314 resultados para modeling implied volatility


Relevância:

20.00% 20.00%

Publicador:

Resumo:

Current complication rates for adolescent spinal deformity surgery are unacceptably high and in order to improve patient outcomes, the development of a simulation tool which enables the surgical strategy for an individual patient to be optimized is necessary. In this chapter we will present our work to date in developing and validating patient-specific modeling techniques to simulate and predict patient outcomes for surgery to correct adolescent scoliosis deformity. While these simulation tools are currently being developed to simulate adolescent idiopathic scoliosis patients, they will have broader applications in simulating spinal disorders and optimizing surgical planning for other types of spine surgery. Our studies to date have highlighted the need for not only patient-specific anatomical data, but also patient-specific tissue parameters and biomechanical loading data, in order to accurately predict the physiological behaviour of the spine. Even so, patient-specific computational models are the state-of-the art in computational biomechanics and offer much potential as a pre-operative surgical planning tool.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

At the beginning of the pandemic (H1N1) 2009 outbreak, we estimated the potential surge in demand for hospital-based services in 4 Health Service Districts of Queensland, Australia, using the FluSurge model. Modifications to the model were made on the basis of emergent evidence and results provided to local hospitals to inform resource planning for the forthcoming pandemic. To evaluate the fit of the model, a comparison between the model's predictions and actual hospitalizations was made. In early 2010, a Web-based survey was undertaken to evaluate the model's usefulness. Predictions based on modified assumptions arising from the new pandemic gained better fit than results from the default model. The survey identified that the modeling support was helpful and useful to service planning for local hospitals. Our research illustrates an integrated framework involving post hoc comparison and evaluation for implementing epidemiologic modeling in response to a public health emergency.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Quantum theory has recently been employed to further advance the theory of information retrieval (IR). A challenging research topic is to investigate the so called quantum-like interference in users’ relevance judgement process, where users are involved to judge the relevance degree of each document with respect to a given query. In this process, users’ relevance judgement for the current document is often interfered by the judgement for previous documents, due to the interference on users’ cognitive status. Research from cognitive science has demonstrated some initial evidence of quantum-like cognitive interference in human decision making, which underpins the user’s relevance judgement process. This motivates us to model such cognitive interference in the relevance judgement process, which in our belief will lead to a better modeling and explanation of user behaviors in relevance judgement process for IR and eventually lead to more user-centric IR models. In this paper, we propose to use probabilistic automaton(PA) and quantum finite automaton (QFA), which are suitable to represent the transition of user judgement states, to dynamically model the cognitive interference when the user is judging a list of documents.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The design of artificial intelligence in computer games is an important component of a player's game play experience. As games are becoming more life-like and interactive, the need for more realistic game AI will increase. This is particularly the case with respect to AI that simulates how human players act, behave and make decisions. The purpose of this research is to establish a model of player-like behavior that may be effectively used to inform the design of artificial intelligence to more accurately mimic a player's decision making process. The research uses a qualitative analysis of player opinions and reactions while playing a first person shooter video game, with recordings of their in game actions, speech and facial characteristics. The initial studies provide player data that has been used to design a model of how a player behaves.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Recent studies have started to explore context-awareness as a driver in the design of adaptable business processes. The emerging challenge of identifying and considering contextual drivers in the environment of a business process are well understood, however, typical methods used in business process modeling do not yet consider this additional contextual information in their process designs. In this chapter, we describe our research towards innovative and advanced process modeling methods that include mechanisms to incorporate relevant contextual drivers and their impacts on business processes in process design models. We report on our ongoing work with an Australian insurance provider and describe the design science we employed to develop these innovative and useful artifacts as part of a context-aware method framework. We discuss the utility of these artifacts in an application in the claims handling process at the case organization.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Virtual prototyping emerges as a new technology to replace existing physical prototypes for product evaluation, which are costly and time consuming to manufacture. Virtualization technology allows engineers and ergonomists to perform virtual builds and different ergonomic analyses on a product. Digital Human Modelling (DHM) software packages such as Siemens Jack, often integrate with CAD systems to provide a virtual environment which allows investigation of operator and product compatibility. Although the integration between DHM and CAD systems allows for the ergonomic analysis of anthropometric design, human musculoskeletal, multi-body modelling software packages such as the AnyBody Modelling System (AMS) are required to support physiologic design. They provide muscular force analysis, estimate human musculoskeletal strain and help address human comfort assessment. However, the independent characteristics of the modelling systems Jack and AMS constrain engineers and ergonomists in conducting a complete ergonomic analysis. AMS is a stand alone programming system without a capability to integrate into CAD environments. Jack is providing CAD integrated human-in-the-loop capability, but without considering musculoskeletal activity. Consequently, engineers and ergonomists need to perform many redundant tasks during product and process design. Besides, the existing biomechanical model in AMS uses a simplified estimation of body proportions, based on a segment mass ratio derived scaling approach. This is insufficient to represent user populations anthropometrically correct in AMS. In addition, sub-models are derived from different sources of morphologic data and are therefore anthropometrically inconsistent. Therefore, an interface between the biomechanical AMS and the virtual human model Jack was developed to integrate a musculoskeletal simulation with Jack posture modeling. This interface provides direct data exchange between the two man-models, based on a consistent data structure and common body model. The study assesses kinematic and biomechanical model characteristics of Jack and AMS, and defines an appropriate biomechanical model. The information content for interfacing the two systems is defined and a protocol is identified. The interface program is developed and implemented through Tcl and Jack-script(Python), and interacts with the AMS console application to operate AMS procedures.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In the era of Web 2.0, huge volumes of consumer reviews are posted to the Internet every day. Manual approaches to detecting and analyzing fake reviews (i.e., spam) are not practical due to the problem of information overload. However, the design and development of automated methods of detecting fake reviews is a challenging research problem. The main reason is that fake reviews are specifically composed to mislead readers, so they may appear the same as legitimate reviews (i.e., ham). As a result, discriminatory features that would enable individual reviews to be classified as spam or ham may not be available. Guided by the design science research methodology, the main contribution of this study is the design and instantiation of novel computational models for detecting fake reviews. In particular, a novel text mining model is developed and integrated into a semantic language model for the detection of untruthful reviews. The models are then evaluated based on a real-world dataset collected from amazon.com. The results of our experiments confirm that the proposed models outperform other well-known baseline models in detecting fake reviews. To the best of our knowledge, the work discussed in this article represents the first successful attempt to apply text mining methods and semantic language models to the detection of fake consumer reviews. A managerial implication of our research is that firms can apply our design artifacts to monitor online consumer reviews to develop effective marketing or product design strategies based on genuine consumer feedback posted to the Internet.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Background: Access to cardiac services is essential for appropriate implementation of evidence-based therapies to improve outcomes. The Cardiac Accessibility and Remoteness Index for Australia (Cardiac ARIA) aimed to derive an objective, geographic measure reflecting access to cardiac services. Methods: An expert panel defined an evidence-based clinical pathway. Using Geographic Information Systems (GIS), a numeric/alpha index was developed at two points along the continuum of care. The acute category (numeric) measured the time from the emergency call to arrival at an appropriate medical facility via road ambulance. The aftercare category (alpha) measured access to four basic services (family doctor, pharmacy, cardiac rehabilitation, and pathology services) when a patient returned to their community. Results: The numeric index ranged from 1 (access to principle referral center with cardiac catheterization service ≤ 1 hour) to 8 (no ambulance service, > 3 hours to medical facility, air transport required). The alphabetic index ranged from A (all 4 services available within 1 hour drive-time) to E (no services available within 1 hour). 13.9 million (71%) Australians resided within Cardiac ARIA 1A locations (hospital with cardiac catheterization laboratory and all aftercare within 1 hour). Those outside Cardiac 1A were over-represented by people aged over 65 years (32%) and Indigenous people (60%). Conclusion: The Cardiac ARIA index demonstrated substantial inequity in access to cardiac services in Australia. This methodology can be used to inform cardiology health service planning and the methodology could be applied to other common disease states within other regions of the world.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The work presented in this poster outlines the steps taken to model a 4 mm conical collimator (BrainLab, Germany) on a Novalis Tx linear accelerator (Varian, Palo Alto, USA) capable of producing a 6MV photon beam for treatment of Stereotactic Radiosurgery (SRS) patients. The verification of this model was performed by measurements in liquid water and in virtual water. The measurements involved scanning depth dose and profiles in a water tank plus measurement of output factors in virtual water using Gafchromic® EBT3 film.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

An increase in the likelihood of navigational collisions in port waters has put focus on the collision avoidance process in port traffic safety. The most widely used on-board collision avoidance system is the automatic radar plotting aid which is a passive warning system that triggers an alert based on the pilot’s pre-defined indicators of distance and time proximities at the closest point of approaches in encounters with nearby vessels. To better help pilot in decision making in close quarter situations, collision risk should be considered as a continuous monotonic function of the proximities and risk perception should be considered probabilistically. This paper derives an ordered probit regression model to study perceived collision risks. To illustrate the procedure, the risks perceived by Singapore port pilots were obtained to calibrate the regression model. The results demonstrate that a framework based on the probabilistic risk assessment model can be used to give a better understanding of collision risk and to define a more appropriate level of evasive actions.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Navigational collisions are one of the major safety concerns in many seaports. Despite the extent of recent works done on port navigational safety research, little is known about harbor pilot’s perception of collision risks in port fairways. This paper uses a hierarchical ordered probit model to investigate associations between perceived risks and the geometric and traffic characteristics of fairways and the pilot attributes. Perceived risk data, collected through a risk perception survey conducted among the Singapore port pilots, are used to calibrate the model. Intra-class correlation coefficient justifies use of the hierarchical model in comparison with an ordinary model. Results show higher perceived risks in fairways attached to anchorages, and in those featuring sharper bends and higher traffic operating speeds. Lesser risks are perceived in fairways attached to shoreline and confined waters, and in those with one-way traffic, traffic separation scheme, cardinal marks and isolated danger marks. Risk is also found to be perceived higher in night.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Advances in safety research—trying to improve the collective understanding of motor vehicle crash causes and contributing factors—rest upon the pursuit of numerous lines of research inquiry. The research community has focused considerable attention on analytical methods development (negative binomial models, simultaneous equations, etc.), on better experimental designs (before-after studies, comparison sites, etc.), on improving exposure measures, and on model specification improvements (additive terms, non-linear relations, etc.). One might logically seek to know which lines of inquiry might provide the most significant improvements in understanding crash causation and/or prediction. It is the contention of this paper that the exclusion of important variables (causal or surrogate measures of causal variables) cause omitted variable bias in model estimation and is an important and neglected line of inquiry in safety research. In particular, spatially related variables are often difficult to collect and omitted from crash models—but offer significant opportunities to better understand contributing factors and/or causes of crashes. This study examines the role of important variables (other than Average Annual Daily Traffic (AADT)) that are generally omitted from intersection crash prediction models. In addition to the geometric and traffic regulatory information of intersection, the proposed model includes many spatial factors such as local influences of weather, sun glare, proximity to drinking establishments, and proximity to schools—representing a mix of potential environmental and human factors that are theoretically important, but rarely used. Results suggest that these variables in addition to AADT have significant explanatory power, and their exclusion leads to omitted variable bias. Provided is evidence that variable exclusion overstates the effect of minor road AADT by as much as 40% and major road AADT by 14%.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Many corporations and individuals realize that environmental sustainability is an urgent problem to address. In this chapter, we contribute to the emerging academic discussion by proposing two innovative approaches for engaging in the development of environmentally sustainable business processes. Specifically, we describe an extended process modeling approach for capturing and documenting the dioxide emissions produced during the execution of a business process. For illustration, we apply this approach to the case of a government Shared Service provider. Second, we then introduce an analysis method for measuring the carbon dioxide emissions produced during the execution of a business process. To illustrate this approach, we apply it in the real-life case of a European airport and show how this information can be leveraged in the re-design of "green" business processes.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Ion channels are membrane proteins that open and close at random and play a vital role in the electrical dynamics of excitable cells. The stochastic nature of the conformational changes these proteins undergo can be significant, however current stochastic modeling methodologies limit the ability to study such systems. Discrete-state Markov chain models are seen as the "gold standard," but are computationally intensive, restricting investigation of stochastic effects to the single-cell level. Continuous stochastic methods that use stochastic differential equations (SDEs) to model the system are more efficient but can lead to simulations that have no biological meaning. In this paper we show that modeling the behavior of ion channel dynamics by a reflected SDE ensures biologically realistic simulations, and we argue that this model follows from the continuous approximation of the discrete-state Markov chain model. Open channel and action potential statistics from simulations of ion channel dynamics using the reflected SDE are compared with those of a discrete-state Markov chain method. Results show that the reflected SDE simulations are in good agreement with the discrete-state approach. The reflected SDE model therefore provides a computationally efficient method to simulate ion channel dynamics while preserving the distributional properties of the discrete-state Markov chain model and also ensuring biologically realistic solutions. This framework could easily be extended to other biochemical reaction networks. © 2012 American Physical Society.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Singapore crash statistics from 2001 to 2006 show that the motorcyclist fatality and injury rates per registered vehicle are higher than those of other motor vehicles by 13 and 7 times respectively. The crash involvement rate of motorcyclists as victims of other road users is also about 43%. The objective of this study is to identify the factors that contribute to the fault of motorcyclists involved in crashes. This is done by using the binary logit model to differentiate between at-fault and not-at-fault cases and the analysis is further categorized by the location of the crashes, i.e., at intersections, on expressways and at non-intersections. A number of explanatory variables representing roadway characteristics, environmental factors, motorcycle descriptions, and rider demographics have been evaluated. Time trend effect shows that not-at-fault crash involvement of motorcyclists has increased with time. The likelihood of night time crashes has also increased for not-at-fault crashes at intersections and expressways. The presence of surveillance cameras is effective in reducing not-at-fault crashes at intersections. Wet road surfaces increase at-fault crash involvement at non-intersections. At intersections, not-at-fault crash involvement is more likely on single lane roads or on median lane of multi-lane roads, while on expressways at-fault crash involvement is more likely on the median lane. Roads with higher speed limit have higher at-fault crash involvement and this is also true on expressways. Motorcycles with pillion passengers or with higher engine capacity have higher likelihood of being at-fault in crashes on expressways. Motorcyclists are more likely to be at-fault in collisions involving pedestrians and this effect is higher at night. In multi-vehicle crashes, motorcyclists are more likely to be victims than at fault. Young and older riders are more likely to be at-fault in crashes than middle-aged group of riders. The findings of this study will help to develop more targeted countermeasures to improve motorcycle safety and more cost-effective safety awareness program in motorcyclist training.