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conditional coherent risk measures and regime-switching conic pricing

Probability, Uncertainty and Quantitative Risk 2021年第4期6卷 267-300页

作者： engel john c dela vega Robert J Elliott UniSA Business University of South AustraliaSA 5000 AdelaideAustralia Haskayne School of Business University of CalgaryCalgaryAlbertaT2N 1N4Canada

This paper introduces and represents conditional coherent risk measures as essential suprema of conditional expectations over a convex set of probability measures and as distorted expectations given a concave distortion function.A model is then developed for the bid and ask prices of a European-type asset by a conic *** price process is governed by a modified geometric Brownian motion whose drift and diffusion coefficients depend on a Markov *** bid and ask prices of a European-type asset are then characterized using conic quantization.

关键词： conditional coherent risk measures Markov chains Regime-switching conic finance European options Distortion functions conic quantization

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A validation of WEPP water quality routines in uniform and nonuniform agricultural hillslopes

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International Soil and Water conservation Research 2024年第3期12卷 487-505页

作者： Ryan P.McGehee Dennis c.Flanagan Bernard A.engel john E.Gilley Department of Agricultural and Biosystems Engineering Iowa State University4352 Elings Hall605 Bissel RoadAmesIA50011USA USDA-Agricultural Research Service National Soil Erosion Research Laboratory275 South Russell StreetWest LafayetteIN47907USA Department of Agricultural and Biological Engineering Purdue University225 South University StreetWest LafayetteIN47907USA USDA-Agricultural Research Service Agroecosystem Management Research UnitRoom 238Chase HallUniversity of NebraskaLincolnNE68583USA

current watershed-scale,nonpoint source pollution models do not represent the processes and impacts of agricultural best management practices on water quality with sufficient detail.A Water Erosion Pre-diction Project-Water Quality(WEPP-WQ)model was recently developed which is capable of simulating nonpoint source pollutant transport in nonuniform hillslope conditions such as those with ***,WEPP-WQ has not been validated for these conditions,and prior validation work only eval-uated calibrated performance rather than uncalibrated performance,with the latter being most relevant to model *** study evaluated uncalibrated and calibrated model performance in two plot-scale,artificial rainfall studies.179 observations were compared to corresponding WEPP-WQ simulations of runoff,sediment yield,and soluble and particulate nutrient forms for both nitrogen and *** validation results were mixed for the different field conditions,model configurations,and prediction ***-Sutcliffe Efficiencies for uncalibrated simulations of uniform conditions were generally greater than 0.6 except for soluble nitrogen predictions which were *** of nonuniform conditions were generally'unsatisfactory'except for runoff predictions which were quite good(NSE=0.78).Performance was improved substantially for almost all endpoints with *** exceptions to this occurred because the objective function for calibration was based on log-space differences so as to more equally-weight calibration of unsaturated conditions that tend to produce lesser runoff volumes and sediment *** results for both uniform and nonuniform condi-tions were generally'satisfactory'or'good'according to widely accepted model performance criteria.

关键词： Water quality Nonpoint Validation Vegetative filter strip Best management practice WEPP

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Serotonin type 3 receptor subunit gene polymorphisms associated with psychosomatic symptoms in irritable bowel syndrome:A multicenter retrospective study

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World Journal of Gastroenterology 2022年第21期28卷 2334-2349页

作者： Sabrina Berens Yuanjun Dong Nikola Fritz Jutta Walstab Mauro D'Amato Tenghao Zheng Verena Wahl Felix Boekstegers Justo Lorenzo Bermejo cristina Martinez Stefanie Schmitteckert Egbert clevers Felicitas engel Annika Gauss Wolfgang Herzog Robin Spiller Miriam Goebel-Stengel Hubert Mönnikes Viola Andresen Frieling Thomas Jutta Keller christian Pehl christoph Stein-Thöringer Gerard clarke Timothy G Dinan Eamonn M Quigley Gregory Sayuk Magnus Simrén Jonas Tesarz Gudrun Rappold Lukas van Oudenhove Rainer Schaefert Beate Niesler Department of General Internal Medicine and Psychosomatics University Hospital HeidelbergHeidelberg 69120Germany Department of Human Molecular Genetics Institute of Human GeneticsUniversity of HeidelbergHeidelberg 69120Germany Department of General Internal Medicine and Psychosomatics Internal Medicine IIUniversity Hospital HeidelbergHeidelberg 69120Germany Department of Human Molecular Genetics University of HeidelbergHeidelberg 69120Germany Gastrointestinal Genetics Lab CIC bioGUNE-BRTADerio 48160Spain IKERBASQUE Basque Foundation for ScienceBilbao 48001Spain Unit of clinical Epidemiology Department of Medicine SolnaKarolinska InstitutetStockholm 17177Sweden Institute of Medical Biometry and Informatics Heidelberg UniversityHeidelberg 69120Germany Lleida Institute for Biomedical Research Dr.PifarréFoundation(IRBLleida) Av.Alcalde Rovira RoureLleida 25198Spain Department of clinical and Experimental Medicine Translational Research Center for Gastrointestinal DisordersKU LeuvenLeuven 3000Belgium Department of Gastroenterology Infectious Diseases and IntoxicationsUniversity of HeidelbergHeidelberg 69120Germany Department of General Internal Medicine and Psychosomatics Heidelberg UniversityHeidelberg 69120Germany Nottingham Digestive Diseases centre University of NottinghamNottingham NG72QLUnited Kingdom Helios Klinikum Rottweil Rottweil 78628Germany Department of Medicine Institute of Neurogastroenterology(H.M.)Martin-Luther-HospitalBelin 14193Germany Israelitisches Krankenhaus in Hamburg Hamburg 22297Germany Internal Medicine II Helios Klinikum KrefeldKrefeld 47805Germany Israelitisches Krankenhaus Hamburg Hamburg 22297Ghana Krankenhaus Vilsbiburg Vilsbiburg 84137Germany Division of Microbiome and cancer German Cancer Research Center(DKFZ)Heidelberg 69120Germany Department of Psychiatry and Neurobehavioral Science University College CorkCork T23Ireland Medicine in Digestive Disorders Department of MedicineLynda K.and David M.Underwood Center for Digestive DisordersHou

BAcKGROUND Single-nucleotide polymorphisms(SNPs)of the serotonin type 3 receptor subunit(HTR3)genes have been associated with psychosomatic symptoms,but it is not clear whether these associations exist in irritable bowel syndrome(IBS).AIM To assess the association of HTR3 polymorphisms with depressive,anxiety,and somatization symptoms in individuals with *** In this retrospective study,623 participants with IBS were recruited from five specialty centers in Germany,Sweden,the United States,the United Kingdom,and ***,anxiety,and somatization symptoms and sociodemographic characteristics were *** functional SNPs—HTR3A c.-42c>T,HTR3B c.386A>c,HTR3c c.489c>A,and HTR3E c.*76G>A—were genotyped and analyzed using the dominant and recessive *** also performed separate analyses for sex and IBS *** scores were calculated as the number of minor alleles of the SNPs *** impact of HTR3c c.489c>A was tested by radioligand-binding and calcium influx *** Depressive and anxiety symptoms significantly worsened with increasing numbers of minor HTR3c c.489c>A alleles in the dominant model(F_(depressive)=7.475,P_(depressive)=0.006;F_(anxiety)=6.535,P_(anxiety)=0.011).A higher SNP score(range 0-6)was linked to a worsened depressive symptoms score(F=7.710,P-linear trend=0.006)in *** potential relevance of the HTR3c SNP was corroborated,showing changes in the expression level of 5-HT3Ac variant *** We have provided the first evidence that HTR3c c.489c>A is involved in depressive and anxiety symptoms in individuals with *** SNP score indicated that an increasing number of minor alleles is linked to the worsening of depressive symptoms in IBS.

关键词： Irritable bowel syndrome 5-HT3 receptor subunit gene polymorphisms Single-nucleotide polymorphism score Depression Anxiety Somatization

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