Modeling Asymmetries in Financial Data with Multiplicative Error Models

This thesis addresses modeling of financial time series, especially stock market returns and daily price ranges. Modeling data of this kind can be approached with so-called multiplicative error models (MEM). These models nest several well known time series models such as GARCH, ACD and CARR models. They are able to capture many well established features of financial time series including volatility clustering and leptokurtosis. In contrast to these phenomena, different kinds of asymmetries have received relatively little attention in the existing literature. In this thesis asymmetries arise from various sources. They are observed in both conditional and unconditional distributions, for variables with non-negative values and for variables that have values on the real line. In the multivariate context asymmetries can be observed in the marginal distributions as well as in the relationships of the variables modeled. New methods for all these cases are proposed. Chapter 2 considers GARCH models and modeling of returns of two stock market indices. The chapter introduces the so-called generalized hyperbolic (GH) GARCH model to account for asymmetries in both conditional and unconditional distribution. In particular, two special cases of the GARCH-GH model which describe the data most accurately are proposed. They are found to improve the fit of the model when compared to symmetric GARCH models. The advantages of accounting for asymmetries are also observed through Value-at-Risk applications. Both theoretical and empirical contributions are provided in Chapter 3 of the thesis. In this chapter the so-called mixture conditional autoregressive range (MCARR) model is introduced, examined and applied to daily price ranges of the Hang Seng Index. The conditions for the strict and weak stationarity of the model as well as an expression for the autocorrelation function are obtained by writing the MCARR model as a first order autoregressive process with random coefficients. The chapter also introduces inverse gamma (IG) distribution to CARR models. The advantages of CARR-IG and MCARR-IG specifications over conventional CARR models are found in the empirical application both in- and out-of-sample. Chapter 4 discusses the simultaneous modeling of absolute returns and daily price ranges. In this part of the thesis a vector multiplicative error model (VMEM) with asymmetric Gumbel copula is found to provide substantial benefits over the existing VMEM models based on elliptical copulas. The proposed specification is able to capture the highly asymmetric dependence of the modeled variables thereby improving the performance of the model considerably. The economic significance of the results obtained is established when the information content of the volatility forecasts derived is examined.

Pappi ja Raamattu : Suomen evankelis-luterilaisen kirkon pappien suhde Raamattuun

The Pastor and the Bible: Finnish Evangelical Lutheran Pastors Relationship with the Bible Since 1970s there has been extensive discussion in Finland about questions relating to the interpretation of the Bible. The themes of this discussion have focused on the trustworthiness and authority of the Bible, and the discussion has attracted participation not only from representatives of the Evangelical Lutheran Church of Finland but also from representatives of the academic community. The discussion has resulted in extensive publication on the relation of postmodern theology to the Bible. Despite this debate and the texts that have been produced, there is little empirical data on how Evangelical Lutheran pastors with theological education view the Bible. In the present study, 22 pastors of the Evangelical Lutheran Church of Finland were interviewed about how they defined their relationship with the Bible. The interview material was analyzed by means of data-based content analysis. The analysis showed, first, that the pastors viewed the Bible as a mirror of the spiritual growth that they had experienced in the past. Second, the Bible was viewed as a source in the interpretation of matters of faith. The third theme concerned the pastors key experiences in their relationship with the authority of the Bible. The time periods that were significant in defining pastors spiritual growth and past perspective on the Bible included childhood, youth, the period of theological education, and the time spent as a pastor. In childhood, the Bible was part of the spiritual atmosphere of the home, and parents and grandparents made a crucial contribution to the child s emerging view of the Bible. In childhood, the Bible was essentially the Old Testament and its exciting stories. In youth, reading the Bible became more personal, and the teachings of Jesus began to take on a more central role. In youth, most of the interviewees had strong experiences of faith and began to view the Bible as an absolute and divine source of dogma. The period of theological studies meant a change in their relationship with the Bible and particularly, revelation of the human aspects of the Bible. These changes were associated with a deepening of belief in the Bible and also a painful crisis in questions related to the trustworthiness of the Bible. For many of the interviewees, their relationship with the Bible changed also when they started their work as pastors. When faced with a call to work as a pastor, the interviewees created a synthesis of the secure faith that they had experienced in their childhood and the more critical views with which they had become acquainted during their theological education. Pastorhood meant the beginning of public teaching of the Bible. The interviewees felt that, in this new role, they discovered again - but now in a deeper sense - the trustworthiness in the bible that they had experienced during their childhood. Based on the interviewees experiences during the periods mentioned above, five different interpretations were formed regarding how the interviewed pastors viewed their past relationship with the Bible. These interpretations were detachment from literal interpretation of the Bible (1), changes in their relationship with the Bible arising from experiences of faith (2), a slow process during which their relationship with the Bible became more human (3), overcoming hardships (4), and no change in their relationship with the Bible (5). In interpretations 1-3, the past was described as a linear development and journey towards a more coherent relationship with the Bible. Interpretations 4-5, in turn, reflected a desire to detach oneself from the perspectives of linear development and change and, instead, emphasize the immutable and process-like nature of one s relationship with the Bible. Concerning the Bible as a source in matters of faith, a conspicuous aspect of the interviews was that all pastors wanted to disconnect themselves from a fundamentalistic view of the Bible, regarding this as an intellectually dishonest relationship with the Bible. On the other hand, none of the interviewees supported a totally relativist view of the Bible. Instead, all interviewees regarded the Bible as a vital source for both them and the Evangelical Lutheran Church. Between the two poles of extremely fundamental and extremely relativistic views, four different categories of viewing the Bible emerged from the interviews: absolute truth (a), a book about the message of salvation (b), a book about holiness and generous love (c), and a source of inspiration (d). The views in categories (a) and (b) emphasized the divine nature of the Bible. According to the pastors who expressed these views, the Bible contains a clear and trustworthy message of God. The views in categories (c) and (d), in turn, emphasized the human aspects of the Bible. The pastors who expressed these views regarded the Bible as a collection of books that was born in a specific historical and cultural context and includes material characteristic to this time. Due to the time-bound nature of the Bible, each generation has to update its view of the Bible. The views in categories (c) and (d) arose from human reality. Comparisons of the views in the different categories indicated that despite their obvious differences, they also shared some common features. The views in categories (a) and (d) shared the common feature of absoluteness, which was seen in category (a) as an emphasis on dogmatism and in category (d) as an emphasis on rationalism. The views in categories (b) and (c), in turn, shared the common feature of a flexible and dynamic relationship with the Bible. The key experiences that appeared to characterize pastors relationship with the authority of the Bible were a joy that arises from self-evidence, awakening to confusion, fear of openness, falling back upon paradoxes, and new confidence. These experiences reveal the circular nature of the process that was common to all interviewees interpretation of their relationship with the Bible. That is, the interviewees experiences of their relationship with the Bible seem to go through a circular process that is activated again and again in new life events. It is like a journey from self-evidence towards critical questions and again back to new confidence. The interview material showed, hence, that relationship with the Bible are characterized by a process that involves experiences of trust, questioning and new trust. The present study brings out the multifaceted reality of pastors relationship with the Bible. The study breaks down contradictions between conservative and liberal views of the Bible by showing how representatives of these opposing poles share commonalities in their attitudes. The study points to a close association between an individual s life history and his or her relationship with the Bible, and lays the groundwork for future studies to investigate the relation between personality and view of the Bible.

Striving for the Impossible : The Hegelian background of Judith Butler

This study analyses the Hegelian roots of the subject-theory and the political theory of Judith Butler. Butler can be seen as the author of "gender performativity". Butler claims that subject's identities are linquistic "terms". Linquistic identities are performative and normative: they produce, according to cultural rules, the identities which they just claim to describe. Butler's theory of the performativity of identities is based on her theory of identities as "ek-static" constructions. This means that there is a relation between the self and the Other in the heart of identities. It is claimed in this study that Butler's theory of the relation between the self and the Other, or, between the subject and the constitutive outside, is based on G.W.F. Hegel's theory of the dialectics of recognition in The Phenomenology of Spirit. Especially the sections dealing with the relation between "Lord" and "Bondsman" set the theoretical base for Butler's theory. Further, it is claimed that Hegel's own solution for the enslaving and instrumentalizing relation between the self and the Other, reciprocal recognition, remains an important alternative to the postmodernist conception supported by political theorists like Butler. Chapter 2, on Hegel, goes through the dialectics of recognition between the self and the Other in The Phenomenology of Spirit up until the ideal of reciprocal recognition and absolute knowledge. Chapter 3 introduces two French interpretations of Hegel, by Alexandre Kojéve and Louis Althusser. Both of these interpretations, especially the Kojevian one, have deeply influenced the contemporary understanding of Hegel as well as the contemporary thought - presented e.g. in the postmodern political thought - on the relations between the self and the Other. The Kojévian Marxist utopia with its notion of "the End of History" as well as the Althusserian theory of the Interpellative formation of subjects have influenced how Hegel's theory of the self and the Other have travelled into Butler's thought. In chapter 5 these influences are analyzed in detail. According to the analysis, Butler, like numerous other poststructuralist theorists, accepts Kojéve's interpretation as basically correct, but rejects his vision of "the End of History" as static and totalitarian. Kojéve's utopian philosophy of history is replaced by the paradoxical idea of an endless striving towards emancipation which, however, could not and should not be reached. In chapter 6 Butler's theory is linked to another postmodern political theory, that of Chantal Mouffe. It is argued that Mouffe's theory is based on a similar view of the relation of the self and the other as Butler's theory. The former, however, deals explicitly with politics. Therefore, it makes the central paradox of striving for the impossible more visible; such a theory is unable to guide political action. Hegel actually anticipated this kind of theorizing in his critique of "Unhappy Consciousness" in the Phenomenology of Spirit. Keywords: Judith Butler, G.W.F. Hegel, Chantal Mouffe, Alexandre Kojéve, Postmodernism, Politics, Identities, Performativity, Self-consciousness, Other

The Restless Love of Thinking : The Concept Liebe in Hegel's Philosophy

The German philosopher G.W.F.Hegel (1770–1831) is best known for his idealistic system philosophy, his concept of spirit [Geist] and for his dictum that the existing and the rational overlap. This thesis offers a new perspective: it examines the working of the concept ‘love’ in Hegel’s philosophy by looking at the contexts and function he puts it to, from his earliest writings to the very last lectures he gave. The starting point of the inquiry is that he applied the concept Liebe to different contexts for different purposes, but each time to provide an answer to a specific philosophical problem. His formulation, reformulation and use of ‘love’ give possible solutions to problems the solving of which was crucial to the development of his thought as a whole. The study is divided into three parts, each analysing the different problems and solutions to which Hegel applied the concept of love. The first part, "Love, morality and ethical life", examines these interconnected themes in Hegel’s early work. The main questions he addressed during this period concerned how to unite Kant’s philosophy and the Greek ideal of the good life. In this context, the concept ‘love’ did three things. First, it served to formulate his grounding idea of the relation between unity and difference, or the manifold. Secondly, it was the key to his attempt to base an ideal folk religion on Christianity interpreted as a religion of love. Finally, it provided the means to criticise Kant’s moral philosophy. The question of the moral value of love helped Hegel to break away from Kant’s thought and develop his own theory about love and ethical life. The second part of the study, "Love and the political realm", considers the way 'Liebe' functions in connection with questions concerning the community and political life in Hegel’s work. In addition to questioning the universal applicability of the concept of recognition as a key to his theory of social relations, the chapters focus on gender politics and the way he conceptualised the gender category ‘woman’ through the concept ‘love’. Another line of inquiry is the way the figure of Antigone was used to conceptualise the differentiated spheres of action for men and women, and the part ‘love’ played in Hegel’s description of Antigone’s motives. Thirdly, Hegel’s analogy of the family and the state and the way ‘love’ functions in an attempt to promote understanding of the relation between citizens and the state are examined. The third and final part of the study, "Love as absolute spirit", focuses on ‘love’ within Hegel’s systemic thought and the way he continued to characterise Geist through the language of Liebe up until and including his very last works. It is shown how Liebe functions in his hierarchical organisation of the domains of art, religion and philosophy, and how both art and religion end up in similar structural positions with regard to philosophy. One recurrent theme in the third part is Hegel’s complex relation to Romantic thought. Another line of investigation is how he reconstructed Christianity as a religion of love in his mature work. In striking contrast to his early thought, in his last works Hegel introduced a new concept of love that incorporated negativity, and that could also function as the root of political action.

Spectral Tuning and Adaptation to Different Light Environments of Mysid Visual Pigments

In the present thesis, questions of spectral tuning, the relation of spectral and thermal properties of visual pigments, and evolutionary adaptation to different light environments were addressed using a group of small crustaceans of the genus Mysis as a model. The study was based on microspectrophotometric measurements of visual pigment absorbance spectra, electrophysiological measurements of spectral sensitivities of dark-adapted eyes, and sequencing of the opsin gene retrieved through PCR. The spectral properties were related to the spectral transmission of the respective light environments, as well as to the phylogentic histories of the species. The photoactivation energy (Ea) was estimated from temperature effects on spectral sensitivity in the long-wavelength range, and calculations were made for optimal quantum catch and optimal signal-to-noise ratio in the different light environments. The opsin amino acid sequences of spectrally characterized individuals were compared to find candidate residues for spectral tuning. The general purpose was to clarify to what extent and on what time scale adaptive evolution has driven the functional properties of (mysid) visual pigments towards optimal performance in different light environments. An ultimate goal was to find the molecular mechanisms underlying the spectral tuning and to understand the balance between evolutionary adaptation and molecular constraints. The totally consistent segregation of absorption maxima (λmax) into (shorter-wavelength) marine and (longer-wavelength) freshwater populations suggests that truly adaptive evolution is involved in tuning the visual pigment for optimal performance, driven by selection for high absolute visual sensitivity. On the other hand, the similarity in λmax and opsin sequence between several populations of freshwater M. relicta in spectrally different lakes highlights the limits to adaptation set by evolutionary history and time. A strong inverse correlation between Ea and λmax was found among all visual pigments studied in these respects, including those of M. relicta and 10 species of vertebrate pigments, and this was used to infer thermal noise. The conceptual signal-to-noise ratios thus calculated for pigments with different λmax in the Baltic Sea and Lake Pääjärvi light environments supported the notion that spectral adaptation works towards maximizing the signal-to-noise ratio rather than quantum catch as such. Judged by the shape of absorbance spectra, the visual pigments of all populations of M. relicta and M. salemaai used exclusively the A2 chromophore (3, 4-dehydroretinal). A comparison of amino acid substitutions between M. relicta and M. salemaai indicated that mysid shrimps have a small number of readily available tuning sites to shift between a shorter - and a longer -wavelength opsin. However, phylogenetic history seems to have prevented marine M. relicta from converting back to the (presumably) ancestral opsin form, and thus the more recent reinvention of marine spectral sensitivity has been accomplished by some other novel mechanism, yet to be found

Carbon balance and component CO2 fluxes in boreal Scots pine stands

The forest vegetation takes up atmospheric carbon dioxide (CO2) in photosynthesis. Part of the fixed carbon is released back into the atmosphere during plant respiration but a substantial part is stored as plant biomass, especially in the stems of trees. Carbon also accumulates in the soil as litter and via the roots. CO2 is released into the atmosphere from these carbon stocks in the decomposition of dead biomass. Carbon balance of a forest stand is the difference between the CO2 uptake and CO2 efflux. This study quantifies and analyses the dynamics of carbon balance and component CO2 fluxes in four Southern Finnish Scots pine stands that covered the typical economic rotation time of 80 years. The study was based on direct flux measurements with chambers and eddy covariance (EC), and modelling of component CO2 fluxes. The net CO2 exchange of the stand was partitioned into component fluxes: photosynthesis of trees and ground vegetation, respiration of tree foliage and stems, and CO2 efflux from the soil. The relationships between the component fluxes and the environmental factors (light, temperature, atmospheric CO2, air humidity and soil moisture) were studied with mathematical modelling. The annual CO2 balance varied from a source of about 400 g C/m2 at a recently clearcut site to net CO2 uptake of 200 300 g C/m2 in a middle-aged (40-year-old) and a mature (75-year-old) stand. A 12-year-old sapling site was at the turning point from source to a sink of CO2. In the middle-aged stand, photosynthetic production was dominated by trees. Under closed pine canopies, ground vegetation accounted for 10 20% of stand photosynthesis whereas at the open sites the proportion and also the absolute photosynthesis of ground vegetation was much higher. The aboveground respiration was dominated by tree foliage which accounted for one third of the ecosystem respiration. Rate of wood respiration was in the order of 10% of total ecosystem respiration. CO2 efflux from the soil dominated the ecosystem respiratory fluxes in all phases of stand development. Instantaneous and delayed responses to the environmental driving factors could predict well within-year variability in photosynthetic production: In the short term and during the growing season photosynthesis follows primarily light while the seasonal variation is more strongly connected to temperature. The temperature relationship of the annual cycle of photosynthesis was found to be almost equal in the southern boreal zone and at the timberline in the northern boreal zone. The respiratory fluxes showed instantaneous and seasonal temperature relationships but they could also be connected to photosynthesis at an annual timescale.

Early diagnosis of breast cancer

The greatest effect on reducing mortality in breast cancer comes from the detection and treatment of invasive cancer when it is as small as possible. Although mammography screening is known to be effective, observer errors are frequent and false-negative cancers can be found in retrospective studies of prior mammograms. In the year 2001, 67 women with 69 surgically proven cancers detected at screening in the Mammography Centre of Helsinki University Hospital had previous mammograms as well. These mammograms were analyzed by an experienced screening radiologist, who found that 36 lesions were already visible in previous screening rounds. CAD (Second Look v. 4.01) detected 23 of these missed lesions. Eight readers with different kinds of experience with mammography screening read the films of 200 women with and without CAD. These films included 35 of those missed lesions and 16 screen-detected cancers. CAD sensitivity was 70.6% and specificity 15.8%. Use of CAD lengthened the mean time spent for readings but did not significantly affect readers sensitivities or specificities. Therefore the use of applied version of CAD (Second Look v. 4.01) is questionable. Because none of those eight readers found exactly same cancers, two reading methods were compared: summarized independent reading (at least a single cancer-positive opinion within the group considered decisive) and conference consensus reading (the cancer-positive opinion of the reader majority was considered decisive). The greatest sensitivity of 74.5% was achieved when the independent readings of 4 best-performing readers were summarized. Overall the summarized independent readings were more sensitive than conference consensus readings (64.7% vs. 43.1%) while there was far less difference in mean specificities (92.4% vs. 97.7%). After detecting suspicious lesion, the radiologist has to decide what is the most accurate, fast, and cost-effective means of further work-up. The feasibility of FNAC and CNB in the diagnosis of breast lesions was compared in non-randomised, retrospective study of 580 (503 malignant) breast lesions of 572 patients. The absolute sensitivity for CNB was better than for FNAC, 96% (206/214) vs. 67% (194/289) (p < 0.0001). An additional needle biopsy or surgical biopsy was performed for 93 and 62 patients with FNAC, but for only 2 and 33 patients with CNB. The frequent need of supplement biopsies and unnecessary axillary operations due to false-positive findings made FNAC (294 ) more expensive than CNB (223 ), and because the advantage of quick analysis vanishes during the overall diagnostic and referral process, it is recommendable to use CNB as initial biopsy method.

Opioid dependence: Brain structure and function : a magnetic resonance imaging, neuropsychological, and electromagnetic study

Background: Opiod dependence is a chronic severe brain disorder associated with enormous health and social problems. The relapse back to opioid abuse is very high especially in early abstinence, but neuropsychological and neurophysiological deficits during opioid abuse or soon after cessation of opioids are scarcely investigated. Also the structural brain changes and their correlations with the length of opioid abuse or abuse onset age are not known. In this study the cognitive functions, neural basis of cognitive dysfunction, and brain structural changes was studied in opioid-dependent patients and in age and sex matched healthy controls. Materials and methods: All subjects participating in the study, 23 opioid dependents of whom, 15 were also benzodiazepine and five cannabis co-dependent and 18 healthy age and sex matched controls went through Structured Clinical Interviews (SCID) to obtain DSM-IV axis I and II diagnosis and to exclude psychiatric illness not related to opioid dependence or personality disorders. Simultaneous magnetoencephalography (MEG) and electroencephalography (EEG) measurements were done on 21 opioid-dependent individuals on the day of hospitalization for withdrawal therapy. The neural basis of auditory processing was studied and pre-attentive attention and sensory memory were investigated. During the withdrawal 15 opioid-dependent patients participated in neuropsychological tests, measuring fluid intelligence, attention and working memory, verbal and visual memory, and executive functions. Fifteen healthy subjects served as controls for the MEG-EEG measurements and neuropsychological assessment. The brain magnetic resonance imaging (MRI) was obtained from 17 patients after approximately two weeks abstinence, and from 17 controls. The areas of different brain structures and the absolute and relative volumes of cerebrum, cerebral white and gray matter, and cerebrospinal fluid (CSF) spaces were measured and the Sylvian fissure ratio (SFR) and bifrontal ratio were calculated. Also correlation between the cerebral measures and neuropsychological performance was done. Results: MEG-EEG measurements showed that compared to controls the opioid-dependent patients had delayed mismatch negativity (MMN) response to novel sounds in the EEG and P3am on the contralateral hemisphere to the stimulated ear in MEG. The equivalent current dipole (ECD) of N1m response was stronger in patients with benzodiazepine co-dependence than those without benzodiazepine co-dependence or controls. In early abstinence the opioid dependents performed poorer than the controls in tests measuring attention and working memory, executive function and fluid intelligence. Test results of the Culture Fair Intelligence Test (CFIT), testing fluid intelligence, and Paced Auditory Serial Addition Test (PASAT), measuring attention and working memory correlated positively with the days of abstinence. MRI measurements showed that the relative volume of CSF was significantly larger in opioid dependents, which could also be seen in visual analysis. Also Sylvian fissures, expressed by SFR were wider in patients, which correlated negatively with the age of opioid abuse onset. In controls the relative gray matter volume had a positive correlation with composite cognitive performance, but this correlation was not found in opioid dependents in early abstinence. Conclusions: Opioid dependents had wide Sylvian fissures and CSF spaces indicating frontotemporal atrophy. Dilatation of Sylvian fissures correlated with the abuse onset age. During early withdrawal cognitive performance of opioid dependents was impaired. While intoxicated the pre-attentive attention to novel stimulus was delayed and benzodiazepine co-dependence impaired sound detection. All these changes point to disturbances on frontotemporal areas.

Electroencephalographic and Immunological Findings in Patients with Schizophrenia Treated with Clozapine

This work studies the effect of clozapine (CLO) on the electroencephalography (EEG) and reactive oxygen species (ROS) production by peripheral blood monocytes (MO) in patients with schizophrenia (SCH). The aim of the study was to investigate the mechanism of action of CLO, to clarify the effect of CLO on EEG absolute power spectrum and ROS production, and explore the relationship of these effects with clinical response. We also tried to clarify whether the EEG changes or ROS production would help to identify the patients who were most likely to respond to treatment with CLO. Our findings suggest that the amount of slow background activity, particularly the absolute power of the theta frequency band, in the EEG is markedly increased by CLO treatment and this finding correlates positively with clinical improvement in patients with SCH. CLO affected the production of ROS by blood MO with reduction or minimal increase of the ROS production being associated with clinical improvement, whereas marked increase of the ROS production did not. Also a positive correlation between theta absolute power increase in the EEG and suppression of the production of ROS by blood MO was found. The correlations between different symptom clusters of SCH and the EEG rhythms were investigated; the absolute power of beta activity in the EEG seemed to correlate positively to overall psychopathology in patients with SCH showing inadequate response. The results suggest that the EEG background activity and investigation of the production of ROS by MO seem to be an adjunctive method to objectively assess and possibly predict the therapeutic effect of CLO in patients with chronic SCH showing inadequate response to treatment with conventional antipsychotics.

Pharmacogenetics of SLCO1B1: Population genetics and effect on statins

Kohonneiden kolesterolipitoisuuksien alentamisessa käytettävien statiinien hyödyt sydän- ja verisuonisairauksien estossa on vahvasti osoitettu ja niiden käyttö on niin Suomessa kuin muuallakin maailmassa kasvanut voimakkaasti – Suomessa statiininkäyttäjiä on noin 600 000. Statiinilääkitys on pitkäaikaisessakin käytössä melko hyvin siedetty, mutta yleisimpinä haittavaikutuksina voi ilmetä lihasheikkoutta, -kipua ja -kramppeja, jotka voivat edetä jopa henkeä uhkaavaksi lihasvaurioksi. Lihashaittariski suurenee suhteessa statiiniannokseen ja plasman statiinipitoisuuksiin. Statiinien plasmapitoisuuksissa, tehossa ja haittavaikutusten ilmenemisessä on suuria potilaskohtaisia eroja. SLCO1B1-geenin koodaama OATP1B1-kuljetusproteiini kuljettaa monia elimistön omia aineita ja lääkeaineita verenkierrosta solukalvon läpi maksasoluun, mm. statiineja, joiden kolesterolia alentava vaikutus ja poistuminen elimistöstä tapahtuvat pääosin maksassa. Erään SLCO1B1-geenin nukleotidimuutoksen (c.521T>C) tiedetään heikentävän OATP1B1:n kuljetustehoa. Tässä väitöskirjatyössä selvitettiin SLCO1B1-geenin perinnöllistä muuntelua suomalaisilla ja eri väestöissä maailmanlaajuisesti. Lisäksi selvitettiin SLCO1B1:n muunnosten vaikutusta eri statiinien pitoisuuksiin (farmakokinetiikka) ja vaikutuksiin (farmakodynamiikka) sekä kolesteroliaineenvaihduntaan. Näihin tutkimuksiin valittiin SLCO1B1-genotyypin perusteella terveitä vapaaehtoisia koehenkilöitä, joille annettiin eri päivinä kerta-annos kutakin tutkittavaa statiinia: fluvastatiinia, pravastatiinia, simvastatiinia, rosuvastatiinia ja atorvastatiinia. Verinäytteistä määritettiin plasman statiinien ja niiden aineenvaihduntatuotteiden sekä kolesterolin ja sen muodostumista ja imeytymistä kuvaavien merkkiaineiden pitoisuuksia. Toiminnallisesti merkittävien SLCO1B1-geenimuunnosten esiintyvyydessä todettiin suuria eroja eri väestöjen välillä. Suomalaisilla SLCO1B1 c.521TC-genotyypin (geenimuunnos toisessa vastinkromosomissa) esiintyvyys oli noin 32 % ja SLCO1B1 c.521CC-genotyypin (geenimuunnos molemmissa vastinkromosomeissa) esiintyvyys noin 4 %. Globaalisti geenimuunnosten esiintyvyys korreloi maapallon leveyspiirien kanssa siten, että matalaan transportteriaktiivisuuteen johtavat muunnokset olivat yleisimpiä pohjoisessa ja korkeaan aktiivisuuteen johtavat päiväntasaajan lähellä asuvilla väestöillä. SLCO1B1-genotyypillä oli merkittävä vaikutus statiinien plasmapitoisuksiin lukuun ottamatta fluvastatiinia. Simvastatiinihapon plasmapitoisuudet olivat keskimäärin 220 %, atorvastatiinin 140 %, pravastatiinin 90 % ja rosuvastatiinin 70 % suuremmat c.521CC-genotyypin omaavilla koehenkilöillä verrattuna normaalin c.521TT-genotyypin omaaviin. Genotyypillä ei ollut merkittävää vaikutusta minkään statiinin tehoon tässä kerta-annostutkimuksessa, mutta geenimuunnoksen kantajilla perustason kolesterolisynteesinopeus oli suurempi. Tulokset osoittavat, että SLCO1B1 c.521T>C geenimuunnos on varsin yleinen suomalaisilla ja muilla ei-afrikkalaisilla väestöillä. Tämä geenimuunnos voi altistaa erityisesti simvastatiinin, mutta myös atorvastatiinin, pravastatiinin ja rosuvastatiinin, aiheuttamille lihashaitoille suurentamalla niiden plasmapitoisuuksia. SLCO1B1:n geenimuunnoksen testaamista voidaan tulevaisuudessa käyttää apuna valittaessa sopivaa statiinilääkitystä ja -annosta potilaalle, ja näin parantaa sekä statiinihoidon turvallisuutta että tehoa.

Cyclosporine population pharmacokinetics in pediatric renal transplant recipients

Cyclosporine is an immunosuppressant drug with a narrow therapeutic index and large variability in pharmacokinetics. To improve cyclosporine dose individualization in children, we used population pharmacokinetic modeling to study the effects of developmental, clinical, and genetic factors on cyclosporine pharmacokinetics in altogether 176 subjects (age range: 0.36–20.2 years) before and up to 16 years after renal transplantation. Pre-transplantation test doses of cyclosporine were given intravenously (3 mg/kg) and orally (10 mg/kg), on separate occasions, followed by blood sampling for 24 hours (n=175). After transplantation, in a total of 137 patients, cyclosporine concentration was quantified at trough, two hours post-dose, or with dose-interval curves. One-hundred-four of the studied patients were genotyped for 17 putatively functionally significant sequence variations in the ABCB1, SLCO1B1, ABCC2, CYP3A4, CYP3A5, and NR1I2 genes. Pharmacokinetic modeling was performed with the nonlinear mixed effects modeling computer program, NONMEM. A 3-compartment population pharmacokinetic model with first order absorption without lag-time was used to describe the data. The most important covariate affecting systemic clearance and distribution volume was allometrically scaled body weight i.e. body weight**3/4 for clearance and absolute body weight for volume of distribution. The clearance adjusted by absolute body weight declined with age and pre-pubertal children (< 8 years) had an approximately 25% higher clearance/body weight (L/h/kg) than did older children. Adjustment of clearance for allometric body weight removed its relationship to age after the first year of life. This finding is consistent with a gradual reduction in relative liver size towards adult values, and a relatively constant CYP3A content in the liver from about 6–12 months of age to adulthood. The other significant covariates affecting cyclosporine clearance and volume of distribution were hematocrit, plasma cholesterol, and serum creatinine, explaining up to 20%–30% of inter-individual differences before transplantation. After transplantation, their predictive role was smaller, as the variations in hematocrit, plasma cholesterol, and serum creatinine were also smaller. Before transplantation, no clinical or demographic covariates were found to affect oral bioavailability, and no systematic age-related changes in oral bioavailability were observed. After transplantation, older children receiving cyclosporine twice daily as the gelatine capsule microemulsion formulation had an about 1.25–1.3 times higher bioavailability than did the younger children receiving the liquid microemulsion formulation thrice daily. Moreover, cyclosporine oral bioavailability increased over 1.5-fold in the first month after transplantation, returning thereafter gradually to its initial value in 1–1.5 years. The largest cyclosporine doses were administered in the first 3–6 months after transplantation, and thereafter the single doses of cyclosporine were often smaller than 3 mg/kg. Thus, the results suggest that cyclosporine displays dose-dependent, saturable pre-systemic metabolism even at low single doses, whereas complete saturation of CYP3A4 and MDR1 (P-glycoprotein) renders cyclosporine pharmacokinetics dose-linear at higher doses. No significant associations were found between genetic polymorphisms and cyclosporine pharmacokinetics before transplantation in the whole population for which genetic data was available (n=104). However, in children older than eight years (n=22), heterozygous and homozygous carriers of the ABCB1 c.2677T or c.1236T alleles had an about 1.3 times or 1.6 times higher oral bioavailability, respectively, than did non-carriers. After transplantation, none of the ABCB1 SNPs or any other SNPs were found to be associated with cyclosporine clearance or oral bioavailability in the whole population, in the patients older than eight years, or in the patients younger than eight years. In the whole population, in those patients carrying the NR1I2 g.-25385C–g.-24381A–g.-205_-200GAGAAG–g.7635G–g.8055C haplotype, however, the bioavailability of cyclosporine was about one tenth lower, per allele, than in non-carriers. This effect was significant also in a subgroup of patients older than eight years. Furthermore, in patients carrying the NR1I2 g.-25385C–g.-24381A–g.-205_-200GAGAAG–g.7635G–g.8055T haplotype, the bioavailability was almost one fifth higher, per allele, than in non-carriers. It may be possible to improve individualization of cyclosporine dosing in children by accounting for the effects of developmental factors (body weight, liver size), time after transplantation, and cyclosporine dosing frequency/formulation. Further studies are required on the predictive value of genotyping for individualization of cyclosporine dosing in children.

Monte Carlo Simulations of Molecular Clusters in Nucleation

A better understanding of the limiting step in a first order phase transition, the nucleation process, is of major importance to a variety of scientific fields ranging from atmospheric sciences to nanotechnology and even to cosmology. This is due to the fact that in most phase transitions the new phase is separated from the mother phase by a free energy barrier. This barrier is crossed in a process called nucleation. Nowadays it is considered that a significant fraction of all atmospheric particles is produced by vapor-to liquid nucleation. In atmospheric sciences, as well as in other scientific fields, the theoretical treatment of nucleation is mostly based on a theory known as the Classical Nucleation Theory. However, the Classical Nucleation Theory is known to have only a limited success in predicting the rate at which vapor-to-liquid nucleation takes place at given conditions. This thesis studies the unary homogeneous vapor-to-liquid nucleation from a statistical mechanics viewpoint. We apply Monte Carlo simulations of molecular clusters to calculate the free energy barrier separating the vapor and liquid phases and compare our results against the laboratory measurements and Classical Nucleation Theory predictions. According to our results, the work of adding a monomer to a cluster in equilibrium vapour is accurately described by the liquid drop model applied by the Classical Nucleation Theory, once the clusters are larger than some threshold size. The threshold cluster sizes contain only a few or some tens of molecules depending on the interaction potential and temperature. However, the error made in modeling the smallest of clusters as liquid drops results in an erroneous absolute value for the cluster work of formation throughout the size range, as predicted by the McGraw-Laaksonen scaling law. By calculating correction factors to Classical Nucleation Theory predictions for the nucleation barriers of argon and water, we show that the corrected predictions produce nucleation rates that are in good comparison with experiments. For the smallest clusters, the deviation between the simulation results and the liquid drop values are accurately modelled by the low order virial coefficients at modest temperatures and vapour densities, or in other words, in the validity range of the non-interacting cluster theory by Frenkel, Band and Bilj. Our results do not indicate a need for a size dependent replacement free energy correction. The results also indicate that Classical Nucleation Theory predicts the size of the critical cluster correctly. We also presents a new method for the calculation of the equilibrium vapour density, surface tension size dependence and planar surface tension directly from cluster simulations. We also show how the size dependence of the cluster surface tension in equimolar surface is a function of virial coefficients, a result confirmed by our cluster simulations.

Lightcurve inversion for asteroid spins and shapes

Knowledge of the physical properties of asteroids is crucial in many branches of solar-system research. Knowledge of the spin states and shapes is needed, e.g., for accurate orbit determination and to study the history and evolution of the asteroids. In my thesis, I present new methods for using photometric lightcurves of asteroids in the determination of their spin states and shapes. The convex inversion method makes use of a general polyhedron shape model and provides us at best with an unambiguous spin solution and a convex shape solution that reproduces the main features of the original shape. Deriving information about the non-convex shape features is, in principle, also possible, but usually requires a priori information about the object. Alternatively, a distribution of non-convex solutions, describing the scale of the non-convexities, is also possible to be obtained. Due to insufficient number of absolute observations and inaccurately defined asteroid phase curves, the $c/b$-ratio, i.e., the flatness of the shape model is often somewhat ill-defined. However, especially in the case of elongated objects, the flatness seems to be quite well constrained, even in the case when only relative lightcurves are available. The results prove that it is, contrary to the earlier misbelief, possible to derive shape information from the lightcurve data if a sufficiently wide range of observing geometries is covered by the observations. Along with the more accurate shape models, also the rotational states, i.e., spin vectors and rotation periods, are defined with improved accuracy. The shape solutions obtained so far reveal a population of irregular objects whose most descriptive shape characteristics, however, can be expressed with only a few parameters. Preliminary statistical analyses for the shapes suggests that there are correlations between shape and other physical properties, such as the size, rotation period and taxonomic type of the asteroids. More shape data of, especially, the smallest and largest asteroids, as well as the fast and slow rotators is called for in order to be able to study the statistics more thoroughly.

The effects of marriage partners' socio-economic positions on the risk of divorce in Finland

Väitöskirjatutkimuksen tavoitteena oli selvittää, miten aviopuolisoiden sosioekonominen asema vaikuttaa avioeroriskiin Suomessa. Tutkimuksessa käytettiin Tilastokeskuksen rekistereistä koottua aineistoa, joka koskee suomalaisten ensimmäisiä avioliittoja vuoden 1990 lopussa ja avioeroja vuosina 1991−93. Väitöskirjaan sisältyy kolme osatutkimusta. Ensimmäinen osatutkimus käsitteli avioeroriskin vaihtelua aviopuolisoiden sosioekonomisen aseman eri osatekijöiden (koulutusaste, sosiaaliryhmä, pääasiallinen toiminta, tulotaso, asunnon omistaminen ja asumisahtaus) mukaan. Kaiken kaikkiaan avioeroriski oli sitä pienempi, mitä paremmassa taloudellisessa ja sosiaalisessa asemassa aviopuolisot olivat. Esimerkiksi miehen ja vaimon korkea koulutusaste, toimihenkilöammatti, työssäkäynti (etenkin verrattuna työttömyyteen) sekä omistusasunnossa asuminen liittyivät pienentyneeseen avioeroriskiin. Vaimon sosioekonomisen aseman yhteys avioeroriskiin oli paljolti samanlainen kuin miehen aseman yhteys. Huomattavin poikkeus tähän oli, että vaimon suuret tulot lisäsivät avioeroriskiä, vaikka miehen suurilla tuloilla oli päinvastainen vaikutus. Lisäksi kotitaloustyötä pääasiallisena toimintanaan tekevillä naisilla (pääasiallisen toiminnan luokka ”muut”) oli vielä pienempi avioeroriski kuin työssäkäyvillä naisilla. Toisessa osatutkimuksessa keskityttiin aviomiehen ja vaimon aseman yhdistettyyn vaikutukseen. Selviä viitteitä siitä, että puolisoiden koulutustasojen erilaisuus lisäisi eroriskiä, ei saatu. Pareilla, joissa molemmilla oli enintään perusasteen koulutus, oli kuitenkin odotettua pienempi avioeroriski. Eroriski oli suhteellisen alhainen pareilla, joissa vaimo oli työssäkäyvä tai kotitaloustyötä tekevä ja aviomies työssäkäyvä. Eroriskiä kasvatti se, että aviomies, vaimo tai molemmat puolisot olivat työttömiä. Vaimon korkea tulotaso lisäsi eroriskiä miehen kaikilla tulotasoilla mutta erityisen voimakkaasti silloin, kun miehen tulotaso oli alhainen. Kolmanneksi selvitettiin, vaikuttaako puolisoiden sosioekonominen asema avioeroriskiin eri tavalla riippuen siitä, kauanko avioliitto on kestänyt. Tällöin havaittiin, että vähän koulutettujen ja työntekijäammateissa toimivien puolisoiden suuri eroriski rajoittuu paljolti nuorimpiin avioliittoihin. Sen sijaan esim. puolisoiden työttömyys, vaimon korkea tulotaso ja vuokra-asunnossa asuminen kasvattivat eroriskiä riippumatta siitä, kuinka kauan avioliitto oli kestänyt. Kaiken kaikkiaan eroriski oli siis sitä pienempi, mitä paremmassa taloudellisessa ja sosiaalisessa asemassa puolisot olivat. Vaimon taloudellisilla ja sosiaalisilla resursseilla näyttää kuitenkin olevan myös joitakin avioeroriskiä lisääviä vaikutuksia.

The effects of the 2004 reduction in the price of alcohol on alcohol-related harm in Finland : A natural experiment based on register data

Changes in alcohol pricing have been documented as inversely associated with changes in consumption and alcohol-related problems. Evidence of the association between price changes and health problems is nevertheless patchy and is based to a large extent on cross-sectional state-level data, or time series of such cross-sectional analyses. Natural experimental studies have been called for. There was a substantial reduction in the price of alcohol in Finland in 2004 due to a reduction in alcohol taxes of one third, on average, and the abolition of duty-free allowances for travellers from the EU. These changes in the Finnish alcohol policy could be considered a natural experiment, which offered a good opportunity to study what happens with regard to alcohol-related problems when prices go down. The present study investigated the effects of this reduction in alcohol prices on (1) alcohol-related and all-cause mortality, and mortality due to cardiovascular diseases, (2) alcohol-related morbidity in terms of hospitalisation, (3) socioeconomic differentials in alcohol-related mortality, and (4) small-area differences in interpersonal violence in the Helsinki Metropolitan area. Differential trends in alcohol-related mortality prior to the price reduction were also analysed. A variety of population-based register data was used in the study. Time-series intervention analysis modelling was applied to monthly aggregations of deaths and hospitalisation for the period 1996-2006. These and other mortality analyses were carried out for men and women aged 15 years and over. Socioeconomic differentials in alcohol-related mortality were assessed on a before/after basis, mortality being followed up in 2001-2003 (before the price reduction) and 2004-2005 (after). Alcohol-related mortality was defined in all the studies on mortality on the basis of information on both underlying and contributory causes of death. Hospitalisation related to alcohol meant that there was a reference to alcohol in the primary diagnosis. Data on interpersonal violence was gathered from 86 administrative small-areas in the Helsinki Metropolitan area and was also assessed on a before/after basis followed up in 2002-2003 and 2004-2005. The statistical methods employed to analyse these data sets included time-series analysis, and Poisson and linear regression. The results of the study indicate that alcohol-related deaths increased substantially among men aged 40-69 years and among women aged 50-69 after the price reduction when trends and seasonal variation were taken into account. The increase was mainly attributable to chronic causes, particularly liver diseases. Mortality due to cardiovascular diseases and all-cause mortality, on the other hand, decreased considerably among the-over-69-year-olds. The increase in alcohol-related mortality in absolute terms among the 30-59-year-olds was largest among the unemployed and early-age pensioners, and those with a low level of education, social class or income. The relative differences in change between the education and social class subgroups were small. The employed and those under the age of 35 did not suffer from increased alcohol-related mortality in the two years following the price reduction. The gap between the age and education groups, which was substantial in the 1980s, thus further broadened. With regard to alcohol-related hospitalisation, there was an increase in both chronic and acute causes among men under the age of 70, and among women in the 50-69-year age group when trends and seasonal variation were taken into account. Alcohol dependence and other alcohol-related mental and behavioural disorders were the largest category in both the total number of chronic hospitalisation and in the increase. There was no increase in the rate of interpersonal violence in the Helsinki Metropolitan area, and even a decrease in domestic violence. There was a significant relationship between the measures of social disadvantage on the area level and interpersonal violence, although the differences in the effects of the price reduction between the different areas were small. The findings of the present study suggest that that a reduction in alcohol prices may lead to a substantial increase in alcohol-related mortality and morbidity. However, large population group differences were observed regarding responsiveness to the price changes. In particular, the less privileged, such as the unemployed, were most sensitive. In contrast, at least in the Finnish context, the younger generations and the employed do not appear to be adversely affected, and those in the older age groups may even benefit from cheaper alcohol in terms of decreased rates of CVD mortality. The results also suggest that reductions in alcohol prices do not necessarily affect interpersonal violence. The population group differences in the effects of the price changes on alcohol-related harm should be acknowledged, and therefore the policy actions should focus on the population subgroups that are primarily responsive to the price reduction.