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


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AIMS: Limited data are available concerning the evolution of the left atrial volume index (LAVI) in pre-heart failure (HF) patients. The aim of this study was to investigate clinical characteristics and serological biomarkers in a cohort with risk factors for HF and evidence of serial atrial dilatation.

METHODS AND RESULTS: This was a prospective substudy within the framework of the STOP-HF cohort (NCT00921960) involving 518 patients with risk factors for HF electively undergoing serial clinical, echocardiographic, and natriuretic peptide assessment. Mean follow-up time between assessments was 15 ± 6 months. 'Progressors' (n = 39) were defined as those with serial LAVI change ≥3.5 mL/m(2) (and baseline LAVI between 20 and 34 mL/m(2)). This cut-off was derived from a calculated reference change value above the biological, analytical, and observer variability of serial LAVI measurement. Multivariate analysis identified significant baseline clinical associates of LAVI progression as increased age, beta-blocker usage, and left ventricular mass index (all P < 0.05). Serological biomarkers were measured in a randomly selected subcohort of 30 'Progressors' matched to 30 'Non-progressors'. For 'Progressors', relative changes in matrix metalloproteinase 9 (MMP9), tissue inhibitor of metalloproteinase 1 (TIMP1), and the TIMP1/MMP9 ratio, markers of interstitial remodelling, tracked with changes in LAVI over time (all P < 0.05).

CONCLUSION: Accelerated LAVI increase was found to occur in up to 14% of all pre-HF patients undergoing serial echocardiograms over a relatively short follow-up period. In a randomly selected subcohort of 'Progressors', changes in LAVI were closely linked with alterations in MMP9, TIMP1, and the ratio of these enzymes, a potential aid in highlighting this at-risk group.

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Adjoint methods have proven to be an efficient way of calculating the gradient of an objective function with respect to a shape parameter for optimisation, with a computational cost nearly independent of the number of the design variables [1]. The approach in this paper links the adjoint surface sensitivities (gradient of objective function with respect to the surface movement) with the parametric design velocities (movement of the surface due to a CAD parameter perturbation) in order to compute the gradient of the objective function with respect to CAD variables.
For a successful implementation of shape optimization strategies in practical industrial cases, the choice of design variables or parameterisation scheme used for the model to be optimized plays a vital role. Where the goal is to base the optimization on a CAD model the choices are to use a NURBS geometry generated from CAD modelling software, where the position of the NURBS control points are the optimisation variables [2] or to use the feature based CAD model with all of the construction history to preserve the design intent [3]. The main advantage of using the feature based model is that the optimized model produced can be directly used for the downstream applications including manufacturing and process planning.
This paper presents an approach for optimization based on the feature based CAD model, which uses CAD parameters defining the features in the model geometry as the design variables. In order to capture the CAD surface movement with respect to the change in design variable, the “Parametric Design Velocity” is calculated, which is defined as the movement of the CAD model boundary in the normal direction due to a change in the parameter value.
The approach presented here for calculating the design velocities represents an advancement in terms of capability and robustness of that described by Robinson et al. [3]. The process can be easily integrated to most industrial optimisation workflows and is immune to the topology and labelling issues highlighted by other CAD based optimisation processes. It considers every continuous (“real value”) parameter type as an optimisation variable, and it can be adapted to work with any CAD modelling software, as long as it has an API which provides access to the values of the parameters which control the model shape and allows the model geometry to be exported. To calculate the movement of the boundary the methodology employs finite differences on the shape of the 3D CAD models before and after the parameter perturbation. The implementation procedure includes calculating the geometrical movement along a normal direction between two discrete representations of the original and perturbed geometry respectively. Parametric design velocities can then be directly linked with adjoint surface sensitivities to extract the gradients to use in a gradient-based optimization algorithm.
The optimisation of a flow optimisation problem is presented, in which the power dissipation of the flow in an automotive air duct is to be reduced by changing the parameters of the CAD geometry created in CATIA V5. The flow sensitivities are computed with the continuous adjoint method for a laminar and turbulent flow [4] and are combined with the parametric design velocities to compute the cost function gradients. A line-search algorithm is then used to update the design variables and proceed further with optimisation process.

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AIMS: Our aims were to evaluate the distribution of troponin I concentrations in population cohorts across Europe, to characterize the association with cardiovascular outcomes, to determine the predictive value beyond the variables used in the ESC SCORE, to test a potentially clinically relevant cut-off value, and to evaluate the improved eligibility for statin therapy based on elevated troponin I concentrations retrospectively.

METHODS AND RESULTS: Based on the Biomarkers for Cardiovascular Risk Assessment in Europe (BiomarCaRE) project, we analysed individual level data from 10 prospective population-based studies including 74 738 participants. We investigated the value of adding troponin I levels to conventional risk factors for prediction of cardiovascular disease by calculating measures of discrimination (C-index) and net reclassification improvement (NRI). We further tested the clinical implication of statin therapy based on troponin concentration in 12 956 individuals free of cardiovascular disease in the JUPITER study. Troponin I remained an independent predictor with a hazard ratio of 1.37 for cardiovascular mortality, 1.23 for cardiovascular disease, and 1.24 for total mortality. The addition of troponin I information to a prognostic model for cardiovascular death constructed of ESC SCORE variables increased the C-index discrimination measure by 0.007 and yielded an NRI of 0.048, whereas the addition to prognostic models for cardiovascular disease and total mortality led to lesser C-index discrimination and NRI increment. In individuals above 6 ng/L of troponin I, a concentration near the upper quintile in BiomarCaRE (5.9 ng/L) and JUPITER (5.8 ng/L), rosuvastatin therapy resulted in higher absolute risk reduction compared with individuals <6 ng/L of troponin I, whereas the relative risk reduction was similar.

CONCLUSION: In individuals free of cardiovascular disease, the addition of troponin I to variables of established risk score improves prediction of cardiovascular death and cardiovascular disease.