Therapeutic hypothermia after cardiac arrest : Studies on neurological and cardiological outcome and prediction of outcome in hypothermia-treated patients resuscitated from out-of-hospital cardiac arrest

The outcome of the successfully resuscitated patient is mainly determined by the extent of hypoxic-ischemic cerebral injury, and hypothermia has multiple mechanisms of action in mitigating such injury. The present study was undertaken from 1997 to 2001 in Helsinki as a part of the European multicenter study Hypothermia after cardiac arrest (HACA) to test the neuroprotective effect of therapeutic hypothermia in patients resuscitated from out-of-hospital ventricular fibrillation (VF) cardiac arrest (CA). The aim of this substudy was to examine the neurological and cardiological outcome of these patients, and especially to study and develop methods for prediction of outcome in the hypothermia-treated patients. A total of 275 patients were randomized to the HACA trial in Europe. In Helsinki, 70 patients were enrolled in the study according to the inclusion criteria. Those randomized to hypothermia were actively cooled externally to a core temperature 33 ± 1ºC for 24 hours with a cooling device. Serum markers of ischemic neuronal injury, NSE and S-100B, were sampled at 24, 36, and 48 hours after CA. Somatosensory and brain stem auditory evoked potentials (SEPs and BAEPs) were recorded 24 to 28 hours after CA; 24-hour ambulatory electrocardiography recordings were performed three times during the first two weeks and arrhythmias and heart rate variability (HRV) were analyzed from the tapes. The clinical outcome was assessed 3 and 6 months after CA. Neuropsychological examinations were performed on the conscious survivors 3 months after the CA. Quantitative electroencephalography (Q-EEG) and auditory P300 event-related potentials were studied at the same time-point. Therapeutic hypothermia of 33ºC for 24 hours led to an increased chance of good neurological outcome and survival after out-of-hospital VF CA. In the HACA study, 55% of hypothermia-treated patients and 39% of normothermia-treated patients reached a good neurological outcome (p=0.009) at 6 months after CA. Use of therapeutic hypothermia was not associated with any increase in clinically significant arrhythmias. The levels of serum NSE, but not the levels of S-100B, were lower in hypothermia- than in normothermia-treated patients. A decrease in NSE values between 24 and 48 hours was associated with good outcome at 6 months after CA. Decreasing levels of serum NSE but not of S-100B over time may indicate selective attenuation of delayed neuronal death by therapeutic hypothermia, and the time-course of serum NSE between 24 and 48 hours after CA may help in clinical decision-making. In SEP recordings bilaterally absent N20 responses predicted permanent coma with a specificity of 100% in both treatment arms. Recording of BAEPs provided no additional benefit in outcome prediction. Preserved 24- to 48-hour HRV may be a predictor of favorable outcome in CA patients treated with hypothermia. At 3 months after CA, no differences appeared in any cognitive functions between the two groups: 67% of patients in the hypothermia and 44% patients in the normothermia group were cognitively intact or had only very mild impairment. No significant differences emerged in any of the Q-EEG parameters between the two groups. The amplitude of P300 potential was significantly higher in the hypothermia-treated group. These results give further support to the use of therapeutic hypothermia in patients with sudden out-of-hospital CA.

The watershed simulation and forecasting system in the National Board of and the Environment

Yhteenveto: Vesistömalleihin perustuva vesistöjen seuranta- ja ennustejärjestelmä vesi- ja ympäristöhallinnossa

Essays on the Modeling and Prediction of Volatility and Higher Moments of Stock Returns (summary section only)

One of the most fundamental and widely accepted ideas in finance is that investors are compensated through higher returns for taking on non-diversifiable risk. Hence the quantification, modeling and prediction of risk have been, and still are one of the most prolific research areas in financial economics. It was recognized early on that there are predictable patterns in the variance of speculative prices. Later research has shown that there may also be systematic variation in the skewness and kurtosis of financial returns. Lacking in the literature so far, is an out-of-sample forecast evaluation of the potential benefits of these new more complicated models with time-varying higher moments. Such an evaluation is the topic of this dissertation. Essay 1 investigates the forecast performance of the GARCH (1,1) model when estimated with 9 different error distributions on Standard and Poor’s 500 Index Future returns. By utilizing the theory of realized variance to construct an appropriate ex post measure of variance from intra-day data it is shown that allowing for a leptokurtic error distribution leads to significant improvements in variance forecasts compared to using the normal distribution. This result holds for daily, weekly as well as monthly forecast horizons. It is also found that allowing for skewness and time variation in the higher moments of the distribution does not further improve forecasts. In Essay 2, by using 20 years of daily Standard and Poor 500 index returns, it is found that density forecasts are much improved by allowing for constant excess kurtosis but not improved by allowing for skewness. By allowing the kurtosis and skewness to be time varying the density forecasts are not further improved but on the contrary made slightly worse. In Essay 3 a new model incorporating conditional variance, skewness and kurtosis based on the Normal Inverse Gaussian (NIG) distribution is proposed. The new model and two previously used NIG models are evaluated by their Value at Risk (VaR) forecasts on a long series of daily Standard and Poor’s 500 returns. The results show that only the new model produces satisfactory VaR forecasts for both 1% and 5% VaR Taken together the results of the thesis show that kurtosis appears not to exhibit predictable time variation, whereas there is found some predictability in the skewness. However, the dynamic properties of the skewness are not completely captured by any of the models.

Kalman Filter Algorithm for Rating and Prediction in Basketball

The Thesis presents a state-space model for a basketball league and a Kalman filter algorithm for the estimation of the state of the league. In the state-space model, each of the basketball teams is associated with a rating that represents its strength compared to the other teams. The ratings are assumed to evolve in time following a stochastic process with independent Gaussian increments. The estimation of the team ratings is based on the observed game scores that are assumed to depend linearly on the true strengths of the teams and independent Gaussian noise. The team ratings are estimated using a recursive Kalman filter algorithm that produces least squares optimal estimates for the team strengths and predictions for the scores of the future games. Additionally, if the Gaussianity assumption holds, the predictions given by the Kalman filter maximize the likelihood of the observed scores. The team ratings allow probabilistic inference about the ranking of the teams and their relative strengths as well as about the teams’ winning probabilities in future games. The predictions about the winners of the games are correct 65-70% of the time. The team ratings explain 16% of the random variation observed in the game scores. Furthermore, the winning probabilities given by the model are concurrent with the observed scores. The state-space model includes four independent parameters that involve the variances of noise terms and the home court advantage observed in the scores. The Thesis presents the estimation of these parameters using the maximum likelihood method as well as using other techniques. The Thesis also gives various example analyses related to the American professional basketball league, i.e., National Basketball Association (NBA), and regular seasons played in year 2005 through 2010. Additionally, the season 2009-2010 is discussed in full detail, including the playoffs.

Simulation and graph mining tools for improving gene mapping efficiency

Gene mapping is a systematic search for genes that affect observable characteristics of an organism. In this thesis we offer computational tools to improve the efficiency of (disease) gene-mapping efforts. In the first part of the thesis we propose an efficient simulation procedure for generating realistic genetical data from isolated populations. Simulated data is useful for evaluating hypothesised gene-mapping study designs and computational analysis tools. As an example of such evaluation, we demonstrate how a population-based study design can be a powerful alternative to traditional family-based designs in association-based gene-mapping projects. In the second part of the thesis we consider a prioritisation of a (typically large) set of putative disease-associated genes acquired from an initial gene-mapping analysis. Prioritisation is necessary to be able to focus on the most promising candidates. We show how to harness the current biomedical knowledge for the prioritisation task by integrating various publicly available biological databases into a weighted biological graph. We then demonstrate how to find and evaluate connections between entities, such as genes and diseases, from this unified schema by graph mining techniques. Finally, in the last part of the thesis, we define the concept of reliable subgraph and the corresponding subgraph extraction problem. Reliable subgraphs concisely describe strong and independent connections between two given vertices in a random graph, and hence they are especially useful for visualising such connections. We propose novel algorithms for extracting reliable subgraphs from large random graphs. The efficiency and scalability of the proposed graph mining methods are backed by extensive experiments on real data. While our application focus is in genetics, the concepts and algorithms can be applied to other domains as well. We demonstrate this generality by considering coauthor graphs in addition to biological graphs in the experiments.

Bayesian fisheries stock assessment: integrating and updating knowledge

In this thesis the use of the Bayesian approach to statistical inference in fisheries stock assessment is studied. The work was conducted in collaboration of the Finnish Game and Fisheries Research Institute by using the problem of monitoring and prediction of the juvenile salmon population in the River Tornionjoki as an example application. The River Tornionjoki is the largest salmon river flowing into the Baltic Sea. This thesis tackles the issues of model formulation and model checking as well as computational problems related to Bayesian modelling in the context of fisheries stock assessment. Each article of the thesis provides a novel method either for extracting information from data obtained via a particular type of sampling system or for integrating the information about the fish stock from multiple sources in terms of a population dynamics model. Mark-recapture and removal sampling schemes and a random catch sampling method are covered for the estimation of the population size. In addition, a method for estimating the stock composition of a salmon catch based on DNA samples is also presented. For most of the articles, Markov chain Monte Carlo (MCMC) simulation has been used as a tool to approximate the posterior distribution. Problems arising from the sampling method are also briefly discussed and potential solutions for these problems are proposed. Special emphasis in the discussion is given to the philosophical foundation of the Bayesian approach in the context of fisheries stock assessment. It is argued that the role of subjective prior knowledge needed in practically all parts of a Bayesian model should be recognized and consequently fully utilised in the process of model formulation.

Topographical, structural and geophysical characterization of fracture zones: implications for groundwater flow and vulnerability

The main objective of this study is to evaluate selected geophysical, structural and topographic methods on regional, local, and tunnel and borehole scales, as indicators of the properties of fracture zones or fractures relevant to groundwater flow. Such information serves, for example, groundwater exploration and prediction of the risk of groundwater inflow in underground construction. This study aims to address how the features detected by these methods link to groundwater flow in qualitative and semi-quantitative terms and how well the methods reveal properties of fracturing affecting groundwater flow in the studied sites. The investigated areas are: (1) the Päijänne Tunnel for water-conveyance whose study serves as a verification of structures identified on regional and local scales; (2) the Oitti fuel spill site, to telescope across scales and compare geometries of structural assessment; and (3) Leppävirta, where fracturing and hydrogeological environment have been studied on the scale of a drilled well. The methods applied in this study include: the interpretation of lineaments from topographic data and their comparison with aeromagnetic data; the analysis of geological structures mapped in the Päijänne Tunnel; borehole video surveying; groundwater inflow measurements; groundwater level observations; and information on the tunnel s deterioration as demonstrated by block falls. The study combined geological and geotechnical information on relevant factors governing groundwater inflow into a tunnel and indicators of fracturing, as well as environmental datasets as overlays for spatial analysis using GIS. Geophysical borehole logging and fluid logging were used in Leppävirta to compare the responses of different methods to fracturing and other geological features on the scale of a drilled well. Results from some of the geophysical measurements of boreholes were affected by the large diameter (gamma radiation) or uneven surface (caliper) of these structures. However, different anomalies indicating more fractured upper part of the bedrock traversed by well HN4 in Leppävirta suggest that several methods can be used for detecting fracturing. Fracture trends appear to align similarly on different scales in the zone of the Päijänne Tunnel. For example, similarities of patterns were found between the regional magnetic trends, correlating with orientations of topographic lineaments interpreted as expressions of fracture zones. The same structural orientations as those of the larger structures on local or regional scales were observed in the tunnel, even though a match could not be made in every case. The size and orientation of the observation space (patch of terrain at the surface, tunnel section, or borehole), the characterization method, with its typical sensitivity, and the characteristics of the location, influence the identification of the fracture pattern. Through due consideration of the influence of the sampling geometry and by utilizing complementary fracture characterization methods in tandem, some of the complexities of the relationship between fracturing and groundwater flow can be addressed. The flow connections demonstrated by the response of the groundwater level in monitoring wells to pressure decrease in the tunnel and the transport of MTBE through fractures in bedrock in Oitti, highlight the importance of protecting the tunnel water from a risk of contamination. In general, the largest values of drawdown occurred in monitoring wells closest to the tunnel and/or close to the topographically interpreted fracture zones. It seems that, to some degree, the rate of inflow shows a positive correlation with the level of reinforcement, as both are connected with the fracturing in the bedrock. The following geological features increased the vulnerability of tunnel sections to pollution, especially when several factors affected the same locations: (1) fractured bedrock, particularly with associated groundwater inflow; (2) thin or permeable overburden above fractured rock; (3) a hydraulically conductive layer underneath the surface soil; and (4) a relatively thin bedrock roof above the tunnel. The observed anisotropy of the geological media should ideally be taken into account in the assessment of vulnerability of tunnel sections and eventually for directing protective measures.

IgA nephropathy and Henoch-Schönlein nephritis in adults : with special reference to factors affecting outcome

IgA nephropathy (IgAN) is the most common primary glomerulonephritis. In one third of the patients the disease progresses, and they eventually need renal replacement therapy. IgAN is in most cases a slowly progressing disease, and the prediction of progression has been difficult, and the results of studies have been conflicting. Henoch-Schönlein nephritis (HSN) is rare in adults, and prediction of the outcome is even more difficult than in IgAN. This study was conducted to evaluate the clinical and histopathological features and predictors of the outcome of IgAN and HSN diagnosed in one centre (313 IgAN patients and 38 HSN patients), and especially in patients with normal renal function at the time of renal biopsy. The study also aimed to evaluate whether there is a difference in the progression rates in four countries (259 patients from Finland, 112 from UK, 121 from Australia and 274 from Canada), and if so, can this be explained by differences in renal biopsy policy. The third aim was to measure urinary excretions of cytokines interleukin 1ß (IL-1ß) and interleukin 1 receptor antagonist (IL-1ra) in patients with IgAN and HSN and the correlations of excretion of these substances with histopathological damage and clinical factors. A large proportion of the patients diagnosed in Helsinki as having IgAN had normal renal function (161/313 patients). Four factors, (hypertension, higher amounts of urinary erythrocytes, severe arteriolosclerosis and a higher glomerular score) which independently predicted progression (logistic regression analysis), were identified in mild disease. There was geographic variability in renal survival in patients with IgAN. When age, levels of renal function, proteinuria and blood pressure were taken into account, it showed that the variability related mostly to lead-time bias and renal biopsy indications. Amount of proteinuria more than 0.4g/24h was the only factor that was significantly related to the progression of HSN. the Hypertension and the level of renal function were found to be factors predicting outcome in patients with normal renal function at the time of diagnosis. In IgAN patients, IL-1ra excretion into urine was found to be decreased as compared with HSN patients and healthy controls. Patients with a high IL-1ra/IL-1ß ratio had milder histopathological changes in renal biopsy than patients with a low/normal IL-1ra/IL-1ß ratio. It was also found that the excretion of IL-1ß and especially IL-1ra were significantly higher in women. In conclusion, it was shown that factors associated with outcome can reliably be identified even in mild cases of IgAN. Predicting outcome in adult HSN, however, remains difficult.

Modeling and Forecasting Implied Volatility: Implications for Trading, Pricing, and Risk Management

Modeling and forecasting of implied volatility (IV) is important to both practitioners and academics, especially in trading, pricing, hedging, and risk management activities, all of which require an accurate volatility. However, it has become challenging since the 1987 stock market crash, as implied volatilities (IVs) recovered from stock index options present two patterns: volatility smirk(skew) and volatility term-structure, if the two are examined at the same time, presents a rich implied volatility surface (IVS). This implies that the assumptions behind the Black-Scholes (1973) model do not hold empirically, as asset prices are mostly influenced by many underlying risk factors. This thesis, consists of four essays, is modeling and forecasting implied volatility in the presence of options markets’ empirical regularities. The first essay is modeling the dynamics IVS, it extends the Dumas, Fleming and Whaley (DFW) (1998) framework; for instance, using moneyness in the implied forward price and OTM put-call options on the FTSE100 index, a nonlinear optimization is used to estimate different models and thereby produce rich, smooth IVSs. Here, the constant-volatility model fails to explain the variations in the rich IVS. Next, it is found that three factors can explain about 69-88% of the variance in the IVS. Of this, on average, 56% is explained by the level factor, 15% by the term-structure factor, and the additional 7% by the jump-fear factor. The second essay proposes a quantile regression model for modeling contemporaneous asymmetric return-volatility relationship, which is the generalization of Hibbert et al. (2008) model. The results show strong negative asymmetric return-volatility relationship at various quantiles of IV distributions, it is monotonically increasing when moving from the median quantile to the uppermost quantile (i.e., 95%); therefore, OLS underestimates this relationship at upper quantiles. Additionally, the asymmetric relationship is more pronounced with the smirk (skew) adjusted volatility index measure in comparison to the old volatility index measure. Nonetheless, the volatility indices are ranked in terms of asymmetric volatility as follows: VIX, VSTOXX, VDAX, and VXN. The third essay examines the information content of the new-VDAX volatility index to forecast daily Value-at-Risk (VaR) estimates and compares its VaR forecasts with the forecasts of the Filtered Historical Simulation and RiskMetrics. All daily VaR models are then backtested from 1992-2009 using unconditional, independence, conditional coverage, and quadratic-score tests. It is found that the VDAX subsumes almost all information required for the volatility of daily VaR forecasts for a portfolio of the DAX30 index; implied-VaR models outperform all other VaR models. The fourth essay models the risk factors driving the swaption IVs. It is found that three factors can explain 94-97% of the variation in each of the EUR, USD, and GBP swaption IVs. There are significant linkages across factors, and bi-directional causality is at work between the factors implied by EUR and USD swaption IVs. Furthermore, the factors implied by EUR and USD IVs respond to each others’ shocks; however, surprisingly, GBP does not affect them. Second, the string market model calibration results show it can efficiently reproduce (or forecast) the volatility surface for each of the swaptions markets.

Archaeology and authenticity

In this master s thesis, I have discussed the question of authenticity in postprocessual archaeology. Modern archaeology is a product of the modern world, and postprocessual archaeology in turn is strongly influenced by postmodernism. The way authenticity has been understood in processual archaeology is largely dictated by the modern condition. The understanding of authenticity in postprocessual archaeology, however, rests on notions of simulation and metaphor. It has been argued by postprocessual archaeologists that the past can be experienced by metaphor, and that the relationship between now and then is of a metaphorical kind. In postprocessual archaeology, authenticity has been said to be contextual. This view has been based on a contextualist understanding of the meanings of language and metaphor. I argue that, besides being based on metaphor, authenticity is a conventional attribute based on habits of acting, which in turn have their basis in the material world and the materiality of objects. Authenticity is material meaning, and that meaning can be found out by studying the objects as signs in a chain of signification called semiosis. Authenticity therefore is semiosis.