen to one-half of its extrapolated value in the absence of suppression, we find Es=(5.12±0.25(stat)1.2+1.0(sys))×1019E_\text{s}=(5.12\pm0.25\,\text{(stat)}^{+1.0}_{-1.2}\,\text{(sys)}){\times}10^{19} eV.Comment: Replaced with published version. Added journal reference and DO

    Sredozemni morski puž Tritonova truba, Charonia lampas lampas (Gastropoda: Caenogastropoda): izvješće o akvarijskom uzgoju

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    Two females and a male triton of Charonia lampas lampas (Linnaeus, 1758) were collected from March 2010 to September 2012 in S. Raineri peninsula in Messina, (Sicily, Italy). They were reared in a tank at the Aquarium of Messina. Mussels, starfish, and holothurians were provided as feed for the tritons. Spawning occurred in November 2012, lasted for 15 days, yielding a total number of 500 egg capsules, with approximately 2.0-3.0 x 103 eggs/capsule. The snail did not eat during the month, in which spawned. Spawning behavior and larval development of the triton was described.Dvije ženke i mužjak puža Tritonova truba, Charonia lampas lampas (Linnaeus, 1758) su prikupljeni od ožujka 2010. do rujna 2012. na poluotoku S. Raineri, Messina, (Sicilija, Italija). Ovi primjerci su uzgajani u spremniku akvarija u Messini. Puž Tritonova truba je hranjen s školjkama, zvjezdačama i trpovima. Mrijest se dogodio u studenom 2012. godine, trajao je 15 dana tijekom kojih je izneseno 500 jajčanih kapsula s približno 2.0-3.0 x 103 jaja po kapsuli. Puževi nisu jeli tijekom mjeseca u kojem se odvijalo mriješćenje. U radu su opisani ponašanje tijekom mrijesta i razvoj ličinke Tritonove trube

    A Dedicated Tool for Presurgical Mapping of Brain Tumors and Mixed-Reality Navigation During Neurosurgery

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    Brain tumor surgery requires a delicate tradeoff between complete removal of neoplastic tissue while minimizing loss of brain function. Functional magnetic resonance imaging (fMRI) and diffusion tensor imaging (DTI) have emerged as valuable tools for non-invasive assessment of human brain function and are now used to determine brain regions that should be spared to prevent functional impairment after surgery. However, image analysis requires different software packages, mainly developed for research purposes and often difficult to use in a clinical setting, preventing large-scale diffusion of presurgical mapping. We developed a specialized software able to implement an automatic analysis of multimodal MRI presurgical mapping in a single application and to transfer the results to the neuronavigator. Moreover, the imaging results are integrated in a commercially available wearable device using an optimized mixed-reality approach, automatically anchoring 3-dimensional holograms obtained from MRI with the physical head of the patient. This will allow the surgeon to virtually explore deeper tissue layers highlighting critical brain structures that need to be preserved, while retaining the natural oculo-manual coordination. The enhanced ergonomics of this procedure will significantly improve accuracy and safety of the surgery, with large expected benefits for health care systems and related industrial investors

    Clinical predictors of suicidal ideation, suicide attempts and suicide death in depressive disorder: a systematic review and meta-analysis

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    [eng] Patients with depressive disorders are especially prone to suicide risk. Among the clinical predictors of suicidality, those specifically related to depressive disorders have not been accurately detailed. Our aim was to conduct a systematic review and meta-analysis of studies reporting longitudinal predictors of suicidal ideation, suicide attempts and suicide death within depression, including diagnostic subtypes, symptoms, clinical course, and assessment scales. A systematic search of the literature between 2001 and 2022 identified 4422 references, among which 19 studies providing 45 different predictors of suicidality met the inclusion criteria. Random effects meta-analyses were performed for 22 predictors, three for suicidal ideation, eleven for suicide attempts and eight for suicide death. Heterogeneity and publication bias were inspected through I2 tests and Egger's tests respectively. Meta-analysis results showed that severity of hopelessness predicted suicidal ideation and suicide attempts. History of suicide attempts, suicidal ideation, severe depression, and psychotic symptoms predicted subsequent suicide attempts and suicide death. Time to full remission and sleep disturbances were also found as relevant predictors of future suicide behaviours. This review specifies which predictors of suicidality within the clinical features of depression will help clinicians and policy makers to better prevent suicide risk in patients with depressive disorders. Further longitudinal studies are needed to reliably assess the predictive ability of our results and to analyse other possible clinical predictors to prevent suicidality, especially with regard to suicidal ideation
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