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Every Tuesday night in April, Parsons School of Art and Design in New York is presenting a selection of iconic movies set in the Big Apple whose influence on fashion lingers on. First up was Annie Hall with Diane Keaton in the era-defining title role that still inspires designers even today, including the F/W 10 collections of Marc Jacobs and Boy by Band of Outsiders. On a Clear Day You Can See Forever, Sabrina, and Klute complete the series.


text:
04.10.2013 Fleetwood Mac
Rock Royalty
Two and a half hours. That's how long Fleetwood Mac played, a band that has been around for five decades. It's been with baited breath I've waited for this show since tickets went on sale at the start of the year. Mick, John, Lindsey and Stevie are not ones who simply show up for gigs and go through the motions. They slayed me.
Mick describes John McVie as the backbone of Fleetwood Mac. While the most introverted of the remaining bunch, McVie's spirit erupted slowly through his bass guitar in "The Chain." His guitar work and Lindsey Buckingham's stole the show. "Big Love" is usually Buckingham's big guitar solo but his work on "I'm So Afraid" ended with him slumped over on stage while 2-3 minutes of resounding applause and ovation engulfed him. He's pretty incredible.
Other highlights of the night outside of their long string of hits included the Stevie Nicks penned "Sisters of the Moon" off Tusk. She said they hadn't played it as part of a Fleetwood Mac setlist since the late 1970s. Pretty impressive. Two more favorite moments happened during their two encores. Yes, two. The first was "Silver Spring." I just love it and always have. The other was the show closer with Stevie and Lindsey tenderly performing "Say Goodbye," a song Lindsey wrote to mark the closure of his torrid relationship with Stevie as lovers. It was also the only song they performed off their 2003's Say You Will album. Say you won't take another three years to tour again.

redpajama_set_name: RedPajamaCommonCrawl


text:
Box Turtle Health
DoD-PARC SFD Project
Ophidiomyces
Eastern Massasauga Health
Alligator Snapping Turtle Health
Punta San Juan Ecosystem
Alligator Snapping Turtle Healthnoliver2017-08-09T10:09:29-05:00
The last known alligator snapping turtle in Illinois was found in 1984 and thought to be extirpated from the state. The Illinois Department of Natural Resources and the Illinois Natural History Survey began reintroduction and recovery efforts in Illinois recently. We are collaborating on this project with the lead investigator, Dr. Mike Dreslik and his graduate student, Ethan Kessler to determine the health of the reintroduced population.
This year, 97 turtles were released back into the wild and over 60 had radio transmitters affixed to the carapace. These individuals had blood and oral swabs collected to determine overall health, but most importantly for the presence of ranavirus. Ranavirus is a fatal viral disease in fish, amphibians, and turtles occurring worldwide. Few reports of this virus exist in alligator snapping turtles, however, the introduction of this pathogen into the environment could have devastating effects on the recovery. Therefore, all turtles tested negative before they were released.
Health assessments continue on these animals multiple times per year and will establish a comprehensive database of the health in this species over time. This will allow us to correlate changes in health with other biological variables, such as the population ecology, demographics, spatial ecology, behavior, thermal biology, physiology, and population genetics.
© Copyright 2012 - | Wildlife Epidemiology Laboratory


text:
\section{Introduction}

The standard portfolio choice problem \cite{arrow}, \cite{pratt} considers the determination of the optimal proportion of the wealth an agent invests in a risk---free asset and in a risky asset. The study of this probabilistic model is usually done in the classical expected utility theory. The optimal allocation of risky asset appears as a solution of a maximization problem. By Taylor approximations several forms of the solution have been found, depending on different moments of the return of the risky asset, as well as some on indicators of the investors's risk preferences. In the form of the solution from \cite{eeckhoudt2}, Chapter $2$ or \cite{gollier}, Chapter $5$, the mean value, the variance and the Arrow-Pratt index of the investor's utility function appear. The approach from \cite{athayde}, \cite{garlappi} led to forms of the approximate solution which depend on the first three moments, the Arrow--Pratt index $r_u$ and the prudence index $P_u$ \cite{kimball}. The solution found in \cite{niguez} is expressed according to the first four moments and the indicators of risk aversion, prudence and temperance of the utility function. Another form of the solution in which the first four moments appear can be found in \cite{courtois}.

In this paper two portfolio choice models are studied: a purely possibilistic model, in which the return of the risky asset is represented by a fuzzy number \cite{carlsson2}, \cite{dubois} and a mixed model, in which a probabilistic background risk appears. In the formulation of the maximization problem for the first model the possibilistic expected utility from \cite{georgescu}, Definition 4.2.7 is used; in case of the mixed model the notion of mixed expected utility from \cite{georgescu}, Definition, 7.1.1 is used. The approximate solutions of the two models will be expressed by the possibilistic moments associated with a fuzzy number (\cite{carlsson2}, \cite{dubois}, \cite{thavaneswaran1}, \cite{thavaneswaran2}) and by the indicators on the investor risk preferences.

In the first part of Section $2$ the definitions of possibilistic expected utility (cf. \cite{georgescu}) and possibilistic indicators of a fuzzy number (expected value, variance,  moments) are presented. The second part of the section contains the definition of a mixed expected utility associated with a mixed vector, a bidimensional utility function and a weighting function (\cite{georgescu}).

Section $3$ is concerned with the possibilistic standard portfolio-choice model, whose construction is inspired by the probabilistic model of \cite{niguez}. The return of the risky asset is here a fuzzy number, while in \cite{niguez} it is a random variable. The total utility function of the model is written as a possibilistic expected value. The maximization problem of the model and the first order conditions are formulated, from which its optimal solution is determined.

Section $4$ is dedicated to the optimal asset allocation in the framework of the possibilistic portfolio model defined in the previous section. Using a second order  Taylor approximation a formula for the approximate calculation of the maximization problem solution is found. In the component of the formula appear  the first three possibilistic moments, the Arrow-Pratt index and the prudence indices of the investor's utility function. The general formula is particularized  for triangular fuzzy numbers and a HARA utility function.

In Section $5$ we consider a mixed portfolio choice model obtained from the possibilistic standard model by adding a possibilistic background  risk. For the mixed model, risk is represented by a bidimensional mixed vector, a component being a fuzzy number and the other a random variable. The agent will have a unidimensional utility function, but the total utility function will be built as a mixed expected utility. We study a maximization problem whose solution is approximated by a calculation formula depending on the first three moments of a fuzzy number, the expected mean value of a random variable and the risk aversion and prudence indicators of a utility function. In the proof of the calculation formula the linearity property of the mixed expected utility is used.

\section{Preliminaries}

In this section we recall some notions and results on the  possibilistic expected utility, mixed expected utility and (cf. \cite{georgescu}) and some possibilistic indicators associated with fuzzy numbers  (cf. \cite{carlsson1}, \cite{carlsson2}, \cite{fuller}, \cite{thavaneswaran1}, \cite{thavaneswaran2}, \cite{zhang}).

\subsection{Possibilistic expected utility}

We fix a mathematical context consisting of:

$\bullet$ a utility function $u$ of class $\mathcal{C}^2$

$\bullet$  a fuzzy number $A$ whose level sets are $[A]^\gamma=[a_1(\gamma), a_2(\gamma)]$, $\gamma \in [0, 1]$.

$\bullet$ a weighting function $f: [0, 1] \rightarrow {\bf{R}}$. ($f$ is a non-negative and increasing function that satisfies $\int_0^1 f(\gamma) d\gamma=1$).

The {\emph{possibilistic expected utility} associated with the triple $(u, A, f)$ is

$E_f(u(A))=\frac{1}{2} \int_0^1 [u(a_1(\gamma))+u(a_2(\gamma))] f(\gamma)d\gamma$            (2.1.1)

The following possibilistic indicators asoociated with a fuzzy number $A$ and a weighting function $f$ are particular cases  of (2.1.1).

$\bullet$ possibilistic expected value \cite{carlsson1}, \cite{fuller}:

 $E_f(A)=\frac{1}{2} \int_0^1 [a_1(\gamma)+a_2(\gamma)]f(\gamma)d\gamma$   (2.1.2)

 ($u$ is the identity function of $\bf{R}$)

$\bullet$ possibilistic variance \cite{carlsson1}, \cite{zhang}:

$Var_f(A)=\frac{1}{2} \int_0^1 [(u(a_1(\gamma))-E_f(A))^2+(u(a_2(\gamma))-E_f(A))^2]f(\gamma)d\gamma$  (2.1.3)

(for $u(x)=(x-E_f(x))^2, x \in {\bf{R}}$).

$\bullet$ the $n$-th order possibilistic moment  \cite{thavaneswaran1}, \cite{thavaneswaran2}:

$M(A^n)=\frac{1}{2} \int_0^1 [u^n(a_1(\gamma))+u^n(a_2(\gamma))]f(\gamma)d\gamma$ (2.1.4)

(for $u(x)=x^n, x \in {\bf{R}}$).

\begin{propozitie}\cite{georgescu}
Let $g: {\bf{R}} \rightarrow {\bf{R}}$, $h: {\bf{R}} \rightarrow {\bf{R}}$ be two utility functions, $a, b \in {\bf{R}}$ and $u=ag+bh$. Then $E_f(u(A))=aE_f(g(A))+bE_f(h(A))$.
\end{propozitie}

\begin{corolar}
$E_f(a+bh(A))=a+bE_f(h(A))$.
\end{corolar}

\subsection{Mixed expected utility}

A bidimensional mixed vector has the form $(A, X)$ where $A$ is a fuzzy number and $X$ is a random variable. We will denote by $M(X)$ the expected value of $X$. If $g: {\bf{R}} \rightarrow {\bf{R}}$ is  a continuous function then $M(g(X))$ is the probabilistic expected utility of $X$ w.r.t. $g$.

Let $u: {\bf{R}}^2 \rightarrow {\bf{R}}$ be a bidimensional utility function of class ${\mathcal{C}}^2$, $(A,X)$ a mixed vector and $f: [0, 1] \rightarrow {\bf{R}}$ a weighting function. Assume that the level sets of the fuzzy number $A$ are $[A]^\gamma=[a_1(\gamma), a_2(\gamma)], \gamma \in [0, 1]$. For any $\gamma \in [0, 1]$, we consider the probabilistic expected values $M(u(a_i(\gamma), X)), i=1,2$.

The mixed expected utility associated with the triple $(u, (A, X), f)$ is:

$E_f(u(A, X))=\frac{1}{2} \int_0^1 [M(u(a_1(\gamma), X))+M(u(a_2(\gamma), X))]f(\gamma)d\gamma$   (2.2.1)

\begin{remarca}
If $a \in {\bf{R}}$ then $E_f(u(a, X))=M(u(a, X))$.
\end{remarca}

\begin{propozitie}
\cite{georgescu} Let $g, h$ be two bidimensional utility functions, $a, b \in {\bf{R}}$  and $u=ag+bh$. Then $E_f(u(A, X))=aE_f(g(A, X))+bE_f(h(A, X))$.
\end{propozitie}

Proposition 2.1 and 2.4 express the linearity of possibilistic expected value and mixed expected utility with respect to the utility functions
which appear in the definitions of these two operators.

\begin{corolar}
If $A$ is a fuzzy number and $Z$ is a random variable then $E_f(AZ)=M(Z)E_f(A)$ and $E_f(A^2Z)=M(Z)E_f(A^2)$.
\end{corolar}

\begin{proof}
We take $u(x, z)=xz$ and applying (2.2.1) we have

$E_f(AZ)=\frac{1}{2} \int_0^1 [M(a_1(\gamma)Z)+M(a_2(\gamma)Z)]f(\gamma)d\gamma=\frac{1}{2} \int_0^1 [a_1(\gamma)M(Z)+a_2(\gamma)M(Z)]f(\gamma)d\gamma=M(Z)E_f(A)$.

Taking $u(x, z)=x^2z$ we obtain

$E_f(A^2Z)=\frac{1}{2} \int_0^1 [M(a_1^2(\gamma)Z)+M(a_2^2(\gamma)Z)]f(\gamma)d\gamma=\frac{1}{2} \int_0^1 [a_1^2(\gamma)M(Z)+a_2^2(\gamma)M(Z)]f(\gamma)d\gamma=M(Z)E_f(A^2)$.
\end{proof}

\section{Possibilistic standard model}

In this section we will present a possibilistic portfolio choice model in which the return of the risky asset is a fuzzy number. In defining the total utility of the model we will use the possibilistic expected utility introduced in the previous section.

We consider an agent (characterized by a utility function $u$ of class $\mathcal{C}^2$, increasing and concave) which invests a wealth $w_0$ in a risk-free asset and in a risky asset. The agent invests the amount $\alpha$ in a risky asset and $w_0-\alpha$ in a risk--free asset. Let $r$ be the return of the risk-free asset and $x$ a value of the return of the risky asset. We denote by $w=w_0(1+r)$ the future wealth of the risk-free strategy, the portfolio value $(w_0-\alpha, \alpha)$ will be (according to \cite{eeckhoudt2}, p. 65-66):

$(w_0-\alpha)(1+r)+\alpha(1+x)=w+\alpha(x-r)$. (3.1)

The probabilistic investment model from \cite{eeckhoudt2}, Chapter $4$ or \cite{gollier}, Chapter $5$ starts from the hypothesis that the return of the risky asset is a random variable $X$. Then $x$ is a value of $X$ and (3.1) leads to the following maximization problem:

$\displaystyle \max_\alpha M[u(w+\alpha(X-r))]$  (3.2)

If we make the assumption that the return of the risky asset is a fuzzy number $B_0$, then $x$ will be a value of $B_0$. To describe the possibilistic model resulting from such a hypothesis, we fix a weighting function $f: [0, 1] \rightarrow {\bf{R}}$. The expression (3.1) suggests to us the following optimization problem:

$\displaystyle \max_\alpha E_f[u(w+\alpha(B_0-r))]$  (3.3)

By denoting with $B=B_0-r$ the excess return, the problem (3.3) becomes:

$\displaystyle \max_\alpha E_f[u(w+\alpha B)]$  (3.4)

Assume that the level sets of the fuzzy number $B$ are $[B]^\gamma=[b_1(\gamma), b_2(\gamma)], \gamma \in [0, 1]$. According to (2.1.1), the total utility function of the model (3.4) will have the following form:

$V(\alpha)=E_f[u(w+\alpha B)]=\frac{1}{2} \int_0^1 [u(w+\alpha b_1(\gamma))+u(w+\alpha b_2(\gamma))]f(\gamma)d\gamma$

Deriving twice one obtains:

$V''(\alpha)=\frac{1}{2} \int_0^1 [b_1^2(\gamma) u''(w+\alpha b_1(\gamma))+b_2^2(\gamma) u''(w+\alpha b_2(\gamma))]f(\gamma)d\gamma$

Since $u'' \leq 0$ it follows $V''(\alpha)\leq 0$ thus $V$ is concave.

We assume everywhere in this paper that the portfolio risk is small, thus analogously with \cite{gollier}, Section 5.2, we can take the excess return $B$ as $B=k\mu +A$ where $\mu >0$ and $A$ is a fuzzy number with $E_f(A)=0$. Of course $E_f(B)=k \mu$ in that case. The total utility $V(\alpha)$ will be written:

$V(\alpha)=E_f[u(w+\alpha(k \mu +A)]$ (3.5)

Assuming that the level sets of $A$ are $[A]^\gamma=[a_1(\gamma), a_2(\gamma)], \gamma \in [0, 1]$, (3.5) becomes:

$V(\alpha)=\frac{1}{2} \int_0^1 [u(w+\alpha(k \mu+a_1(\gamma)))+u(w+\alpha(k \mu+a_2(\gamma)))]f(\gamma)d\gamma$

By deriving one obtains:

$V'(\alpha)=\frac{1}{2} \int_0^1 [(k \mu +a_1(\gamma))u'(w+\alpha(k \mu +a_1(\gamma)))+$

\hspace* {1cm} $(k \mu +a_2(\gamma))u'(w+\alpha(k \mu +a_2(\gamma)))]f(\gamma)d\gamma$

which can be written

$V'(\alpha)=E_f[(k \mu +A)u'(w+\alpha (k\mu +A))]$ (3.6)

Let $\alpha(k)$ be the solution of the maximization problem $\displaystyle \max_\alpha V(\alpha)$, with $V(\alpha)$ being written under the form (3.6). Then the first-order condition $V'(\alpha(k))=0$ will be written:

$E_f[(k\mu +A)u'(w+\alpha(k)(k\mu +A))]=0$  (3.7)

As in \cite{gollier}, Section $5.2$ we will assume that $\alpha(0)=0$.

Everywhere in this paper, we will keep the notations and hypotheses from above.

\section{The effect of prudence on the optimal allocation}

The main result of the section is a formula for the approximate calculation of the solution $\alpha(k)$ of equation (3.7). In the formula will appear
the indicators of absolute risk aversion and prudence marking how these influence the optimal investment level $\alpha(k)$ in the risky asset.

We will consider the second order Taylor approximation of $\alpha(k)$ around $k=0$.

$\alpha(k) \approx \alpha(0)+k\alpha'(0)+ \frac{1}{2} k^2 \alpha''(0)=k \alpha'(0)+ \frac{1}{2} k^2 \alpha''(0)$ (4.1)

For the approximate calculation of $\alpha(k)$ we will determine the approximate values of $\alpha'(k)$ and $\alpha''(k)$\footnote{The calculation of the approximate values of $\alpha'(0)$ and $\alpha''(0)$ follows an analogous line to the one used in \cite{niguez} in the analysis of the probabilistic model. In the proof of the approximate calculation formulas of $\alpha'(0)$ and $\alpha''(0)$ we will use the properties of the possibilistic expected utility from Subsection $2.1$.}. Before this we will recall the Arrow-Pratt index $r_u(w)$ and prudence index $P_u(w)$ associated with the utility function $u$:

$r_u(w)=-\frac{u''(w)}{u'(w)}$; $P_u(w)=-\frac{u'''(w)}{u''(w)}$. (4.2)

\begin{propozitie}
$\alpha'(0) \approx \frac{\mu}{E_f(A^2)}\frac{1}{r_u(w)}$.
\end{propozitie}

\begin{proof}
We consider the Taylor approximation:

$u'(w+\alpha(k\mu+x)) \approx u'(w)+\alpha(k\mu +x)u''(w)$

Then, by (3.6) and Proposition 2.1

$V'(\alpha) \approx E_f[(k \mu+A)(u'(w)+u''(w)\alpha (k\mu +A)]$

\hspace{1cm} $=u'(w)(k\mu +E_f(A))+\alpha u''(w)E_f[(k \mu +A)^2]$.

The equation $V'(\alpha(k))=0$ becomes

$u'(w)(k \mu+E_f(A))+\alpha(k)u''(w)E_f[(k\mu+A)]^2 \approx 0$.

We derive it with respect to $k$:

$u'(w)\mu +u''(w)(\alpha'(k)E_f[(k\mu +A)^2]+2\alpha(k)\mu E_f(k\mu+A))\approx 0$.

In this equality we make $k=0$. Taking into account that $\alpha(0)=0$ it follows

$u'(w)\mu+u''(w) \alpha'(0)E_f(A^2) \approx 0$

from where we determine $\alpha'(0)$:

$\alpha'(0) \approx - \frac{\mu}{E_f(A^2)} \frac{u'(w)}{u''(w)}=\frac{\mu}{E_f(A^2)} \frac{1}{r_u(w)}$

\end{proof}

\begin{propozitie}
$\alpha''(0) \approx \frac{P_u(w)}{(r_u(w))^2} \frac{E_f(A^3)}{(E_f(A^2))^3} \mu^2$.
\end{propozitie}

\begin{proof}
To determine the approximate value of $\alpha''(0)$ we start with the following Taylor approximation:

$u'(w+\alpha(k\mu+x)) \approx u'(w)+\alpha (k\mu +x)u''(w)+\frac{\alpha^2}{2}(k\mu+x)^2u'''(w)$

from which it follows:

$(k \mu+x) u'(w+\alpha(k\mu+x)) \approx u'(w)(k\mu +x) +u''(w) \alpha (k\mu+x)^2+ \frac{u'''(w)}{2}\alpha^2(k\mu+x)$.

Then, by (3.6) and the linearity of the $E_f(.)$ operator:

$V'(\alpha)=E_f[(k \mu+A)u'(w+\alpha (k\mu +A))]$

$\approx u'(w)E_f(k\mu+A)+u''(w)\alpha E_f[(k\mu+A)^2]+\frac{u'''(w)}{2}\alpha^2 E_f[(k\mu+A)^3]$

Using this approximation for $\alpha=\alpha(k)$, the equation $V'(\alpha(k))=0$ becomes

$u'(w)(k\mu+E_f(A))+u''(w)\alpha(k)E_f[(k\mu+A)^2]+\frac{u'''(w)}{2}(\alpha(k))^2E_f[(k\mu+A)^3] \approx 0$.

Deriving with respect to $k$ one obtains:

$\mu u'(w)+u''(w)[\alpha'(k)E_f((k\mu+A)^2)+2 \mu \alpha(k)E_f(k \mu+A)]+$

$+\frac{u'''(w)}{2} [2\alpha(k)\alpha'(k)E_f((k\mu+A)^3)+3(\alpha(k))^2 \mu E_f((k\mu+A)^2)] \approx 0$.

We derive one more time with respect to $k$:

$u''(w)[\alpha''(k)E_f((k\mu+A)^2)+2 \mu \alpha'(k)E_f(k \mu+A)+2 \mu \alpha'(k)E_f(k \mu+A)+$

$ 2 \mu^2 \alpha(k)]+ \frac{u'''(w)}{2}[2(\alpha'(k))^2 E_f((k\mu+A)^3)+2\alpha(k) \alpha''(k)
E_f((k\mu+A)^3)+$

$+6\alpha(k) \alpha'(k) E_f((k\mu+A)^2) + 6 \mu \alpha(k) \alpha'(k) E_f((k \mu +A)^2)+6 \mu^2 (\alpha(k)^2) E_f(k \mu +A)] \approx 0$

In the previous equation we take $k=0$.

$u''(w)[\alpha''(0)E_f(A^2)+ 2\mu \alpha'(0) E_f(A)+ 2 \mu \alpha'(0)E_f(A)+2 \mu^2 \alpha(0)]+$

$+\frac{u'''(w)}{2}[2 (\alpha'(0))^2 E_f(A^3)+2 \alpha(0) \alpha''(0)E_f(A^3) + 6 \alpha(0) \alpha'(0) E_f(A^2)+$

$6 \mu \alpha(0)E_f(A^2) + 6 \mu^2 (\alpha(0))^2 E_f(A)] \approx 0$.

Taking into account that $\alpha(0)=0$ and $E_f(A)=0$ one obtains

$u''(w)\alpha''(0)E_f(A^2) + u'''(w)(\alpha'(0))^2 E_f(A^3) \approx 0$

from where we get $\alpha"(0)$:

$\alpha''(0) \approx - \frac{u'''(w)}{u''(w)} \frac{E_f(A^3)}{E_f(A^2)} (\alpha'(0))^2 $.

By replacing $\alpha'(0)$ with the expression from Proposition 4.1 and taking into account (4.2) it follows:

$\alpha''(0)= \frac{P_u(w)}{((r_u(w))^2} \frac{E_f(A^3)}{(E_f(A^2))^3}\mu^2$

\end{proof}

We recall from Section 3 that $A=B-E_f(B)$. The following result gives us an approximate expression of $\alpha(k)$:

\begin{teorema}
$\alpha(k)\approx \frac{1}{r_u(w)} \frac{E_f(B)}{Var_f(B)}+\frac{1}{2} \frac{P_u(w)}{((r_u(w))^2} \frac{E_f[(B-E_f(B))^3]}{(Var_f(B))^3} (E_f(B))^2$.
\end{teorema}

\begin{proof}
By replacing in (4.1) the approximate values of $\alpha'(0)$ and $\alpha''(0)$ given by Propositions  4.1 and 4.2 and taking into account that $E_f(B)=k \mu$ one obtains:

$\alpha(k) \approx k \alpha'(0) +\frac{1}{2} k^2 \alpha''(0)$

$=\frac{k\mu}{E_f(A^2)} \frac{1}{r_u(w)} +\frac{1}{2} (k \mu)^2 \frac{P_u(w)}{(r_u(w))^2} \frac{E_f(A^3)}{(E_f(A^2))^3}$

$=\frac{E_f(B)}{E_f(A^2)} \frac{1}{r_u(w)} + \frac{1}{2} (E_f(B))^2 \frac{P_u(w)}{(r_u(w))^2}\frac{E_f(A^3)}{(E_f(A^2))^3}$.

But $E_f(A^2)=E_f[(B-E_f(B))^2]=Var_f(B)$.  Then

$\alpha(k) \approx \frac{1}{r_u(w)} \frac{E_f(B)}{Var_f(B)} +\frac{1}{2} \frac{P_u(w)}{(r_u(w))^2} \frac{E_f[(B-E_f(B))^3]}{(Var_f(B))^3} (E_f(B))^2$.
\end{proof}

\begin{remarca}
The previous proposition gives us an approximate solution of the maximization problem $\displaystyle \max_{\alpha} V(\alpha)$ with respect to the indices of absolute risk aversion and prudence $r_u(w)$, $P_u(w)$, and the first three possibilistic moments $E_f(B)$, $Var_f(B)$ and $E_f[(B-E_f(B))^3]$.

This result can be seen as a possibilistic version of the formula (A.6) of \cite{niguez} which gives us the optimal allocation of investment in the context of a probabilistic portfolio choice model.
\end{remarca}

\begin{exemplu}\normalfont
We consider the triangular fuzzy number $B$ defined by:

$B(t)=\left\{\begin{array}{rcl}
1-\frac{b-x}{\alpha}& \mbox{if}& b -\alpha \leq x \leq  b \\
1- \frac{x-b}{\beta} & \mbox{if}& b \leq x \leq b+ \beta\\
0 & \mbox{otherwise}&
\end{array}\right.$

The level sets of $B$ are $[B]^\gamma=[b_1(\gamma), b_2(\gamma)]$, where $b_1(\gamma)=b-(1-\gamma)\alpha$ and $b_2(\gamma)=b+(1-\gamma) \beta$, for $\gamma \in [0, 1]$. We assume that the weighting function $f$ has the form $f(\gamma)=2\gamma$, for $\gamma \in [0, 1]$. Then, by \cite{thavaneswaran2}, Lemma 2.1:

$E_f(B)=b+\frac{\beta-\alpha}{6}$; $Var_f(B)=\frac{\alpha^2+\beta^2+\alpha \beta}{18}$;

$E_f[(B-E_f(B))^2]=\int_0^1 \gamma [ (b_1(\gamma)-E_f(B))^2 +(b_2(\gamma)-E_f(B))^2] d\gamma$

\hspace{2.6cm} $=\frac{19(\beta^3-\alpha^3)}{1080}+\frac{\alpha \beta (\beta-\alpha)}{72}$.

By replacing these indicators in the formula of Theorem 4.3, we obtain

$\alpha(k) \approx \frac{1}{r_u(w)} \frac{b+\frac{\beta-\alpha}{6}}{\frac{\alpha^2+\beta^2+\alpha \beta }{18}} + \frac{1}{2} \frac{P_u(w)}{((r_u(w))^2}
\frac{\frac{19(\beta^3-\alpha^3)}{1080}+ \frac{\alpha \beta (\beta-\alpha)}{72}}{(\frac{\alpha^2+\beta^2+ \alpha \beta}{18})^3} (b+\frac{\beta-\alpha}{6})^2.$

Assume that the utility function $u$ is HARA-type (see \cite{gollier}, Section 3.6):

$u(w)=\zeta (\eta+w)^{1-\gamma}$ for $\eta +\frac{w}{\gamma}>0$.

$r_u(w)=(\eta+\frac{w}{\gamma})^{-1}$; $P_u(w)=\frac{\gamma+1}{\gamma}(\eta+\frac{w}{\gamma})^{-1}$

Then, according to \cite{gollier}, Section 3.6:

$\frac{1}{r_u(w)}=\eta+\frac{w}{\gamma}$ and $\frac{P_u(w)}{((r_u(w))^2}=\frac{\frac{\gamma+1}{\gamma}(\eta+\frac{w}{\gamma})^{-1}}{(\eta+\frac{w}{\gamma})^{-2}}=\frac{\gamma+1}{\gamma}(\eta+ \frac{w}{\gamma})$.

Replacing in the approximation calculation formula of $\alpha(k)$, it follows:

$\alpha(k) \approx (\eta+\frac{w}{\gamma})\frac{b+\frac{\beta-\alpha}{6}}{\frac{\alpha^2+\beta^2+\alpha \beta }{18}}+ \frac{1}{2} \frac{\gamma+1}{\gamma}(\eta+ \frac{w}{\gamma}) \frac{\frac{19(\beta^3-\alpha^3)}{1080}+ \frac{\alpha \beta (\beta-\alpha)}{72}}{(\frac{\alpha^2+\beta^2+ \alpha \beta}{18})^3} (b+\frac{\beta-\alpha}{6})^2$

\end{exemplu}

\section{Possibilistic portfolio choice model with probabilistic background risk}

The portfolio choice model from the previous sections has been built on the hypothesis that the return of the risky asset is modeled by a fuzzy number.
In this section we will study a mixed model in which, besides this possibilistic risk, a probabilistic background risk may appear, modeled by a random variable $Z$. This mixed model comes from the possibilistic standard model by adding $Z$ in the composition of the total utility function. More precisely, the total utility function $W(\alpha)$ will have the following form:

$W(\alpha)=E_f[u(w+ \alpha(k\mu+A)+Z)]$         (5.1)

where the other components of the model have the same meaning as in Section $3$.

Assume that the level sets of $A$ are $[A]^\alpha=[a_1(\gamma), a_2(\gamma)]$, $\gamma \in [0, 1]$. By the definition (2.2.1) of the mixed expected utility,
formula (5.1) can be written:

$W(\alpha)=\frac{1}{2} \int_0^1 [M(u(w+\alpha(k\mu+a_1(\gamma))+Z))+M(u(w+\alpha(k\mu+a_2(\gamma))+Z))]f(\gamma)d\gamma$.

We derive $W(\alpha)$:

$W'(\alpha)=\frac{1}{2} \int_0^1 (k \mu +a_1(\gamma))M(u'(w+\alpha(k\mu+a_1(\gamma))+Z))f(\gamma)d\gamma+$

\hspace{1.5cm} $+ \frac{1}{2} \int_0^1 k \mu +a_2(\gamma))M(u'(w+\alpha(k\mu+a_2(\gamma))+Z))f(\gamma)d\gamma$

$W'(\alpha)$ can be written as:

$W'(\alpha)=E_f[(k\mu+A)u'(w+\alpha(k \mu+A)+Z)]$.  (5.2)

By deriving one more time we obtain:

$W''(\alpha)=E_f[( k \mu+A)^2u''(w+\alpha(k \mu+A)+Z)]$

Since $u''\leq 0$ it follows $W''(\alpha) \leq 0$ thus $W$ is concave. Then the solution $\beta(k)$ of the optimization problem $\displaystyle \max_{\alpha} W(\alpha)$ will be given by $W'(\beta(k))=0$. By (5.2)

$E_f[(k \mu+A)u'(w+\beta(k)(k \mu+A)+Z)]=0$ (5.3)

In this case we will also make the natural hypothesis $\beta(0)=0$.

To compute an approximate value of $\beta(k)$ we will write the second order Taylor approximation of $\beta(k)$ around $k=0$.

$\beta(k) \approx \beta(0) + k \beta'(0)+ \frac{1}{2} k^2 \beta''(0) =k \beta'(0) +\frac{1}{2} k^2 \beta''(0)$  (5.4)

We propose to find some approximate values of $\beta'(0)$ and $\beta''(0)$.

\begin{propozitie}
$\beta'(0) \approx \frac{\mu}{E_f(A^2)} (\frac{1}{r_u(w)}-M(Z))$
\end{propozitie}

\begin{proof}
We consider the Taylor approximation:

$u'(w+\alpha(k \mu+x)+z) \approx u'(w)+(\alpha(k \mu +x)+z)u''(w)$

Then

$(k \mu+x) u'(w+\alpha(k \mu +x)+ z)\approx u'(w)(k \mu +x)+u''(w)\alpha(k \mu +x)^2 +u''(w)z(k \mu +x)$

From this relation, from (5.2) and the linearity of mixed expected utility it follows:

$W'(\alpha) \approx u'(w)(k \mu +E_f(A))+u''(w) \alpha E_f[(k \mu +A)^2]+u''(w) E_f[(k \mu+A)Z]$.

Then the equation $W'(\beta(k))=0$ will be written

$u'(w)(k \mu +E_f(A))+u''(w)\beta(k) E_f[(k \mu+A)^2] +u''(w) E_f[(k \mu +A)Z] \approx 0$.

By deriving with respect to $k$ one obtains:

$u'(w)\mu +u''(w)(\beta'(k)E_f[(k\mu +A)^2]+ 2\beta(k) \mu E_f(k \mu +A)) +u''(w)\mu M(Z) \approx 0$.

For $k=0$ it follows

$u'(w)\mu+u''(w)\mu M(Z)+u''(w)\beta'(0)E_f(A^2) \approx0$.

from where $\beta'(0)$ is obtained:

$\beta'(0) \approx - \frac{(u'(w)+u''(w)M(Z))\mu}{u''(w)E_f(A^2)}=\frac{\mu}{E_f(A^2)}(\frac{1}{r_u(w)}-M(Z))$
\end{proof}

\begin{propozitie}
$\beta''(0)\approx \frac{P_u(w)(\beta'(0))^2}{Var_f(B)} \frac{E_f[(B-E_f(B))^3]}{1-M(Z)P_u(w)}$

\end{propozitie}

\begin{proof}
We consider the Taylor approximation

$u'(w+\alpha(k \mu+x)+z) \approx u'(w)+u''(w) [\alpha(k \mu+x)+z] +\frac{1}{2} u'''(w) [\alpha(k \mu +x)+z]^2$

from where it follows

$(k \mu+x)u'(w+\alpha(k \mu + x)+z) \approx u'(w)(k \mu +x)+u''(w)(k \mu +x)[\alpha(k \mu+x)+z]$

$+\frac{1}{2}u'''(w)(k \mu+x) [\alpha (k \mu+x)+z]^2$.

By (5.2), the previous relation and the linearity of mixed expected utility, we will have

$W'(\alpha) \approx u'(w)(k \mu +E_f(A))+u''(w)E_f[(k \mu +A)(\alpha(k \mu+A)+Z)]+$

$+\frac{1}{2} u'''(w) E_f[(k \mu+A)(\alpha (k \mu+A)+Z)^2]$

Then from $W'(\beta(k))=0$ we will deduce:

$u'(w)(k \mu+E_f(A))+u''(w)E_f[(k \mu +A)(\beta(k)(k \mu+A)+Z)]+$

$+\frac{1}{2}u'''(w)E_f[(k \mu+A)(\beta(k)(k \mu+A)+Z)^2] \approx 0$.

If we denote

$g(k)=E_f[(k \mu+A)(\beta(k)(k \mu+A)+Z)]$  (5.5)

$h(k)=E_f[(k \mu+A)(\beta(k)(k \mu+A)+Z)^2]$  (5.6)

then the previous relation can be written

$u'(w)(k \mu+E_f(A))+u''(w)g(k)+ \frac{1}{2} u'''(w)h(k) \approx 0$

Deriving twice with respect to $k$ we obtain:

$u''(w)g''(k)+\frac{1}{2}u'''(w)h''(k) \approx 0$ (5.7)

We set $k=0$ in (5.6):

$u''(w)g''(0) +\frac{1}{2}u'''(w)h''(0) \approx 0$  (5.8)

{\emph{The computation of $g''(0)$}}  We notice that

$g(k)=\beta(k)E_f[(k\mu+A)^2] +E_f[(k \mu+A)Z]$

By denoting $g_1(k)=\beta(k) E_f[(k\mu +A)^2]$ and $g_2(k)=E_f[(k \mu +A)Z]$ we will have $g(k)=g_1(k)+g_2(k)$. One easily sees that
$g_2''(k)=0$, thus $g''(k)=g_1''(k)+g_2''(k)=g_1''(k)$. We derive $g_1(k)$:

$g_1'(k)=\beta'(k)E_f[(k\mu+A)^2]+2\mu \beta(k)E_f(k \mu+A)$

$=\beta'(k) E_f[(k \mu+A)^2]+2 \mu^2 k \beta(k)$

since $E_f(k \mu+A)=k \mu+E_f(A)=k\mu$. We derive one more time

$g_1''(k)=\beta''(k)E_f[(k \mu+A)^2]+2 \mu\beta'(k) E_f(k \mu+A)+2 \mu^2 [\beta(k)+k \beta'(k)]$

Setting $k=0$ in the previous relation and taking into account that $\beta(0)=E_f(A)=0$ it follows

$g''(0)=\beta''(0)E_f(A^2)$ (5.9)

{\emph{The computation of $h''(0)$}}  We write $h(k)$ as

$h(k)=\beta^2(k) E_f[(k \mu+A)^3] +2 \beta(k) E_f[(k \mu+A)^2Z] +E_f[(k \mu+A)Z^2]$

We denote

$h_1(k)=\beta^2(k) E_f[(k \mu+A)^3]$

$h_2(k)=\beta(k) E_f[(k \mu+A)^2 Z]$

$h_3(k)=E_f[(k \mu+A) Z^2]$

Then $h(k)=h_1(k)+h_2(k)+h_3(k)$. One notices that $h_3''(0)=0$, thus

$h''(0)=h_1''(0)+2 h_2''(0)$    (5.10)

We compute first $h_2''(0)$. One can easily notice that

$h_2''(k)=\beta''(k)E_f[(k \mu+A)^2Z]+2 \beta'(k) \frac{d}{dk}E_f[(k\mu+ A)^2Z]+\beta(k)\frac{d^2}{dk^2}E_f[(k\mu+A)^2Z]$.

Taking into account that

$\frac{d}{dk} E_f[(k \mu+A)^2Z]=2 \mu E_f[(k \mu+A)Z]$

and $\beta(0)=0$

we deduce

$h_2''(0)=\beta''(0) E_f(A^2Z)+4 \mu \beta'(0)E_f(AZ)$   (5.11)

We will compute $h_1''(0)$. We derive twice $h_1(k)$:

$h_1''(k)=\frac{d^2}{dk^2}(\beta^2(k))E_f[(k \mu+A)^3]+2 \frac{d}{dk}(\beta^2(k))\frac{d}{dk}E_f[(k\mu+A)^3]+$

$+\beta^2(k) \frac{d^2}{dk^2} E_f[(k\mu+A)^3]$.

We compute the following derivatives from the last sum:

$\frac{d}{dk}(\beta^2(k))=2 \beta(k) \beta'(k)$;

$\frac{d^2}{dk^2}(\beta^2(k))=2 [\beta''(k) \beta(k)+(\beta'(k))^2]$;

$\frac{d}{dk} E_f[(k \mu+A)^3]=3 \mu E_f[(k\mu +A)^2]$

Then taking into account $\beta(0)=0$:

$h_1''(0)=2[\beta''(0)\beta(0)+(\beta'(0))^2]E_f(A^3)+2 \beta(0)\beta'(0) 3 \mu E_f[(k\mu +A)^2]+\beta^2(0)=\frac{d}{dk} E_f[(k \mu+A)^3]$

$=2 (\beta'(0))^2E_f(A^3)$    (5.12)

By (5.10), (5.11) and (5.12):

$h''(0)=h_1''(0)+2h_2''(0)=$

$=2(\beta'(0))^2E_f(A^3)+2 (\beta''(0)E_f(A^2Z)+4 \mu \beta'(0) E_f(AZ))$  (5.13)

Replacing in (5.7) the values of $g''(0)$ and $h''(0)$ given by (5.9) and (5.13):

$u''(w)\beta''(0)E_f(A^2)+ \frac{1}{2} u'''(w)[2 (\beta'(0))^2  E_f(A^3)+2 (\beta''(0) E_f(A^2Z)+4 \mu \beta'(0) E_f(AZ))] \approx 0$

from where

$\beta''(0)[u''(w)E_f(A^2) +u'''(w) E_f(A^2 Z)] \approx$

$\approx -\beta'(0) u'''(w)[\beta'(0)E_f(A^3)+4 \mu E_f(AZ)]$

The approximate value of $\beta''(0)$ follows:

$\beta''(0) \approx - u'''(w) \beta'(0) \frac{\beta'(0)E_f(A^3)+4 \mu E_f(AZ)}{u''(w)E_f(A^2)+u'''(w)E_f(A^2Z)}$

According to Corollary 2.5, the expression above which approximates $\beta''(0)$ can be written:

$\beta''(0) \approx - u'''(w) \beta'(0) \frac{\beta'(0) E_f(A^3)+4 \mu M(Z) E_f(A)}{u''(w) E_f(A^2)+M(Z) E_f(A^2)}$

$= - \frac{u'''(w)\beta'(0)}{E_f(A^2)} \frac{\beta'(0) E_f(A^3)}{u''(w)+M(Z)u'''(w)}$

since $E_f(A)=0$. If we replace $A$ with $B-E_f(B)$ one obtains

$\beta''(0) \approx -\frac{(\beta'(0))^2 u'''(w)}{Var_f(B)}\frac{E_f[(B-E_f(B))^3]}{u''(w)+M(Z)u'''(w)}$

\hspace{1.25cm} $=\frac{P_u(w)(\beta'(0))^2}{Var_f(B)} \frac{E_f[(B-E_f(B))^3]}{1-M(Z)P_u(w)}$
\end{proof}

\begin{teorema}
$\beta(k) \approx \frac{E_f(B)}{Var_f(B)} [\frac{1}{r_u(w)}-M(Z)]+$

$\frac{1}{2} P_u(w) [\frac{1}{r_u(w)}-M(Z)]^2 \frac{E_f^2(B)E_f[(B-E_f(B))^3]}{Var_f^3(B)[1-M(Z)P_u(w)]}$
\end{teorema}

\begin{proof}
The approximation formula of $\beta'(0)$ from Proposition 5.1 can be written:

$\beta'(0) \approx \frac{\mu}{Var_f(B)}[ \frac{1}{r_u(w)}-M(Z)]$ (5.14)

According to (5.4), (5.13) and Proposition 5.2

$\beta(k) \approx k \beta'(0) +\frac{1}{2} k^2 \beta''(0)$

\hspace{1cm} $=\frac{\mu k}{Var_f(B)}[\frac{1}{r_u(w)}-M(Z)]+$

\hspace{1cm}$+ \frac{1}{2} P_u(w)\frac{(k\mu)^2E_f[(B-E_f(B))^3]}{Var_f^3(B)[1-M(Z)P_u(w)]}[\frac{1}{r_u(w)}-M(Z)]^2$

Since $\mu k=E_f(B)$ it follows

$\beta(k) \approx \frac{E_f(B)}{Var_f(B)}[\frac{1}{r_u(w)}-M(Z)]+$

$\frac{1}{2} P_u(w)[\frac{1}{r_u(w)}-M(Z)]^2\frac{E_f^2(B)E_f[(B-E_f(B))^3]}{Var_f^3(B)[1-M(Z)P_u(w)]}$

\end{proof}

\begin{remarca}
In the approximate expression of $\beta(k)$ from the previous theorem appear the Arrow index and the prudence index of the utility function $u$, the possibilistic indicators $E_f(B)$, $Var_f(B)$ and the possibilistic expected value $M(Z)$.
\end{remarca}

redpajama_set_name: RedPajamaArXiv


Former Portland Trail Blazer Brian Grant and the Brian Grant Foundation are kicking off their annual Pints for Parkinson's fundraiser to support programs to improve the wellbeing of people with Parkinson's disease.
Throughout the month of April, people can purchase $25 "Pints Passports" that are good for 10 pints of beer at 35 participating pubs and breweries. Proceeds from the sales will support the foundation's exercise and nutrition programs to help people with Parkinson's manage their symptoms, improve their overall health and prevent other serious illnesses.
Pints for Parkinson's kickoff parties will be held this week in Portland and Bend. For more information about the program and to purchase a pints passport online, visit briangrant.org.


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The race starts at high noon at the world famous Parry Lodge in Kanab, Utah. Locations and prop assignments for the film competition will be given to competitors at the beginning of each race, which concludes 49 ½ hours later with a sprint to the finish line back at the Parry Lodge.
The "Freestyle Open" Division is designed for novice and beginning filmmakers of all ages looking to try their hand at the craft. Competitors will vie for cash awards, and other prizes such as dinner at Parry Lodge, while the winning entries will be screened at special events during the DOCUTAH festival, in addition to a trophy and bragging rights.
Registration for the "Targeted Promotional" Division is $30, while the entry fee for the "Freestyle Open" Division is just $15. Rules, regulations, registration and answers to any other questions can be found online at www.littlehollywoodshootout.org or by calling CEBA 435-899-0443. This is your chance to make your film in Kanab's little Hollywood. All are encouraged to participate in the competition.
Follow the linked file for an application to register.


Born and raised in suburban Wyckoff, New Jersey, Melissa Sweet studied art at the Kansas City Art Institute. She has worked at various types of commercial art, and has created posters, greeting cards, and one-of-a-kind handmade books. Since entering the world of children's books, she has published over 60 titles. Her lighthearted, gentle cartoon illustrations have graced a wide range of children's books from board books to series fiction to more serious nonfiction subjects, all very successfully. She received a Caldecott Honor for her work in A River of Words: The Story of William Carlos Williams.


Tuesday's very rare and strong December tornado in Washington state comes as scientists are learning more than ever about how tornadoes form and why they seem to be growing more powerful. One of those studies says your eyes are deceiving you — tornadoes do not drop down from the clouds. In fact, it's likely the opposite, according to a new study presented at the American Geophysical Union conference.
Despite the thousands of scientists and storm chasers descending on Tornado Alley every spring, the exact mechanics on how tornadoes form is still not perfectly known. Even something as seemingly elementary as, does the funnel grow from ground or drop from the clouds, is still in debate.
For this research, Dr. Jana Houser and her team intercepted four tornadoes. They used a special mobile rapid-scanning Doppler radar, which returns data every 15-30 seconds, as opposed to every few minutes like more traditional land-based radars. Shooting a radar beam through the depth of the column, from cloud and ground, allows them to pinpoint where the rotation shows up first.
The most notable intercept was the infamous and deadly tornado that struck El Reno, Oklahoma, in May 2013. On that day a very large contingent of scientists and storm chasers were right in the storm's path, providing an abundance of eyewitness as well as photographic, video and technological evidence. A more comprehensive analysis of how tornadoes form — what scientists call the tornadogenesis process — "has never before been obtained, providing a missing link in the story of tornado formation: the rotation associated with the tornado was clearly present at the surface first," the researchers reported.
It turns out that in all four cases the team analyzed, none of the tornadoes formed from the top down. Either there was clear evidence the rotation was present near the ground first or the rotation took place simultaneously through the whole column.
Houser is quick to point out that the theory of tornadoes forming from the bottom up is not new. What is different in this case is that scientists now have the high resolution rapid scan data for support.
This is not to say that all tornadoes form from the ground up, but many do. Houser said, "While there are surely multiple ways you can get a tornado (we know this to be true already), I am confident that the top-down process is not what is actually happening in most situations."
The fact that tornadoes forming from the bottom up is at odds with our visual perception is not lost on Houser. "I have seen multiple criticisms about this work based upon what people see with their eyes when they watch a funnel cloud," she said.
It seems obvious: tornadoes look like they drop from the clouds. But this is an illusion. The reason is rather simple. Air is invisible. The only way you can see the spinning funnel is if the circulation is illuminated by dirt, debris or condensed water. Near the ground a tornado starts off with little, if any, dirt in its rotation. You can't see it yet.
At the cloud base, moisture and humidity is condensed into visible cloud droplets; that's why you see clouds. When a tornado forms it begins to cool and condense the humidity into visible cloud droplets further and further down the tornado funnel. Thus it appears like the tornado is moving downward. In reality the spinning funnel was already there — you just can't see it until water droplets from above and dirt from below shrouds the tornado.
Dr Leigh Orf is a Tornado researcher and modeler at the University of Wisconsin-Madison. He generally agrees with Houser's results. "Her findings are quite compelling; a visible condensation funnel intersecting the ground long before rotation was seen on research radars." Orf adds, "I do not believe tornado vortices 'snake downwards towards the ground from above' — it is more likely that they form almost instantaneously along their length"
But even with all this high resolution data and research, fundamental mysteries remain, says Orf: "I would not say this observation in any way 'solves' tornadogenesis."
In a video posted on YouTube, Orf uses stunning computer simulations to illustrate tornadoes in action.
As the climate warms more mysteries arise. In a recent study published in EarthArXiv, an Open Science Framework website, Dr. James Elsner of Florida State University finds tornadoes are getting more powerful. And the increase in tornado power is significant: up 5.5 percent per year from 1994 to 2016. The finding is supported by storm reports which show an upward trend in the power of tornadoes from longer and wider paths and higher damage ratings.
Elsner and his team used a statistical model to derive tornado power while taking into consideration the daily 24-hour cycle, seasonality, natural climate variability, and the switch to a new damage scale in 2007.
In his paper Elsner notes the annual number of strong and violent tornadoes (rated EF2 or worse) has remained relatively consistent from year to year. However, the number of days with large outbreaks of many tornadoes is on the rise. An increase in the number of big tornado days means a larger threat of damaging tornadoes because the percentage of violent tornadoes (EF4 or worse) increases in those larger outbreak days.
Elsner theorizes this power increase is due to a combination of increased heat and humidity, termed Convective Available Potential Energy (CAPE), co-occurring with increases in wind shear. Wind shear is when winds change speed and/or direction with altitude. Generally more shear helps bolster tornadoes. Simply put, when heat, humidity and erratic upper level winds combine you get stronger tornadoes.
Since Elsner's study is limited to only 22 years, CBS News asked him if this power increase could be due to known natural oscillations (cycles) in the Atlantic or Pacific Oceans or if climate change could be the culprit. Elsner said, "We cannot yet be sure if this is a long-term trend tied to climate change or a low frequency oscillation."
Probing further, Elsner reveals that wind shear is increasing on days with many tornadoes, but not on days in general. So it seems that on any given day the propensity for tornado formation is not going up. But conditions on tornado days are riper than they used to be. In other words, extreme days are becoming more extreme.
Elsner thinks the more favorable conditions may be due to a "wavier" jet stream. The jet stream is the fast moving river of air in the middle and upper atmosphere which guides storm systems. The idea is that a rapidly warming Arctic, due to climate change, is causing less temperature contrast between the poles and mid-latitudes. This results in a slower jet stream certain times of the year, which is more likely to wander.
This wavy jet stream theory is a hot topic in climate change research as of the past few years. The concept of a jet stream that is wavier (undulates more) stems from work by Dr. Jennifer Francis in 2015. Since then there has been much research supporting this "wavy" jet stream concept.
As a climate expert, Francis is not a tornado dynamics expert but she sees how a wavy jet stream may lead to more powerful tornadoes. Francis said, "It makes sense that a wavier jet stream will bring more contrasting air masses in contact, which is one factor that may favor tornadic activity. Larger jet-stream waves may also mean longer periods of the ingredients that are favorable for tornado formation."
There is one other piece of evidence that may help explain this uptick in tornado power. Since tornadoes form in environments that are laden with heat and humidity, a shift into a more humid zone would supply extra energy. That shift seems to be happening. A recent study, co-authored by Dr. Victor Gensini, showed a marked spreading of Tornado Alley from the drier U.S. Plains states into the more humid deep Southeast. This area has an open door to warm, moist air from the Gulf of Mexico, a body of water that has been getting warmer in recent decades.
Elsner said, "I do think that a shift of activity toward the southeast can explain some of the upward trend in power but that is not the entire story as we see an upward trend after statistically controlling for this shift."
As Gensini told CBS News in October, "it's not a big jump to say that climate change is causing this shift east. The hypothesis and computer simulations support what we are observing and what we expect in the future."
Regardless of what is causing the surge in tornado power, assuming it continues, structures built in the tornado zones will need to be made less vulnerable to be able to withstand more force.


text:
Trinity Apartments / K20 Architecture
Courtesy of K20 Architecture
https://www.archdaily.com/769468/trinity-apartments-k20-architecture
Architects: K20 Architecture
Photographs Photographs: Courtesy of K20 Architecture
Principal Consultant:K20 Architecture
Head Contractor:Gazelle Constructions
Building Surveyor:Lorenzini Group
Structural & Civil Engineer:A.M. Design
Services Engineer Sdp:Consulting Group
Soil Engineer:Statewide Geotechnical (Australia) Pty Ltd
Traffic Engineer:TraffixGroup
Landscape Architect:John Patrick PTY LTD
Developer:Longboat Development Group
City:Melbourne
Country:Australia
Text description provided by the architects. Located in Melbourne, Australia, Trinity Apartments is a 24 unit affordable housing project which is both modernist and egalitarian at heart. Designed to provide equal access to daylight across all of the units, the building incorporates a high level of social and sustainable design principles. The design philosophy includes full daylight access to the common internal areas which are typically dark and unconnected.
Trinity Apartments can be found on the border of three suburbs: Kingsville, West Footscray and Yarraville, within 8 kms of the city. It is at the crossroads of three major roads: Geelong Road, Somerville Road and Roberts Road and is made up of three equal levels of 8 apartments. The trinity logo is made up by joining the three 8s and realises three aspirations; sustainability, affordability and people centred design.
Trinity Apartments achieved a NatHERS sustainability star rating of 9.1 stars out of 10 with the average star rating across the full project of 7.3. This was achieved with passive solar design principles on a constrained site, including double glazing and high levels of insulation. The project incorporates a large common landscaped retreat area, secluded from the roads and facing Stoney Creek to the north.
The building design incorporates the trinity identity through the building's fabric- creating a unique identity. The trinity concept is transposed graphically in three elements; a discreet cut out at the Geelong road entry point with the shadows cast by the large cut outs in the roof to the North and South elevations; and most notably in the custom designed precast concrete walls to the East and West. The logo was designed to reflect the trinity concept of the building's place on the land, and used the figure to juxtapose the building's modernist expression. The trinity emblem is both evident as a montage from a distance and as a single element experienced at human scale at Ground Level.
A further notion of 'Trinity' is expressed by linear cross planning. This rectilinear planning enables the apartment building form to be crafted and cut into 4 quadrants. The quadrants enabled connections to be folded through the planning of the block. Each apartment has access to natural daylight in every room as well as in the corridors. To promote social interaction, the foyer was designed to be double the width of a usual foyer which enables moments for connection and conversation. The internal passageways are short and connect all of the occupants with city views in the common areas. Further social interactive spaces include the rear social garden which is connected with Stoney Creek Reserve and is not fenced nor closed off. This enables the social space to be shared with the broader community and a greater connection with the residents outside the block.
A three storey void at the entry creates a dramatic entry point to the building and allows daylight to penetrate the common area of each level. This also affords a view line of the city for all occupants from the common internal spaces.
Throughout the building are energy efficient fittings, motion and light sensors and high performing appliances. Selection of finishes and building materials were made to lower the environmental cost of both embodied energy in the project and the energy output estimated over the life of the building.
Located so close to the city, the site represented an opportunity to develop Trinity Apartments in a prominent location. West Footscray is an area undergoing a transformation driven by both private and public investment in infrastructure and land development.
The project was designed and delivered to conform to the innovative NRAS (National Rental Assistance Scheme) which is a public policy initiative designed to support low cost housing via the use of private investment. Trinity Apartments resident Thuy has been living in the building for six months with her daughter Madelyn. She said she has no intention of moving from the building anytime soon.
Address:Melbourne VIC, Australia
K20 Architecture
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ProjectsBuilt ProjectsSelected ProjectsResidential ArchitectureHousingApartmentsMelbourneAustralia
Cite: "Trinity Apartments / K20 Architecture" 02 Jul 2015. ArchDaily. Accessed . <https://www.archdaily.com/769468/trinity-apartments-k20-architecture> ISSN 0719-8884


Years ago, when major news websites published articles claiming that one can enjoy Paris for less than P60,000, I took it with a grain of salt. But I've done it myself, and I can tell you that it is possible. It can be done.
In pop culture, Paris is heavily romanticized as one incredibly beautiful city. In reality, it is exactly that. Even better.
On my first day in Paris, the first thing I did was go up to the open-air observatory of Tour Montparnasse to have what many regard as the best view of the city. I remember that moment after emerging from the elevator: I turned right and was immediately greeted by the ever-so-captivating Eiffel Tower. It was the first of the many times the hair at the back of my neck rose for all the good reasons.
I've been to Paris twice now. And each trip is a realization of a life-long dream. Growing up, I was a fan of French Cinema. At Film school, I worshipped Francois Truffaut. I adore French food. I even learned the French language in college. It was as though life had been preparing me for my week-long affairs with Paris.
Paris is the political, economic, and cultural capital of France. It has a long history as a settlement, which dates back to 250 BC when a Celtic sub-tribe inhabited the island in the middle of the River Seine called Ile de la Cite. The name of that tribe? Parisii. Or at least, that's what the Romans called them.
The Romans, led by Titus Labienus, conquered them in 52 BC and set up a garrison town named Lutetia. When the Roman Empire crumbled, it fell under the rule of Clovis I, the King of the Franks. Since then, this little garrison town at the bank of the river has grown and flourished into what we call now "Paris," an important city that has played vital role in the history and politics of Europe, has nurtured many great minds over centuries, and has become a champion for democracy and freedom. Much of the city is inscribed as a UNESCO World Heritage Site. The Parisians' sophisticated taste and state of mind have also made it the world's fashion capital and a center for many forms of art.
Today, Paris is divided into 20 districts called "arrondissements." It is important to have at least a basic understanding of it because it will help you make decisions on building your itinerary or choosing accommodations. Know that the center of Paris is called the 1st Arrondissement, and the other districts surrounding it are numbered in a clockwise spiral. This means that 1st arrondissement is surrounded by the 2nd to the 8th, which are surrounded by the 9th to 20th. Here are the arrondissements that you should be familiar with.
The 1st to 9th Arrondissements are where most tourist attractions are located. Upscale hotels can also be found here.
The 10th to 20th Arrondissements are where you'll find most major train terminals and cheaper accommodations. There are also some places of interest here that are worth a visit.
Don't get too overwhelmed. You don't need to memorize this. But this will help you choose where to stay or plan where to go. The truth is, Paris isn't that big of a city. You can cross arrondissements on foot in a matter of minutes. You can even walk across the city in just a few hours.
Aside from the arrondissements, another way of slicing the Paris pie is using the metro/RER zones. Central Paris is Zones 1-3 and the farther you go from the center, the higher the zone number. Versailles is in Zone 4. CDG Airport is in Zone 5.
These zones matter when purchasing metro passes, which I will discuss below.
Paris Metro Map App. You'll see a lot of subway maps around but nothing is more efficient than an app. I personally prefer this app because it's FREE, has a built in map, and has route recommendations. It can detect station nearest you. All you need to do is enter the name of your destination and it will suggest 2 routes: the simplest route (with the fewest train changes), and the fastest route. If you don't know the name of the station, you can enter the name of the tourist attraction (Eiffel Tower, The Louvre, etc.) and it will display the metro station closest to it.
A well-planned itinerary. The worst thing that can happen is spending most of your time on the train because of poor planning. Make sure you visit the attractions close to each other on the same day.
A passport-size photo, if you're going to purchase a NAVIGO Découverte card, which will allow you unlimited metro and RER train rides for a whole week. More about that below.
An acceptance that you can't see and do it all. Paris has a lot to offer. A LOT. You can't possibly see it all in a week or two. Don't overload your itinerary and end up seeing so little of everything. Relax, take your time, and enjoy.
As always, use flight aggregator sites like SkyScanner to check for the lowest fare. Should there be any connecting flights, make sure that the incoming and outgoing flights are using the same airport.
If you're coming from the Manila, I have found that EVA Air, China Eastern, and China Southern offer the cheapest year-round fares with only one stop. Just a bit above P30,000 only. Others offer less but take too many plane changes. You can also find cheaper fares during SEAT SALES.
When I was planning my trip, I saw fares for P29,000, but it was gone by the time I was issued a visa. Haha. But it proves that finding fares for less than P30,000 is completely possible. You just need to be patient and book in advance.
Know that Paris is served by 3 airports: Charles de Gaulle (CDG), Orly (ORY), and Beauvais (BVA). But you're most likely to be flying in via CDG.
CDG has three terminals, with Terminal 3 situated between 1 and 2. (Confusing, I know.) Terminal 2 is divided further into 7 sub-terminals: 2A, 2B, 2C, 2D, 2E, 2F, and 2G. Only Terminals 2 and 3 have train stations.
The cheapest and fastest way to get to the city center from the airport is the RER B (blue) train line that makes a stop at both Terminal 2 (between 2F and 2E) and Terminal 3. After going through the Immigration counters, baggage carousel, and customs, just follow the signs that lead to TRAINS TO THE CITY. Also look for the RER sign.
Take the FREE CDGVAL airport shuttle train to Terminal 3. After going through Immigration, look for the CDGVAL signs, which are all around Terminal 1. Board the shuttle to Terminal 3.
At Terminal 3, you will be greeted by a large hall. Walk straight and you will see on your left white-and-fuchsia vending machines. You can buy one-way ticket to the city center for EUR 10. The machine accepts only Euro coins or chip-enabled credit cards.
If you don't have either, find the manned ticket booths to your right. You can buy a ticket here. OR, you can buy a NAVIGO PASS, which I will explain below.
If you're arriving in Paris on a Monday, Tuesday, or Wednesday by plane, it would be good to purchase a NAVIGO Découverte, a card that will allow you unlimited rides to the metro, RER trains, trams, and buses for a week. It's a good buy because, as I said earlier, the fare from the airport to the city center alone is EUR 10. Round trip is EU 20. But a NAVIGO Découverte costs only EU 22.15 plus another EUR 5 for the actual card. Total of EUR 27.15. It already covers all 5 tourism zones of Paris.
Another case that proves Navigo Découverte as a wise choice is when you're traveling to Versailles. The trip to Versailles alone costs EUR 7.10. But Versailles is in Zone 4, and is covered by Navigo. You won't have to purchase another ticket to get there. Same applies to Disneyland Paris, which is in Zone 5.
But there's a catch. Timing is everything when it comes to Navigo. Each card is valid only from Monday 00:00 (12 mn) to Sunday 23:59 (11:59 pm). It doesn't take into consideration what day you first use it. So for example, you purchase it on a Wednesday, that gives you only 4 days to use the card. You will have to reload it on Monday if you still want to continue using it.
That's the reason why they stop selling Navigo Découverte passes for the week on Thursday 23:59. If you buy on a Friday, that pass will be valid for the coming Monday, not that same week.
Approach a ticket window at any Metro or RER train station.
Tell the staff that you're buying a NAVIGO Découverte card for ALL 5 ZONES. They will ask you for a photo (300mm x 250mm). Sometimes they accept passport-size photo. If you don't have a photo, there are Photomaton booths at almost every station in Paris.
The staff will then assemble the card for you and explain how it works.
Pay for it. EUR 5 for the card, and EUR 22.15 for the load.
That's it. You can use it right away. Just hover the card above the scanner when entering any station.
A NAVIGO Monthly Pass is also available for EUR 73.
As with many other cities around the world, the closer you are to the Paris city center the more expensive accommodations get. Even the properties listed on AirBnB can be pricey, depending on the location.
In Paris, there's a high concentration of budget hotels and hostels in the areas near Montmartre (18th and 12th arrondissements), Place d'Italie (13th Arrondissement), and Voltaire area (11th Arrondissement). I have tried staying in Place d'Italie and Voltaire area, and I liked the latter because it is much closer to the city center and has a great vibe.
The best way to see Paris: ON FOOT. Paris is a very walkable city because it isn't that big and there's a lot of interesting things to see. Roadside cafes lace almost every corner, historic monuments adorn its roundabouts, and the smell of freshly baked bread coming from local boulangeries fill the air. Walking is really the way to go.
However, if you're too exhausted to walk, the best alternative is the subway or the METRO. One thing I totally love about Paris is its expansive 300-station train system that connects much of the city. It's cheap and efficient, and it's seldom crowded because there's always a train every five minutes or so.
Too many to mention. Haha. Kidding.
But seriously, there's so much to experience in the City of Light. But below are some things that I think one shouldn't miss when they're in Paris, grouped according to proximity to one another so you can easily see them on foot.
However, if for whatever reason, you're not interested in walking, you have other options below.
It shouldn't come as a surprise that the Eiffel Tower is incredibly popular. If you wish to access and climb the tower, you will have to make a reservation in advance. The queue here can get crazy long, but it can be skipped if you book it early. There are two types of tickets: one for just the first 2 floors; and the other for all 3 levels. Of course, the latter is more expensive.
Get the Best View of Paris at Tour Montparnasse. A tower that offers what many consider the best view of Paris. I've tried it twice and it's really breathtaking. Best to visit just before dusk so you could see the sun set just behind the Eiffel Tower and see the city slowly come alive.
Explore the Musée du Louvre. The walk I shared above actually ends at the Louvre, but if you want to see much of it, better dedicate a full day to it. The Louvre is massive. I have spent 2 days going around it and still was not able to see it all. See the Mona Lisa (it's small!), Venus de Milo, and many other pieces from Greece, Italy, Egypt, Northern Europe, and France.
Klook offers Louvre tickets and you may choose to add a guided tour or an audio guide to it to have a much better appreciation of the pieces inside.
Opening hours: Thu, Sat, Mon: 9am-6pm; Wed, Fri, 6pm-9:45pm. Closed on Tuesday.
Admire the Eiffel Tower from Trocadero and then walk closer. Trocadero provides another great view of the Eiffel Tower. The viewing deck here stands just in front of Monsieur Eiffel. I love being here just before sunset too and then walk closer to the tower after the first sparkle.
Rates: Access to Trocadero and Eiffel is FREE. Rate to go up is EUR 17 for Adults, EUR 14.5 for youths (12-24yo), and EUR 8 for children (4-11yo).
This area is rich in historic sites and important monuments, and they all stand just a short walk from each other. Start at Arc de Triomphe and walk your way to the Louvre. You'll also see the Grand Palais and Petit Palace along the way.
It's another walking trail that I love doing. I usually start at the Centre Pompidou to see modern art exhibits. At 11am, head over to L'As du Fallafel and enjoy their signature falafels. Then cross the bridge to the Notre Dame Cathedral. The queue into the cathedral is long but moves fast. The queue UP the Cathedral is also long and it moves agonizingly slow. Then cross the bridge to the other side of the Seine River and explore the Latin Quarter! You can have dinner here too.
See the final resting place of famous people at Pere Lachaise Cemetery. Notable people include rock legend Jim Morrison; composer and virtuoso pianist Frederic Chopin; playwrights Molière and Oscar Wilde; actors Sarah Bernhardt and Yves Montand; writers Balzac, Proust, and Colette; and painters Pissarro and Delacroix.
Get lost in Montmartre. Well, not really get lost, but just wander around the area and you'll see what's inspiring about it that many artists through generations chose to call it home. See the white and shining La Basilique du Sacré Cœur, standing atop a hill, allowing great vistas of the city. And visit the Moulin Rouge!
Also, just enjoy. Go inside a local boulangerie or patisserie and have a taste of the bread and pastries that the French are most known for. Order red wine with a meal. Pick a roadside table at a café and watch passersby. Don't get too tangled up in your itinerary. When you see something you'd like to experience, go for it (as long as it's legal)!
Outside Paris lie other spectacular destinations that is worth the travel time. Here are three of them. I indicated info on how to get there using public transportation. But if you want to join a group tour so you have a guide and be more comfortable, I also added links to tour reservation.
Of course! A visit to Paris without taking a detour at Versailles is almost a crime. Before anything else, know that this place is HUGE. You need to allot one full day for a visit here. See the majestic and highly ornate Palace, the Grand Trianon, and Marie-Antoinette's estate.
How to get here: Board the RER C Train to Versailles Château Rive Gauche. It's a short walk from the station.
Opening hours: Tue-Sun, 9am-6:30pm. Closed on Mondays.
Rates: EUR 18. FREE if you're under 18yo.
This small but picturesque island is worth the long trip! Its most prominent feature is its towering abbey, which was completed in 1144. According to legend, the Archangel Michael appeared to a bishop here in 709 AD.
How to get here: At Gare Montparnasse, catch the train to Dol de Bretagne and then take the bus to Mont Saint Michel.
Travel time: 3 ½ hours.
Located in the Upper Normandy Region, northwest of Paris, Giverny can be reached after an hour train ride. It's most famous as the home to painter Claude Monet who created many of his masterpieces here from 1883 until his death in 1926.
How to get here: Board the train to Vernon and ride a shuttle to Giverny.
Paris is notorious as an expensive destination so here are a few more tips on how to reduce expenses.
Museum Pass. Get the museum pass if you plan on visiting at least 3 museums. The cost of the pass: EUR 48 for 2 days or EUR 62 for 4 days. It's a bargain considering the individual entrance fees, which are listed below. But if you're not a big museum junkie and you're only interested in Versailles and the Louvre, skip this.
Museum FREE Schedule. Some museums allow FREE access on some days of the year. For example, as mentioned above, access to the Louvre is FREE on the first Sunday of every month from October to March. But expect to see bigger crowds here. Just check the museum you intend to visit.
Food. A meal at a cheap restaurant plays within the EUR 10-12 range. Drinks not yet included. At mid-scale restaurants, you'll find set meals for EUR 16-22. The best way to save on food is to buy from the grocery, supermarket, or cheap food stalls and just eat it in your hotel. Some rooms are equipped with a microwave, so you can heat your food. For example, we stumbled upon a store selling a WHOLE CHICKEN for only EUR 5. At Marks and Spencer, we found a 5-piece barbeque chicken for EUR 3.5.
Eat out for lunch. Should you wish to eat out and experience some of Paris's restaurants, do so for lunch, not for dinner. Lunch is much cheaper.
Ask for tap water. Tap water in Paris is perfectly safe to drink. At a restaurant, ask for "un verre d'eau" which means "a glass of water." When you're asked if you want flat or sparkling, just say you want tap water.
Tip right. Tipping isn't obligatory in Paris. You don't need to tip. But if you really want to tip, 5% is safe. If you had exceptional service, 10% should suffice.
Walk. Again, walk if you can.
This isn't a budget tip, but splurge sometimes. Treat yourself sometimes. Allow yourself to enjoy some things even when it costs more. Have a taste of escargot. Order red wine.
Pickpockets are everywhere in Paris especially in touristy areas, so make sure you always keep an eye on your valuables. But you should also be cautious of scams. Here are some of them.
Petition Scam. You might encounter them as soon as you emerge from the airport. Their M.O. is this: someone, often pretending to be deaf, approaches you and asks you to sign a petition. While you're busy signing, someone else is busy stealing your wallet or phone. The trick is, the petition is usually on a clipboard which blocks your view of the item they want to steal. Sometimes, they don't pick pockets but they force tourists into paying them money by revealing that the petition is actually a donation pledge.
The String Bracelet Scam. Most common at the staircase leading to the Sacré-Coeur Basilica in Montmartre, but they can also be found in other touristy places. Their goal is to wrap a string bracelet around your wrist and force you to pay an excessive amount for it. How they get to tie that string varies. Sometimes, they tell you it's for free or that it's a gift. Sometimes, they just ask for a high-five. Most of the time, they tell you they're gonna show you a magic trick.
The Gambling Game Scam. You'll see many of them at the park behind the Eiffel Tower and the street that connects it to the Trocadero Viewing Deck. The MO is for you to bet on one of three cups that you think contains the pea or ball, but they are really just gonna squeeze money out of you. Sometimes, they will let you win at first to get you to bet bigger next time. You may also see another tourist win big, but he's an accomplice.
The Did-You-Drop-This Scam. A woman will get your attention and ask you if you dropped something, usually a ring. If you say no, she'll tell you to keep it for good luck. And then she asks for money.
If you only have 6 days to give to Paris, here's a sample itinerary.
Here's the breakdown of expenses if you follow the itinerary above. Note that this assumes you are a party of 2 and you will be staying in a budget hotel in Paris in September-November. For this itinerary, I'm choosing a double room (shared bathroom) at Au Royal Mad in the Voltaire area. It's a no-frills hotel but clean and decent enough and in a great location.
This also assumes that you're limiting your food expenses to only EUR 12 a meal on the average. Average! So if you splurge on a meal at lunch, you can compensate by buying EUR3.5 chicken drumsticks at a grocery store for dinner. But please do not starve yourself. Spend more if you want, when you can.
That's PHP 27,668. If you're able to snag a roundtrip ticket for P30,000, that places the total cost at PHP 57,668.
Also, if you're a solo traveler, staying at a dorm room will significantly reduce the cost. There are a lot of hostels in Paris offering dorm beds.
The figures and itinerary above are basic and visit mostly FREE attractions. Of course, feel free to spend more on things you want to experience if you can afford it.
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There are so many Paris Metro apps. Can you please be more specific about which is the app you liked? thanks.
We updated the post as well.
We updated the post as well. Thanks!
thanks. I narrowed it down to that, but wasn't positive. good post!
I will be traveling to Paris, solo, next week.
I am bit anxious, but your blog boosts my confidence.
Thanks for dropping by, Mayet!
What did they say about your itinerary? Could you send us the itinerary you sent so we could take a look?
Can I also have copy of a 15-day itinerary? :p Hehe.
Hi Tina, I wanna know too. Please!
hi.may chance kaya ang isang public school teacher at bombero n makaapak sa europa? o maghinhintay nalang kami ng retirement ?heheheh. nkapaglibot npo kami sa ilang bansa like singapore,malaysia,vitnem,thailand,cambodia,and japan pwede n kaya kami mg europa? magkano po ba dapat ang nasa banko na pera?at saan po ba mas madali makakuha ng visa?
Would it be better to get a Paris pass than Navigo and Museum pass?
Where did you stay in Paris for EUR57/night? That's a great deal!
I'd still prefer a Navigo + individual tickets because I don't visit a lot of attractions in a day.
We stayed at Au Royal Mad in the Voltaire area.
Hi there. We will be in Paris for 2 days. Do you think it's worthwhile to get Paris Pass? We just want to skip the line whenever possible.
Hi Maj, I guess that's okay if you're squeezing a lot of attractions in your itinerary. But if you'll just visit a few in a day, probably not.


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There are many websites out there and whom you link from can affect the way a search engine looks at you and your content. Make sure you are being linked through websites that will help, not harm, your reputation (and your ranking).
High quality links are beneficial for any website. They link from relevant content on one website to relevant content on your website. The more often this sort of endorsement happens from trusted sites to yours, the better your websites rank.
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text:
from __future__ import print_function

try:
    import __builtin__ as builtins
except ImportError:
    import builtins

from storm import Storm
from storm.parsers.ssh_uri_parser import parse
from storm.utils import (get_formatted_message, colored)
from storm.kommandr import *
from storm.defaults import get_default
from storm import __version__

def get_storm_instance(config_file=None):
    return Storm(config_file)

@command('version')
def version():
    """
    prints the working storm(ssh) version.
    """
    print(__version__)

@command('add')
def add(name, connection_uri, id_file="", o=[], config=None, pretty=False):
    """
    Adds a new entry to sshconfig.
    """
    storm_ = get_storm_instance(config)

    try:

        # validate name
        if '@' in name:
            raise ValueError('invalid value: "@" cannot be used in name.')

        user, host, port = parse(
            connection_uri,
            user=get_default("user", storm_.defaults),
            port=get_default("port", storm_.defaults)
        )

        storm_.add_entry(name, host, user, port, id_file, o, pretty)

        print(get_formatted_message('{0} added to your ssh config. you can connect it by typing "ssh {0}".'.format(

            name
        ), 'success'))

    except ValueError as error:
        print(get_formatted_message(error, 'error'), file=sys.stderr)

@command('clone')
def clone(name, clone_name, config=None):
    """
    Clone an entry to the sshconfig.
    """
    storm_ = get_storm_instance(config)

    try:

        # validate name
        if '@' in name:
            raise ValueError('invalid value: "@" cannot be used in name.')

        storm_.clone_entry(name, clone_name)

        print(get_formatted_message('{0} added to your ssh config. you can connect it by typing "ssh {0}".'.format(
            clone_name
        ), 'success'))

    except ValueError as error:
        print(get_formatted_message(error, 'error'), file=sys.stderr)

@command('edit')
def edit(name, connection_uri, id_file="", o=[], config=None):
    """
    Edits the related entry in ssh config.
    """
    storm_ = get_storm_instance(config)

    try:
        if ',' in name:
            name = " ".join(name.split(","))

        user, host, port = parse(
            connection_uri,
            user=get_default("user", storm_.defaults),
            port=get_default("port", storm_.defaults)
        )

        storm_.edit_entry(name, host, user, port, id_file, o)
        print(get_formatted_message(
            '"{0}" updated successfully.'.format(
                name
            ), 'success'))
    except ValueError as error:
        print(get_formatted_message(error, 'error'), file=sys.stderr)

@command('update')
def update(name, connection_uri="", id_file="", o=[], config=None, pretty=False):
    """
    Enhanced version of the edit command featuring multiple edits using regular expressions to match entries
    """
    storm_ = get_storm_instance(config)
    settings = {}

    if id_file != "":
        settings['identityfile'] = id_file

    for option in o:
        k, v = option.split("=")
        settings[k] = v

    try:
        storm_.update_entry(name, pretty, **settings)
        print(get_formatted_message(
            '"{0}" updated successfully.'.format(
                name
            ), 'success'))
    except ValueError as error:
        print(get_formatted_message(error, 'error'), file=sys.stderr)

@command('delete')
def delete(name, config=None):
    """
    Deletes a single host.
    """
    storm_ = get_storm_instance(config)

    try:
        storm_.delete_entry(name)
        print(get_formatted_message('hostname "{0}" deleted successfully.'.format(name), 'success'))
    except ValueError as error:
        print(get_formatted_message(error, 'error'), file=sys.stderr)

@command('list')
def list(config=None):
    """
    Lists all hosts from ssh config.
    """
    storm_ = get_storm_instance(config)

    try:
        result = colored('Listing entries:', 'white', attrs=["bold", ]) + "\n\n"
        result_stack = ""
        for host in storm_.list_entries(True):

            if host.get("type") == 'entry':
                if not host.get("host") == "*":
                    result += "    {0} -> {1}@{2}:{3}".format(
                        colored(host["host"], 'green', attrs=["bold", ]),
                        host.get("options").get("user", get_default("user", storm_.defaults)),
                        host.get("options").get("hostname", "[hostname_not_specified]"),
                        host.get("options").get("port", get_default("port", storm_.defaults))
                    )

                    extra = False
                    for key, value in six.iteritems(host.get("options")):

                        if not key in ["user", "hostname", "port"]:
                            if not extra:
                                custom_options = colored('\n\t[custom options] ', 'white')
                                result += " {0}".format(custom_options)
                            extra = True

                            if isinstance(value, collections.Sequence):
                                if isinstance(value, builtins.list):
                                    value = ",".join(value)

                            result += "{0}={1} ".format(key, value)
                    if extra:
                        result = result[0:-1]

                    result += "\n\n"
                else:
                    result_stack = colored("   (*) General options: \n", "green", attrs=["bold",])
                    for key, value in six.iteritems(host.get("options")):
                        if isinstance(value, type([])):
                            result_stack += "\t  {0}: ".format(colored(key, "magenta"))
                            result_stack += ', '.join(value)
                            result_stack += "\n"
                        else:
                            result_stack += "\t  {0}: {1}\n".format(
                                colored(key, "magenta"),
                                value,
                            )
                    result_stack = result_stack[0:-1] + "\n"

        result += result_stack
        print(get_formatted_message(result, ""))
    except Exception as error:
        print(get_formatted_message(str(error), 'error'), file=sys.stderr)

@command('search')
def search(search_text, config=None):
    """
    Searches entries by given search text.
    """
    storm_ = get_storm_instance(config)

    try:
        results = storm_.search_host(search_text)
        if len(results) == 0:
            print ('no results found.')

        if len(results) > 0:
            message = 'Listing results for {0}:\n'.format(search_text)
            message += "".join(results)
            print(message)
    except Exception as error:
        print(get_formatted_message(str(error), 'error'), file=sys.stderr)

@command('delete_all')
def delete_all(config=None):
    """
    Deletes all hosts from ssh config.
    """
    storm_ = get_storm_instance(config)

    try:
        storm_.delete_all_entries()
        print(get_formatted_message('all entries deleted.', 'success'))
    except Exception as error:
        print(get_formatted_message(str(error), 'error'), file=sys.stderr)

@command('web')
def web(port=9002, debug=False, ssh_config=None):
    """Starts the web UI."""
    from storm import web as _web
    _web.run(port, debug, ssh_config)

if __name__ == '__main__':
    sys.exit(main())

redpajama_set_name: RedPajamaGithub


This orphanage is for girls only and will be built in Kampala, Uganda. It is dedicated in memory of Pastor Kim's sister Kelly. KNMI will be going over in September 2017 to continue our efforts. Special thanks to all those who have already given to this orphanage.
Together with the help of our partners Pastor Kim and his team have built an orphanage in Nairobi, Kenya, providing a safe shelter, clothing, food, a Christian education, and the love of God to the children who have been taken in.
Please prayerfully consider becoming a monthly partner to help provide daily needs and medical examinations to our children in Nairobi, Kenya.


Cuban flavor and friendly mood, Caribbean kitchen and a variety of bar will leave fond memories from time spent in Cuba28. Guests come to us to conduct business meetings or meet friends, to enjoy working in a comfortable place and experience the joy of fellowship during a delicious lunch. Every evening and all weekend we enjoy live Cuban music and passionate dancing, hot meat and corn cooked on the grill, bartender's skill and talent of hookah. Join us to feel the atmosphere of Cuba and become our friends!


text:
Black & White & Read All Over
Being the true and painfulle historie of the trialls and tribulations of two long-sufferynge Newcastle Utd fans
"Well written and very balanced" - When Saturday Comes
Email: bwrao@outlook.com
Twitter: @blackwhiterao
Gripes of wrath
According to our esteemed chairman Freddie Shepherd, signing a football player is "not like buying shoes off a shelf". Well, thanks for that Fred.
The fat bastard's comment appeared in this news item in which he defended the club's movements (or lack of them) in the summer transfer window. As ever when backed into a corner, Fat Fred somehow managed both to bury his head in the sand, insisting "We have nothing to reproach ourselves for", and to come out fighting with an attack on the concept of the transfer window itself: "It is absolutely ridiculous and really a restriction of trade, and I would like to see somebody challenging it. How can you stop someone from getting a job? What other business would allow this?". Strange how everyone else seemed to manage OK, eh Fred?
In any case, it seems that us fans weren't the only ones bemused and frustrated by our deadline day activities. Martin O'Neill and Villa were left fuming by our decision to recall James Milner to St James' Park having agreed to let him have talks with the Brummies (and after Milner had agreed personal terms) - and quite understandably so. Milner has looked more promising thus far this season, but he's unlikely to be a happy bunny now.
In other news, Michael Owen (remember him?) is finally ready for his second operation on that troublesome knee injury sustained against Sweden in the World Cup. Once again one of our key players will hopefully have cause to be thankful to the Colorado-based specialist Dr Richard Steadman - perhaps we should just add him to the payroll?
Owen has said: "The plan is to get as fit as I can through the rehab so I don't have to play in too many reserve or practice games and my obvious aim is to get back into the first team as quickly as I can". I don't know about you, but that looks like a recipe for disaster - that's where things went wrong last time, and there's no substitute for match practice.
On a cheerier note, Shay Given was in excellent form for the Republic of Ireland on Saturday, repeatedly denying the German attack before being beaten unluckily by a deflection. Flying left winger Alan O'Brien made another appearance in a full international, but with Damien Duff, Charles N'Zogbia and Albert Luque in front of him for a place in that position for our first team his opportunities on Tyneside look sadly limited. A shame, not least because it would be great to have a third O'Brien score against the Mackems...
Speaking of whom, isn't it marvellous to see how enthusiastic Dwight Yorke was to leave Sydney for Sunderland?
posted by Ben at 11:43 am
Please note we reserve the right to delete any comments which we consider to be unrelated, highly offensive or which are posted anonymously.
If you have something to say, please put your name to it.
If you just want to insult people, go and find a message board.
live football scores
Nicknames we use
'Appy 'Ammers
Will you start the plans, please
Saint Bernard?
Oooh! Aaah! Oh dear...
Deja vu?
Out of the blue red
Bypassed by the action
All gone quiet
Through the black and white window?


text:
Das katholische Pfarrhaus in Zell, einem Ortsteil der Stadt Riedlingen im Landkreis Biberach in Baden-Württemberg, wurde 1781 errichtet. Das Pfarrhaus, weithin sichtbar neben der Kirche St. Gallus stehend, ist ein geschütztes Kulturdenkmal.

Das große, zweigeschossige Pfarrhaus mit Mansardwalmdach diente den Äbten des Klosters Zwiefalten als Sommersitz.

Weblinks

 Zell bei der Stadt Riedlingen

Zell
Erbaut in den 1780er Jahren
Bauwerk in Riedlingen
Kulturdenkmal in Riedlingen
Kloster Zwiefalten

redpajama_set_name: RedPajamaWikipedia


Our solution can know if you are available to communicate. Stay connected even when outside of the office, set your status to lunch to let people know that you are not available or let the system integrate with your calendar to know when you are away automatically, miss a call and it will put you in an unavailable status until you come back. Check someones status before you contact them, send them a chat if you see they are on a call. Set routing rules to forward calls, send to voicemail or route based on the number calling.