9,031 research outputs found
The Forward Smile in Local–Stochastic Volatility Models
No full textWe introduce an approximation of forward start options in a multi-factor local-stochastic volatility model. We derive explicit expansion formulas for the so-called forward implied volatility which can be useful to price complex path-dependent options, as cliquets. The expansion involves only polynomials and can be computed without the need for numerical procedures or special functions. Recent results on the exploding behaviour of the forward smile in the Heston model are confirmed and generalized to a wider class of local-stochastic volatility models. We illustrate the effectiveness of the technique through some numerical tests
The forward smile in local-stochastic volatility models
No full textWe introduce an approximation of forward-start options in a multi-factor local-stochastic volatility model. We derive explicit expansion formulas for the so-called forward implied volatility, which can be useful to price complex path-dependent options as cliquets. The expansion involves only polynomials and can be computed without the need for numerical procedures or special functions. Recent results on the exploding behavior of the forward smile in the Heston model are confirmed and generalized to a wider class of local-stochastic volatility models. We illustrate the effectiveness of the technique through some numerical tests
Hilbert functions and symmetric tensors identifiability
No full textWe study the Waring decompositions of a given symmetric tensor using tools of algebraic geometry for the study of finite sets of points. In particular we use the properties of the Hilbert functions and the Cayley-Bacharach property to study the uniqueness of a given decomposition (the identifiability problem), and its minimality, and show how, in some cases, one can effectively determine the uniqueness even in some range in which the Kruskal's criterion does not apply. We give also a more efficient algorithm that, under some hypothesis, certify the identifiability of a given symmetric tensor
Comunità batteriche associate a popolazioni naturali di Drosophila suzukii nell'areale di invasione
No full textCannabinoids and Neurogenesis: The Promised Solution for Neurodegeneration?
No full textThe concept of neurons as irreplaceable cells does not hold true today. Experiments and evidence of neurogenesis, also, in the adult brain give hope that some compounds or drugs can enhance this process, helping to reverse the outcomes of diseases or traumas that once were thought to be everlasting. Cannabinoids, both from natural and artificial origins, already proved to have several beneficial effects (e.g., anti-inflammatory, anti-oxidants and analgesic action), but also capacity to increase neuronal population, by replacing the cells that were lost and/or regenerate a damaged nerve cell. Neurogenesis is a process which is not highly represented in literature as neuroprotection, though it is as important as prevention of nervous system damage, because it can represent a possible solution when neuronal death is already present, such as in neurodegenerative diseases. The aim of this review is to resume the experimental evidence of phyto- and synthetic cannabinoids effects on neurogenesis, both in vitro and in vivo, in order to elucidate if they possess also neurogenetic and neurorepairing properties
Side effects of Aquatain AMF on non-target atmospheric air breathing insects
No full textThe fight against mosquitoes is necessary to reduce the spread of diseases and improve public
health and the main strategy is the larvicidal struggle. Many active ingredients have been employed
through the years, progressively less dangerous to the environment, moving from the
organophosphates to IGRs and bacteria. In the recent years several companies started to develop
larvicides which kills the insects mechanically instead of chemically. These products have the
advantage to render almost impossible the development of resistance in mosquitoes and do not need
to be registered as Biocide, which is a long and very expensive process. On the other hand, because
the missing registration, studies about efficacy and impact on the environment do not need to be
presented. The most famous of these products is Aquatain AMF, a monomolecular film (MMF)
silicone-based liquid that reduces water surface tension and restricts mosquito breathing. Aquatain
doesn’t present concerns when it is used in septic tanks or rainstorm drains, but what happens when
it is applied in wide bodies of waters like ditches and swamps? The aim of the present study was to
verify if the use of Aquatain and more in general of products able to reduce the surface tension,
may have side effects on families of aquatic insects breathing atmospheric air. Insects belonging
to the order Coleoptera (Dytiscidae and Gyrinidae) and the order Heteroptera (Corixidae, Gerridae
and Notonectidae) were collected from wetlands and immediately moved to buckets 28×19×h14 cm
containing 2 litres of water which were then treated with Aquatain AMF at the dosage defined in the
label (1 ml/m2). The behaviour of the insects was then monitored, and mortality was recorded after
1, 2 and 24 h. Because of the strong killing effect on the insects, lower dosages (1⁄2 and 1⁄4) were
investigated to find a balance between the larvicidal efficacy and the respect for beneficial
insects. The results of the study show that almost all the tested taxa are killed by Aquatain in
nearly 2 h. Lower dosages reduced the rapidity of the killing which remained high after 24 h but
incomplete as only Gerridae did not show any survivor. In conclusion, the use of monomolecular
films in natural larval habitats must be very carefully evaluated for its consequences on
beneficial insects
Multi-target tracking on confidence maps: An application to people tracking
No full textWe propose a generic online multi-target track-before-detect (MT-TBD) that is applicable on confidence maps used as observations. The proposed tracker is based on particle filtering and automatically initializes tracks. The main novelty is the inclusion of the target ID into the particle state, enabling the algorithm to deal with unknown and large number of targets. To overcome the problem of mixing IDs of targets close to each other, we propose a probabilistic model of target birth and death based on a Markov Random Field applied to the particle IDs. Each particle ID is managed using the information carried by neighboring particles. The assignment of the IDs to the targets is performed using Mean-Shift clustering and supported by a Gaussian Mixture Model. We also show that the computational complexity of MT-TBD is proportional only to the number of particles. To compare our method with recent state-of-the-art works, we include a postprocessing stage suited for multi-person tracking. We validate the method on real-world and crowded scenarios, and demonstrate its robustness in scenes presenting different perspective views and targets very close to each other
Ginger, a Possible Candidate for the Treatment of Dementias?
No full textAs the human life expectancy increases, age-linked diseases have become more and more frequent. The worldwide increment of dementia cases demands medical solutions, but the current available drugs do not meet all the expectations. Recently the attention of the scientific community was attracted by natural compounds, used in ancient medicine, known for their beneficial effects and high tolerability. This review is focused on Ginger (Zingiber officinale) and explore its properties against Alzheimer’s Disease and Vascular Dementia, two of the most common and devastating forms of dementia. This work resumes the beneficial effects of Ginger compounds, tested in computational in vitro and in vivo models of Alzheimer’s Disease and Vascular Dementia, along with some human tests. All these evidences suggest a potential role of the compounds of ginger not only in the treatment of the disease, but also in its prevention
SIDE EFFECTS OF SILICONE-BASED MONOMOLECULAR FILMS ON NON-TARGET ATMOSPHERIC AIR BREATHING AQUATIC INSECTS
No full textSilicone-based monomolecular films are becoming widespread both because of their effectiveness and because it seems they do not harm non-target organisms. These products create a barrier on the water surface, lowering surface tension that prevents mosquito larvae and pupae from breathing and adults from laying eggs. The aim of this study is to investigate whether these films have side effects on certain non-target species of Hemiptera and Coleoptera which breathe atmospheric air. The insects used were collected from canals, ditches, lakes, and ponds, and immediately brought to the laboratory, where they were tested with Aquatain® AMF. The results reveal that these insects are extremely sensitive to silicone films, in fact, Gerridae, Corixidae, Dytiscidae, Notonectidae, and Gyrinidae all showed 100% mortality within 24 hours of applying 1 ml/m2 of the product. The use of monomolecular films in wetlands must therefore be carefully evaluated
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