Amyotrophic lateral sclerosis (ALS) is a neurodegenerative disorder characterized by loss of motor neurons and their supporting cells in the brain, brainstem and spinal cord, resulting in muscle paresis and paralysis including the bulbar (speech, chewing, swallowing) and respiratory muscles. The average age at onset is 55 years, and death due to respiratory failure occurs 2-5 years after symptom onset in ~ 85% of cases. Five to 10% of ALS is familial, and about 20% of familial cases are associated with mutations in the superoxide dismutase 1 (SOD1) gene. To date, 118 SOD1 mutations have been reported worldwide (www alsod.org). All are dominantly inherited, except for the D90A mutation, which is typically recessively inherited. D90A homozygous ALS is associated with long (~14 years) survival, and some atypical symptoms and signs. The reason for this is not known. In contrast, most other SOD1 mutations are associated with average survival, while some are associated with aggressive disease having lower motor neuron predominance and survival less than 12 months. The A4V mutation, which is the most frequently occurring SOD1 mutation in the United States, is an example of the latter. Understanding the pathogenic mechanisms of SOD1 mutants causing widely different disease forms like D90A and A4V is of paramount importance. Overwhelming scientific evidence indicates that mutations in the SOD1 gene are cytotoxic by a “gain of noxious” function, which although not fully understood results in protein aggregation and loss of cell function. This thesis explores different ALS-SOD1 gene mutations in British Columbia (BC), Canada. Two hundred and fifty-three ALS patients were screened for SOD1 mutations, and 12 (4.7%) unrelated patients were found to carry one of 5 different SOD1 mutations: A4V (n=2); G72C (n=1); D76Y (n=1); D90A (n=2); and 113T (n=6). Incomplete penetrance was observed in 3/12 families. Bulbar onset disease was not observed in the SOD1 mutation carriers in this study, but gender distribution was similar to previously reported studies. Age at symptom onset for all patients enrolled, with or without SOD1 mutations, was older than reported in previous studies. On average, patients with SOD1 mutations experience a longer diagnostic delay (22.6 months) compared to patients without mutations (12 months). Two SOD1 patients were originally misdiagnosed including the G72C patient who’s presenting features resembled a proximal myopathy. Neuropathological examination of this patient failed to reveal upper motor neuron disease. The I113T mutation was associated with variable age of onset and survival time, and was found in 2 apparently sporadic cases. The D76Y mutation was also found in an apparently sporadic case. I113T and D76Y are likely influenced by other genetic or environmental factors in some individuals. Two patients were homozygous for the D90A mutation, with clinical features comparable to patients originally described in Scandinavia. Clinical and electrophysiological motor neuron abnormalities were observed in heterozygous relatives of one D90A homozygous patient. The A4V patients were similar to those described in previous studies, although one had significant upper motor neuron disease both clinically and neuropathologically. Clinical neurophysiology is essential in the diagnosis of ALS, and helpful in monitoring disease progression. A number of transcranial magnetic stimulation (TMS) studies may detect early dysfunction of upper motor neurons when imaging techniques lack sensitivity. Peristimulus time histograms (PSTHs), which assess corticospinal function via recording of voluntarily activated single motor units during low intensity TMS of the motor cortex, were used to study 19 ALS patients having 5 different SOD1 mutations (including 8 of the 12 patients identified with SOD1 mutations from BC). Results were compared with idiopathic ALS cases, patients with multiple sclerosis (MS), and healthy controls. Significant differences were found in corticospinal pathophysiology between ALS patients with SOD1 mutations, idiopathic ALS, and MS patients. In addition, different SOD1 mutants were associated with significantly different neurophysiologic abnormalities. D90A homozygous patients show preserved if not exaggerated cortical inhibition and slow central conduction, which may reflect the more benign disease course associated with this mutant. In contrast, A4V patients show cortical hyper-excitability and only slightly delayed central conduction. I113T patients display a spectrum of abnormalities. This suggests mutant specific SOD1 pathology(s) of the corticospinal pathways in ALS.

<p>Diss. (sammanfattning) Stockholm : Handelshögskolan, 2006 [6], xiii, [1] s.: sammanfattning, s. 1-259, [5] s.: 4 uppsatser. Spikblad saknas</p>

This thesis is based on four papers dealing with two different areas of mathematics.Paper I–III are in combinatorics, while Paper IV is in mathematical physics.In combinatorics, we work with design theory, one of whose applications aredesigning statistical experiments. Specifically, we are interested in symmetric incompleteblock designs (SBIBDs) and triple arrays and also the relationship betweenthese two types of designs.In Paper I, we investigate when a triple array can be balanced for intersectionwhich in the canonical case is equivalent to the inner design of the correspondingsymmetric balanced incomplete block design (SBIBD) being balanced. For this we derivenew existence criteria, and in particular we prove that the residual designof the related SBIBD must be quasi-symmetric, and give necessary and sufficientconditions on the intersection numbers. We also address the question of whenthe inner design is balanced with respect to every block of the SBIBD. We showthat such SBIBDs must possess the quasi-3 property, and we answer the existencequestion for all know classes of these designs.As triple arrays balanced for intersections seem to be very rare, it is natural toask if there are any other families of row-column designs with this property. In PaperII we give necessary and sufficient conditions for balanced grids to be balancedfor intersection and prove that all designs in an infinite family of binary pseudo-Youden designs are balanced for intersection.Existence of triple arrays is an open question. There is one construction of aninfinite, but special family called Paley triple arrays, and one general method forwhich one of the steps is unproved. In Paper III we investigate a third constructionmethod starting from Youden squares. This method was suggested in the literaturea long time ago, but was proven not to work by a counterexample. We show interalia that Youden squares from projective planes can never give a triple array bythis method, but that for every triple array corresponding to a biplane, there is asuitable Youden square for which the method works. Also, we construct the familyof Paley triple arrays by this method.In mathematical physics we work with solitons, which in nature can be seen asself-reinforcing waves acting like particles, and in mathematics as solutions of certainnon-linear differential equations. In Paper IV we study the non-commutativeversion of the two-dimensional Toda lattice for which we construct a family ofsolutions, and derive explicit solution formulas. / Denna avhandling baseras på fyra artiklar som behandlar två olika områden avmatematiken. Artikel I-III ligger inom kombinatoriken medan artikel IV behandlarmatematisk fysik.Inom kombinatoriken arbetar vi med designteori som bland annat har tillämpningardå man ska utforma statistiska experiment.I artikel I undersöker vi när en triple array kan vara snittbalanserad vilket i detkanoniska fallet är ekvivalent med den inre designen till den korresponderandesymmetriska balanserade inkompletta blockdesignen (SBIBD) är balanserad. För dettapresenterar vi nya nödvändiga villkor. Speciellt visar vi att den residuala designentill den korresponderande SBIBDen måste vara kvasi-symmetrisk och ger nödvändigaoch tillräckliga villkor för dess blockskärningstal. Vi adresserar ocksåfrågan om när den inre designen är balanserad med avseende på alla SBIBDensblock. Vi visar att en sådan SBIBD måste ha den egenskap som kallas kvasi-3 ochsvarar på existensfrågan för alla kända klasser av sådana designer.Eftersom snittbalanserade triple arrays verkar vara väldigt sällsynta är detnaturligt att fråga om det finns andra familjer av rad-kolumn designer som hardenna egenskap. I artikel II ger vi nödvändiga och tillräckliga villkor för att enbalanced grid ska vara snittbalanserad och visar att alla designer i en oändlig familjav binära pseudo-Youden squares är snittbalanserade.Existensfrågan för triple arrays är öppen fråga. Det finns en konstruktionsmetodför en oändlig men speciell familj kallad Paley triple arrays och så finns det enallmän metod för vilken ett steg är obevisat. I artikel III undersöker vi en tredjekonstruktionsmetod som utgår från Youden squares. Denna metod föreslogs i litteraturenför länge sedan men blev motbevisad med hjälp av ett motexempel. Vivisar bland annat att Youden squares från projektiva plan aldrig kan ge en triplearray med denna metod, men att det för varje triple array som korresponderartill ett biplan, så finns det en lämplig Youden square för vilken metoden fungerar.Vidare konstruerar vi familjen av Paley triple arrays med denna metod.Inom matematisk fysik arbetar vi med solitoner som man i naturen kan få sesom självförstärkande vågor vilka beter sig som partiklar. Inom matematiken ärde lösningar till vissa ickelinjära differentialekvationer. I artikel IV studerar vi dettvådimensionella Toda-gittret för vilken vi konstruerar en familj av lösningar ochäven explicita lösningsformler.

The paper is concerned with counterparty credit risk management for credit default swaps in the presence of default contagion. In particular, we study the impact of default contagion on credit value adjustments such as the BCCVA (Bilateral Collateralized Credit Value Adjustment) of Brigo et al. 2012 and on the performance of various collateralization strategies. We use the incomplete-information model of Frey and Schmidt (2012) as vehicle for our analysis. We find that taking contagion effects into account is important for the effectiveness of the strategy and we derive refined collateralization strategies to account for contagion effects. (authors' abstract) / Series: Research Report Series / Department of Statistics and Mathematics

The most significant challenge for next wireless generation is to work opportunistically on the spectrum without a fixed spectrum allocation. Cognitive Radio (CR) is the candidate technology to utilize spectrum white space, which requires the CR to change its operating channel as the white space moves. In a CR ad-hoc network, each node could tune to a different channel; as a result, it cannot communicate with other nodes. This different tuning is due to the difficulty of maintaining Common Control Channel (CCC) in opportunistic spectrum network, and keeping the nodes synchronized in ad-hoc network. The CR ad-hoc network requires a protocol to match tuning channels between ad-hoc nodes, namely, rendezvous channels. In this thesis, two distributed Medium Access Control (MAC) protocols are designed that provide proper rendezvous channel without CCC or synchronization. The Balanced Incomplete Block Design (BIBD) is used in both protocols to provide our protocols a method of rendezvous between CR ad-hoc nodes. In fact, the BIBD guarantees there is at least one common element between any two blocks. If the channels are assigned to the BIBD elements and the searching sequence to the BIBD block, there is a guarantee of a rendezvous at least in one channel for each searching sequence. The first protocol uses a single-BIBD sequence and a multi-channel sensing. Alternatively, the second protocol uses a multi-BIBD sequence and a single-channel sensing. The single-sequence protocol analysis is based on the discrete Markov Chain. At the same time, the sequence structure of the BIBD in a multi-sequence protocol is used to define the Maximum Time to Rendezvous (MTTR). The simulation results confirm that the protocols outperform other existing protocols with respect to Time to Rendezvous (TTR), channel utilization, and network throughput. In addition, both protocols fairly distribute the network load on channels, and share the channels fairly among network nodes. This thesis provides straight forward and efficiently distributed MAC protocols for the CR ad-hoc networks.

We give a review of classical and recent results on maximization of expected utility for an investor who has the possibility of trading in a financial market. Emphasis will be given to the duality theory related to this convex optimization problem. For expository reasons we first consider the classical case where the underlying probability space is finite. This setting has the advantage that the technical diffculties of the proofs are reduced to a minimum, which allows for a clearer insight into the basic ideas, in particular the crucial role played by the Legendre-transform. In this setting we state and prove an existence and uniqueness theorem for the optimal investment strategy, and its relation to the dual problem; the latter consists in finding an equivalent martingale measure optimal with respect to the conjugate of the utility function. We also discuss economic interpretations of these theorems. We then pass to the general case of an arbitrage-free financial market modeled by an R^d-valued semi-martingale. In this case some regularity conditions have to be imposed in order to obtain an existence result for the primal problem of finding the optimal investment, as well as for a proper duality theory. It turns out that one may give a necessary and sufficient condition, namely a mild condition on the asymptotic behavior of the utility function, its so-called reasonable asymptotic elasticity. This property allows for an economic interpretation motivating the term "reasonable". The remarkable fact is that this regularity condition only pertains to the behavior of the utility function, while we do not have to impose any regularity conditions on the stochastic process modeling the financial market (to be precise: of course, we have to require the arbitrage-freeness of this process in a proper sense; also we have to assume in one of the cases considered below that this process is locally bounded; but otherwise it may be an arbitrary R^d-valued semi-martingale). (author's abstract) / Series: Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"

The most significant challenge for next wireless generation is to work opportunistically on the spectrum without a fixed spectrum allocation. Cognitive Radio (CR) is the candidate technology to utilize spectrum white space, which requires the CR to change its operating channel as the white space moves. In a CR ad-hoc network, each node could tune to a different channel; as a result, it cannot communicate with other nodes. This different tuning is due to the difficulty of maintaining Common Control Channel (CCC) in opportunistic spectrum network, and keeping the nodes synchronized in ad-hoc network. The CR ad-hoc network requires a protocol to match tuning channels between ad-hoc nodes, namely, rendezvous channels. In this thesis, two distributed Medium Access Control (MAC) protocols are designed that provide proper rendezvous channel without CCC or synchronization. The Balanced Incomplete Block Design (BIBD) is used in both protocols to provide our protocols a method of rendezvous between CR ad-hoc nodes. In fact, the BIBD guarantees there is at least one common element between any two blocks. If the channels are assigned to the BIBD elements and the searching sequence to the BIBD block, there is a guarantee of a rendezvous at least in one channel for each searching sequence. The first protocol uses a single-BIBD sequence and a multi-channel sensing. Alternatively, the second protocol uses a multi-BIBD sequence and a single-channel sensing. The single-sequence protocol analysis is based on the discrete Markov Chain. At the same time, the sequence structure of the BIBD in a multi-sequence protocol is used to define the Maximum Time to Rendezvous (MTTR). The simulation results confirm that the protocols outperform other existing protocols with respect to Time to Rendezvous (TTR), channel utilization, and network throughput. In addition, both protocols fairly distribute the network load on channels, and share the channels fairly among network nodes. This thesis provides straight forward and efficiently distributed MAC protocols for the CR ad-hoc networks.

In the first chapter, I quantify the welfare effect of eliminating the U.S. capital income tax under international financial integration. I employ a two-country, heterogeneous-agent incomplete markets model calibrated to represent the U.S. and the rest of the world. Short-run and long-run factor price dynamics are key: after the tax reform, post-tax interest rate increases less under financial openness relative to autarky. Therefore the wealth-rich households gain less. Post-tax wages also fall less, so the wealth-poor are hurt less. Hence, the fraction in favor of the reform increases, although the majority still prefers the status quo. Aggregate welfare effect to the U.S. is a permanent 0.2 % consumption equivalent loss under financial openness which is 85.5 % smaller than the welfare loss under autarky. The second chapter aims to answer two questions: What helps forecast U.S. inflation? What causes the observed changes in the predictive ability of variables commonly used in forecasting US inflation? In macroeconomic analysis and inflation forecasting, the traditional Phillips curve has been widely used to exploit the empirical relationship between inflation and domestic economic activity. Atkeson and Ohanian (2001), among others, cast doubt on the performance of Phillips curve-based forecasts of U.S. inflation relative to naive forecasts. This indicates a difficulty for policy-making and private sectorâs long term nominal commitments which depend on inflation expectations. The literature suggests globalization may be one reason for this phenomenon. To test this, we evaluate the forecasting ability of global slack measures under an open economy Phillips curve. The results are very sensitive to measures of inflation, forecast horizons and estimation samples. We find however, terms of trade gap, measured as HP-filtered terms of trade, is a good and robust variable to forecast U.S. inflation. Moreover, our forecasts based on the simulated data from a workhorse new open economy macro (NOEM) model indicate that better monetary policy and good luck (i.e. a remarkably benign sample of economic shocks) can account for the empirical observations on forecasting accuracy, while globalization plays a secondary role. / text

Incomplete markets provide many challenges for both investment decisions and valuation problems. While both problems have received extensive attention in complete markets, there remain many open areas in the theory of incomplete markets. We present the results in three parts. In the first essay we consider the Merton investment problem of optimal portfolio choice when the traded instruments are the set of zero-coupon bonds. Working within a Markovian Heath-Jarrow-Morton framework of the interest rate term structure driven by an infinite dimensional Wiener process, we give sufficient conditions for the existence and uniqueness of an optimal investment strategy. When there is uniqueness, we provide a characterization of the optimal portfolio. Furthermore, we show that a specific Gauss-Markov random field model can be treated within this framework, and explicitly calculate the optimal portfolio. We show that the optimal portfolio in this case can be identified with the discontinuities of a certain function of the market parameters. In the second essay we price a claim, using the indifference valuation methodology, in the model presented in the first section. We appeal to the indifference pricing framework instead of the classic Black-Scholes method due to the natural incompleteness in such a market model. Because we price time-sensitive interest rate claims, the units in which we price are very important. This will require us to take care in formulating the investor’s utility function in terms of the units in which we express the wealth function. This leads to new results, namely a general change-of-numeraire theorem in incomplete markets via indifference pricing. Lastly, in the third essay, we propose a method to price credit derivatives, namely collateralized debt obligations (CDOs) using indifference. We develop a numerical algorithm for pricing such CDOs. The high illiquidity of the CDO market coupled with the allowance of default in the underlying traded assets creates a very incomplete market. We explain the market-observed prices of such credit derivatives via the risk aversion of investors. In addition to a general algorithm, several approximation schemes are proposed. / text

We consider the solution of nonlinear optimal control problems subject to stochastic perturbations with incomplete observations. In particular, we generalize results obtained by Ito and Kunisch in [8] where they consider a receding horizon control (RHC) technique based on linearizing the problem on small intervals. The linear-quadratic optimal control problem for the resulting time-invariant (LTI) problem is then solved using the linear quadratic Gaussian (LQG) design. Here, we allow linearization about an instationary reference trajectory and thus obtain a linear time-varying (LTV) problem on each time horizon. Additionally, we apply a model predictive control (MPC) scheme which can be seen as a generalization of RHC and we allow covariance matrices of the noise processes not equal to the identity. We illustrate the MPC/LQG approach for a three dimensional reaction-diffusion system. In particular, we discuss the benefits of time-varying linearizations over time-invariant ones.