Correcting the errors: Volatility forecast evaluation using high-frequency data and realized volatilities

We develop general model-free adjustment procedures for the calculation of unbiased volatility loss functions based on practically feasible realized volatility benchmarks. The procedures, which exploit recent nonparametric asymptotic distributional results, are both easy-to-implement and highly accurate in empirically realistic situations. We also illustrate that properly accounting for the measurement errors in the volatility forecast evaluations reported in the existing literature can result in markedly higher estimates for the true degree of return volatility predictability.

BioHackathon series in 2011 and 2012: penetration of ontology and linked data in life science domains.

The application of semantic technologies to the integration of biological data and the interoperability of bioinformatics analysis and visualization tools has been the common theme of a series of annual BioHackathons hosted in Japan for the past five years. Here we provide a review of the activities and outcomes from the BioHackathons held in 2011 in Kyoto and 2012 in Toyama. In order to efficiently implement semantic technologies in the life sciences, participants formed various sub-groups and worked on the following topics: Resource Description Framework (RDF) models for specific domains, text mining of the literature, ontology development, essential metadata for biological databases, platforms to enable efficient Semantic Web technology development and interoperability, and the development of applications for Semantic Web data. In this review, we briefly introduce the themes covered by these sub-groups. The observations made, conclusions drawn, and software development projects that emerged from these activities are discussed.

Adenosine-induced flow arrest to facilitate intracranial aneurysm clip ligation: dose-response data and safety profile.

BACKGROUND: Adenosine-induced transient flow arrest has been used to facilitate clip ligation of intracranial aneurysms. However, the starting dose that is most likely to produce an adequate duration of profound hypotension remains unclear. We reviewed our experience to determine the dose-response relationship and apparent perioperative safety profile of adenosine in intracranial aneurysm patients. METHODS: This case series describes 24 aneurysm clip ligation procedures performed under an anesthetic consisting of remifentanil, low-dose volatile anesthetic, and propofol in which adenosine was used. The report focuses on the doses administered; duration of systolic blood pressure <60 mm Hg (SBP(<60 mm Hg)); and any cardiovascular, neurologic, or pulmonary complications observed in the perioperative period. RESULTS: A median dose of 0.34 mg/kg ideal body weight (range: 0.29-0.44 mg/kg) resulted in a SBP(<60 mm Hg) for a median of 57 seconds (range: 26-105 seconds). There was a linear relationship between the log-transformed dose of adenosine and the duration of a SBP(<60 mm Hg) (R(2) = 0.38). Two patients developed transient, hemodynamically stable atrial fibrillation, 2 had postoperative troponin levels >0.03 ng/mL without any evidence of cardiac dysfunction, and 3 had postoperative neurologic changes. CONCLUSIONS: For intracranial aneurysms in which temporary occlusion is impractical or difficult, adenosine is capable of providing brief periods of profound systemic hypotension with low perioperative morbidity. On the basis of these data, a dose of 0.3 to 0.4 mg/kg ideal body weight may be the recommended starting dose to achieve approximately 45 seconds of profound systemic hypotension during a remifentanil/low-dose volatile anesthetic with propofol induced burst suppression.

Using electronic health record data for substance use Screening, Brief Intervention, and Referral to Treatment among adults with type 2 diabetes: Design of a National Drug Abuse Treatment Clinical Trials Network study.

BACKGROUND: The Affordable Care Act encourages healthcare systems to integrate behavioral and medical healthcare, as well as to employ electronic health records (EHRs) for health information exchange and quality improvement. Pragmatic research paradigms that employ EHRs in research are needed to produce clinical evidence in real-world medical settings for informing learning healthcare systems. Adults with comorbid diabetes and substance use disorders (SUDs) tend to use costly inpatient treatments; however, there is a lack of empirical data on implementing behavioral healthcare to reduce health risk in adults with high-risk diabetes. Given the complexity of high-risk patients' medical problems and the cost of conducting randomized trials, a feasibility project is warranted to guide practical study designs. METHODS: We describe the study design, which explores the feasibility of implementing substance use Screening, Brief Intervention, and Referral to Treatment (SBIRT) among adults with high-risk type 2 diabetes mellitus (T2DM) within a home-based primary care setting. Our study includes the development of an integrated EHR datamart to identify eligible patients and collect diabetes healthcare data, and the use of a geographic health information system to understand the social context in patients' communities. Analysis will examine recruitment, proportion of patients receiving brief intervention and/or referrals, substance use, SUD treatment use, diabetes outcomes, and retention. DISCUSSION: By capitalizing on an existing T2DM project that uses home-based primary care, our study results will provide timely clinical information to inform the designs and implementation of future SBIRT studies among adults with multiple medical conditions.