text:
City of Yarra – Media Release: Yarra rejects Hoddle Street overpass proposal
City of Yarra
Standard - by admin - January 5, 2009 - 1 Comment
City of Yarra – Media Release: Yarra rejects Hoddle Street overpass proposal (10 December 2008)*
Proposed multiple overpasses on Hoddle Street would only worsen gridlock on the arterial and create local eyesores, the City of Yarra said today. City of Yarra Mayor Cr Amanda Stone said the local community would be horrified with the Government's proposed "spaghetti" solution to fixing congestion along Hoddle Street.
"I would anticipate that we are going to work hard as a community in the next 12 months to make sure that the overpass plan meets the same fate as the now-dumped East-West road tunnel proposal," Cr Stone said.
"The City of Yarra is working to develop Hoddle Street into a boulevard and then the government comes out with a proposal that would only make it even more of a traffic sewer," she said.
"We don't want concrete eyesores plonked along one of our main arterials, with no consideration for how they impact on our residents' visual amenity or how they create physical divisions between our communities.
"Melbourne cannot build its way out of congestion through creating new roads.
"Research as well as real life has shown us again and again that new road projects might work for a while, but in the long term, you end up with roads just as congested as what you started with.
"The only lasting solution to traffic congestion comes when you create real public transport alternatives."
Cr Stone said the transport plan was deju vu for the City of Yarra, as the Government's decision to extend clearways was also car-centric and ignored the real solutions provided by public transport.
She said the Government had failed to seize the opportunity to build a rail link between Doncaster and Clifton Hill, as identified and promised more than 30 years ago.
"The 600,000 people who live in the Doncaster growth corridor are not linked to Melbourne by rail," Cr Stone said
"While we are pleased the corridor is to get more regular bus services, a rail link is necessary if we want people to have a realistic option of ditching their cars.
"And if the Government's $360 million bus plan is effective in reducing congestion along Hoddle Street, then doesn't that raise questions about whether the overpasses will even be warranted?"
She said the Government's decision to spend $5 million on a study into the Hoddle Street overpass proposal lacked long-term vision when compared with the joint submission from Yarra, Melbourne and Manningham Councils to Infrastructure Australia for a $5 million feasibility study into the Doncaster rail line.
Cr Stone said the City of Yarra was awaiting further information from the Government on the timelines and parameters of the Hoddle Street study, and would be ensuring that the community's concerns were voiced throughout the process.
*Apologies for the late posting – if you know of any further news items please contact us at YCAT
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By Michael Pickard
Fact trumps fiction in US medical drama Pure Genius, which offers a glimpse into treatments of the future. Michael Pickard discusses the show with writer David Renaud.
From storylines featuring mind-reading technology to using spider silk screws to repair a broken leg, US series Pure Genius might appear more medical fantasy than medical drama.
But as staff writer David Renaud reveals, there's nothing in the show that's completely fictitious.
"Everything is real, everything is based on reality," he says of the CBS drama, which began its first 13-episode season in October. "There's this weird perception that it isn't but it doesn't take much Google searching to find out most of this stuff is happening. When [showrunner] Jason Katims convened the writers' room, he did not want to make a science fiction show. He wanted to make an aspirational medical show and that's been the directive we've tried to follow as we explore the technology and medicine behind a lot of the cases in the show."
Set at futuristic hospital Bunker Hill, the story centres on young Silicon Valley tech billionaire James Bell (played by Augustus Prew) who builds the ultimate cutting-edge hospital that treats only the rarest medical mysteries. Lending credibility to this new venture is Dr Walter Wallace (Dermot Mulroney), a maverick surgeon who's the first to discover that his boss's mission is to take the bureaucracy out of medicine, use the most forward thinking technology practitioners and just save lives – including his own.
The cast also features Odette Annable, Reshma Shetty, Aaron Jennings, Ward Horton and Brenda Song.
Katims (Parenthood, Friday Night Lights) executive produces with David Semel and Michelle Lee for Universal Television Studios and CBS Television Studios. Distribution is handled by NBCUniversal International Distribution, with Universal Channel picking up the show in the UK.
Pure Genius has its roots in real and developing medical techniques
Renaud is a family-doctor-turned-TV-writer who left medicine to complete the Disney-ABC Writing Program in 2015/16. His first show was ABC's Blood & Oil, before he joined the writers' room of Pure Genius earlier this year.
And it was while reading the pilot script for the show, formerly known as Bunker Hill, that the medical drama stood out to him, particularly due to the similarities he shared with the lead character.
"I had a spinal cord injury when I was in high school and after that injury, I woke up in a hospital room with the doctor telling me I was never going to walk again. So I decided I was going to try to find a cure for paralysis," Renaud reveals. "The fact I went to med school to find a cure for myself really spoke to me about James Bell. I definitely connected to James' motivation [to use the hospital to find a cure for his own illness].
"I'm also a huge fan of Parenthood, Friday Night Lights and all of Jason's work, so any opportunity to work with him, no matter what the show was, I would have snapped up. So it was just lucky he was getting into the medical drama game."
This isn't your usual medical drama, however. From the opening scenes of the pilot, it's clear Bunker Hill is a very special hospital where all manner of technology and techniques are used to save patients' lives by any means possible. But under Katims' leadership, characters always come first when it comes to creating storylines for each episode.
"Jason is really a character person and cares about why patients are there and how an illness can impact their life in a positive and negative way," Renaud says. "We'll usually start with character stories and bring in a really cool technology, like the liver regeneration. Jason wanted to tell a story about whether two people can come together over a broken relationship and then we needed to find some medical way to tell that story. I found this interesting article about regenerating the livers of alcoholics – so what if the only person that could give someone a liver was an alcoholic? That research is actually being done in Edinburgh; everything on the show is really happening."
Maverick surgeon Dr Walter Wallace is played by Dermot Mulroney
So while everything shown on Pure Genius has its roots in reality, Renaud admits there have been occasions where some stories look further into the future than others.
"In the beginning, Jason would always ask if something was real because he didn't want anything fake," he continues. "Then we got to the point where he trusted us! Jason was very particular about everything being rooted in reality. The brain reading in episode one is definitely pushing that technology more than five minutes into the future. They're doing brain-to-brain communication – that is definitely happening, at a very basic level. It's a bit of a leap but it's definitely happening."
Bringing new medical procedures and techniques to the small screen isn't just a job for the writers, however, as both production designer Steven Jordan and property master Jeff Johnson are tasked with creating whatever is in the script, with just days to complete the job before each episode starts filming.
"We have a lot of sets built that Steven's designed but every episode has a new location," Renaud notes. "There's also a lot of props and medical technologies we give them and they have a week-and-a-half to turn around, so they read the script and have got to have spider silk screws or a liver to pull out of someone to put into someone else.
"For the props, we'll usually give them examples of things in reality they can be based on and Jeff will go and put his interpretation on it for the Bunker Hill version. Sometimes there are things we've read about in a research paper and there's no way to tell what something looks like. But then Jason and the director can weigh in on what something looks like. To me, as a young writer, it gets turned around incredibly efficiently and very fast."
Pure Genius is set in the fictitious Bunker Hill hospital
With Pure Genius joining a list of US medical dramas that boasts long-running series such as Grey's Anatomy and daytime soap General Hospital as well as Code Black, Chicago Med and Mercy Street, among others, the genre continues to find compelling stories to tell against the backdrop of life-and-death situations.
And it's for that very reason that Renaud believes hospital-set scripted series remain so popular among viewers.
"Not everyone's been to space like in Battlestar Galactica but everybody has been touched by a health crisis, whether themselves or a family member," he observes. "So I feel like these stories are relatable, the stakes are high, medical dramas tend to do well when lives get saved and there's something about the hope that somebody will do everything they can to save your life. There's a bit of wish fulfilment tucked in there.
"They're not going anywhere. There will always be medical dramas because these are human stories, and they're great stories to tell."
tagged in: ABC, Blood & Oil, CBS, David Renaud, David Semel, Jason Katims, Michelle Lee, NBCUniversal International Distribution, Pure Genius, Universal Channel, Universal Television Studios

redpajama_set_name: RedPajamaCommonCrawl


Multi-Platinum Award-Winning Recording Artist. VASSY's discography includes a myriad of chart-topping anthems with most prolific acts including Tiesto, David Guetta, Afrojack, KSHMR, and many more. Her voice has also graced the screens across the world...from Disney's Oscar winning 'Frozen' to Tina Fey's 'Admission', Forest Whitaker's 'Powder Blue', Cabin In The Woods, led global TV campaigns such as Target, Skechers, Victoria's Secret, Hilton Hotels, Nike & so on...Her latest single "Doomsday" is now available via SONY Red's KMV MUSIC, an imprint spearheaded by VASSY herself.


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Q: io.dropwizard.configuration.ConfigurationValidationException i am new to dropwizard/eclipse and was following
Example code
I am using Eclipse 2018-12 with JDK 8 and while trying to run java application i get the below error

io.dropwizard.configuration.ConfigurationValidationException: default configuration has the following errors:
    * apiKey may not be empty
    * apiURL may not be empty

at io.dropwizard.configuration.BaseConfigurationFactory.validate(BaseConfigurationFactory.java:238)
at io.dropwizard.configuration.BaseConfigurationFactory.build(BaseConfigurationFactory.java:128)
at io.dropwizard.configuration.BaseConfigurationFactory.build(BaseConfigurationFactory.java:109)
at io.dropwizard.cli.ConfiguredCommand.parseConfiguration(ConfiguredCommand.java:128)
at io.dropwizard.cli.ConfiguredCommand.run(ConfiguredCommand.java:74)
at io.dropwizard.cli.Cli.run(Cli.java:78)
at io.dropwizard.Application.run(Application.java:93)
at com.recheck.helloRecheck.HelloRecheckApplication.main(HelloRecheckApplication.java:18)

My config.yml file is like below
apiURL: https://openexchangerates.org/api/latest.json
apiKey: 307738b2b3164072b4bfdc2828dd5f33

jerseyClient:
timeout: 512ms
workQueueSize: 16

My Application file is like below
public class HelloRecheckApplication extends Application<HelloRecheckConfiguration> {

public static void main(final String[] args) throws Exception {
    new HelloRecheckApplication().run(args);
}

@Override
public String getName() {
    return "HelloRecheck";
}

//@Override
public void initialize(final Bootstrap<HelloRecheckConfiguration> bootstrap) {
    // TODO: application initialization
}

@Override
public void run(final HelloRecheckConfiguration configuration,
                final Environment environment) {

    //Create Jersey client.
    final Client client = new JerseyClientBuilder(environment)
            .using(configuration.getJerseyClientConfiguration())
            .build(getName());

    environment.jersey().register(new HelloResource());
    //Register a resource using Jersey client.
    environment.jersey().register(
            new ConverterResource(
                    client,
                    configuration.getApiURL(),
                    configuration.getApiKey())
            );

}

}

My Pom file is like below
    <modelVersion>4.0.0</modelVersion>
<prerequisites>
    <maven>3.0.0</maven>
</prerequisites>

<groupId>com.recheck</groupId>
<artifactId>helloRecheck</artifactId>
<version>0.0.1-SNAPSHOT</version>
<packaging>jar</packaging>

<name>HelloRecheck</name>

<properties>
    <project.build.sourceEncoding>UTF-8</project.build.sourceEncoding>
    <project.reporting.outputEncoding>UTF-8</project.reporting.outputEncoding>
    <dropwizard.version>1.3.8</dropwizard.version>
    <mainClass>com.recheck.helloRecheck.HelloRecheckApplication</mainClass>
</properties>

<dependencyManagement>
    <dependencies>
        <dependency>
            <groupId>io.dropwizard</groupId>
            <artifactId>dropwizard-bom</artifactId>
            <version>${dropwizard.version}</version>
            <type>pom</type>
            <scope>import</scope>
        </dependency>
    </dependencies>
</dependencyManagement>

<dependencies>
    <dependency>
        <groupId>io.dropwizard</groupId>
        <artifactId>dropwizard-core</artifactId>
    </dependency>
    <dependency>
        <groupId>io.dropwizard</groupId>
        <artifactId>dropwizard-auth</artifactId>
    </dependency>
    <dependency>
        <groupId>io.dropwizard</groupId>
        <artifactId>dropwizard-hibernate</artifactId>
    </dependency>
    <dependency>
        <groupId>mysql</groupId>
        <artifactId>mysql-connector-java</artifactId>
        <version>5.1.36</version>
    </dependency>
    <dependency>
        <groupId>io.dropwizard</groupId>
        <artifactId>dropwizard-client</artifactId>
    </dependency>
    <dependency>
        <groupId>io.dropwizard</groupId>
        <artifactId>dropwizard-testing</artifactId>
        <scope>test</scope>
    </dependency>
</dependencies>

<build>
    <plugins>
        <plugin>
            <artifactId>maven-shade-plugin</artifactId>
            <version>2.4.1</version>
            <configuration>
                <createDependencyReducedPom>true</createDependencyReducedPom>
                <transformers>
                    <transformer implementation="org.apache.maven.plugins.shade.resource.ServicesResourceTransformer"/>
                    <transformer implementation="org.apache.maven.plugins.shade.resource.ManifestResourceTransformer">
                        <mainClass>${mainClass}</mainClass>
                    </transformer>
                </transformers>

Can someone guide me on what should i check to overcome the issue.

A: I figured it out.
Need to add config.yml to arguments.

redpajama_set_name: RedPajamaStackExchange


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text:
es el nombre de película drama japonés año 1988, dirigida por Jun Ichikawa.

Premios y nominaciones
31ª edición de Premios Blue Ribbon
 Ganado: Mejor Actor - Hajime Hana

Referencias

Enlaces externos

Películas de Japón
Películas dramáticas
Películas rodadas en Tokio

redpajama_set_name: RedPajamaWikipedia


text:
Montehermoso este un municipiu în provincia Cáceres, Extremadura, Spania cu o populație de 5.668 locuitori.

Legături externe

 Montehermoso

Localități din Spania


text:
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The Rise of Index Options and Private Equity
Economic globalization, coordinated Central Bank market interventions and the persistent success of private equity investing seem to be eroding many of the conditions that supported Modern Portfolio Theory. Going forward, we question whether higher risk public equity investments will consistently earn returns commensurate with their risk. In the absence of dynamic asset allocation and/or active stock selection, we explore whether investing solely in a diverse pool of equity indexes, which are long-held to be efficient diversifiers, may prove suboptimal over the long term. Hence, we believe long-term investors should prioritize diversification across payoff structures (income, dividends, capital appreciation, option premiums) over traditional sources of diversification (asset class, style, market capitalization, valuation). Said simply, focusing on how investors get paid may be more important than worrying about what they get paid for.
Private Equity Raised the Bar
When combined with U.S. bond exposures, approximated by the Bloomberg Barclays U.S. Aggregate Index, the Thomson Reuters Private Equity Buyout Index creates a formidable 'post-modern' efficient frontier (light blue line in chart below) that dominates most every equity index allocation. Let's accept this as a new risk-efficiency hurdle that replaces the old S&P 500 frontier (dark gray line). The tectonic shift of institutional assets to private markets is well supported.
December 31, 1996 – May 31, 2020
Source: Bloomberg LP. All index statistics are based on their longest common time period with the exception of the MSCI Emerging Market Equity Index, whose data is limited to its inception of December 31, 1998.
As private equity markets have grown to rival public markets as a source of capital, we hypothesize that private capital is routinely preventing many equity indexes from capturing excess returns by taking discounted public companies private and/or retaining strong performing businesses in the private ecosystem for extended periods. This systematic syphoning of alpha leaves many equity indexes without their historically rich sources of diversifying returns.
Anecdotally, we would speculate that increased deal competition has forced Warren Buffet to exercise tireless patience and to make increasingly larger acquisitions in order to find what he believes are 'good deals' for his Berkshire Hathaway. Considering the U.S. Fed's recent commitment to purchase U.S. corporate bonds, maybe the U.S. Fed will become one of the key competitors for private equity firms in the next decade. Much like index option markets that can profit from fear, private equity strategies arguably need discounted investments upon which to capitalize.
One Public Equity Index to Rule Them All
Updating the chart above to the inception date of our S&P 500 Index PutWrite Strategy (2011) highlights the dominance of the S&P 500 among public market indices. Even knowing the extent of the support for the global economy over the last decade, the supremacy of the S&P 500 Index is striking. Moreover, the low volatility indexes appear to have reaped additional benefits from the persistent decline in interest rates and the increased demand for dividend income from investors. Poor 2020 performance for both the S&P 500 Low Volatility Index and the MSCI Minimum Volatility Index versus the S&P 500 illustrates the challenges of assuming subsets of the broader market can outperform indefinitely.
July 31, 2011 – May 31, 2020
Source: Bloomberg LP. All index statistics are based on their longest common time period.
* Returns are based on representative composite account(s) monthly gains/losses for fully collateralized put options for indicated index exposure. Representative account data is weighted by account notional exposure and is modified to reflect collateral assumed to be held in short-term U.S. Treasuries. Actual collateral of representative account differs and if such actual collateral were reflected, returns shown would have been higher. Return estimates include transaction costs. Returns are presented on a supplemental basis and are based upon the applicable index component (S&P 500) of representative fully collateralized NB Global PutWrite Equal Weight (ATM) composite account(s). No one received this representative account model performance from the period of 2011 – 2017 since it was managed as part of a larger strategy and not as a stand-alone strategy. From 2017 – present the representative account was managed as an actual strategy whose performance is presented at the end of this presentation as the S&P Index PutWrite (ATM) Composite. Please refer to the attached GIPS® compliant composite presentation for complete performance information. All returns are gross of fees.
Going forward, we believe the factors mentioned in the opening paragraph will continue to favor specific equity market indexes. In our minds, the S&P 500 Index has become, or is becoming, the 'reserve' equity index of global equity markets. It is a curated, liquid, almost free exposure to some of the most competitive and diversified global companies in the world. It is also accessible to just about every global investor looking to invest in equity markets, and most importantly, it appears backstopped by the U.S. political and Federal Reserve systems.1
With swollen coffers of private capital sourcing 'quality' investment opportunities from public markets, equity indexes that focus on narrower subsets of equity markets like small caps, value, momentum and emerging markets are becoming index exposures better suited for tactical allocations or constructing risk factor exposures than for long-term holdings. Even the growing demand for factor completion portfolios suggest many investors are trying to converge back to the S&P 500's success.
Options for the Future
In making the move to greater private market exposures, many investors and/or consultants are shifting their portfolio allocation frameworks from traditional 'buckets' segmented by characteristics like asset class, style and capitalization into broader categorizations based on investment pay-off structure. This new approach recognizes that asset class correlations are not necessarily stable over time and many modern strategies defy standard classifications despite exposures to well understood asset classes (bonds, equity, options, risk-premia, macro, commodities, risk parity, etc.). Blending diverse sets of pay-off profiles may offer more risk-efficient outcomes as structural characteristics can be more stable and rational across market environments.
Specifically, unlike many equity index exposures that failed to achieve return levels commensurate with their realized volatility levels, our collateralized S&P 500 Index PutWrite Strategy results roughly matched the risk efficiency of our 'post-modern' efficient frontier while maintaining a diversifying pay-off profile derived directly from S&P 500 Index exposure. In practical terms, our S&P 500 Index PutWrite Strategy has approximated a portfolio consisting of 65% Bloomberg Barclays U.S. Aggregate Bond Index and 35% Thomson Reuters Private Equity Buyout Index. Both would have generated a return of about 7.5% with a volatility of around 7.3%. For investors that do not wish to hold large, illiquid, potentially high-fee, private equity positions or do not have access to such investment opportunities, blending putwrite with fixed income and equity allocations (S&P 500 Index) may suffice as a reasonable proxy.
More generally, we believe index putwrite strategies offer unique payoff structures and return sources (implied volatility premiums) that are natural complements to private equity investments. Option strategies can monetize relatively short-term risks that longer-term private equity strategies are not well suited to assume, especially in a market that increasingly seems to provide little opportunity to capitalize on market corrections. In addition, option strategies can help balance the need to maintain equity exposure over multi-year commitment periods with the need to maintain ample liquidity to meet capital calls. Importantly, index option strategies can help mitigate some of the additional expenses incurred by private investments (the J-curve). With hundreds of billions of dollars committed to private equity over the coming years, we believe investors will need return-enhancing strategies.2
To illustrate the different pay-off structures to which we are referring, the chart below plots the monthly return distributions for the Bloomberg Barclays U.S. Aggregate Bond Index, our S&P 500 Index PutWrite Strategy, the S&P 500 Index and the Thomson Reuters Private Equity Buyout Index. As many readers may expect, the Thomson Reuters Private Equity Buyout Index looks like a leveraged version of the S&P 500 with a notably wider right tail and a marginally fatter left tail. Our S&P 500 Index PutWrite Strategy has notably smaller left and right tails while maintaining a more robust positive apex, which suggests a more income- or bond-like pay-off structure for the equity risk it assumes. We often suggest that our put writing is a natural complement to investments with right-tailed distributions that essentially behave like long call options.
A Four-leaf Clover
A Post-Modern Normal
Portfolio construction seems more challenging today than it has been in past decades with a breadth of investment choices that is almost too much for any allocator to process in real time. Further, investors face the daunting task of consistently sourcing new metrics and optimizations to cope with an ever-changing financial landscape.
Keeping with our tradition of simplification, we wonder if investors are 'naturally' drifting away from overly complicated portfolios built on return optimizations using complex correlation estimates and/or risk parameters and drifting toward the stability of allocating to a sub-set of structured pay-off. We reason that stable pay-off structures reduce the challenges of optimizing on underlying return/factor regimes, which can require recalibration or time splicing whenever there is a shift in policy or investor behaviors. While index option and private equity strategy implementations are nuanced and areas of notable intricacies, most would agree that their basic investment premises are straightforward and intuitive.
Some investors and consultants have already built allocation models that facilitate the inclusion of hard to categorize investments that offer favorably structured pay-offs. We believe this innovation will continue to be disruptive as investor increasingly value pay-off structure/ cash flow timing as important as risk/return in the post-modern world.
Appendix – Global Index PutWrite (ATM) Composite Investment Performance Disclosure Statement
3 YEAR STANDARD
Total Return (%, Gross of Fees) Total Return (%, Net of Fees) Custom Blend (%) No. of Accounts Market Value ($, m) Total Firm Assets ($, bn) % of Firm Assets Internal Dispersion Composite (%) Custom Blend (%)
YTD Mar-2020
2019 13.58 12.85 8.83 ≤ 5 809.1 355.8 0.23 – 6.05 6.6
2018 -6.02 -6.63 -6.93 6 963.9 304.1 0.32 0.22 5.85 6.5
2017 14.28 13.54 12.03 6 1,038.50 295.2 0.35 – 5.7 6.38
2016 5.27 4.59 4.89 ≤ 5 258.4 255.2 0.1 – 6.19 7.26
2015 -0.27 -0.92 1.4 ≤ 5 – 240.4 – – 6.31 6.83
2014 2.96 2.3 2.62 ≤ 5 – 250 – – 7.09 6.47
2013 9.18 8.47 8.55 ≤ 5 – 241.7 – – – –
2012 21.61 20.83 10.21 ≤ 5 – 205 – – – –
10 Months 2011 3.24 2.68 3.97 ≤ 5 – 193.1 – – – –
Neuberger Berman Group LLC ("NB", "Neuberger Berman" or the "Firm") claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS® standards. Neuberger Berman has been independently verified for the period January 1, 2011 to December 31, 2018. Verification assesses whether (1) the firm has complied with all the composite construction requirements of the GIPS® standards on a firm-wide basis and (2) the firm's policies and procedures are designed to calculate and present performance in compliance with the GIPS® standards. The NB Global Index PutWrite (ATM) composite has been examined for the periods January 1, 2017 to December 31, 2018. The verification and performance examination reports are available upon request
The GIPS® firm definition was redefined effective January 1, 2011. For prior periods there were two separate firms for GIPS® firm definition purposes and such firms were independently verified for the periods January 1, 1997 to December 31, 2010 and January 1, 1996 to December 31, 2010, respectively.
Definition of the Firm
The firm is currently defined for GIPS® purposes as Neuberger Berman Group LLC ("NB", "Neuberger Berman" or the "Firm"), and includes the following subsidiaries: Neuberger Berman Investment Advisers LLC, Neuberger Berman Europe Ltd., Neuberger Berman Asia Ltd., Neuberger Berman East Asia Ltd., Neuberger Berman Singapore Pte. Ltd., Neuberger Berman Taiwan Ltd, Neuberger Berman Australia Ltd., Neuberger Berman Trust Company N.A., Neuberger Berman Trust Company of Delaware N.A., NB Alternatives Advisers LLC and Neuberger Berman Breton Hill ULC.
Policies for valuing portfolios, calculating performance, and preparing compliant presentations are available upon request.
Composite Description
The Global Index PutWrite (ATM) Composite (the "Composite") includes the performance of all fee-paying Global Index PutWrite (ATM) portfolios, with no minimum investment, managed on a fully discretionary basis by the Option Group. The Global Index PutWrite (ATM) strategy sells at-the-money puts across U.S., Developed and Emerging markets. Options are fully collateralized by a fixed income portfolio predominantly consisting of short duration Treasuries. The strategy seeks to both increase long-term return potential and reduce investment volatility. Underlying index exposures are selected consistent with client asset allocations, and risk parameters are set with client's risk/return objectives. Collateral investments reflect investor preferences and are managed with an emphasis on capital preservation. Option exposure is managed to increase diversification across tenors and strike prices and reduce downside risk from high delta option positions during down markets. Option positions with little remaining time values can be rolled to collect additional premiums and increase capital efficiency. The Composite was created in September 2017 and the performance inception date is March 2011. From March 2011 to September 2017, the performance track record is the performance of the Global PutWrite Equal Weight (ATM) composite. The Global PutWrite Equal Weight (ATM) composite represented the performance of all fee-paying Global PutWrite Equal Weight (ATM) strategy accounts managed by the Option Group on a fully discretionary basis regardless of market value. The Global PutWrite Equal Weight (ATM) strategy sold at-the-money puts with notional exposure equally weighted across U.S., EAFE and EM markets. The composite was created in January 2016. The performance history of the composite prior to January 1, 2016 was comprised of the performance history of the accounts managed by the portfolio management team while at a predecessor firm. A complete list of Neuberger Berman's composites is available upon request.
Primary Benchmark Description
The benchmark is a Custom Blend. The blend consists of 50% CBOE S&P 500 PutWrite Index, 35% CBOE MSCI EAFE PutWrite Index, and 15% CBOE MSCI Emerging Markets PutWrite Index. The blend is rebalanced monthly and is calculated on a total return basis. The CBOE S&P 500 PutWrite Index measures the performance of a hypothetical portfolio that sells S&P 500 Index (SPX) put options against collateralized cash reserves held in a money market account. The put strategy is designed to sell a sequence of one-month, at the money, S&P 500 Index puts and invest cash at one- and three-month Treasury Bill rates. The number of puts sold varies from month to month, but is limited so that the amount held in Treasury Bills can finance the maximum possible loss from final settlement of the SPX puts. The CBOE MSCI EAFE PutWrite Index is designed to track the performance of a hypothetical passive investment strategy that collects option premiums from writing an At-the-Money (ATM) MXEA Put option on a monthly basis and holds a rolling money market account invested in one-month T-bills to cover the liability from the short MXEA Put option position. The index is a total return index that is rebalanced monthly. The CBOE MSCI Emerging Markets PutWrite Index is designed to track the performance of a hypothetical passive investment strategy that collects option premiums from writing an At-the-Money (ATM) MXEF Put option on a monthly basis and holds a rolling money market account invested in one-month T-bills to cover the liability from the short MXEF Put option position. The index is a total return index that is rebalanced monthly
Reporting Currency
Valuations are computed and performance is reported in U.S. Dollars. Performance includes reinvestment of dividends and other earnings.
Composite Gross of Fee returns are the return on investments reduced by any trading expenses incurred during the period. Composite Net of Fee returns are the Gross of Fee returns reduced by investment advisory fees.
The annual investment advisory fee, generally payable quarterly, is as follows: 0.65% on the first $50mn; 0.55% on the next $50mn; 0.45% thereafter.
Internal Dispersion
Internal dispersion is calculated using the asset-weighted standard deviation of annual gross returns of those portfolios that were in the Composite for the entire year. Internal dispersion is not calculated if the Composite does not contain at least 6 portfolios for the entire year.
Annualized Standard Deviation
The three-year annualized standard deviation measures the variability of the Composite and the benchmark returns over the preceding 36-month period. The standard deviation is not required for periods prior to 2011.
Additional Notes and Disclosures
As of December 2019, the composite primary benchmark changed from a custom blend of 50% ICE BofA 0-3 Month U.S. Treasury Bill Index/16.67% S&P 500 Index/16.67% MSCI EAFE (Net) Index (Europe, Australasia and Far East)/16.66% MSCI Emerging Markets (Net) Index to a custom blend of 50% CBOE S&P 500 PutWrite Index, 35% CBOE MSCI EAFE PutWrite Index, and 15% CBOE MSCI Emerging Markets PutWrite Index as the investment team believes the updated benchmark blend more appropriately reflects the composite investment strategy.
Appendix – S&P Index PutWrite (ATM) Composite Investment Performance Disclosure Statement
Total Return (%, Gross of Fees) Total Return (%, Net of Fees) CBOE S&P 500 PutWrite Index (%) S&P 500 Index (%) No. of Accounts Market Value ($, m) Total Firm Assets ($, bn) % of Firm Assets Internal Dispersion Composite (%) CBOE S&P 500 PutWrite Index (%) S&P 500 Index (%)
2019 16.75 16.23 13.51 31.49 ≤ 5 1,338.20 355.8 0.38 – – – –
2018 -5.45 -5.87 -5.93 -4.38 ≤ 5 713.9 304.1 0.23 – – – –
10 Months 2017 8.06 7.66 7.45 15 ≤ 5 263.2 295.2 0.09 – – – –
Neuberger Berman Group LLC ("NB", "Neuberger Berman" or the "Firm") claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS® standards. Neuberger Berman has been independently verified for the period January 1, 2011 to December 31, 2018. Verification assesses whether (1) the firm has complied with all the composite construction requirements of the GIPS® standards on a firm-wide basis and (2) the firm's policies and procedures are designed to calculate and present performance in compliance with the GIPS® standards. Verification does not ensure the accuracy of any specific composite presentation. The verification reports are available upon request. The GIPS® firm definition was redefined effective January 1, 2011. For prior periods there were two separate firms for GIPS® firm definition purposes and such firms were independently verified for the periods January 1, 1997 to December 31, 2010 and January 1, 1996 to December 31, 2010, respectively.
The firm is currently defined for GIPS® purposes as Neuberger Berman Group LLC ("NB", "Neuberger Berman" or the "Firm"), and includes the following subsidiaries: Neuberger Berman Investment Advisers LLC, Neuberger Berman Europe Ltd., Neuberger Berman Asia Ltd., Neuberger Berman East Asia Ltd., Neuberger Berman Singapore Pte. Ltd., Neuberger Berman Taiwan Ltd, Neuberger Berman Australia Ltd., Neuberger Berman Trust Company N.A., Neuberger Berman Trust Company of Delaware N.A., NB Alternatives Advisers LLC and Neuberger Berman Breton Hill ULC.
Policies for valuing portfolios, calculating performance and preparing compliant presentations are available upon request.
The S&P Index PutWrite (ATM) Composite (the "Composite") includes the performance of all fee-paying S&P Index PutWrite (ATM) accounts with no investment minimum managed on a fully discretionary basis by the Option Group. The S&P Index PutWrite (ATM) strategy sells at-the-money puts with notional exposure to the S&P 500 Index. Options are fully collateralized by a fixed income portfolio predominantly consisting of short duration Treasuries. The strategy seeks to both increase long term return potential and reduce investment volatility. Underlying index exposures are selected consistent with client asset allocations, and risk parameters are set with client's risk/return objectives. Collateral investments reflect investor preferences and are managed with an emphasis on capital preservation. Option exposure is managed to increase diversification across tenors and strike prices and reduce downside risk from high delta option positions during down markets. Option positions with little remaining time values can be rolled to collect additional premiums and increase capital efficiency. The Composite was created in February 2017 and the performance inception date is March 2017. A complete list of Neuberger Berman's composites is available upon request.
The benchmark is the CBOE S&P 500 PutWrite Index (the "Index"). The Index measures the performance of a hypothetical portfolio that sells S&P 500 index (SPX) put options against collateralized cash reserves held in a money market account. The put strategy is designed to sell a sequence of one-month, at the money, S&P 500 Index puts and invest cash at one and three month Treasury Bill rates. The number of puts sold varies from month to month, but is limited so that the amount held in Treasury Bills can finance the maximum possible loss from final settlement of the SPX puts.
Secondary Benchmark Description
The benchmark is the S&P 500 Index (the "Index"). The Index is a capitalization weighted index comprised of 500 stocks chosen for market size, liquidity and industry group representation. The S&P 500 Index is constructed to represent a broad range of industry segments in the U.S. economy. The S&P 500 Index focuses on the large-cap segment of the market with over 80% coverage of U.S. equities. Criteria for inclusion include financial stability (minimize turnover in the index), screening of common shares to eliminate closely held companies, and trading activity indicative of ample liquidity and efficient share pricing. Companies in merger, acquisition, leveragedbuy-outs, bankruptcy (Chapter 11 filing or any shareholder approval of recapitalization which changes a company's debt-to-equity ratio), restructuring, or lack of representation in their representative industry groups are eliminated from the index.
Appendix – Index Descriptions
The Bloomberg Barclays U.S. Aggregate Index represents securities that are SEC-registered, taxable and dollar-denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.
The Bloomberg Barclays U.S. High Yield Bond Index measures the USD-denominated, high yield, fixed-rate corporate bond market. Securities are classified as high yield if the middle rating of Moody's, Fitch and S&P is Ba1/BB+/BB+ or below. Bonds from issuers with an emerging markets country of risk, based on Barclays EM country definition, are excluded.
The Bloomberg Barclays Global Aggregate Index provides a broad-based measure of the global investment-grade fixed income markets. The three major components of this index are the Bloomberg Barclays U.S. Aggregate, the Bloomberg Barclays Pan-European Aggregate and the Bloomberg Barclays Asian-Pacific Aggregate Indices. The index also includes Eurodollar and Euro-Yen corporate bonds, Canadian government, agency and corporate securities, and USD investment grade 144A securities.
The CBOE S&P 500 PutWrite Index (PUT) is designed to track the performance of an index option put writing strategy that sells a sequence of one-month, at-the- money, S&P 500 Index puts and invest cash at one- and three-month Treasury Bill rates. The number of puts sold varies from month to month, but is limited so that the amount held in Treasury Bills can finance the maximum possible loss from final settlement of the SPX puts, i.e., put options are fully collateralized.
The HFRI Equity Hedge Index Investment Managers who maintain positions both long and short in primarily equity and equity derivative securities. A wide variety of investment processes can be employed to arrive at an investment decision, including both quantitative and fundamental techniques; strategies can be broadly diversified or narrowly focused on specific sectors and can range broadly in terms of levels of net exposure, leverage employed, holding period, concentrations of market capitalizations and valuation ranges of typical portfolios. EH managers would typically maintain at least 50% exposure to, and may in some cases be entirely invested in, equities, both long and short.
MSCI EAFE Index (Europe, Australasia, Far East) is a free float-adjusted market capitalization index that is designed to measure the equity market performance of developed markets, excluding the U.S. and Canada. The MSCI EAFE Index consists of the following 21 developed market country indices: Australia, Austria, Belgium, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, the Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, and the United Kingdom.
The MSCI Emerging Markets Index is a free float-adjusted market capitalization index that is designed to measure equity market performance of emerging markets. The MSCI Emerging Markets Index consists of the following 23 emerging market country indices: Brazil, Chile, China, Colombia, Czech Republic, Egypt, Greece, Hungary, India, Indonesia, Korea, Malaysia, Mexico, Peru, Philippines, Poland, Qatar, Russia, South Africa, Taiwan, Thailand, Turkey and United Arab Emirates.
The MSCI Minimum Volatility (USD) Index aims to reflect the performance characteristics of a minimum variance strategy applied to the large and mid-cap USA equity universe. The index is calculated by optimizing the MSCI USA Index, its parent index, in USD for the lowest absolute risk (within a given set of constraints). Historically, the index has shown lower beta and volatility characteristics relative to the MSCI USA Index.
The Russell 2000 Index measures the performance of the small-cap segment of the U.S. equity universe. The Russell 2000 Index is a subset of the Russell 3000® Index representing approximately 8% of the total market capitalization of that index. It includes approximately 2,000 of the smallest securities based on a combination of their market cap and current index membership.
The Russell 1000 Value Index measures the performance of the large-cap value segment of the U.S. equity universe. It includes those Russell 1000 companies with lower price-to-book ratios and lower expected growth values. The Russell 1000 Index measures the performance of the large-cap segment of the U.S. equity universe. It is a subset of the Russell 3000 Index and includes approximately 1,000 of the largest securities based on a combination of their market cap and current index membership. The Russell 1000 represents approximately 90% of the U.S. market.
The S&P 500 consists of 500 stocks chosen for market size, liquidity, and industry group representation. It is a market value weighted index (stock price times number of shares outstanding), with each stock's weight in the Index proportionate to its market value. The "500" is one of the most widely used benchmarks of U.S. equity performance. As of September 16, 2005, S&P switched to a float-adjusted format, which weights only those shares that are available to investors, not all of a company's outstanding shares. The value of the index now reflects the value available in the public market.
The S&P 500 Low Volatility Index measures performance of the 100 least volatile stocks in the S&P 500. The index benchmarks low volatility or low variance strategies for the U.S. stock market. Constituents are weighted relative to the inverse of their corresponding volatility, with the least volatile stocks receiving the highest weights.
The Thomson Reuters Private Equity Buyout Index is an index made up of independent portfolios intended to track the return of the private equity universe by replicating movements in the Thomson Reuters Private Equity Buyout Research Index. The Thomson Reuters PE Buyout Index seeks to replicate the return profile of the private equity buyout asset class by constructing a combination of sector portfolio returns. These sector portfolios are designed to track the performance of private equity sector investments by holding liquid exchange traded instruments rather than investing directly in private equity firms.
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1 We acknowledge there are many reasons international investors will continue to hold local broad-based equity indexes and hypothesize they are likely to experience a similar 'preference' effect. However, we would expect the impact to be less than that of the S&P 500.
2 For additional thoughts, we suggest Neuberger Berman Insights, March 2018: "Utilizing Options to Mitigate the J-Curve" by Kramer & Knutzen.
This material is intended as a broad overview of the portfolio managers' current style, philosophy and process. This material has been prepared exclusively for the recipient and is not for redistribution. This material is provided for informational purposes only and nothing herein constitutes investment, legal, accounting or tax advice, or a recommendation to buy, sell or hold a security. Information is obtained from sources deemed reliable, but there is no representation or warranty as to its accuracy, completeness or reliability. All information is current as of the date of this material and is subject to change without notice. Any views or opinions expressed may not reflect those of the firm as a whole. Third-party economic or market estimates discussed herein may or may not be realized and no opinion or representation is being given regarding such estimates. Neuberger Berman products and services may not be available in all jurisdictions or to all client types. Investing entails risks, including possible loss of principal. Diversification does not guarantee profit or protect against loss in declining markets. Investments in hedge funds and private equity are speculative and involve a higher degree of risk than more traditional investments. Investments in hedge funds and private equity are intended for sophisticated investors only. Indexes are unmanaged and are not available for direct investment. Past performance is no guarantee of future results.
Options involve investment strategies and risks different from those associated with ordinary portfolio securities transactions. By writing put options, an investor assumes the risk of declines in the value of the underlying instrument and the risk that it must purchase the underlying instrument at an exercise price that may be higher than the market price of the instrument, including the possibility of a loss up to the entire strike price of each option it sells but without the corresponding opportunity to benefit from potential increases in the value of the underlying instrument. If there is a broad market decline and the investor is not able to close out its written put options, it may result in substantial losses to the investor. The investor will receive a premium from writing options, but the premium received may not be sufficient to offset any losses sustained from exercised put options. Put writing makes an explicit trade-off between up-market participation and down-market participation, while still seeking reasonable returns in flat markets. As such, in up markets, an investor typically will not participate in the full gain of the underlying index above the premium collected.
This material may include estimates, outlooks, projections and other "forward-looking statements." Due to a variety of factors, actual events or market behavior may differ significantly from any views expressed.
Leverage. Option overlay strategies employ the use of derivatives and leverage, which involves the risk of loss greater that the actual cost of the investment, and also involves margin and collateral requirements. Leverage magnifies both the favorable and unfavorable effects of price movements in the investments made by an account, which may subject it to substantial risk of loss. In the event of a sudden, precipitous drop in value of an account's assets occasioned by a sudden market decline, it might not be able to liquidate assets quickly enough to meet its margin or borrowing obligations. Also, because acquiring and maintaining positions on margin allows an account to control positions worth significantly more than its investment in those positions, the amount that it stands to lose in the event of adverse price movements is higher in relation to the amount of its investment. In addition, since margin interest will be one of the account's expenses and margin interest rates tend to fluctuate with interest rates generally, it is at risk that interest rates generally, and hence margin interest rates, will increase, thereby increasing its expenses.
Representative portfolio information (characteristics, holdings, weightings, etc.) is based upon the composite or a representative/model account. Representative accounts are selected based on such factors as size, length of time under management and amount of restrictions. Any segment level performance shown (equity only or fixed income only) is presented gross of fees and focuses exclusively on the investments in that particular segment of the portfolio being measured (equity or fixed income holdings) and excludes cash. Client accounts are individually managed and may vary significantly from composite performance and representative portfolio information. Specific securities identified and described do not represent all of the securities purchased, sold or recommended for advisory clients. It should not be assumed that any investments in securities, companies, sectors or markets identified and described were or will be profitable.
Gross of fee returns do not reflects the deduction of investment advisory fees and other expense. If such fees and expense were reflected, returns referenced would be lower. Advisory fees are described in Part 2 of Neuberger Berman's Form ADV. A client's return will be reduced by the advisory fees and any other expenses it may incur in the management of its account. The deduction of fees has a compounding effect on performance results. For example, assume Neuberger Berman achieves a 10% annual return prior to the deduction of fees each year for a period of ten years. If a fee of 1% of assets under management were charged and deducted from the returns, the resulting compounded annual return would be reduced to 8.91%. Please note that there is no comparable reduction from the indices for the fees.
This material is general in nature and is not directed to any category of investors and should not be regarded as individualized, a recommendation, investment advice or a suggestion to engage in or refrain from any investment-related course of action. Neuberger Berman is not providing this material in a fiduciary capacity and has a financial interest in the sale of its products and services. Investment decisions and the appropriateness of this material should be made based on an investor's individual objectives and circumstances and in consultation with his or her advisors. This material may not be used for any investment decision in respect of any U.S. private sector retirement account unless the recipient is a fiduciary that is a U.S. registered investment adviser, a U.S. registered broker-dealer, a bank regulated by the United States or any State, an insurance company licensed by more than one State to manage the assets of employee benefit plans subject to ERISA (and together with plans subject to Section 4975 of the Internal Revenue Code, "Plans"), or, if subject to Title I of ERISA, a fiduciary with at least $50 million of client assets under management and control, and in all cases financially sophisticated, capable of evaluating investment risks independently, both in general and with regard to particular transactions and investment strategies. This means that "retail" retirement investors are expected to engage the services of an advisor in evaluating this material for any investment decision. If your understanding is different, we ask that you inform us immediately.
All information as of the date indicated. Firm data, including employee and assets under management figures, reflect collective data for the various affiliated investment advisers that are subsidiaries of Neuberger Berman Group LLC (the "firm"). Firm history includes the history of all firm subsidiaries, including predecessor entities. Investment professionals referenced include portfolio managers, research analysts/associates, traders, and product specialists and team dedicated economists/strategists.
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Buffalo Bulletin: Project Ara, BlackBerry, Wii U, World of Warcraft and Much More!
Welcome to a new episode of Buffalo Bulletin, where we discuss the latest and greatest in the world of technology, gaming and whatever else that is awesome. This week we talk Project Ara, new BlackBerry flagship device, Wii U Sales, World of Warcraft and Disney Movies Anywhere!


A Film Celebrating 40 years... — my.life.at.playtime.
Today is my parents' 40th wedding anniversary. Can you imagine, 40 years? We spent a beautiful weekend celebrating their lives and love. Family and friends from near and far traveled to spend this special weekend together with the best two people I know in the world. I mean that sincerely, there are no two better individuals that make each day more joyous and meaningful than my mother and father.
It's hard to get my parents gifts, it gets harder each year. But this year we decided to present them with a family film. A little splice of their life right now, this moment, with the most important people to them, their grandchildren. We hope they can look back on this film for years to come and remember the interactions, the smiles, and the words and feelings of their grandchildren.
We turned to our friend Candis of Sweet T Studios to bring my vision to life and she did exactly that. I can't recommend her highly enough. And what she captures you will have for a lifetime. So don't wait. Seriously. Capture the laughs and the smiles and the hugs and all of it.


While working for the William J. Clinton Foundation, Dr. Akash Goel led the launch of India's national Second Line ARV drug program that currently provides lifesaving medication to tens of thousands of individuals living with HIV/AIDS. Akash has also worked for The Boston Consulting Group, CNN's Medical News Unit, the New York City Department of Health and Senator Kirsten Gillibrand.
Akash is a graduate of Harvard College and University of Michigan Medical School. His research interests are in population health, private sector engagement, medical technology and social enterprise. Akash writes for the Huffington Post and the Center for Strategic and International Studies, a leading bipartisan foreign policy think tank.
He was named a New Leader by the Carnegie Council and a World Economic Forum Global Shaper. He is a fellow of the Nantucket Project and an Asia 21 Fellow of the Asia Society. In 2014, Akash was awarded a Cannes Lion for his work in human rights advocacy. He is currently a resident physician in Internal Medicine at Columbia University – New York Presbyterian Hospital and also serves as a clinical advisor to the Clinton Health Access Initiative.


text:
Youth and citizenship in the digital age: A view from Egypt
Herrera, L., 2012, In: Harvard Educational Review. 82, 3, p. 333-352 20 p.
political repression
Youth Depression Screening with Parent and Self-Reports: Assessing Current and Prospective Depression Risk
Cohen, J. R., So, F. K., Young, J. F., Hankin, B. L. & Lee, B. A., Aug 1 2019, In: Child Psychiatry and Human Development. 50, 4, p. 647-660 14 p.
ROC Curve
Youth in gangs: Using constructivist grounded theory for sensitive research topics and vulnerable populations
Berdychevsky Kustanovich, Y., Stodolska, M. & Shinew, K. J., May 2016.
Youth offspring of mothers with posttraumatic stress disorder have altered stress reactivity in response to a laboratory stressor
Danielson, C. K., Hankin, B. L. & Badanes, L. S., Mar 1 2015, In: Psychoneuroendocrinology. 53, p. 170-178 9 p.
Youth participation in foster youth advisory boards: Perspectives of facilitators
Havlicek, J., Curry, A. & Villalpando, F., Jan 2018, In: Children and Youth Services Review. 84, p. 255-270 16 p.
Youth's Conceptions of Adolescence Predict Longitudinal Changes in Prefrontal Cortex Activation and Risk Taking During Adolescence
Qu, Y., Pomerantz, E. M., McCormick, E. & Telzer, E. H., May 1 2018, In: Child development. 89, 3, p. 773-783 11 p.
Youth temperament, harsh parenting, and variation in the oxytocin receptor gene forecast allostatic load during emerging adulthood
Brody, G. H., Yu, T., Barton, A. W., Miller, G. E. & Chen, E., Aug 1 2017, In: Development and Psychopathology. 29, 3, p. 791-803 13 p.
Allostasis
Oxytocin Receptors
YouTube, Social Norms and Perceived Salience of Climate Change in the American Mind
Spartz, J. T., Su, L. Y. F., Griffin, R., Brossard, D. & Dunwoody, S., Jan 2 2017, In: Environmental Communication. 11, 1, p. 1-16 16 p.
YouTube-VOS: Sequence-to-Sequence Video Object Segmentation
Xu, N., Yang, L., Fan, Y., Yang, J., Yue, D., Liang, Y., Price, B., Cohen, S. & Huang, T., 2018, Computer Vision – ECCV 2018 - 15th European Conference, 2018, Proceedings. Ferrari, V., Sminchisescu, C., Hebert, M. & Weiss, Y. (eds.). Springer-Verlag Berlin Heidelberg, p. 603-619 17 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 11209 LNCS).
Video Segmentation
Optical flows
You've got mail! An examination of a statewide direct-mail marketing campaign to promote deceased organ donor registrations
Quick, B. L., Lavoie, N. R., Morgan, S. E. & Bosch, D., Nov 2015, In: Clinical Transplantation. 29, 11, p. 997-1003 7 p.
Tissue and Organ Procurement
You want me to work with who? Stakeholder perceptions of automated team formation in project-based courses
Jahanbakhsh, F., Fu, W. T., Karahalios, K., Marinov, D. & Bailey, B., May 2 2017, CHI 2017 - Proceedings of the 2017 ACM SIGCHI Conference on Human Factors in Computing Systems: Explore, Innovate, Inspire. Association for Computing Machinery, p. 3201-3212 12 p. (Conference on Human Factors in Computing Systems - Proceedings; vol. 2017-May).
You're so sensitive! How LIS professionals define and discuss microaggressions online
Sweeney, M. E. & Cooke, N. A., Oct 1 2018, In: Library Quarterly. 88, 4, p. 375-390 16 p.
media group
You've got vulnerability: Exploring effective vulnerability notifications
Li, F., Durumeric, Z., Czyz, J., Karami, M., Bailey, M., McCoy, D., Savage, S. & Paxson, V., 2016, Proceedings of the 25th USENIX Security Symposium. USENIX Association, p. 1033-1050 18 p. (Proceedings of the 25th USENIX Security Symposium).
Y-Shaped Backbone-Rigidified Triangular DNA Scaffold-Directed Stepwise Movement of a DNAzyme Walker for Sensitive MicroRNA Imaging within Living Cells
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Y-Shaped Cutting for the Systematic Characterization of Cutting and Tearing
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Ytterbium-doped multicomponent fluorosilicate optical fibers with intrinsically low optical nonlinearities
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ZEAXANTHIN EPOXIDASE activity potentiates carotenoid degradation in maturing seed
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Zero-collateral lotteries in Bitcoin and Ethereum
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Zero knowledge protocols from succinct constraint detection
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Zero-shot transfer learning for event extraction
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Zero Waste Guide: Waste-free Lunches
Zero Waste Program Case Study: Spraying Systems Co.
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Zinc deficiency alters soybean susceptibility to pathogens and pests
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BANGKOK: Gripens for LIMA19. One or two JAS 39 Gripen from the Royal Thai Air Force (RTAF) are expected to take part in the Langkawi International Maritime and Aerospace (LIMA 19) 2019 scheduled for March, next year.
The actual number of Gripens to take part in the show will depends on the parking spot available at the show, says 701 Sqdn CO Wing Commander Kritsana Sukdee.
Unlike two years ago, the Gripen will only be there as part of the static display. The squadron is based at the Wing 7 RTAF airbase at Surat Thani, southern Thailand.
It must be noted that the RTAF's participation is on the invitation of the Malaysian Defence Ministry and the RMAF. This will be the third participation of the Thais at Langkawi. They took part in LIMA in 2011 and 2017.
This year's participation will not be part of a marketing push for the Gripen as the MRCA programme has been KIVed pending approval from the government.
Even Russia which is now offering the MIG-35 for the MRCA programme – even though its previous offer of the Su-35 has been rejected – has been told that LIMA 2019 was not the place to market their wares.
Wing 7 aircraft, Saab 340 Erieye and Saab JAS 39 Gripen with a full weapons load.
It is expected other Asean air forces will fill up the static or aerial display slots with the absence of any MRCA contenders.
However it is likely that the show organisers will accept the participation of any aircraft to fill up the static and aerial display slots.
23 Responses to "Gripens For Lima"
I think In LIMA 2019 Won't gonna be happen for Buying Presents Such as MRCA and MPA.
Tell me again why we need a new powerpack for the Pendekars? As is the current powerpack is rated at 1000hp and already has the Renk ESM350 gearbox that in DSA2016 somebody tried to sell to ATM (a little bit different combo of Scania engine + Renk ESM350 gearbox). All the advantages said of the new powerpack is mostly there in the PT-91M, the comparison was actually with the old transmission of T-72/PT-91 non Pendekars.
BTW we never had any Skyshields. Unless you are actually an Indonesian citizen.
What Mahathir has to do with Apai looking at the JF-17? It is just an airshow. Of course you go to visit booths. If everyone that visits the JF-17 booth is "interested" in the fighter, that would mean a whole bunch of 3rd world countries are going to buy JF-17. Is that so?
Just my 2 cents dude. Just saying.
The Slovaks probably went for the F16Vs to get better deals with Uncle Sam in other areas.
JF-17 specs is getting better and better.
But by getting the JF-17 will mean we need another type to serve as LIFT, which for PAF it is looking at the L-15 for that. We are aiming to have 1 type to serve both as LIFT and LCA.
Well, if we do go in the direction of JF17, I hope it will be the Block 3. With AESA. The RMAF may be miffed but at least it's a ready flying plane with over 100 planes in PAF service. I read somewhere China has 150+ RD93 engines stored for new PAF JF17 orders. So we probably don't have to deal directly with Mother Russia.
As for LIFT, am not too worked up. Can we get 5-6 pre-owned Hawks instead?
IMHO JF-17 shouldn't be our target.
Might as well get new Block 70 Vipers and lease few Block 50 F-16.
At this point in time anything Chinese or Russian warrants a backlash from Trump.
Marhalim and Triple Dot, what's the update from IAF? Will they buy or not our useless Fulcrums?
Might as well chuck in the entire Flankers too and in return we get like 60 Tejas LCA lol!
Recently the IAF has been on a buying spree of used fighters, from Jaguars to Mirage 2000s. Probably we could start the ball rolling by officially offering them to IAF, in exchange of spares or overhaul of the MKM.
Out of topic.. With recent USA punitive action against Russia, imo all our Russian assets are screwed or at best can only be operating minimally even if we have the money to operate and maintain. The best case if we can get other non sanction countries such as India, Belarus, Poland or Ukraine to resuscitate these assets for us but prospect deemed very low indeed.
I personally love the MIGS And SU30, though more for their deterrent value rather than their choppy capabilities and performance but don't think it's worth keeping them at the expense of ticking off our 3rd largest trading partner with around 15% of trade and 2nd largest investor.
So what could be our alternative if we have to write offs these assets? The obvious elephant in the room is to buy European based military assets.. However based on our existing conundrum, exorbitive price and trade dispute on palm oil export also create major headaches for MOF.
It could worth pondering to expand the military purchase from China, which the price range is slightly higher or equal to those offered by Russia. We already bought the LMS and previously small number of shoulder mounted Sam. Quality wise maybe not as good as Americans or European assets but I would think it should be sufficient for us in lieu of lack of direct threat.
But there is the question of spratly and James shoal claims. But so far China has been accommodative to other claimants for now.. We are never going to war with our largest trading partner and the largest economy in the world by 2050 wouldnt we? But yes we do need ships and jets to patrol the area (armed to the teeth) but we will never start a war as stressed by the PH government.
One thing I like about the current government is that they would not back down in claiming their rights even in the face of a stronger neighbour But these must be back up with assets to protect what is being claimed with no intention for war.
So maybe however unlikely we could see the latest J10 C, type 56 missile frigate and KS1A Sam in our inventory, which will cost less than what we would get from Western suppliers?
Is HAL trustworthy? Their Tejas is 10 years overdue already lol!
I reckon it's better we MOU with Algeria since their SU-30MKA specs is more similar to MKM since MKI has I****** avionics etc.
But yes, time to kick out the Fulcrums for good.
China? Are you serious? They're rolling over the SEA as though it's their maritime sovereignty and their Coast Guads ships in our waters (very kurang ajar) as we sit here and do nothing about it.
It's bad enough we are getting 4 LMS from them, now you want us to buy their military hardware?
No thanks, IMHO. Rather go elsewhere but China.
I mean the food and girls are great but not regarding SEA dispute.
You don't see India claiming the Indian Ocean as theirs, is it?
MOU with algeria for what actually? They are also just a user of the SU-30, not a parts manufacturer and assembler like HAL.
We have to be on friendly terms with China, as they (whether we like it or not) is the new superpower in our neighborhood, its not like they have shoot down our airliner or such. They have great military hardwares, and buying something from them will show us as on a friendly terms with them. We can probably learn a thing or two with how Indonesia approaches China, courting them economically and militarily but being firm on issues with Natuna and Chinese illegal fishings.
Well, Indonesia is 'leery' of Chinese intentions. More than Malaysia. They are in fact looking for leads from Msia with respect as how to engage the Chinese. The Indonesian population is highly suspicious of anything 'Communist' and China is that, Communist. We have a higher chance of getting better deals from China economically than Indonesia as a whole.


text:
Video: Behold The NY Man Who Set The World Record For Longest Burp
Ben Yakas
Modified Jun 10, 2012
We all have things we're really good at—some people can eat light bulbs really fast, some organizations are experts at stops-and-frisks, and others can burp for a really long time. But no one can burp as long as pizza chef and competitive eater Timothy Janus, who became the first ever World Burping Champion after delivering a burp of 18.1 seconds. Watch video below!
The championship was held at the Hudson Station Bar and Grill in midtown on Friday; it was put on in conjunction with the release of the Major League Eating: The Game app on iPhone and iPad. Janus, nicknamed "Eater X," is currently ranked #3 in Major League Eating. So what's his secret? Guzzling soda. Janus drank roughly 2 gallons of Diet Coke and Mountain Dew to inspire his historic burp. "I was just trying to condense all the air in my stomach and bring it to the surface," the 165-pound Janus told DNAInfo. "You just have to force every last bit of air up. It's beautiful, really."
Eric "Badlands" Booker, a 400 pound titan who regularly appears in competitive eating competitions, also downed two gallons of soda, but could barely get burps longer than more than a few seconds: "When I have that much soda, it expands like my stomach like I've never felt before," Booker said. "It's like the Mentos effect. The gas is brewing in my stomach." Considering Bloomberg's soda ban, how long before the Burping Championship is forced to go underground?
Janus, who wears a mask when he competes, isn't just a competitive eater and game show winner (he won $100K on Who Wants To Be A Millionaire?)— he was also the star of the excellent Boston Spaceships music video for their 2009 single "Let It Rest For A Little While."
world burping championships
Ben Yakas was born and raised in New York, and has worked for Gothamist for over a decade, and WNYC for four years, covering literally everything. He has hung out with Dan Smith (who will teach you guitar), but still has yet to have a guitar lesson with him.
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