Search results for "MEA"

The Choice of Performance Measure Does Influence the Evaluation of Hedge Funds

2010

It is widely accepted that, when return distributions are non-normal, the use of the Sharpe ratio can lead to misleading conclusions. It is well documented that deviations of hedge fund return distributions from normality are statistically significant. The literature on performance evaluation that takes into account the non-normality of return distributions is a vast one. However, there is another stream of research that advocates that the choice of performance measure does not influence the evaluation of hedge funds. For example, Eling and Schuhmacher (2007) and Eling (2008) performed empirical studies and, judging by the values of rank correlations, concluded that the choice of performanc…

Portfolio performance evaluation with loss aversion

2011

In this paper we consider a loss-averse investor equipped with a specific, but still quite general, utility function motivated by behavioral finance. We show that, under certain concrete assumptions concerning the form of this utility, one can derive closed-form solutions for the investor's portfolio performance measure. We investigate the effects of loss aversion and demonstrate its important role in performance measurement. The framework presented in this paper also provides a sound theoretical foundation for all known performance measures based on partial moments of the distribution.

Acute effects of cold pack on mechanical properties of the quadriceps muscle in healthy subjects.

2012

Purpose: To examine the effects of local cooling on mechanical properties of the quadriceps muscle in healthy subjects. Subjects: Thirty-nine healthy subjects (27 women, 12 men, mean age 39, range 20e62) volunteered. Methods: A cold gel pack was applied to the quadriceps muscle for 20 min. Properties were quantified by analyzing the frequency (tension), decrement (elasticity) and stiffness of damped oscillations and the compliance of the muscle before, immediately after and after 15-min after cooling. Results: The largest responses immediately after cooling were seen in the oscillation decrement parameter, 7.9 (3.7e12.1) %, and in the compliance parameter, � 7.5 (� 9.8 to � 5.3) %. Response…

Standalone sauna vs exercise followed by sauna on cardiovascular function in non‐naïve sauna users: A comparison of acute effects

2021

Background and aimsSauna bathing and aerobic exercise have each been shown to affect cardiovascular function. However, direct comparisons between standalone sauna bathing and a combination of exercise and sauna on vascular indices remain limited. Therefore, we conducted a cross-over study using matched durations to explore the hemodynamic changes of sauna exposure when compared to a combination of aerobic exercise and sauna exposure.MethodsParticipants (N = 72) with at least one cardiovascular risk factor underwent, on two separate occasions: (a) a 30-minute sauna at 75°C (SAUNA) and (b) the combination of a 15-minute cycling exercise at 75% maximum heart rate followed by 15-minute sauna ex…

Two ways to metaphor comprehension in comparison: towards a bidimensional account of metaphor comprehension - poster

In this paper we will discuss the role of literal meaning and mental imagery in metaphor comprehension, showing their link and the problematic nature of these notions in pragmatics (Wilson & Carston 2019). We will try to overcome these problems by putting in dialogue the typology of metaphors offered by Carston (2010, 2018), based on the parameter of literal meaning, and the typology offered by Green (2017) based on the parameter of mental imagery. Carston (2018) recognizes the existence of two kinds of metaphors: (1) local metaphors such as “Giulio is a professor” in which a single lexical item - PROFESSOR - is modulated pragmatically; (2) metaphors such as “The yellow fog that rubs it…

Adaptive Kernel Learning for Signal Processing

2018

Adaptive filtering is a central topic in digital signal processing (DSP). By applying linear adaptive filtering principles in the kernel feature space, powerful nonlinear adaptive filtering algorithms can be obtained. This chapter introduces the wide topic of adaptive signal processing, and explores the emerging field of kernel adaptive filtering (KAF). In many signal processing applications, the problem of signal estimation is addressed. Probabilistic models have proven to be very useful in this context. The chapter discusses two families of kernel adaptive filters, namely kernel least mean squares (KLMS) and kernel recursive least‐squares (KRLS) algorithms. In order to design a practical …

La mesure directe des forces de liaison entre les hydrates appliquée à la prise de plâtre

1998

Le phenomene de prise est un phenomene general, observable sur tous les liants mineraux, ciments siliceux, alumineux... et le plâtre. S'il existe des lois gouvernant la prise, elles doivent s'appliquer a tous ces liants. Aussi, il peut etre justifie de prendre tel ou tel liant pour modele si cela peut simplifier la premiere approche. Ici, l'objectif est de mesurer les forces entre les grains de silicate de calcium hydrate (phase C-S-H) qui est l'hydrate le plus caracteristique des ciments courants. Ces grains sont extremement petits et il a ete choisi de mettre au point les methodes travaillant sur le plâtre qui s'hydrate sous forme de gypse en formant des cristaux de 10 a 100 fois plus gro…

On the admissibility of the space L_{0}(A, X) of vector-valued measurable functions

2013

We prove the admissibility of the space L_0(A,X) of vector-valued measurable functions determined by real-valued finitely additive set functions defined on algebras of sets.

Evaluation of the pulse wave arrival time as a marker for blood pressure changes in critically ill infants and children

1995

Objective. Pulse arrival time (PAT), which is the interval between the R wave of the electrocardiogram (ECG) and the arrival of the pulse wave peripherally, has been reported to be suitable for use as an indirect measure of blood pressure change. The purpose of this study was to evaluate, in critically ill infants and children, the degree to which 1/PAT covaries with systolic, diastolic, and mean blood pressure, as well as heart rate.Methods. A laboratory device was used to calculate PAT in real time from the ECG and the plethysmographic curve of pulse oximetry used for routine monitoring. Calculated PAT and corresponding blood pressures and heart rate were stored on hard disk. A total of 1…

Control of the production of oxygen intermediates of human polymorphonuclear leukocytes and monocytes by beta-adrenergic receptors.

1983

The control by beta-adrenergic receptors of the production of oxygen radicals by zymosan-stimulated human polymorphonuclear leukocytes (PMN) and monocytes (M phi) was studied in vitro by means of chemiluminescence. In addition we asked whether PMN and M phi exhibit differential sensitivity to beta-adrenergic stimulation. For beta-adrenergic stimulation we applied fenoterol ranging from 10(-5) to 10(-9) M x 2.7. We found a dose-dependent suppression of the production of oxygen radicals, the ID50 being approximately 10(-6) M both for PMN and M phi. By assessment of lactic dehydrogenase release a cytotoxic effect of the drug could be ruled out. When incubated together with the beta-adrenergic …