3 resultados para Public debt risk premium
em Indian Institute of Science - Bangalore - Índia
Resumo:
Population growth and rapid urbanization lead to considerable stress on already depleting water resources. A great challenge for water authorities of urban cities is to supply adequate and reliable safe water to all consumers. In most of the developing countries water scarcity and high demands have led the water authorities to resort to intermittent supplies. Surface and groundwater are the major sources of supply in urban cities. The direct consequences of intermittent supplies and poor sanitation practices are several incidences of water borne diseases posing public health risk. In order to minimize the supply-demand gap and to assure good quality of water, new techniques or models can be helpful to manage the water distribution systems (WDS) in a better way. In the present paper, a review is carried out on the existing urban water supply management methodologies with a way forward for the proper management of the water supply systems.
Resumo:
Background: Recent research on glioblastoma (GBM) has focused on deducing gene signatures predicting prognosis. The present study evaluated the mRNA expression of selected genes and correlated with outcome to arrive at a prognostic gene signature. Methods: Patients with GBM (n = 123) were prospectively recruited, treated with a uniform protocol and followed up. Expression of 175 genes in GBM tissue was determined using qRT-PCR. A supervised principal component analysis followed by derivation of gene signature was performed. Independent validation of the signature was done using TCGA data. Gene Ontology and KEGG pathway analysis was carried out among patients from TCGA cohort. Results: A 14 gene signature was identified that predicted outcome in GBM. A weighted gene (WG) score was found to be an independent predictor of survival in multivariate analysis in the present cohort (HR = 2.507; B = 0.919; p < 0.001) and in TCGA cohort. Risk stratification by standardized WG score classified patients into low and high risk predicting survival both in our cohort (p = <0.001) and TCGA cohort (p = 0.001). Pathway analysis using the most differentially regulated genes (n = 76) between the low and high risk groups revealed association of activated inflammatory/immune response pathways and mesenchymal subtype in the high risk group. Conclusion: We have identified a 14 gene expression signature that can predict survival in GBM patients. A network analysis revealed activation of inflammatory response pathway specifically in high risk group. These findings may have implications in understanding of gliomagenesis, development of targeted therapies and selection of high risk cancer patients for alternate adjuvant therapies.
Resumo:
Complex systems inspired analysis suggests a hypothesis that financial meltdowns are abrupt critical transitions that occur when the system reaches a tipping point. Theoretical and empirical studies on climatic and ecological dynamical systems have shown that approach to tipping points is preceded by a generic phenomenon called critical slowing down, i.e. an increasingly slow response of the system to perturbations. Therefore, it has been suggested that critical slowing down may be used as an early warning signal of imminent critical transitions. Whether financial markets exhibit critical slowing down prior to meltdowns remains unclear. Here, our analysis reveals that three major US (Dow Jones Index, S&P 500 and NASDAQ) and two European markets (DAX and FTSE) did not exhibit critical slowing down prior to major financial crashes over the last century. However, all markets showed strong trends of rising variability, quantified by time series variance and spectral function at low frequencies, prior to crashes. These results suggest that financial crashes are not critical transitions that occur in the vicinity of a tipping point. Using a simple model, we argue that financial crashes are likely to be stochastic transitions which can occur even when the system is far away from the tipping point. Specifically, we show that a gradually increasing strength of stochastic perturbations may have caused to abrupt transitions in the financial markets. Broadly, our results highlight the importance of stochastically driven abrupt transitions in real world scenarios. Our study offers rising variability as a precursor of financial meltdowns albeit with a limitation that they may signal false alarms.