Browsing
     by title


0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

or enter first few letters:   
OK
Full Text
Peer Reviewed
See detailDynamic Hedge Fund Style Analysis with Errors-in-Variables
Bodson, Laurent ULg; Hübner, Georges ULg; Coën, Alain

Conference (2008, April)

This paper revisits the traditional return-based style analysis (RBSA) in presence of time-varying exposures and errors-in-variables (EIV). We first apply a selection algorithm using the Kalman filter to ... [more ▼]

This paper revisits the traditional return-based style analysis (RBSA) in presence of time-varying exposures and errors-in-variables (EIV). We first apply a selection algorithm using the Kalman filter to identify the more appropriate benchmarks for the analyzed fund return. Then, we compute their corresponding higher moment estimated errors-in-variables, i.e. the measurement error series introducing the (cross) moments of order three and four. We adjust the selected benchmarks by subtracting their higher moments estimated EIV from the initial return series, to obtain an estimate of the true uncontaminated benchmarks. We finally run the Kalman filter on these adjusted regressors. Analyzing EDHEC alternative indexes styles, we show that this technique improves the factor loadings and permits to identify more precisely the return sources of the considered hedge fund strategy. [less ▲]

Detailed reference viewed: 55 (16 ULg)
Full Text
Peer Reviewed
See detailDynamic Hedge Fund Style Analysis with Errors-in-Variables
Bodson, Laurent ULg; Coën, Alain ULg; Hübner, Georges ULg

Conference (2008, July)

This paper revisits the traditional return-based style analysis (RBSA) in presence of time-varying exposures and errors-in-variables (EIV). We first apply a selection algorithm using the Kalman filter to ... [more ▼]

This paper revisits the traditional return-based style analysis (RBSA) in presence of time-varying exposures and errors-in-variables (EIV). We first apply a selection algorithm using the Kalman filter to identify the more appropriate benchmarks for the analyzed fund return. Then, we compute their corresponding higher moment estimated errors-in-variables, i.e. the measurement error series introducing the (cross) moments of order three and four. We adjust the selected benchmarks by subtracting their higher moments estimated EIV from the initial return series, to obtain an estimate of the true uncontaminated benchmarks. We finally run the Kalman filter on these adjusted regressors. Analyzing EDHEC alternative indexes styles, we show that this technique improves the factor loadings and permits to identify more precisely the return sources of the considered hedge fund strategy. [less ▲]

Detailed reference viewed: 62 (15 ULg)
Full Text
Peer Reviewed
See detailDynamic Hedge Fund Style Analysis with Errors-in-Variables
Bodson, Laurent ULg

Conference (2009, May)

This paper revisits the traditional return-based style analysis (RBSA) in presence of time-varying exposures and errors-in-variables (EIV). We first apply a selection algorithm using the Kalman filter to ... [more ▼]

This paper revisits the traditional return-based style analysis (RBSA) in presence of time-varying exposures and errors-in-variables (EIV). We first apply a selection algorithm using the Kalman filter to identify the more appropriate benchmarks for the analyzed fund return. Then, we compute their corresponding higher moment estimated errors-in-variables, i.e. the measurement error series introducing the (cross) moments of order three and four. We adjust the selected benchmarks by subtracting their higher moments estimated EIV from the initial return series, to obtain an estimate of the true uncontaminated benchmarks. We finally run the Kalman filter on these adjusted regressors. Analyzing EDHEC alternative indexes styles, we show that this technique improves the factor loadings and permits to identify more precisely the return sources of the considered hedge fund strategy. [less ▲]

Detailed reference viewed: 82 (24 ULg)
Full Text
Peer Reviewed
See detailDynamic Hedge Fund Style Analysis with Errors-in-Variables
Bodson, Laurent ULg; Hübner, Georges ULg; Coën, Alain

Conference (2008, July)

This paper revisits the traditional return-based style analysis (RBSA) in presence of time-varying exposures and errors-in-variables (EIV). We first apply a selection algorithm using the Kalman filter to ... [more ▼]

This paper revisits the traditional return-based style analysis (RBSA) in presence of time-varying exposures and errors-in-variables (EIV). We first apply a selection algorithm using the Kalman filter to identify the more appropriate benchmarks for the analyzed fund return. Then, we compute their corresponding higher moment estimated errors-in-variables, i.e. the measurement error series introducing the (cross) moments of order three and four. We adjust the selected benchmarks by subtracting their higher moments estimated EIV from the initial return series, to obtain an estimate of the true uncontaminated benchmarks. We finally run the Kalman filter on these adjusted regressors. Analyzing EDHEC alternative indexes styles, we show that this technique improves the factor loadings and permits to identify more precisely the return sources of the considered hedge fund strategy. [less ▲]

Detailed reference viewed: 74 (41 ULg)
Full Text
Peer Reviewed
See detailDynamic Hedge Fund Style Analysis with Errors-in-Variables
Bodson, Laurent ULg; Hübner, Georges ULg; Coën, Alain

Conference (2008, June)

This paper revisits the traditional return-based style analysis (RBSA) in presence of time-varying exposures and errors-in-variables (EIV). We first apply a selection algorithm using the Kalman filter to ... [more ▼]

This paper revisits the traditional return-based style analysis (RBSA) in presence of time-varying exposures and errors-in-variables (EIV). We first apply a selection algorithm using the Kalman filter to identify the more appropriate benchmarks for the analyzed fund return. Then, we compute their corresponding higher moment estimated errors-in-variables, i.e. the measurement error series introducing the (cross) moments of order three and four. We adjust the selected benchmarks by subtracting their higher moments estimated EIV from the initial return series, to obtain an estimate of the true uncontaminated benchmarks. We finally run the Kalman filter on these adjusted regressors. Analyzing EDHEC alternative indexes styles, we show that this technique improves the factor loadings and permits to identify more precisely the return sources of the considered hedge fund strategy. [less ▲]

Detailed reference viewed: 54 (21 ULg)
Full Text
Peer Reviewed
See detailDynamic holographic interferometry development for dilatometry measurement of composites under vacuum-thermal conditions
Thizy, Cédric ULg; Barbier, Christian ULg; Tychon, Isabelle ULg et al

in Dirckx, J.; Buytaert, J. (Eds.) Proceedings of the 4th International Conference on Optical Measurement and Techniques for Systems & Structures (OPTIMESS 2009) (2009)

The Centre Spatial de Liège develops since 1993 holographic interferometry techniques and instruments based on photorefractive crystals for high resolution measurement of structures deformation, mainly ... [more ▼]

The Centre Spatial de Liège develops since 1993 holographic interferometry techniques and instruments based on photorefractive crystals for high resolution measurement of structures deformation, mainly for aerospace applications. In this paper we present the early results of development of a holographic technique and facility for deformation and expansion measurement of aerospace composites components. Here the holographic technique consists in using several illumination beams for retrieving different components of the displacement vector. In our case the components and structures to be measured in the future will undergo temperatures excursions up to 150°C typically. Since holographic techniques are sensitive to air turbulences, it is necessary to place the samples in a vacuum chamber. We will present some early examples of measurements with this facility, obtained for temperatures excursions ranged between ambient and 29°C as first steps before going further to higher temperatures excursions. [less ▲]

Detailed reference viewed: 23 (6 ULg)
See detailDynamic holographic interferometry for dilatation measurements in vacuum-thermal conditions
Thizy, Cédric ULg; Barbier, Christian ULg; Barzin, Pascal ULg et al

in Lehmann, Peter (Ed.) Proc. SPIE Vol 7398 on Optical Measurement Systems for Industrial Inspection VI (2009, June)

Detailed reference viewed: 44 (16 ULg)
Full Text
See detailDynamic holographic interferometry with photorefractive crystals : review of applications and advanced techniques
Georges, Marc ULg; Thizy, Cédric ULg; Scauflaire, W. et al

in Gastinger, K.; Lokberg, O.; Winther, S. (Eds.) Speckle Metrology 2003 (2003, June)

We will present the basic properties of photorefractive crystals and show how they can be used efficiently in holographic interferometry experiments. We then will present some holographic systems and ... [more ▼]

We will present the basic properties of photorefractive crystals and show how they can be used efficiently in holographic interferometry experiments. We then will present some holographic systems and their numerous applications. With continuous illumination, we will show classical non destructive testing (defect detection), displacement metrology, vibration mode shape visualization, as well as a study for the use of photorefractive crystals in microgravity monitoring of fluid (FSL experiment aboard the International Space Station). With pulsed illumination we will present the possibilities of the photorefractive crystals in vibration measurement (and will introduce the ongoing EC-funded PHIFE research project). The purpose of the paper is to unmystify photorefractive crystals and to show that they could be a good alternative to traditional speckle-based techniques for highly demanding applications. For that we will highlight the highest resolution achieved as well as the high temporal dynamics of the holographic recording [less ▲]

Detailed reference viewed: 11 (0 ULg)
Full Text
See detailDynamic holographic interferometry: Devices and applications
Lemaire, Philippe ULg; Georges, Marc ULg

in Günther, P.; Huignard, J.-P. (Eds.) Photorefractive Materials and Their Applications 3. Applications (2007)

Detailed reference viewed: 13 (2 ULg)
Full Text
See detailDynamic holography for fringerprints detection
Lemaire, Philippe; Georges, Marc ULg

Conference (2004, January)

Fingerprint detection method is generally based on optical contrast technique. We present a special case of holographic interferometry use, that envisages fingerprint visualisation on base of their relief ... [more ▼]

Fingerprint detection method is generally based on optical contrast technique. We present a special case of holographic interferometry use, that envisages fingerprint visualisation on base of their relief. Background of the algorithm is first presented and discussed. We finish by practical application. [less ▲]

Detailed reference viewed: 21 (0 ULg)
See detailDynamic holography for the space qualification of large reflectors
Thizy, Cédric ULg; Stockman, Yvan ULg; Doyle, D. et al

in Optical Fabrication, Testing, and Metrology II (2005, October)

The next generation of infrared - sub mm space telescopes requires reflectors with large dimensions, high quality and, according to weight issues, are based on composite or new materials technology. The ... [more ▼]

The next generation of infrared - sub mm space telescopes requires reflectors with large dimensions, high quality and, according to weight issues, are based on composite or new materials technology. The challenging tasks of on-ground testing are to achieve the required accuracy in the measurement of these reflectors shape and antenna structures and to verify their performance under simulated space conditions (vacuum, low-high temperatures). A holographic camera for the verification and validation of this type of reflector in a space environment is presented. A diffuser is implemented to measure the deformations of reflective surfaces in a more flexible way. The system has been made compatible with the vacuum conditions. Some elements of the holographic camera (camera lenses, CCD, crystal, optical fibre) have been adapted and tested under vacuum. The metrological certification of the whole system is realised by the measurement of a parabolic CFRP reflector with a 1.1 meter diameter. The results are compared to the one achieved with a high spatial resolution IR interferometer on the same reflector in laboratory conditions and under thermal vacuum conditions. This later test consists in measuring the deformations of the reflector between an initial state at a selected temperature and a final state at another temperature. The comparison between the high spatial resolution IR interferometer and this dynamic holographic method showed very good qualitative and quantitative agreement between the techniques, thus verifying the potential of this new Holographic approach. [less ▲]

Detailed reference viewed: 53 (3 ULg)
Full Text
Peer Reviewed
See detailA dynamic in vivo model of epithelial-to-mesenchymal transitions in circulating tumor cells and metastases of breast cancer.
Bonnomet, Arnaud; Syne, Laïdya ULg; Brysse, Anne ULg et al

in Oncogene (2012), 31(33), 3741-53

Epithelial-to-mesenchymal transition (EMT) processes endow epithelial cells with enhanced migratory/invasive properties and are therefore likely to contribute to tumor invasion and metastatic spread ... [more ▼]

Epithelial-to-mesenchymal transition (EMT) processes endow epithelial cells with enhanced migratory/invasive properties and are therefore likely to contribute to tumor invasion and metastatic spread. Because of the difficulty in following EMT processes in human tumors, we have developed and characterized an animal model with transplantable human breast tumor cells (MDA-MB-468) uniquely showing spontaneous EMT events to occur. Using vimentin as a marker of EMT, heterogeneity was revealed in the primary MDA-MB-468 xenografts with vimentin-negative and vimentin-positive areas, as also observed on clinical human invasive breast tumor specimens. Reverse transcriptase-PCR after microdissection of these populations from the xenografts revealed EMT traits in the vimentin-positive zones characterized by enhanced 'mesenchymal gene' expression (Snail, Slug and fibroblast-specific protein-1) and diminished expression of epithelial molecules (E-cadherin, ZO-3 and JAM-A). Circulating tumor cells (CTCs) were detected in the blood as soon as 8 days after s.c. injection, and lung metastases developed in all animals injected as examined by in vivo imaging analyses and histology. High levels of vimentin RNA were detected in CTCs by reverse transcriptase-quantitative PCR as well as, to a lesser extent, Snail and Slug RNA. Von Willebrand Factor/vimentin double immunostainings further showed that tumor cells in vascular tumoral emboli all expressed vimentin. Tumoral emboli in the lungs also expressed vimentin whereas macrometastases displayed heterogenous vimentin expression, as seen in the primary xenografts. In conclusion, our data uniquely demonstrate in an in vivo context that EMT occurs in the primary tumors, and associates with an enhanced ability to intravasate and generate CTCs. They further suggest that mesenchymal-to-epithelial phenomena occur in secondary organs, facilitating the metastatic growth [less ▲]

Detailed reference viewed: 48 (7 ULg)
Peer Reviewed
See detailDynamic interaction between merchandizes and supporting structure in steel storage racking systems
Degée, Hervé ULg; Denoël, Vincent ULg

in Proceedings of the COMPDYN 2009 Conference (2009)

Detailed reference viewed: 17 (1 ULg)
Peer Reviewed
See detailThe dynamic interplay between roots and soil moisture
Garré, Sarah ULg; Vanderborght, Jan; Javaux, Mathieu et al

in Geophysical Research Abstracts (2010, May)

Detailed reference viewed: 21 (5 ULg)
Full Text
See detailDynamic investigations of paddle MEMS cantilevers used in mass sensing applications
Pustan, Marius ULg; Belcin, Oliviu; Golinval, Jean-Claude ULg

in Arghir, Mariana (Ed.) Acta Technica Napocensis of The Technical University of Cluj-Napoca (2011)

The dynamic behaviour of paddle MEMS cantilever oscillators under electrostatic actuation is investigated and presented in this paper. The scope is to estimate the influence of the geometrical dimensions ... [more ▼]

The dynamic behaviour of paddle MEMS cantilever oscillators under electrostatic actuation is investigated and presented in this paper. The scope is to estimate the influence of the geometrical dimensions and operating conditions on the frequency response of mechanical paddle cantilevers fabricated from polysilicon. Theoretical approach and finite element analysis are developed considering the multiphysics coupling between the electrical field and the mechanical structure of oscillators. The;experimental tests are performed under ambient condition and in vacuum in order to characterize the effect of operating condition on the frequency response of paddle cantilevers. [less ▲]

Detailed reference viewed: 46 (2 ULg)
Full Text
Peer Reviewed
See detailDynamic Jahn-Teller interaction with Gamma(5) phonons in the ground state of Cu2+ in cubic II-VI semiconductors
Colignon, David ULg; Mailleux, Éric; Kartheuser, Eduard ULg et al

in Physical Review. B : Condensed Matter (1998), 57(20), 12932-12938

Optical absorption and emission measurements of Cu2+ as a substitutional impurity in cubic ZnS and ZnTe rue analyzed by means of an electron-phonon coupling model. The D-2 term of Cu2+ is split by a ... [more ▼]

Optical absorption and emission measurements of Cu2+ as a substitutional impurity in cubic ZnS and ZnTe rue analyzed by means of an electron-phonon coupling model. The D-2 term of Cu2+ is split by a crystal field of tetrahedral symmetry into a (2) Gamma(5) orbital triplet and a (2) Gamma(3) orbital doublet. Optical transitions have been observed between these two multiplets in ZnS:Cu2+ and within the (2) Gamma(5) ground state in ZnTe:Cu2+. The theoretical model is based on crystal-field theory and includes the spin-orbit interaction and a dynamic Jahn-Teller interaction between the electronic (2) Gamma(5) states and a transverse acoustic phonon of TI symmetry. Starting from the ten spin-orbit wave functions appropriate to the orbital tripler and doubler manifolds, the symmetry-adapted vibronic basis is constructed and used to diagonalize the Hamiltonian matrix. Phonon overtones up to n = 14 are included to ensure convergence of the energy eigenvalues. The measured positions and relative intensities of the spectral lines are described with good accuracy by the theoretical model, including covalency effects.. In ZnS, comparison between theory and experiment yields the following values of the physical parameters: the crystal-field splitting Delta = 5990.6 cm(-1), the spin-orbit coupling constants lambda(1) = -667 cm(-1) and lambda(2) = -830 cm(-1), the phonon energy h omega = 73.5 cm(-1), and the Jahn-Teller stabilization energy E-JT = 474.5 cm(-1) The corresponding parameters in ZnTe are Delta = 6000 cm(-1), lambda(1) = -888 cm(-1), lambda(2)= -830 cm(-1), h omega= 38.8 cm(-1), and E-JT= 468.5 cm(-1). [less ▲]

Detailed reference viewed: 50 (3 ULg)
Full Text
Peer Reviewed
See detailDynamic left ventricular dyssynchrony contributes to B-type natriuretic peptide release during exercise in patients with systolic heart failure.
Lancellotti, Patrizio ULg; Cosyns, Bernard; Pierard, Luc ULg

in Europace : European Pacing, Arrhythmias, and Cardiac Electrophysiology : Journal of the Working Groups on Cardiac Pacing, Arrhythmias, and Cardiac Cellular Electrophysiology of the European Society of Cardiology (2008), 10(4), 496-501

AIMS: Plasma B-type natriuretic peptide (BNP) is an emerging biomarker in heart failure. In this setting, the extent of left ventricular (LV) dyssynchrony contributes to exercise symptoms. Whether ... [more ▼]

AIMS: Plasma B-type natriuretic peptide (BNP) is an emerging biomarker in heart failure. In this setting, the extent of left ventricular (LV) dyssynchrony contributes to exercise symptoms. Whether exercise-induced changes in LV dyssynchrony might be a trigger of BNP release has never been investigated. METHODS AND RESULTS: Fifty-seven patients with systolic LV dysfunction underwent quantitative analysis of BNP, mitral regurgitation (MR), and dyssynchrony at rest and during exercise. None had inducible ischaemia on perfusion imaging. By multiple regression analysis, end-systolic volume index (P < 0.0001), effective regurgitant orifice (ERO) (P < 0.001), and E/Ea (P = 0.002) emerged as independent determinants of BNP at baseline (R(2) = 0.67). Exercise induced a significant rise in BNP levels (P < 0.0001). In multivariate analysis, a smaller change in systolic blood pressure (P = 0.04), a larger increase in ERO (P = 0.017), and in systolic dyssynchrony index (P = 0.006) during exercise emerged as independent determinants of exercise-induced increases in BNP (R(2) = 0.45). CONCLUSION: MR severity, volume overload, and LV filling pressure are surrogates of BNP at rest. During exercise, changes in BNP reflect the presence of dynamic changes in both LV dyssynchrony and MR severity in the absence of inducible ischaemia. [less ▲]

Detailed reference viewed: 24 (3 ULg)