60 resultados para mean-variance portfolio optimization


Relevância:

20.00% 20.00%

Publicador:

Resumo:

It is recognized that vascular dispersion in the liver is a determinant of high first-pass extraction of solutes by that organ. Such dispersion is also required for translation of in-vitro microsomal activity into in-vivo predictions of hepatic extraction for any solute. We therefore investigated the relative dispersion of albumin transit times (CV2) in the livers of adult and weanling rats and in elasmobranch livers. The mean and normalized variance of the hepatic transit time distribution of albumin was estimated using parametric non-linear regression (with a correction for catheter influence) after an impulse (bolus) input of labelled albumin into a single-pass liver perfusion. The mean +/- s.e. of CV2 for albumin determined in each of the liver groups were 0.85 +/- 0.20 (n = 12), 1.48 +/- 0.33 (n = 7) and 0.90 +/- 0.18 (n = 4) for the livers of adult and weanling rats and elasmobranch livers, respectively. These CV2 are comparable with that reported previously for the dog and suggest that the CV2 Of the liver is of a similar order of magnitude irrespective of the age and morphological development of the species. It might, therefore, be justified, in the absence of other information, to predict the hepatic clearances and availabilities of highly extracted solutes by scaling within and between species livers using hepatic elimination models such as the dispersion model with a CV2 of approximately unity.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We describe two ways of optimizing score functions for protein sequence to structure threading. The first method adjusts parameters to improve sequence to structure alignment. The second adjusts parameters so as to improve a score function's ability to rank alignments calculated in the first score function. Unlike those functions known as knowledge-based force fields, the resulting parameter sets do not rely on Boltzmann statistics, have no claim to representing free energies and are purely constructions for recognizing protein folds. The methods give a small improvement, but suggest that functions can be profitably optimized for very specific aspects of protein fold recognition, Proteins 1999;36:454-461. (C) 1999 Wiley-Liss, Inc.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Background From the mid-1980s to mid-1990s, the WHO MONICA Project monitored coronary events and classic risk factors for coronary heart disease (CHD) in 38 populations from 21 countries. We assessed the extent to which changes in these risk factors explain the variation in the trends in coronary-event rates across the populations. Methods In men and women aged 35-64 years, non-fatal myocardial infarction and coronary deaths were registered continuously to assess trends in rates of coronary events. We carried out population surveys to estimate trends in risk factors. Trends in event rates were regressed on trends in risk score and in individual risk factors. Findings Smoking rates decreased in most male populations but trends were mixed in women; mean blood pressures and cholesterol concentrations decreased, body-mass index increased, and overall risk scores and coronary-event rates decreased. The model of trends in 10-year coronary-event rates against risk scores and single risk factors showed a poor fit, but this was improved with a 4-year time lag for coronary events. The explanatory power of the analyses was limited by imprecision of the estimates and homogeneity of trends in the study populations. Interpretation Changes in the classic risk factors seem to partly explain the variation in population trends in CHD. Residual variance is attributable to difficulties in measurement and analysis, including time lag, and to factors that were not included, such as medical interventions. The results support prevention policies based on the classic risk factors but suggest potential for prevention beyond these.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The temperature dependence of the transport properties of the metallic phase of a frustrated Hubbard model on the hypercubic lattice at half-filling is calculated. Dynamical mean-held theory, which maps the Hubbard model onto a single impurity,Anderson model that is solved self-consistently, and becomes exact in the limit of large dimensionality, is used. As the temperature increases there is a smooth crossover from coherent Fermi liquid excitations at low temperatures to incoherent excitations at high temperatures. This crossover leads to a nonmonotonic temperature dependence for the resistance, thermopower, and Hall coefficient, unlike in conventional metals. The resistance smoothly increases from a quadratic temperature dependence at low temperatures to large values which can exceed the Mott-Ioffe-Regel value ha/e(2) (where a is a lattice constant) associated with mean free paths less than a lattice constant. Further signatures of the thermal destruction of quasiparticle excitations are a peak in the thermopower and the absence of a Drude peak in the optical conductivity. The results presented here are relevant to a wide range of strongly correlated metals, including transition metal oxides, strontium ruthenates, and organic metals.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The conventional convection-dispersion (also called axial dispersion) model is widely used to interrelate hepatic availability (F) and clearance (Cl) with the morphology and physiology of the liver and to predict effects such as changes in liver blood flow on F and Cl. An extended form of the convection-dispersion model has been developed to adequately describe the outflow concentration-time profiles for vascular markers at both short and long times after bolus injections into perfused livers. The model, based on flux concentration and a convolution of catheters and large vessels, assumes that solute elimination in hepatocytes follows either fast distribution into or radial diffusion in hepatocytes. The model includes a secondary vascular compartment, postulated to be interconnecting sinusoids. Analysis of the mean hepatic transit time (MTT) and normalized variance (CV2) of solutes with extraction showed that the discrepancy between the predictions of MTT and CV2 for the extended and conventional models are essentially identical irrespective of the magnitude of rate constants representing permeability, volume, and clearance parameters, providing that there is significant hepatic extraction. In conclusion, the application of a newly developed extended convection-dispersion model has shown that the unweighted conventional convection-dispersion model can be used to describe the disposition of extracted solutes and, in particular, to estimate hepatic availability and clearance in booth experimental and clinical situations.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We previously described significant changes in GH-binding protein (GHBP) in pathological human pregnancy. There was a substantial elevation of GHBP in cases of noninsulin-dependent diabetes mellitus and a reduction in insulin-dependent diabetes mellitus. GHBP has the potential to modulate the proportion of free placental GH (PGH) and hence the impact on the maternal GH/insulin-like growth factor I (IGF-I) axis, fetal growth, and maternal glycemic status. The present study was undertaken to investigate the relationship among glycemia, GHBP, and PGH during pregnancy and to assess the impact of GHBP on the concentration of free PGH. We have extended the analysis of specimens to include measurements of GHBP, PGH, IGF-I, IGF-II, IGF-binding protein-1 (IGFBP-1), IGFSP-2, and IGFBP-3 and have related these to maternal characteristics, fetal growth, and glycemia. The simultaneous measurement of GHBP and PGH has for the first time allowed calculation of the free component of PGH and correlation of the free component to indexes of fetal growth and other endocrine markers. PGH, free PGH, IGF-I, and IGF-II were substantially decreased in IUGR at 28-30 weeks gestation (K28) and 36-38 weeks gestation (K36). The mean concentration (+/-SEM) of total PGH increased significantly from K28 to K36 (30.0 +/- 2.2 to 50.7 +/- 6.2 ng/mL; n = 40), as did the concentration of free PGH (23.4 +/- 2.3 to 43.7 +/- 6.0 ng/mL; n = 38). The mean percentage of free PGH was significantly less in IUGR than in normal subjects (67% vs. 79%; P < 0.01). Macrosomia was associated with an increase in these parameters that did not reach statistical significance. Multiple regression analysis revealed that PGH/IGF-I and IGFBP-5 account for 40% of the variance in birth weight. IGFBP-3 showed a significant correlation with IGF-I, IGF-II, and free and total PGK at K28 and K36. Noninsulin-dependent diabetes mellitus patients had a lower mean percentage of free PGH (65%; P < 0.01), and insulin-dependent diabetics had a higher mean percentage of free PGH (87%; P < 0.01) than normal subjects. Mean postprandial glucose at K28 correlated positively with PGH and free PGH (consistent with the hyperglycemic action of GH). GHBP correlated negatively with both postprandial and fasting glucose. Although GHBP correlated negatively with PGH (r = -0.52; P

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Since dilute Bose gas condensates were first experimentally produced, the Gross-Pitaevskii equation has been successfully used as a descriptive tool. As a mean-field equation, it cannot by definition predict anything about the many-body quantum statistics of condensate. We show here that there are a class of dynamical systems where it cannot even make successful predictions about the mean-field behavior, starting with the process of evaporative cooling by which condensates are formed. Among others are parametric processes, such as photoassociation and dissociation of atomic and molecular condensates.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Study objective: To investigate the effect of the voluntary folate fortification policy in Australia on serum folate and total plasma homocysteine (tHcy) concentrations. Design: Population based cohort study. Setting: Perth, Western Australia. Participants: Men and women aged 27 to 77 years (n = 468), who were originally randomly selected from the Perth electoral roll. The cohort was surveyed in 1995/96 before widespread introduction of folate fortification of a variety of foods, and followed up on two occasions, firstly in 1998/99 and again in 2001, when a moderate number of folate fortified foods were available. Subjects with abnormal serum creatinine concentrations at baseline were excluded from this analysis. Main results: Repeated measures analysis of variance was used to determine changes in serum folate and tHcy over the three surveys and to assess whether time trends were related to age, sex, MTHFR C677T genotype, or consumption of folate fortified foods. An increase (38%) in mean serum folate (p < 0.0005) and a decrease (21%) in mean tHcy (p < 0.0005) were seen after introduction of the voluntary folate fortification policy in Australia. Serum folate was consistently higher (p = 0.032) and tHcy was consistently lower (p = 0.001) in subjects who consumed at least one folate fortified food compared with subjects who did not consume any folate fortified foods in the previous week. The time related changes in serum folate and tHcy were affected only by intake of folate fortified foods (p < 0.0005) and not by any other measured variables including age, sex, or MTHFR genotype. Conclusion: Voluntary fortification of foods with folate in Australia has been followed by a substantial increase in serum folate and decrease in tHcy in the general population.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We consider the case of two cavity modes of the electromagnetic field, which are coupled via the action of a parametric amplifier. The fields are allowed to leak from the cavity and homodyne measurement is performed on one of the modes. Because of the correlations between the modes, this leads to a reduction of the variance in a quadrature of the other mode, although no measurement is performed on it directly. We discuss how this relates to the Einstein-Podolky-Rosen Gedankenexperiment.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Aims We have characterized the relative dispersion of vascular and extravascular markers in the limbs of three patients undergoing isolated limb perfusions with the cytotoxic melphalan for recurrent malignant melanoma both before and after melphalan dosing. Methods A bolus of injectate containing [Cr-51] labelled red blood cells, [C-14]-sucrose and [H-3]-water was injected into an iliac or femoral artery and outflow samples collected at 1 s intervals by a fraction collector. The radioactivity due to each isotype was analysed by either gamma [Cr-51] or beta [C-14 and H-3] counting. The moments of the outflow fraction-time profiles were estimated by a nonparametric (numerical integration) method and a parametric model (sum of two inverse Gaussian functions). Results The availability, mean transit time and normalised variance (CV2) obtained for labelled red blood cells, sucrose and water were similar before and after melphalan dosing and with the two methods of calculation but varied between the patients. Conclusions The vascular space is not well-stirred but characterized by a CV2 similar that reported previously for in situ rat hind limb and rat liver perfusions. A flow-limited blood-tissue exchange was observed for the permeating indicators. Administration of melphalan did not influence the distribution characteristics of the indicators.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We investigated some of the factors that may lead to outbreaks of pink wax scale, Ceroplastes rubens Maskell, on umbrella trees, Schefflera actinophylla (Endl.). Estimates of birth and death rates of pink wax scale were high and variable within and among trees; variation in these rates was not related to scale density. Adult fecundity correlated significantly but weakly with adult test length; mean fecundity was 292 eggs per female with a range of 5-1178. Adult test length and its variance decreased weakly with increasing density. Field experiments showed that mortality of C. rubens is greatest during the first 24 hours after hatching when approximately half disappear. The rate of loss decreases over time with 0.3% of initial motile first-instar nymphs surviving to maturity. Rates of loss varied significantly between trees, indicating that some trees are more suitable for scale colonisation and survival.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The concept of parameter-space size adjustment is pn,posed in order to enable successful application of genetic algorithms to continuous optimization problems. Performance of genetic algorithms with six different combinations of selection and reproduction mechanisms, with and without parameter-space size adjustment, were severely tested on eleven multiminima test functions. An algorithm with the best performance was employed for the determination of the model parameters of the optical constants of Pt, Ni and Cr.

Relevância:

20.00% 20.00%

Publicador: