221 resultados para structural models of credit risk

em Queensland University of Technology - ePrints Archive


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Using six kinds of lattice types (4×4 ,5×5 , and6×6 square lattices;3×3×3 cubic lattice; and2+3+4+3+2 and4+5+6+5+4 triangular lattices), three different size alphabets (HP ,HNUP , and 20 letters), and two energy functions, the designability of proteinstructures is calculated based on random samplings of structures and common biased sampling (CBS) of proteinsequence space. Then three quantities stability (average energy gap),foldability, and partnum of the structure, which are defined to elucidate the designability, are calculated. The authors find that whatever the type of lattice, alphabet size, and energy function used, there will be an emergence of highly designable (preferred) structure. For all cases considered, the local interactions reduce degeneracy and make the designability higher. The designability is sensitive to the lattice type, alphabet size, energy function, and sampling method of the sequence space. Compared with the random sampling method, both the CBS and the Metropolis Monte Carlo sampling methods make the designability higher. The correlation coefficients between the designability, stability, and foldability are mostly larger than 0.5, which demonstrate that they have strong correlation relationship. But the correlation relationship between the designability and the partnum is not so strong because the partnum is independent of the energy. The results are useful in practical use of the designability principle, such as to predict the proteintertiary structure.

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This paper examines the impact of allowing for stochastic volatility and jumps (SVJ) in a structural model on corporate credit risk prediction. The results from a simulation study verify the better performance of the SVJ model compared with the commonly used Merton model, and three sources are provided to explain the superiority. The empirical analysis on two real samples further ascertains the importance of recognizing the stochastic volatility and jumps by showing that the SVJ model decreases bias in spread prediction from the Merton model, and better explains the time variation in actual CDS spreads. The improvements are found particularly apparent in small firms or when the market is turbulent such as the recent financial crisis.

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Impulse propagation in biological tissues is known to be modulated by structural heterogeneity. In cardiac muscle, improved understanding on how this heterogeneity influences electrical spread is key to advancing our interpretation of dispersion of repolarization. We propose fractional diffusion models as a novel mathematical description of structurally heterogeneous excitable media, as a means of representing the modulation of the total electric field by the secondary electrical sources associated with tissue inhomogeneities. Our results, analysed against in vivo human recordings and experimental data of different animal species, indicate that structural heterogeneity underlies relevant characteristics of cardiac electrical propagation at tissue level. These include conduction effects on action potential (AP) morphology, the shortening of AP duration along the activation pathway and the progressive modulation by premature beats of spatial patterns of dispersion of repolarization. The proposed approach may also have important implications in other research fields involving excitable complex media.

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Genetic and environmental factors affect white matter connectivity in the normal brain, and they also influence diseases in which brain connectivity is altered. Little is known about genetic influences on brain connectivity, despite wide variations in the brain's neural pathways. Here we applied the 'DICCCOL' framework to analyze structural connectivity, in 261 twin pairs (522 participants, mean age: 21.8 y ± 2.7SD). We encoded connectivity patterns by projecting the white matter (WM) bundles of all 'DICCCOLs' as a tracemap (TM). Next we fitted an A/C/E structural equation model to estimate additive genetic (A), common environmental (C), and unique environmental/error (E) components of the observed variations in brain connectivity. We found 44 'heritable DICCCOLs' whose connectivity was genetically influenced (α2>1%); half of them showed significant heritability (α2>20%). Our analysis of genetic influences on WM structural connectivity suggests high heritability for some WM projection patterns, yielding new targets for genome-wide association studies.

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The stimulus for this project rose from the need to find an alternative solution to aging superstructures of road-bridge in low volume roads (LVR). The solution investigated, designed and consequently plans to construct, involved replacing an aging super-structure of a 10m span bridge with Flat-Bed Rail Wagon (FBRW). The main focus of this paper is to present alternate structural system for the design of the FBRW as road bridge deck conforming to AS5100. The structural adequacy of the primary members of the FBRW was first validated using full scale experimental investigation to AS5100 serviceability and ultimate limit state loading. The bare FBRW was further developed to include a running surface. Two options were evaluated during the design phase, namely timber and reinforced concrete. First option, which is presented here, involved strengthening of the FBRW using numerous steel sections and overlaying the bridge deck with timber planks. The idea of this approach was to use all the primary and secondary members of the FBRW in load sharing and to provide additional members where weaknesses in the original members arose. The second option, which was the preferred option for construction, involved use of primary members only with an overlaying reinforced concrete slab deck. This option minimised the risk associated with any uncertainty of secondary members to its structural adequacy. The paper will report selected results of the experiment as well as the design phases of option one with conclusions highlighting the viability of option 1 and its limitations.

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Internationally, normative discourses about literacy standards have rapidly proliferated, and spaces for teachers to engage in serious intellectual inquiry seem to be shutting down. Our concern about the impact of these forces on teachers led us to design a cross-generational teacher research project across two states of Australia to tackle some of the toughest challenges teachers face in their workplaces, including the issue of unequal outcomes in literacy achievement. In this article we report on how the project design sustained an intellectual community of inquiry and fostered ‘turn-around pedagogies'. We include excerpts from recent teacher writing (Comber and Kamler, 2005) to illustrate how teachers used technology and popular culture to reengage their most at-risk students. We argue that crossgenerational models of practitioner inquiry hold great promise for improving the learning engagement of students, the productivity of schools and the professional renewal of the teacher workforce.

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Orthopaedic fracture fixation implants are increasingly being designed using accurate 3D models of long bones based on computer tomography (CT). Unlike CT, magnetic resonance imaging (MRI) does not involve ionising radiation and is therefore a desirable alternative to CT. This study aims to quantify the accuracy of MRI-based 3D models compared to CT-based 3D models of long bones. The femora of five intact cadaver ovine limbs were scanned using a 1.5T MRI and a CT scanner. Image segmentation of CT and MRI data was performed using a multi-threshold segmentation method. Reference models were generated by digitising the bone surfaces free of soft tissue with a mechanical contact scanner. The MRI- and CT-derived models were validated against the reference models. The results demonstrated that the CT-based models contained an average error of 0.15mm while the MRI-based models contained an average error of 0.23mm. Statistical validation shows that there are no significant differences between 3D models based on CT and MRI data. These results indicate that the geometric accuracy of MRI based 3D models was comparable to that of CT-based models and therefore MRI is a potential alternative to CT for generation of 3D models with high geometric accuracy.

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Background We investigated the geographical variation of water supply and sanitation indicators (WS&S) and their role to the risk of schistosomiasis and hookworm infection in school age children in West Africa. The aim was to predict large-scale geographical variation in WS&S, quantify the attributable risk of S. haematobium, S. mansoni and hookworm infections due to WS&S and identify communities where sustainable transmission control could be targeted across the region. Methods National cross-sectional household-based demographic health surveys were conducted in 24,542 households in Burkina Faso, Ghana and Mali, in 2003–2006. We generated spatially-explicit predictions of areas without piped water, toilet facilities and finished floors in West Africa, adjusting for household covariates. Using recently published helminth prevalence data we developed Bayesian geostatistical models (MGB) of S. haematobium, S. mansoni and hookworm infection in West Africa including environmental and the mapped outputs for WS&S. Using these models we estimated the effect of WS&S on parasite risk, quantified their attributable fraction of infection, and mapped the risk of infection in West Africa. Findings Our maps show that most areas in West Africa are very poorly served by water supply except in major urban centers. There is a better geographical coverage for toilet availability and improved household flooring. We estimated smaller attributable risks for water supply in S. mansoni (47%) compared to S. haematobium (71%), and 5% of hookworm cases could be averted by improving sanitation. Greater levels of inadequate sanitation increased the risk of schistosomiasis, and increased levels of unsafe water supply increased the risk of hookworm. The role of floor type for S. haematobium infection (21%) was comparable to that of S. mansoni (16%), but was significantly higher for hookworm infection (86%). S. haematobium and hookworm maps accounting for WS&S show small clusters of maximal prevalence areas in areas bordering Burkina Faso and Mali smaller. The map of S. mansoni shows that this parasite is much more wide spread across the north of the Niger River basin than previously predicted. Interpretation Our maps identify areas where the Millennium Development Goal for water and sanitation is lagging behind. Our results show that WS&S are important contributors to the burden of major helminth infections of children in West Africa. Including information about WS&S as well as the “traditional” environmental risk factors in spatial models of helminth risk yielded a substantial gain both in model fit and at explaining the proportion of spatial variance in helminth risk. Mapping the distribution of infection risk adjusted for WS&S allowed the identification of communities in West Africa where integrative preventive chemotherapy and engineering interventions will yield the greatest public health benefits.

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Continuum, partial differential equation models are often used to describe the collective motion of cell populations, with various types of motility represented by the choice of diffusion coefficient, and cell proliferation captured by the source terms. Previously, the choice of diffusion coefficient has been largely arbitrary, with the decision to choose a particular linear or nonlinear form generally based on calibration arguments rather than making any physical connection with the underlying individual-level properties of the cell motility mechanism. In this work we provide a new link between individual-level models, which account for important cell properties such as varying cell shape and volume exclusion, and population-level partial differential equation models. We work in an exclusion process framework, considering aligned, elongated cells that may occupy more than one lattice site, in order to represent populations of agents with different sizes. Three different idealizations of the individual-level mechanism are proposed, and these are connected to three different partial differential equations, each with a different diffusion coefficient; one linear, one nonlinear and degenerate and one nonlinear and nondegenerate. We test the ability of these three models to predict the population level response of a cell spreading problem for both proliferative and nonproliferative cases. We also explore the potential of our models to predict long time travelling wave invasion rates and extend our results to two dimensional spreading and invasion. Our results show that each model can accurately predict density data for nonproliferative systems, but that only one does so for proliferative systems. Hence great care must be taken to predict density data for with varying cell shape.

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Traditionally navigational safety analyses rely on historical collision data which is often hampered because of low collision counts, insufficiency in explaining collision causation, and reactive approach to safety. A promising alternative approach that overcomes these problems is using navigational traffic conflicts or near-misses as an alternative to the collision data. This book discusses how traffic conflicts can effectively be used in modeling of port water collision risks. Techniques for measuring and predicting collision risks in fairways, intersections, and anchorages are discussed by utilizing advanced statistical models. Risk measurement models, which quantitatively measure collision risks in waterways, are discussed. To predict risks, a hierarchical statistical modeling technique is discussed which identifies the factors influencing the risks. The modeling techniques are illustrated for Singapore port data. Results showed that traffic conflicts are an ethically appealing alternative to collision data for fast, reliable and effective safety assessment, thus possessing great potential for managing collision risks in port waters.

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This paper is concerned with applying a particle-based approach to simulate the micro-level cellular structural changes of plant cells during drying. The objective of the investigation was to relate the micro-level structural properties such as cell area, diameter and perimeter to the change of moisture content of the cell. Model assumes a simplified cell which consists of two basic components, cell wall and cell fluid. The cell fluid is assumed to be a Newtonian fluid with higher viscosity compared to water and cell wall is assumed to be a visco-elastic solid boundary located around the cell fluid. Cell fluid is modelled with Smoothed Particle Hydrodynamics (SPH) technique and for the cell wall; a Discrete Element Method (DEM) is used. The developed model is two-dimensional, but accounts for three-dimensional physical properties of real plant cells. Drying phenomena is simulated as fluid mass reductions and the model is used to predict the above mentioned structural properties as a function of cell fluid mass. Model predictions are found to be in fairly good agreement with experimental data in literature and the particle-based approach is demonstrated to be suitable for numerical studies of drying related structural deformations. Also a sensitivity analysis is included to demonstrate the influence of key model parameters to model predictions.

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Kaolinite:NaCl intercalates with basal layer dimensions of 0.95 and 1.25 nm have been prepared by direct reaction of saturated aqueous NaCl solution with well-crystallized source clay KGa-1. The intercalates and their thermal decomposition products have been studied by XRD, solid-state 23Na, 27Al, and 29Si MAS NMR, and FTIR. Intercalate yield is enhanced by dry grinding of kaolinite with NaCl prior to intercalation. The layered structure survives dehydroxylation of the kaolinite at 500°–600°C and persists to above 800°C with a resultant tetrahedral aluminosilicate framework. Excess NaCl can be readily removed by rinsing with water, producing an XRD ‘amorphous’ material. Upon heating at 900°C this material converts to a well-crystallized framework aluminosilicate closely related to low-camegieite, NaAlSiO4, some 350°C below its stability field. Reaction mechanisms are discussed and structural models proposed for each of these novel materials.

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This thesis makes several contributions towards improved methods for encoding structure in computational models of word meaning. New methods are proposed and evaluated which address the requirement of being able to easily encode linguistic structural features within a computational representation while retaining the ability to scale to large volumes of textual data. Various methods are implemented and evaluated on a range of evaluation tasks to demonstrate the effectiveness of the proposed methods.

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The traditional hospital-based model of cardiac rehabilitation faces substantial challenges, such as cost and accessibility. These challenges have led to the development of alternative models of cardiac rehabilitation in recent years. The aim of this study was to identify and critique evidence for the effectiveness of these alternative models. A total of 22 databases were searched to identify quantitative studies or systematic reviews of quantitative studies regarding the effectiveness of alternative models of cardiac rehabilitation. Included studies were appraised using a Critical Appraisal Skills Programme tool and the National Health and Medical Research Council's designations for Level of Evidence. The 83 included articles described interventions in the following broad categories of alternative models of care: multifactorial individualized telehealth, internet based, telehealth focused on exercise, telehealth focused on recovery, community- or home-based, and complementary therapies. Multifactorial individualized telehealth and community- or home-based cardiac rehabilitation are effective alternative models of cardiac rehabilitation, as they have produced similar reductions in cardiovascular disease risk factors compared with hospital-based programmes. While further research is required to address the paucity of data available regarding the effectiveness of alternative models of cardiac rehabilitation in rural, remote, and culturally and linguistically diverse populations, our review indicates there is no need to rely on hospital-based strategies alone to deliver effective cardiac rehabilitation. Local healthcare systems should strive to integrate alternative models of cardiac rehabilitation, such as brief telehealth interventions tailored to individual's risk factor profiles as well as community- or home-based programmes, in order to ensure there are choices available for patients that best fit their needs, risk factor profile, and preferences.