7 resultados para Parametric VaR (Value-at-Risk)

em Duke University


Relevância:

100.00% 100.00%

Publicador:

Resumo:

From 2008-2012, a dramatic upsurge in incidents of maritime piracy in the Western Indian Ocean led to renewed global attention to this region: including the deployment of multi national naval patrols, attempts to prosecute suspected pirates, and the development of financial interdiction systems to track and stop the flow of piracy ransoms. Largely seen as the maritime ripple effect of anarchy on land, piracy has been slotted into narratives of state failure and problems of governance and criminality in this region.

This view fails to account for a number of factors that were crucial in making possible the unprecedented rise of Somali piracy and its contemporary transformation. Instead of an emphasis on failed states and crises of governance, my dissertation approaches maritime piracy within a historical and regional configuration of actors and relationships that precede this round of piracy and will outlive it. The story I tell in this work begins before the contemporary upsurge of piracy and closes with a foretaste of the itineraries beyond piracy that are being crafted along the East African coast.

Beginning in the world of port cities in the long nineteenth century, my dissertation locates piracy and the relationship between trade, plunder, and state formation within worlds of exchange, including European incursions into this oceanic space. Scholars of long distance trade have emphasized the sociality engendered through commerce and the centrality of idioms of trust and kinship in structuring mercantile relationships across oceanic divides. To complement this scholarship, my work brings into view the idiom of protection: as a claim to surety, a form of tax, and a moral claim to authority in trans-regional commerce.

To build this theory of protection, my work combines archival sources with a sustained ethnographic engagement in coastal East Africa, including the pirate ports of Northern Somalia, and focuses on the interaction between land-based pastoral economies and maritime trade. This connection between land and sea calls attention to two distinct visions of the ocean: one built around trade and mobility and the other built on the ocean as a space of extraction and sovereignty. Moving between historical encounters over trade and piracy and the development of a national maritime economy during the height of the Somali state, I link the contemporary upsurge of maritime piracy to the confluence of these two conceptualizations of the ocean and the ideas of capture, exchange, and redistribution embedded within them.

The second section of my dissertation reframes piracy as an economy of protection and a form of labor implicated within other legal and illegal economies in the Indian Ocean. Based on extensive field research, including interviews with self-identified pirates, I emphasize the forms of labor, value, and risk that characterize piracy as an economy of protection. The final section of my dissertation focuses on the diverse international, regional, and local responses to maritime piracy. This section locates the response to piracy within a post-Cold War and post-9/11 global order and longer attempts to regulate and assuage the risks of maritime trade. Through an ethnographic focus on maritime insurance markets, navies, and private security contractors, I analyze the centrality of protection as a calculation of risk and profit in the contemporary economy of counter-piracy.

Through this focus on longer histories of trade, empire, and regulation my dissertation reframes maritime piracy as an economy of protection straddling boundaries of land and sea, legality and illegality, law and economy, and history and anthropology.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Context can have a powerful influence on decision-making strategies in humans. In particular, people sometimes shift their economic preferences depending on the broader social context, such as the presence of potential competitors or mating partners. Despite the important role of competition in primate conspecific interactions, as well as evidence that competitive social contexts impact primates' social cognitive skills, there has been little study of how social context influences the strategies that nonhumans show when making decisions about the value of resources. Here we investigate the impact of social context on preferences for risk (variability in payoffs) in our two closest phylogenetic relatives, chimpanzees, Pan troglodytes, and bonobos, Pan paniscus. In a first study, we examine the impact of competition on patterns of risky choice. In a second study, we examine whether a positive play context affects risky choices. We find that (1) apes are more likely to choose the risky option when making decisions in a competitive context; and (2) the play context did not influence their risk preferences. Overall these results suggest that some types of social contexts can shift patterns of decision making in nonhuman apes, much like in humans. Comparative studies of chimpanzees and bonobos can therefore help illuminate the evolutionary processes shaping human economic behaviour. © 2012 The Association for the Study of Animal Behaviour.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Purpose: There are two goals of this study. The first goal of this study is to investigate the feasibility of using classic textural feature extraction in radiotherapy response assessment among a unique cohort of early stage breast cancer patients who received the single-dose preoperative radiotherapy. The second goal of this study is to investigate the clinical feasibility of using classic texture features as potential biomarkers which are supplementary to regional apparent diffusion coefficient in gynecological cancer radiotherapy response assessment.

Methods and Materials: For the breast cancer study, 15 patients with early stage breast cancer were enrolled in this retrospective study. Each patient received a single-fraction radiation treatment, and DWI and DCE-MRI scans were conducted before and after the radiotherapy. DWI scans were acquired using a spin-echo EPI sequence with diffusion weighting factors of b = 0 and b = 500 mm2/s, and the apparent diffusion coefficient (ADC) maps were calculated. DCE-MRI scans were acquired using a T1-weighted 3D SPGR sequence with a temporal resolution of about 1 minute. The contrast agent (CA) was intravenously injected with a 0.1 mmol/kg bodyweight dose at 2 ml/s. Two parameters, volume transfer constant (Ktrans) and kep were analyzed using the two-compartment Tofts pharmacokinetic model. For pharmacokinetic parametric maps and ADC maps, 33 textural features were generated from the clinical target volume (CTV) in a 3D fashion using the classic gray level co-occurrence matrix (GLCOM) and gray level run length matrix (GLRLM). Wilcoxon signed-rank test was used to determine the significance of each texture feature’s change after the radiotherapy. The significance was set to 0.05 with Bonferroni correction.

For the gynecological cancer study, 12 female patients with gynecologic cancer treated with fractionated external beam radiotherapy (EBRT) combined with high dose rate (HDR) intracavitary brachytherapy were studied. Each patient first received EBRT treatment followed by five fractions of HDR treatment. Before EBRT and before each fraction of brachytherapy, Diffusion Weighted MRI (DWI-MRI) and CT scans were acquired. DWI scans were acquired in sagittal plane utilizing a spin-echo echo-planar imaging sequence with weighting factors of b = 500 s/mm2 and b = 1000 s/mm2, one set of images of b = 0 s/mm2 were also acquired. ADC maps were calculated using linear least-square fitting method. Distributed diffusion coefficient (DDC) maps and stretching parameter α were calculated. For ADC and DDC maps, 33 classic texture features were generated utilizing the classic gray level run length matrix (GLRLM) and gray level co-occurrence matrix (GLCOM) from high-risk clinical target volume (HR-CTV). Wilcoxon signed-rank statistics test was applied to determine the significance of each feature’s numerical value change after radiotherapy. Significance level was set to 0.05 with multi-comparison correction if applicable.

Results: For the breast cancer study, regarding ADC maps calculated from DWI-MRI, 24 out of 33 CTV features changed significantly after the radiotherapy. For DCE-MRI pharmacokinetic parameters, all 33 CTV features of Ktrans and 33 features of kep changed significantly.

For the gynecological cancer study, regarding ADC maps, 28 out of 33 HR-CTV texture features showed significant changes after the EBRT treatment. 28 out of 33 HR-CTV texture features indicated significant changes after HDR treatments. The texture features that indicated significant changes after HDR treatments are the same as those after EBRT treatment. 28 out of 33 HR-CTV texture features showed significant changes after whole radiotherapy treatment process. The texture features that indicated significant changes for the whole treatment process are the same as those after HDR treatments.

Conclusion: Initial results indicate that certain classic texture features are sensitive to radiation-induced changes. Classic texture features with significant numerical changes can be used in monitoring radiotherapy effect. This might suggest that certain texture features might be used as biomarkers which are supplementary to ADC and DDC for assessment of radiotherapy response in breast cancer and gynecological cancer.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

BACKGROUND: It is unclear whether diagnostic protocols based on cardiac markers to identify low-risk chest pain patients suitable for early release from the emergency department can be applied to patients older than 65 years or with traditional cardiac risk factors. METHODS AND RESULTS: In a single-center retrospective study of 231 consecutive patients with high-risk factor burden in which a first cardiac troponin (cTn) level was measured in the emergency department and a second cTn sample was drawn 4 to 14 hours later, we compared the performance of a modified 2-Hour Accelerated Diagnostic Protocol to Assess Patients with Chest Pain Using Contemporary Troponins as the Only Biomarker (ADAPT) rule to a new risk classification scheme that identifies patients as low risk if they have no known coronary artery disease, a nonischemic electrocardiogram, and 2 cTn levels below the assay's limit of detection. Demographic and outcome data were abstracted through chart review. The median age of our population was 64 years, and 75% had Thrombosis In Myocardial Infarction risk score ≥2. Using our risk classification rule, 53 (23%) patients were low risk with a negative predictive value for 30-day cardiac events of 98%. Applying a modified ADAPT rule to our cohort, 18 (8%) patients were identified as low risk with a negative predictive value of 100%. In a sensitivity analysis, the negative predictive value of our risk algorithm did not change when we relied only on undetectable baseline cTn and eliminated the second cTn assessment. CONCLUSIONS: If confirmed in prospective studies, this less-restrictive risk classification strategy could be used to safely identify chest pain patients with more traditional cardiac risk factors for early emergency department release.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Family health history (FHH) in the context of risk assessment has been shown to positively impact risk perception and behavior change. The added value of genetic risk testing is less certain. The aim of this study was to determine the impact of Type 2 Diabetes (T2D) FHH and genetic risk counseling on behavior and its cognitive precursors. Subjects were non-diabetic patients randomized to counseling that included FHH +/- T2D genetic testing. Measurements included weight, BMI, fasting glucose at baseline and 12 months and behavioral and cognitive precursor (T2D risk perception and control over disease development) surveys at baseline, 3, and 12 months. 391 subjects enrolled of which 312 completed the study. Behavioral and clinical outcomes did not differ across FHH or genetic risk but cognitive precursors did. Higher FHH risk was associated with a stronger perceived T2D risk (pKendall < 0.001) and with a perception of "serious" risk (pKendall < 0.001). Genetic risk did not influence risk perception, but was correlated with an increase in perception of "serious" risk for moderate (pKendall = 0.04) and average FHH risk subjects (pKendall = 0.01), though not for the high FHH risk group. Perceived control over T2D risk was high and not affected by FHH or genetic risk. FHH appears to have a strong impact on cognitive precursors of behavior change, suggesting it could be leveraged to enhance risk counseling, particularly when lifestyle change is desirable. Genetic risk was able to alter perceptions about the seriousness of T2D risk in those with moderate and average FHH risk, suggesting that FHH could be used to selectively identify individuals who may benefit from genetic risk testing.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

BACKGROUND: Recent studies have found low-normal potassium (K) to be associated with increased diabetes risk. We sought to verify these associations in a multi-ethnic US cohort; and to determine if these associations extend to US Hispanics and Asian-Americans. METHODS: We analyzed data from Multi-Ethnic Study of Atherosclerosis (MESA) participants who were free-of-diabetes at baseline. We examined cross-sectional associations between measures of K-serum, dietary, and urine-with fasting glucose and HOMA-IR. We examined longitudinal associations between K and diabetes risk over 8 years. FINDINGS: In multivariable models, compared to those with higher serum K (≥4.5mmol/L), those with lower serum K (<4.0mmol/L) had significantly higher fasting glucose [1.3 mg/dL (95%CI 0.2, 2.4), P-value = 0.03]. Incident diabetes developed in 1281 of 5415 at-risk participants. In minimally-adjusted models, we found inverse associations between serum and dietary K and diabetes risk. Compared to those with higher serum K, those with lower serum K had an HR (95% CI) of incident diabetes of 1.23 (1.04, 1.47), P-value = 0.02. However, these associations were attenuated in fully-adjusted models. We found no significant interaction between potassium and ethnicity. CONCLUSIONS: In this multi-ethnic cohort, we found a significant inverse association between serum K and fasting glucose but no significant association with longer-term diabetes risk. This inverse association between potassium and glucose must be studied further to understand the physiology and its potential impact on chronic health.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

OBJECTIVE: To demonstrate the application of causal inference methods to observational data in the obstetrics and gynecology field, particularly causal modeling and semi-parametric estimation. BACKGROUND: Human immunodeficiency virus (HIV)-positive women are at increased risk for cervical cancer and its treatable precursors. Determining whether potential risk factors such as hormonal contraception are true causes is critical for informing public health strategies as longevity increases among HIV-positive women in developing countries. METHODS: We developed a causal model of the factors related to combined oral contraceptive (COC) use and cervical intraepithelial neoplasia 2 or greater (CIN2+) and modified the model to fit the observed data, drawn from women in a cervical cancer screening program at HIV clinics in Kenya. Assumptions required for substantiation of a causal relationship were assessed. We estimated the population-level association using semi-parametric methods: g-computation, inverse probability of treatment weighting, and targeted maximum likelihood estimation. RESULTS: We identified 2 plausible causal paths from COC use to CIN2+: via HPV infection and via increased disease progression. Study data enabled estimation of the latter only with strong assumptions of no unmeasured confounding. Of 2,519 women under 50 screened per protocol, 219 (8.7%) were diagnosed with CIN2+. Marginal modeling suggested a 2.9% (95% confidence interval 0.1%, 6.9%) increase in prevalence of CIN2+ if all women under 50 were exposed to COC; the significance of this association was sensitive to method of estimation and exposure misclassification. CONCLUSION: Use of causal modeling enabled clear representation of the causal relationship of interest and the assumptions required to estimate that relationship from the observed data. Semi-parametric estimation methods provided flexibility and reduced reliance on correct model form. Although selected results suggest an increased prevalence of CIN2+ associated with COC, evidence is insufficient to conclude causality. Priority areas for future studies to better satisfy causal criteria are identified.