Showing papers by "Aarhus University published in 2001"

Non-Gaussian Ornstein–Uhlenbeck-based models and some of their uses in financial economics

Abstract: Non-Gaussian processes of Ornstein–Uhlenbeck (OU) type offer the possibility of capturing important distributional deviations from Gaussianity and for flexible modelling of dependence structures. This paper develops this potential, drawing on and extending powerful results from probability theory for applications in statistical analysis. Their power is illustrated by a sustained application of OU processes within the context of finance and econometrics. We construct continuous time stochastic volatility models for financial assets where the volatility processes are superpositions of positive OU processes, and we study these models in relation to financial data and theory.

Identification of the haemoglobin scavenger receptor.

Abstract: Intravascular haemolysis is a physiological phenomenon as well as a severe pathological complication when accelerated in various autoimmune, infectious (such as malaria) and inherited (such as sickle cell disease) disorders1. Haemoglobin released into plasma is captured by the acute phase protein haptoglobin, which is depleted from plasma during elevated haemolysis1. Here we report the identification of the acute phase-regulated and signal-inducing macrophage protein, CD163, as a receptor that scavenges haemoglobin by mediating endocytosis of haptoglobin–haemoglobin complexes. CD163 binds only haptoglobin and haemoglobin in complex, which indicates the exposure of a receptor-binding neoepitope. The receptor–ligand interaction is Ca2+-dependent and of high affinity. Complexes of haemoglobin and multimeric haptoglobin (the 2-2 phenotype) exhibit higher functional affinity for CD163 than do complexes of haemoglobin and dimeric haptoglobin (the 1-1 phenotype). Specific CD163-mediated endocytosis of haptoglobin–haemoglobin complexes is measurable in cells transfected with CD163 complementary DNA and in CD163-expressing myelo-monocytic lymphoma cells.

A Generalisation, a Simplification and Some Applications of Paillier's Probabilistic Public-Key System

Abstract: We propose a generalisation of Paillier's probabilistic public key system, in which the expansion factor is reduced and which allows to adjust the block length of the scheme even after the public key has been fixed, without loosing the homomorphic property. We show that the generalisation is as secure as Paillier's original system. We construct a threshold variant of the generalised scheme as well as zero-knowledge protocols to show that a given ciphertext encrypts one of a set of given plaintexts, and protocols to verify multiplicative relations on plaintexts. We then show how these building blocks can be used for applying the scheme to efficient electronic voting.This reduces dramatically the work needed to compute the final result of an election, compared to the previously best known schemes.W e show how the basic scheme for a yes/no vote can be easily adapted to casting a vote for up to t out of L candidates. The same basic building blocks can also be adapted to provide receipt-free elections, under appropriate physical assumptions. The scheme for 1 out of L elections can be optimised such that for a certain range of parameter values, a ballot has size only O(log L) bits.

Substituting dietary saturated for monounsaturated fat impairs insulin sensitivity in healthy men and women: The KANWU Study.

Abstract: Aims/hypothesis. The amount and quality of fat in the diet could be of importance for development of insulin resistance and related metabolic disorders. Our aim was to determine whether a change in dietary fat quality alone could alter insulin action in humans. Methods. The KANWU study included 162 healthy subjects chosen at random to receive a controlled, isoenergetic diet for 3 months containing either a high proportion of saturated (SAFA diet) or monounsaturated (MUFA diet) fatty acids. Within each group there was a second assignment at random to supplements with fish oil (3.6 g n-3 fatty acids/d) or placebo. Results. Insulin sensitivity was significantly impaired on the saturated fatty acid diet (-10 %, p = 0.03) but did not change on the monounsaturated fatty acid diet ( + 2 %, NS) (p = 0.05 for difference between diets). Insulin secretion was not affected. The addition of n-3 fatty acids influenced neither insulin sensitivity nor insulin secretion. The favourable effects of substituting a monounsaturated fatty acid diet for a saturated fatty acid diet on insulin sensitivity were only seen at a total fat intake below median (37E %). Here, insulin sensitivity was 12.5 % lower and 8.8 % higher on the saturated fatty acid diet and monounsaturated fatty acid diet respectively (p = 0.03). Low density lipoprotein cholesterol (LDL) increased on the saturated fatty acid diet ( + 4.1 %, p 37E %). [Diabetologia (2001) 44: 312–319]

Experimental long-lived entanglement of two macroscopic objects

Abstract: Entanglement is considered to be one of the most profound features of quantum mechanics1,2. An entangled state of a system consisting of two subsystems cannot be described as a product of the quantum states of the two subsystems3,4,5,6. In this sense, the entangled system is considered inseparable and non-local. It is generally believed that entanglement is usually manifest in systems consisting of a small number of microscopic particles. Here we demonstrate experimentally the entanglement of two macroscopic objects, each consisting of a caesium gas sample containing about 1012 atoms. Entanglement is generated via interaction of the samples with a pulse of light, which performs a non-local Bell measurement on the collective spins of the samples7. The entangled spin-state can be maintained for 0.5 milliseconds. Besides being of fundamental interest, we expect the robust and long-lived entanglement of material objects demonstrated here to be useful in quantum information processing, including teleportation8,9,10 of quantum states of matter and quantum memory.

The Danish National Birth Cohort - its background, structure and aim:

Abstract: Background: It is well known that the time from conception to early childhood has importance for health conditions that reach into later stages of life. Recent research supports this view, and diseases such as cardiovascular morbidity, cancer, mental illnesses, asthma, and allergy may all have component causes that act early in life. Exposures in this period, which infl uence fetal growth, cell divisions, and organ functioning, may have long-lasting impact on health and disease susceptibility. Methods: To investigate these issues the Danish National Birth Cohort (Better health for mother and child) was established. A large cohort of pregnant women with long-term follow-up of the offspring was the obvious choice because many of the exposures of interest cannot be reconstructed with sufficient validity back in time. The study needs to be large, and it is aimed to recruit 100,000 women early in pregnancy, and to continue follow-up for decades. The Nordic countries are better suited for this kind of research ...

Coronary Magnetic Resonance Angiography for the Detection of Coronary Stenoses

Abstract: Background An accurate, noninvasive technique for the diagnosis of coronary disease would be an important advance. We investigated the accuracy of coronary magnetic resonance angiography among patients with suspected coronary disease in a prospective, multicenter study. Methods Coronary magnetic resonance angiography was performed during free breathing in 109 patients before elective x-ray coronary angiography, and the results of the two diagnostic procedures were compared. Results A total of 636 of 759 proximal and middle segments of coronary arteries (84 percent) were interpretable on magnetic resonance angiography. In these segments, 78 (83 percent) of 94 clinically significant lesions (those with a ≥50 percent reduction in diameter on x-ray angiography) were also detected by magnetic resonance angiography. Overall, coronary magnetic resonance angiography had an accuracy of 72 percent (95 percent confidence interval, 63 to 81 percent) in diagnosing coronary artery disease. The sensitivity, specificity,...

Oxygen vacancies as active sites for water dissociation on rutile TiO(2)(110).

Abstract: Through an interplay between scanning tunneling microscopy experiments and density functional theory calculations, we determine unambiguously the active surface site responsible for the dissociation of water molecules adsorbed on rutile ${\mathrm{TiO}}_{2}(110)$. Oxygen vacancies in the surface layer are shown to dissociate ${\mathrm{H}}_{2}\mathrm{O}$ through the transfer of one proton to a nearby oxygen atom, forming two hydroxyl groups for every vacancy. The amount of water dissociation is limited by the density of oxygen vacancies present on the clean surface exclusively. The dissociation process sets in as soon as molecular water is able to diffuse to the active site.

Design and Analysis of Practical Public-Key Encryption Schemes Secure against Adaptive Chosen Ciphertext Attack.

Abstract: A new public key encryption scheme, along with several variants, is proposed and analyzed. The scheme and its variants are quite practical, and are proved secure against adaptive chosen ciphertext attack under standard intractability assumptions. These appear to be the rst publickey encryption schemes in the literature that are simultaneously practical and provably secure.

Many-particle entanglement with Bose-Einstein condensates.

Abstract: The possibility of creating and manipulating entangled states of systems of many particles is of significant interest for quantum information processing; such a capability could lead to new applications that rely on the basic principles of quantum mechanics. So far, up to four atoms have been entangled in a controlled way. A crucial requirement for the production of entangled states is that they can be considered pure at the single-particle level. Bose-Einstein condensates fulfil this requirement; hence it is natural to investigate whether they can also be used in some applications of quantum information. Here we propose a method to achieve substantial entanglement of a large number of atoms in a Bose-Einstein condensate. A single resonant laser pulse is applied to all the atoms in the condensate, which is then allowed to evolve freely; in this latter stage, collisional interactions produce entanglement between the atoms. The technique should be realizable with present technology.

The Skeptical Environmentalist: Measuring the Real State of the World

Abstract: The Skeptical Environmentalist challenges widely held beliefs that the environmental situation is getting worse and worse. The author, himself a former member of Greenpeace, is critical of the way in which many environmental organisations make selective and misleading use of the scientific evidence. Using the best available statistical information from internationally recognised research institutes, Bjorn Lomborg systematically examines a range of major environmental problems that feature prominently in headline news across the world. His arguments are presented in non-technical, accessible language and are carefully backed up by over 2500 footnotes allowing readers to check sources for themselves. Concluding that there are more reasons for optimism than pessimism, Bjorn Lomborg stresses the need for clear-headed prioritisation of resources to tackle real, not imagined problems. The Skeptical Environmentalist offers readers a non-partisan stocktaking exercise that serves as a useful corrective to the more alarmist accounts favoured by campaign groups and the media.

Adipocyte tissue volume in bone marrow is increased with aging and in patients with osteoporosis.

Abstract: Aging of the human skeleton is characterized by decreased boneformation and bone mass and these changes are more pronounced inpatients with osteoporosis. As osteoblasts and adipocytes share a commonprecursor cell in the bone marrow, we hypothesized that decreased boneformation observed during aging and in patients with osteoporosis is theresult of enhanced adipognesis versus osteoblastogenesis from precursorcells in the bone marrow. Thus, we examined iliac crest bone biopsiesobtained from 53 healthy normal individuals (age 30–100) and 26patients with osteoporosis (age 52–92). Adipose tissue volumefraction (AV), hematopoietic tissue volume fraction (HV) and trabecularbone volume fraction (BV) were quantitated as a percentage of totaltissue volume fraction (TV) (calculated as BV + AV + HV) usingthe point-counting method. We found an age-related increase in AV/TV(r = 0.53, p < 0.001, n =53) and an age-related decline in BV/TV (r =−0.46, p < 0.001, n = 53) as well asin the HV/TV (r = −0.318, p <0.05, n = 53). There was an age-related inversecorrelation between BV/TV and AV/TV (r =−0.58, p < 0.001). No significant correlation betweenthe AV/TV and the body mass index (r = 0.06, n.s.,n = 52) was detectable. Compared with age-matchedcontrols, patients with osteoporosis exhibited an increased AV/TV(P < 0.05) and decreased BV/TV (P < 0.05)but no statistically significant difference in HV/TV. Our datasupport the hypothesis that with aging and in osteoporosis an enhancedadipogenesis is observed in the bone marrow and that these changes areinversely correlated to decreased trabecular bone volume. The cellularand molecular mechanisms mediating these changes remain to bedetermined.

The O-Na and Mg-Al anticorrelations in turn-off and early subgiants in globular clusters

Abstract: High dispersion spectra (R > 40 000) for a quite large number of stars at the main sequence turn-o and at the base of the giant branch in NGC 6397 and NGC 6752 were obtained with the UVES on Kueyen (VLT UT2). The (Fe/H) values we found are 2:03 0:02 0:04 and 1:42 0:02 0:04 for NGC 6397 and NGC 6752 respectively, where the rst error bars refer to internal and the second ones to systematic errors (within the abundance scale dened by our analysis of 25 subdwarfs with good Hipparcos parallaxes). In both clusters the (Fe/H)'s obtained for TO-stars agree perfectly (within a few percent) with that obtained for stars at the base of the RGB. The (O=Fe) = 0:21 0:05 value we obtain for NGC 6397 is quite low, but it agrees with previous results obtained for giants in this cluster. Moreover, the star-to-star scatter in both O and Fe is very small, indicating that this small mass cluster is chemically very homogenous. On the other hand, our results show clearly and for the rst time that the O-Na anticorrelation (up to now seen only for stars on the red giant branches of globular clusters) is present among unevolved stars in the globular cluster NGC 6752, a more massive cluster than NGC 6397. A similar anticorrelation is present also for Mg and Al, and C and N. It is very dicult to explain the observed Na-O, and Mg-Al anticorrelation in NGC 6752 stars by a deep mixing scenario; we think it requires some non internal mechanism.

Maternal Protein Restriction Suppresses the Newborn Renin-Angiotensin System and Programs Adult Hypertension in Rats

Abstract: Maternal Protein Restriction Suppresses the Newborn Renin-Angiotensin System and Programs Adult Hypertension in Rats

One-Dimensional Metallic Edge States in MoS2

Abstract: By the use of density functional calculations it is shown that the edges of a two-dimensional slab of insulating ${\mathrm{MoS}}_{2}$ exhibit several metallic states. These edge states can be viewed as one-dimensional conducting wires, and we show that they can be observed directly using scanning tunneling microscopy for single-layer ${\mathrm{MoS}}_{2}$ nanoparticles grown on a support.

Evidence of a dose-response relationship between urbanicity during upbringing and schizophrenia risk

Abstract: Background: Many studies have demonstrated that an urban birth or upbringing increases schizophrenia risk, but no studies have been able to distinguish between these effects. The objectives of this study were to discriminate the effect of urbanicity at birth from an effect of urbanicity during upbringing, and to identify particularly vulnerable age periods and a possible dose-response relationship between urbanicity during upbringing and schizophrenia risk. Methods: Using data from the Danish Civil Registration System, we established a population-based cohort of 1.89 million people, which included information on place of birth, place of residence during upbringing, and the accumulated number of years lived in each category of the 5-level degree of urbanization during upbringing. Schizophrenia in cohort members and mental illness in a parent or sibling were identified by linkage with the Danish Psychiatric Central Register. Results: Individuals living in a higher degree of urbanization than 5 years earlier had a 1.40-fold (95% confidence interval, 1.28-1.51) increased risk, while individuals living in alowerdegreeofurbanizationthan5yearsearlierhada0.82fold (95% confidence interval, 0.77-0.88) decreased risk of schizophrenia. For fixed urbanicity at the 15th birthday, risk increased with increasing degree of urbanization at birth. Furthermore, the more years lived in the higher the degree of urbanization, the greater the risk. Individuals who lived their first 15 years in the highest category of the 5-level urbanicityhada2.75-fold(95%confidenceinterval,2.31-3.28) increased risk of schizophrenia. Conclusion: Continuous, or repeated, exposures during upbringing that occur more frequently in urbanized areas may be responsible for the association between urbanization and schizophrenia risk. Arch Gen Psychiatry. 2001;58:1039-1046

Pregnancy-Associated Plasma Protein A as a Marker of Acute Coronary Syndromes

Abstract: Background Circulating markers indicating the instability of atherosclerotic plaques could have diagnostic value in unstable angina or acute myocardial infarction. We evaluated pregnancy-associated plasma protein A (PAPP-A), a potentially proatherosclerotic metalloproteinase, as a marker of acute coronary syndromes. Methods We examined the level of expression of PAPP-A in eight culprit unstable coronary plaques and four stable plaques from eight patients who had died suddenly of cardiac causes. We also measured circulating levels of PAPP-A, C-reactive protein, and insulin-like growth factor I (IGF-I) in 17 patients with acute myocardial infarction, 20 with unstable angina, 19 with stable angina, and 13 controls without atherosclerosis. Results PAPP-A was abundantly expressed in plaque cells and extracellular matrix of ruptured and eroded unstable plaques, but not in stable plaques. Circulating PAPP-A levels were significantly higher in patients with unstable angina or acute myocardial infarction than in p...

Intellectual capital and the 'capable firm': narrating, visualising and numbering for managing knowledge

Abstract: Intellectual capital statements are ‘new’ forms of reporting whose object is knowledge management activities. Based on 17 firms’ work to develop intellectual capital statements, this paper analyses them as managerial technologies making knowledge amenable to intervention. Aspects of actor-network-theory are mobilised to suggest that the intellectual capital statement is a centre of translation, which mobilises knowledge management via three interrelated elements: knowledge narratives, visualisations and numbers. Intellectual capital statements report on the mechanisms put in place to make knowledge manageable. Writing intellectual capital is a local story, which often concerns making knowledge collective and a process of allowing it to be oriented towards organisational ends. In such a story, knowledge is about a firm's capabilities and abilities to make a difference to a user. When writing an intellectual capital statement, firms locate employees, customers, processes and technologies and orient them towards a user. However, the statement as such is a means of ‘dis-locating’ knowledge resources making them amenable to intervention. There are certain broad types of intervention that allows a classification of strategies of intervention to be proposed. These terms are portfolio management, improvement activities and productivity. Such forms of intervention circumscribe the aspiration to transform knowledge from something internal to the person into something that is the effect of a collective arrangement. They allow—through intellectual capital statements—the dark, tacit knowing of individuals to come into the open space of calculation and action at a distance.

Tissue shrinkage and unbiased stereological estimation of particle number and size.

Abstract: This paper is a review of the stereological problems related to the unbiased estimation of particle number and size when tissue deformation is present. The deformation may occur during the histological processing of the tissue. It is especially noted that the widely used optical disector may be biased by dimensional changes in the z-axis, i.e. the direction perpendicular to the section plane. This is often the case when frozen sections or vibratome sections are used for the stereological measurements. The present paper introduces new estimators to be used in optical fractionator and optical disector designs; the first is, as usual, the simplest and most robust. Finally, it is stated that when tissue deformation only occurs in the z-direction, unbiased estimation of particle size with several estimators is possible.

Entanglement in the quantum Heisenberg XY model

Abstract: We study the entanglement in the quantum Heisenberg $\mathrm{XY}$ model in which the so-called W entangled states can be generated for 3 or 4 qubits. By the concept of concurrence, we study the entanglement in the time evolution of the $\mathrm{XY}$ model. We investigate the thermal entanglement in the two-qubit isotropic $\mathrm{XY}$ model with a magnetic field and in the anisotropic $\mathrm{XY}$ model, and find that the thermal entanglement exists for both ferromagnetic and antiferromagnetic cases. Some evidences of the quantum phase transition also appear in these simple models.

Hybrid Particle Swarm Optimiser with breeding and subpopulations

Abstract: In this paper we present two hybrid Particle Swarm Optimisers combining the idea of the particle swarm with concepts from Evolutionary Algorithms. The hybrid PSOs combine the traditional velocity and position update rules with the ideas of breeding and subpopulations. Both hybrid models were tested and compared with the standard PSO and standard GA models. This is done to illustrate that PSOs with breeding strategies have the potential to achieve faster convergence and the potential to find a better solution. The objective of this paper is to describe how to make the hybrids benefit from genetic methods and to test their potential and competetiveness on function optimisation.

Nonvertebrate Hemoglobins: Functions and Molecular Adaptations

Abstract: Hemoglobin (Hb) occurs in all the kingdoms of living organisms. Its distribution is episodic among the nonvertebrate groups in contrast to vertebrates. Nonvertebrate Hbs range from single-chain globins found in bacteria, algae, protozoa, and plants to large, multisubunit, multidomain Hbs found in nematodes, molluscs and crustaceans, and the giant annelid and vestimentiferan Hbs comprised of globin and nonglobin subunits. Chimeric hemoglobins have been found recently in bacteria and fungi. Hb occurs intracellularly in specific tissues and in circulating red blood cells (RBCs) and freely dissolved in various body fluids. In addition to transporting and storing O2 and facilitating its diffusion, several novel Hb functions have emerged, including control of nitric oxide (NO) levels in microorganisms, use of NO to control the level of O2 in nematodes, binding and transport of sulfide in endosymbiont-harboring species and protection against sulfide, scavenging of O2 in symbiotic leguminous plants, O2sensing in ...

The sortilin cytoplasmic tail conveys Golgi–endosome transport and binds the VHS domain of the GGA2 sorting protein

Abstract: Sortilin belongs to a growing family of multiligand type‐1 receptors with homology to the yeast receptor Vps10p. Based on structural features and sortilin9s intracellular predominance, we have proposed it to be a sorting receptor for ligands in the synthetic pathway as well as on the cell membrane. To test this hypothesis we examine here the cellular trafficking of chimeric receptors containing constructs of the sortilin tail. We report that sorting signals conforming to YXXΦ and dileucine motifs mediate rapid endocytosis of sortilin chimeras, which subsequently travel to the trans ‐Golgi network, showing little or no recycling. Furthermore, we found that cation‐independent mannose 6‐phosphate receptor (MPR300)–sortilin chimeras, expressed in mannose 6‐phosphate receptor knockout cells, were almost as efficient as MPR300 itself for transport of newly synthesized β‐hexosaminidase and β‐glucuronidase to lysosomes, and established that the sortilin tail contains potent signals for Golgi–endosome sorting. Finally, we provide evidence suggesting that sortilin is the first example of a mammalian receptor targeted by the recently described GGA family of cytosolic sorting proteins, which condition the Vps10p‐mediated sorting of yeast carboxypeptidase Y.

Lévy processes : theory and applications

Abstract: Preface I. A tutorial on Levy processes Sato, K.: Basic results on Levy processes II. Distributional, pathwise and structural results Carmona, P. / Petit, F. / Yor, M.: Exponentials functionals of Levy processes Doney, R.: Fluctuation theory for Levy processes Marcus, M.B. / Rosen, J.: Gaussian processes and the local times of symmetric Levy processes Watanabe, T.: Temporal change in distributional properties of Levy processes III: Extensions and generalisations of Levy processes Applebaum, D.: Levy processes in stochastic differential geometry Jac. / Schilling, R.L.: Levy-type processes and pseudo-differential operators Maejima, M.: Semi-stable distributions IV. Applications in physics Albeverio, S. / Rudiger, B. / Wu, J-L.: Analytic and probabilistic aspects of Levy processes and fields in quantum theory Holevo, A.S.: Levy processes and continuous quantum measurements Woyczynski, W.A.: Levy processes in the physical sciences Bertoin, J.: Some properties of Burgers turbulence with white or stable noise V. Applications in finance Barndorff-Nielsen, O.E / Shepard, N.: Modelling by Levy processes for financial econometrics Eberlein, E.: Application of generalized hyperbolic Levy motions to finance Ma, J. / Protter, P. / Zhang, J: Explicit form and path regularity of martingale representation Yor, M.: Interpretations in terms of Brownian and Bessel meanders of the distribution of a subordinated perpetuity VI. Numerical and statistical aspects Nolan, J.P.: Maximum likelihood estimation and diagnostics for stable distributions Rosinski, J.: Series representations of Levy processes from the perspective of point processes

Recommendations for the diagnosis and management of Turner syndrome

Abstract: Comprehensive recommendations on the diagnosis of Turner syndrome (TS) and the care of affected individuals were published in 1994. In the light of recent advances in diagnosis and treatment of TS, an international multidisciplinary workshop was convened in March 2000, in Naples, Italy, in conjunction with the Fifth International Symposium on Turner Syndrome to update these recommendations. The present paper details the outcome from this workshop. The genetics and diagnosis of the syndrome are described, and practical treatment guidelines are presented.