80 resultados para Sharpe ratio

em QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast


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Background Childhood asthma is characterized by inflammation of the airways. Structural changes of the airway wall may also be seen in some children early in the course of the disease. Matrix metalloproteinases (MMPs) are key mediators in the metabolism of the extracellular matrix (ECM). Objective To investigate the balance of MMP-8, MMP-9 and tissue inhibitor of metalloproteinases (TIMP)-1 in the airways of children with asthma. Methods One hundred and twenty-four children undergoing elective surgical procedures also underwent non-bronchoscopic bronchoalveolar lavage (BAL). MMP-8, MMP-9 and TIMP-1 were measured by ELISA. Results There was a significant reduction in MMP-9 in atopic asthmatic children (n=31) compared with normal children (n=30) [median difference: 0.57 ng/mL (95% confidence interval: 0.18–1.1 ng/mL)]. The ratio of MMP-9 to TIMP-1 was also reduced in asthmatic children. Levels of all three proteins were significantly correlated to each other and to the relative proportions of particular inflammatory cells in BAL fluid (BALF). Both MMP-8 and MMP-9 were moderately strongly correlated to the percentage neutrophil count (r=0.40 and 0.47, respectively, P

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The characterization of thermocouple sensors for temperature measurement in varying-flow environments is a challenging problem. Recently, the authors introduced novel difference-equation-based algorithms that allow in situ characterization of temperature measurement probes consisting of two-thermocouple sensors with differing time constants. In particular, a linear least squares (LS) lambda formulation of the characterization problem, which yields unbiased estimates when identified using generalized total LS, was introduced. These algorithms assume that time constants do not change during operation and are, therefore, appropriate for temperature measurement in homogenous constant-velocity liquid or gas flows. This paper develops an alternative ß-formulation of the characterization problem that has the major advantage of allowing exploitation of a priori knowledge of the ratio of the sensor time constants, thereby facilitating the implementation of computationally efficient algorithms that are less sensitive to measurement noise. A number of variants of the ß-formulation are developed, and appropriate unbiased estimators are identified. Monte Carlo simulation results are used to support the analysis.