Comparing cooperative and non-cooperative crash risk assessment

Cooperative Systems provide, through the multiplication of information sources over the road, a lot of potential to improve the assessment of the road risk describing a particular driving situation. In this paper, we compare the performance of a cooperative risk assessment approach against a non-cooperative approach; we used an advanced simulation framework, allowing for accurate and detailed, close-to-reality simulations. Risk is estimated, in both cases, with combinations of indicators based on the TTC. For the non-cooperative approach, vehicles are equipped only with an AAC-like forward-facing ranging sensor. On the other hand, for the cooperative approach, vehicles share information through 802.11p IVC and create an augmented map representing their environment; risk indicators are then extracted from this map. Our system shows that the cooperative risk assessment provides a systematic increase of forward warning to most of the vehicles involved in a freeway emergency braking scenario, compared to a non-cooperative system.

Coordinated probabilistic optimal decision-making model for multi-area ATC with risk control

In the decision-making of multi-area ATC (Available Transfer Capacity) in electricity market environment, the existing resources of transmission network should be optimally dispatched and coordinately employed on the premise that the secure system operation is maintained and risk associated is controllable. The non-sequential Monte Carlo simulation is used to determine the ATC probability density distribution of specified areas under the influence of several uncertainty factors, based on which, a coordinated probabilistic optimal decision-making model with the maximal risk benefit as its objective is developed for multi-area ATC. The NSGA-II is applied to calculate the ATC of each area, which considers the risk cost caused by relevant uncertainty factors and the synchronous coordination among areas. The essential characteristics of the developed model and the employed algorithm are illustrated by the example of IEEE 118-bus test system. Simulative result shows that, the risk of multi-area ATC decision-making is influenced by the uncertainties in power system operation and the relative importance degrees of different areas.

Comparison of moped, scooter and motorcycle crash risk and crash severity

The increased popularity of mopeds and motor scooters in Australia and elsewhere in the last decade has contributed substantially to the greater use of powered two-wheelers (PTWs) as a whole. As the exposure of mopeds and scooters has increased, so too has the number of reported crashes involving those PTW types, but there is currently little research comparing the safety of mopeds and, particularly, larger scooters with motorcycles. This study compared the crash risk and crash severity of motorcycles, mopeds and larger scooters in Queensland, Australia. Comprehensive data cleansing was undertaken to separate motorcycles, mopeds and larger scooters in police-reported crash data covering the five years to 30 June 2008. The crash rates of motorcycles (including larger scooters) and mopeds in terms of registered vehicles were similar over this period, although the moped crash rate showed a stronger downward trend. However, the crash rates in terms of distance travelled were nearly four times higher for mopeds than for motorcycles (including larger scooters). More comprehensive distance travelled data is needed to confirm these findings. The overall severity of moped and scooter crashes was significantly lower than motorcycle crashes but an ordered probit regression model showed that crash severity outcomes related to differences in crash characteristics and circumstances, rather than differences between PTW types per se. Greater motorcycle crash severity was associated with higher (>80 km/h) speed zones, horizontal curves, weekend, single vehicle and nighttime crashes. Moped crashes were more severe at night and in speed zones of 90 km/h or more. Larger scooter crashes were more severe in 70 km/h zones (than 60 km/h zones) but not in higher speed zones, and less severe on weekends than on weekdays. The findings can be used to inform potential crash and injury countermeasures tailored to users of different PTW types.

Narrative review of changing medical and feminist perspectives on menopause : from femininity and ageing to risk and choice

Meanings and descriptions of menopause have shifted focus over the past century and a half; more particularly the past sixty years has seen a shift from descriptions of hormone decline and its relation to ageing, femininity and symptoms of menopause since the 1960's to the possibility for preventive medicine afforded by menopause. Medicine is not a static field in its construction of menopause. It has changed, not least by its engagement (positively or negatively) with critique from both within (epidemiological) and without (feminist and social sciences). In this review we identify three recent changes: (1) Increasing concern with women's decision-making. (2) The emergence from within medicine of the rejection of the use of language which defines menopause as a condition of deficiency. (3) New insights from postmodern and poststructural analyses of menopause that examine the epistemological foundations of medical and feminist concepts of menopause and contest fixed descriptions of the experience of menopause. Key aspects of a ‘medical menopause’ nevertheless remain constant: menopause is a loss of hormones that results in predictable effects and risks and may be ameliorated by hormone replacement therapy. A question therefore emerges about how and to what effect medical practitioners have engaged with critiques of the medical menopause?

Menopause as a long-term risk to health : implications of general practitioner accounts of prevention for women’s choice and decision-making

Over the past two decades medical researchers and modernist feminist researchers have contested the meaning of menopause. In this article we examine various meanings of menopause in major medical and feminist literature and the construction of menopause in a semi-structured interview study of general practitioners in rural South Australia. Three discursive themes are identified in these interviews; (i) the hormonal menopause – symptoms, risk, prevention; (ii) the informed menopausal woman; and (iii) decision-making and hormone replacement therapy. By using the discourse of prevention, general practitioners construct menopause in relation to women's health care choices, empowerment and autonomy. We argue that the ways in which these concepts are deployed by general practitioners in this study produces and constrains the options available to women. The implications of these general practitioner accounts are discussed in relation to the proposition that medical and feminist descriptions of menopause posit alternative but equally-fixed truths about menopause and their relationship with the range of responses available to women at menopause. Social and cultural explanations of disease causality (c.f.Germov 1998, Hardey 1998) are absent from the new menopause despite their being an integral part of the framework of the women's health movement and health promotion drawn on by these general practitioners. Further, the shift of responsibility for health to the individual woman reinforces practice claims to empower women, but oversimplifies power relations and constructs menopause as a site of self-surveillance. The use of concepts from the women's health movement and health promotion have nevertheless created change in both the positioning of women as having ‘choices’ and the positioning of some general practitioners in terms of greater information provision to women and an attention to the woman's autonomy. In conclusion, we propose that a new menopause has evolved from a discursive shift in medicine and that there exists within this new configuration, claiming the empowerment of women as an integral part of health care for menopause, the possibility for change in medical practice which will broaden, strengthen, and maintain this position.

Extremely cold and hot temperatures increase the risk of ischaemic heart disease mortality : epidemiological evidence from China

Objective: To examine the effects of extremely cold and hot temperatures on ischaemic heart disease (IHD) mortality in five cities (Beijing, Tianjin, Shanghai, Wuhan and Guangzhou) in China; and to examine the time relationships between cold and hot temperatures and IHD mortality for each city. Design: A negative binomial regression model combined with a distributed lag non-linear model was used to examine city-specific temperature effects on IHD mortality up to 20 lag days. A meta-analysis was used to pool the cold effects and hot effects across the five cities. Patients: 16 559 IHD deaths were monitored by a sentinel surveillance system in five cities during 2004–2008. Results: The relationships between temperature and IHD mortality were non-linear in all five cities. The minimum-mortality temperatures in northern cities were lower than in southern cities. In Beijing, Tianjin and Guangzhou, the effects of extremely cold temperatures were delayed, while Shanghai and Wuhan had immediate cold effects. The effects of extremely hot temperatures appeared immediately in all the cities except Wuhan. Meta-analysis showed that IHD mortality increased 48% at the 1st percentile of temperature (extremely cold temperature) compared with the 10th percentile, while IHD mortality increased 18% at the 99th percentile of temperature (extremely hot temperature) compared with the 90th percentile. Conclusions: Results indicate that both extremely cold and hot temperatures increase IHD mortality in China. Each city has its characteristics of heat effects on IHD mortality. The policy for response to climate change should consider local climate–IHD mortality relationships.

A systematic review of naturalistic interventions in refugee populations

Naturalistic interventions with refugee populations examine outcomes following mental health interventions in existing refugee service organisations. The current review aimed to examine outcomes of naturalistic interventions and quality of the naturalistic intervention literature in refugee populations with the view to highlight the strengths and limitations of naturalistic intervention studies. Database search was conducted using the search terms ‘refugee’, ‘asylum seeker’, ‘treatment’, ‘therapy’ and ‘intervention. No date limitations were applied, but searches were limited to articles written in English. Seven studies were identified that assessed the outcome of naturalistic interventions on adult refugees or asylum seekers in a country of resettlement using quantitative outcome measures. Results showed significant variation in the outcomes of naturalistic intervention studies, with a trend towards showing decreased symptomatology at post-intervention. However, conclusions are limited by methodological problems of the studies reviewed, particularly poor documentation of intervention methods and lack of control in the design of naturalistic intervention studies. Further examination of outcomes following naturalistic interventions is needed with studies which focus on increasing the rigour of the outcome assessment process.

Nutrition screening and risk factors prior to chemotherapy in cancer patients 65 years and older

Background The largest proportion of cancer patients are aged 65 years and over. Increasing age is also associated with nutritional risk and multi-morbidities—factors which complicate the cancer treatment decision-making process in older patients. Objectives To determine whether malnutrition risk and Body Mass Index (BMI) are associated with key oncogeriatric variables as potential predictors of chemotherapy outcomes in geriatric oncology patients with solid tumours. Methods In this longitudinal study, geriatric oncology patients (aged ≥65 years) received a Comprehensive Geriatric Assessment (CGA) for baseline data collection prior to the commencement of chemotherapy treatment. Malnutrition risk was assessed using the Malnutrition Screening Tool (MST) and BMI was calculated using anthropometric data. Nutritional risk was compared with other variables collected as part of standard CGA. Associations were determined by chi-square tests and correlations. Results Over half of the 175 geriatric oncology patients were at risk of malnutrition (53.1%) according to MST. BMI ranged from 15.5–50.9kg/m2, with 35.4% of the cohort overweight when compared to geriatric cutoffs. Malnutrition risk was more prevalent in those who were underweight (70%) although many overweight participants presented as at risk (34%). Malnutrition risk was associated with a diagnosis of colorectal or lung cancer (p=0.001), dependence in activities of daily living (p=0.015) and impaired cognition (p=0.049). Malnutrition risk was positively associated with vulnerability to intensive cancer therapy (rho=0.16, p=0.038). Larger BMI was associated with a greater number of multi-morbidities (rho =.27, p=0.001. Conclusions Malnutrition risk is prevalent among geriatric patients undergoing chemotherapy, is more common in colorectal and lung cancer diagnoses, is associated with impaired functionality and cognition and negatively influences ability to complete planned intensive chemotherapy.

Studies of the off-field behaviours of sportspeople : are sponsors' objectives at risk?

The research reported here addresses the problem of athlete off-field behaviours as they influence sports’ sponsors, particularly the achievement of sponsorship objectives. The question arises because of incidents of sponsorship contract cancellation following news-media reporting of athletes’ off-field behaviours. Two studies are used to investigate the research question; the first establishes the content of news-media reports, and the second tests the effects of news’ reports on athlete, team and sponsor evaluations using an experimental design. Key assumptions of the research are that sponsorship objectives are principally consumer-based and mediated. Models of sponsorship argue that sponsors aim to reach and influence consumers through sponsees. Assuming this pathway exists is central to sponsorship activities. A corollary is that other mediators, in this case the news-media, may also communicate (uncontrollable) messages such that a consumer audience may be told of negative news that may then be associated with the sponsor. When sponsors cancel contracts it is assumed that their goal is to control the links between their brand and a negative referent. Balance theory is used to discuss the potential effects of negative off-field behaviours of athletes on sponsor’s objectives. Heider’s balance theory (1958) explains that individuals prefer to evaluate linked individuals or entities consistently. In the sponsorship context this presents the possibility that a negative evaluation of the athlete’s behaviour will contribute to correspondingly negative evaluations of the athlete’s team and sponsors. A content analysis (Study 1) was used to survey the types of athlete off-field behaviours commonly reported in a newspaper. In order to provide a local context for the research, articles from the Courier Mail were sampled and teams in the National Rugby League (NRL) competition were the focus of the research. The study identified nearly 2000 articles referring to the NRL competition; 258 of those refer to off-field incidents involving athletes. The various types of behaviours reported include assault, sexual assault allegations, driving under the influence of alcohol, illicit drug use, breaches of club rules, and positive off-field activities (i.e., charitable activities). An experiment (Study 2) tested three news’ article stimuli developed from the behaviours identified in Study 1 in a between-subjects design. A measure of Identification with the Team was used as a covariate variable in the Multivariate Analysis of Covariance analysis. Social identity theory suggests that when an individual identifies with a group, their attitudes and behaviours towards both in- and out-group members are modified. Use of Identification with the Team as a covariate acknowledges that respondents will evaluate behaviours differently according to the attribution of those behaviours to an in- or out-group member. Findings of the research suggest that the news’ article stimuli have significant, large effects on evaluations of athlete off-field behaviour and athlete Likability. Consistent with pretest results, charitable fundraising is regarded as extremely positive; the athlete, correspondingly, is likable. Assault is evaluated as extremely negative, and the athlete as unlikable. DUI scores reveal that the athlete’s behaviour is very negative; however, the athlete’s likability was evaluated as neutral. Treatment group does not produce any significant effects on team or sponsor variables. This research also finds that Identification with the Team has significant, large effects on team variables (Attitude toward the Brand and Corporate Image). Identification also has a significant large effect on athlete Likability, but not on Attitude toward the Act. Identification with the Team does not produce any significant effects on sponsor variables. The results of this research suggest that sponsor’s consumer-based objectives are not threatened by newspaper reports linking athlete off-field behaviour with their brand. Evaluations of sponsor variables (Attitude toward the Sponsor’s Brand and Corporate Image) were consistently positive. Variance in that data, however, cannot be attributed to experimental stimuli or Identification with the Team. These results argue that respondents may regard sponsorships, in principle, as good. Although it is good news for sponsors that negative evaluations of athletes will not produce correspondingly negative evaluations of consumer-based sponsorship objectives, the results indicate problems for sponsorship managers. The failure of Identification with the Team to explain sponsor variable variance indicates that the sponsor has not been evaluated as a linked entity in a relationship with the sporting team and athlete in this research. This result argues that the sponsee-mediated affective communication path that sponsors aim use to communicate with desirable publics is not necessarily a path available to them.

The individual and interactive relationship between long chain omega-3 polyunsaturated fatty acids and physical activity as predictors of cognition in cognitively impaired and non-impaired older adults

Alterations in cognitive function are characteristic of the aging process in humans and other animals. However, the nature of these age related changes in cognition is complex and is likely to be influenced by interactions between genetic predispositions and environmental factors resulting in dynamic fluctuations within and between individuals. These inter and intra-individual fluctuations are evident in both so-called normal cognitive aging and at the onset of cognitive pathology. Mild Cognitive Impairment (MCI), thought to be a prodromal phase of dementia, represents perhaps the final opportunity to mitigate cognitive declines that may lead to terminal conditions such as dementia. The prognosis for people with MCI is mixed with the evidence suggesting that many will remain stable within 10-years of diagnosis, many will improve, and many will transition to dementia. If the characteristics of people who do not progress to dementia from MCI can be identified and replicated in others it may be possible to reduce or delay dementia onset, thus reducing a growing personal and public health burden. Furthermore, if MCI onset can be prevented or delayed, the burden of cognitive decline in aging populations worldwide may be reduced. A cognitive domain that is sensitive to the effects of advancing age, and declines in which have been shown to presage the onset of dementia in MCI patients, is executive function. Moreover, environmental factors such as diet and physical activity have been shown to affect performance on tests of executive function. For example, improvements in executive function have been demonstrated as a result of increased aerobic and anaerobic physical activity and, although the evidence is not as strong, findings from dietary interventions suggest certain nutrients may preserve or improve executive functions in old age. These encouraging findings have been demonstrated in older adults with MCI and their non-impaired peers. However, there are some gaps in the literature that need to be addressed. For example, little is known about the effect on cognition of an interaction between diet and physical activity. Both are important contributors to health and wellbeing, and a growing body of evidence attests to their importance in mental and cognitive health in aging individuals. Yet physical activity and diet are rarely considered together in the context of cognitive function. There is also little known about potential underlying biological mechanisms that might explain the physical activity/diet/cognition relationship. The first aim of this program of research was to examine the individual and interactive role of physical activity and diet, specifically long chain polyunsaturated fatty acid consumption(LCn3) as predictors of MCI status. The second aim is to examine executive function in MCI in the context of the individual and interactive effects of physical activity and LCn3.. A third aim was to explore the role of immune and endocrine system biomarkers as possible mediators in the relationship between LCn3, physical activity and cognition. Study 1a was a cross-sectional analysis of MCI status as a function of erythrocyte proportions of an interaction between physical activity and LCn3. The marine based LCn3s eicosapentaenoic acid (EPA) and docosahexaenoic acid (DHA) have both received support in the literature as having cognitive benefits, although comparisons of the relative benefits of EPA or DHA, particularly in relation to the aetiology of MCI, are rare. Furthermore, a limited amount of research has examined the cognitive benefits of physical activity in terms of MCI onset. No studies have examined the potential interactive benefits of physical activity and either EPA or DHA. Eighty-four male and female adults aged 65 to 87 years, 50 with MCI and 34 without, participated in Study 1a. A logistic binary regression was conducted with MCI status as a dependent variable, and the individual and interactive relationships between physical activity and either EPA or DHA as predictors. Physical activity was measured using a questionnaire and specific physical activity categories were weighted according to the metabolic equivalents (METs) of each activity to create a physical activity intensity index (PAI). A significant relationship was identified between MCI outcome and the interaction between the PAI and EPA; participants with a higher PAI and higher erythrocyte proportions of EPA were more likely to be classified as non-MCI than their less active peers with less EPA. Study 1b was a randomised control trial using the participants from Study 1a who were identified with MCI. Given the importance of executive function as a determinant of progression to more severe forms of cognitive impairment and dementia, Study 1b aimed to examine the individual and interactive effect of physical activity and supplementation with either EPA or DHA on executive function in a sample of older adults with MCI. Fifty male and female participants were randomly allocated to supplementation groups to receive 6-months of supplementation with EPA, or DHA, or linoleic acid (LA), a long chain polyunsaturated omega-6 fatty acid not known for its cognitive enhancing properties. Physical activity was measured using the PAI from Study 1a at baseline and follow-up. Executive function was measured using five tests thought to measure different executive function domains. Erythrocyte proportions of EPA and DHA were higher at follow-up; however, PAI was not significantly different. There was also a significant improvement in three of the five executive function tests at follow-up. However, regression analyses revealed that none of the variance in executive function at follow-up was predicted by EPA, DHA, PAI, the EPA by PAI interaction, or the DHA by PAI interaction. The absence of an effect may be due to a small sample resulting in limited power to find an effect, the lack of change in physical activity over time in terms of volume and/or intensity, or a combination of both reduced power and no change in physical activity. Study 2a was a cross-sectional study using cognitively unimpaired older adults to examine the individual and interactive effects of LCn3 and PAI on executive function. Several possible explanations for the absence of an effect were identified. From this consideration of alternative explanations it was hypothesised that post-onset interventions with LCn3 either alone or in interation with self-reported physical activity may not be beneficial in MCI. Thus executive function responses to the individual and interactive effects of physical activity and LCn3 were examined in a sample of older male and female adults without cognitive impairment (n = 50). A further aim of study 2a was to operationalise executive function using principal components analysis (PCA) of several executive function tests. This approach was used firstly as a data reduction technique to overcome the task impurity problem, and secondly to examine the executive function structure of the sample for evidence of de-differentiation. Two executive function components were identified as a result of the PCA (EF 1 and EF 2). However, EPA, DHA, the PAI, or the EPA by PAI or DHA by PAI interactions did not account for any variance in the executive function components in subsequent hierarchical multiple regressions. Study 2b was an exploratory correlational study designed to explore the possibility that immune and endocrine system biomarkers may act as mediators of the relationship between LCn3, PAI, the interaction between LCn3 and PAI, and executive functions. Insulin-like growth factor-1 (IGF-1), an endocrine system growth hormone, and interleukin-6 (IL-6) an immune system cytokine involved in the acute inflammatory response, have both been shown to affect cognition including executive functions. Moreover, IGF-1 and IL-6 have been shown to be antithetical in so far as chronically increased IL-6 has been associated with reduced IGF-1 levels, a relationship that has been linked to age related morbidity. Further, physical activity and LCn3 have been shown to modulate levels of both IGF-1 and IL-6. Thus, it is possible that the cognitive enhancing effects of LCn3, physical activity or their interaction are mediated by changes in the balance between IL-6 and IGF-1. Partial and non-parametric correlations were conducted in a subsample of participants from Study 2a (n = 13) to explore these relationships. Correlations of interest did not reach significance; however, the coefficients were quite large for several relationships suggesting studies with larger samples may be warranted. In summary, the current program of research found some evidence supporting an interaction between EPA, not DHA, and higher energy expenditure via physical activity in differentiating between older adults with and without MCI. However, a RCT examining executive function in older adults with MCI found no support for increasing EPA or DHA while maintaining current levels of energy expenditure. Furthermore, a cross-sectional study examining executive function in older adults without MCI found no support for better executive function performance as a function of increased EPA or DHA consumption, greater energy expenditure via physical activity or an interaction between physical activity and either EPA or DHA. Finally, an examination of endocrine and immune system biomarkers revealed promising relationships in terms of executive function in non-MCI older adults particularly with respect to LCn3 and physical activity. Taken together, these findings demonstrate a potential benefit of increasing physical activity and LCn3 consumption, particularly EPA, in mitigating the risk of developing MCI. In contrast, no support was found for a benefit to executive function as a result of increased physical activity, LCn3 consumption or an interaction between physical activity and LCn3, in participants with and without MCI. These results are discussed with reference to previous findings in the literature including possible limitations and opportunities for future research.

Cell migration and proliferation on homogeneous and non-homogeneous domains : modelling on the scale of individuals and populations

Cell migration is a behaviour critical to many key biological effects, including wound healing, cancerous cell invasion and morphogenesis, the development of an organism from an embryo. However, given that each of these situations is distinctly different and cells are extremely complicated biological objects, interest lies in more basic experiments which seek to remove conflating factors and present a less complex environment within which cell migration can be experimentally examined. These include in vitro studies like the scratch assay or circle migration assay, and ex vivo studies like the colonisation of the hindgut by neural crest cells. The reduced complexity of these experiments also makes them much more enticing as problems to mathematically model, like done here. The primary goal of the mathematical models used in this thesis is to shed light on which cellular behaviours work to generate the travelling waves of invasion observed in these experiments, and to explore how variations in these behaviours can potentially predict differences in this invasive pattern which are experimentally observed when cell types or chemical environment are changed. Relevant literature has already identified the difficulty of distinguishing between these behaviours when using traditional mathematical biology techniques operating on a macroscopic scale, and so here a sophisticated individual-cell-level model, an extension of the Cellular Potts Model (CPM), is been constructed and used to model a scratch assay experiment. This model includes a novel mechanism for dealing with cell proliferations that allowed for the differing properties of quiescent and proliferative cells to be implemented into their behaviour. This model is considered both for its predictive power and used to make comparisons with the travelling waves which result in more traditional macroscopic simulations. These comparisons demonstrate a surprising amount of agreement between the two modelling frameworks, and suggest further novel modifications to the CPM that would allow it to better model cell migration. Considerations of the model’s behaviour are used to argue that the dominant effect governing cell migration (random motility or signal-driven taxis) likely depends on the sort of invasion demonstrated by cells, as easily seen by microscopic photography. Additionally, a scratch assay simulated on a non-homogeneous domain consisting of a ’fast’ and ’slow’ region is also used to further differentiate between these different potential cell motility behaviours. A heterogeneous domain is a novel situation which has not been considered mathematically in this context, nor has it been constructed experimentally to the best of the candidate’s knowledge. Thus this problem serves as a thought experiment used to test the conclusions arising from the simulations on homogeneous domains, and to suggest what might be observed should this non-homogeneous assay situation be experimentally realised. Non-intuitive cell invasion patterns are predicted for diffusely-invading cells which respond to a cell-consumed signal or nutrient, contrasted with rather expected behaviour in the case of random-motility-driven invasion. The potential experimental observation of these behaviours is demonstrated by the individual-cell-level model used in this thesis, which does agree with the PDE model in predicting these unexpected invasion patterns. In the interest of examining such a case of a non-homogeneous domain experimentally, some brief suggestion is made as to how this could be achieved.

Profiling event logs to configure risk indicators for process delays

Risk identification is one of the most challenging stages in the risk management process. Conventional risk management approaches provide little guidance and companies often rely on the knowledge of experts for risk identification. In this paper we demonstrate how risk indicators can be used to predict process delays via a method for configuring so-called Process Risk Indicators(PRIs). The method learns suitable configurations from past process behaviour recorded in event logs. To validate the approach we have implemented it as a plug-in of the ProM process mining framework and have conducted experiments using various data sets from a major insurance company.

The benefit of modeling jumps in realized volatility for risk prediction : evidence from Chinese mainland stocks

Recent literature has focused on realized volatility models to predict financial risk. This paper studies the benefit of explicitly modeling jumps in this class of models for value at risk (VaR) prediction. Several popular realized volatility models are compared in terms of their VaR forecasting performances through a Monte Carlo study and an analysis based on empirical data of eight Chinese stocks. The results suggest that careful modeling of jumps in realized volatility models can largely improve VaR prediction, especially for emerging markets where jumps play a stronger role than those in developed markets.

Cutaneous markers of photo-damage and risk of basal cell carcinoma of the skin : a meta-analysis

BACKGROUND: Epidemiologic research has demonstrated that cutaneous markers of photo-damage are associated with risk of basal cell carcinoma (BCC). However there has been no previous attempt to calculate pooled risk estimates. METHODS: We conducted a systematic review and meta-analysis after extracting relevant studies published up to January 2013 from five electronic databases. Eligible studies were those that permitted quantitative assessment of the association between histologically-confirmed BCC and actinic keratoses, solar elastosis, solar lentigines, or telangiectasia. RESULTS: Seven eligible studies were identified and summary odds ratios (OR) were calculated using both random and quality effects models. Having more than ten actinic keratoses was most strongly associated with BCC, conferring up to a 5-fold increase in risk (OR: 4.97; 95% CI: 3.26, 7.58). Other factors, including solar elastosis, solar lentigines, and telangiectasia had weaker but positive associations with BCC with ORs around 1.5. CONCLUSIONS: Markers of chronic photo-damage are positively associated with BCC. The presence of actinic keratoses was the most strongly associated with BCC of the markers examined. IMPACT: This work highlights the relatively modest association between markers of chronic ultraviolet exposure and BCC.