10 resultados para Mean-variance analysis
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Dissertação de Mestrado em Engenharia Informática
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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia do Ambiente
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Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies
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Dissertation submitted in the fufillment of the requirements for the Degree of Master in Biomedical Engineering
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ABSTRACT: In the late seventies the term “Haematological Stress Syndrome” defined some haematological abnormalities appearing in the course of acute and chronic disorders, such as raised plasma levels of fibrinogen (FNG) and factor VIII, reduced fibrinolytic activity and hyperviscosity. In the early nineties the “Membrane stress syndrome hypothesis” proposed the unification of the concepts of haematological stress syndrome with those of oxidation, inflammation and immune activation to explain the pathogenesis of the antiphospholipid syndrome (APS) Antiphospholipid antibodies, coagulation, fibrinolysis and thrombosis. This chapter investigated the occurrence of the “Haematological Stress Syndrome” and thrombosis in 144 participants positive for aPL detected by clotting and immune tests. Among the clotting assays for the detection of lupus anticoagulant, dilute Russell's viper venom time better correlated with a history of venous thrombosis than activated partial thromboplastin time (p<0.0002 vs p<0.009) and was the only test correlated with a history of arterial thrombosis (p<0.01). By regression analysis, serum levels of IgG anticardiolipin antibodies (aCL) associated with the number of venous occlusions (p<0.001). With regards to FNG and von Willebrand factor (vWF), the former rose by 36% (95% CI; 21%, 53%) and the latter by 50% (95% CI; 29%, 75%) at the first venous occlusion and remained unchanged after subsequent occlusions. At variance FNG rose by 45% (95% CI; 31%, 60%) per arterial occlusion and vWF by 27% (95% CI; 10%, 47%) per arterial occlusion throughout. The coagulation/fibrinolytic balance was cross-sectionally evaluated on 18 thrombotic PAPS patients, 18 subjects with persistence of idiopathic aPL and in healthy controls. Markers of thrombin generation prothrombin fragment 1+2 (F1+2), thrombin-antithrombin complex (TAT) and of fibrin turnover D-Dimer (D-D) were higher in thrombotic (p=0.006)and non-thrombotic subjects (p=0.0001) than in controls as were those of D-D (p<0.0001 and p=0.003 respectively). TAT levels did not differ. Gender analysed data revealed blunted tPA release (hence a negative venous occlusion test) in thrombotic females but neither in thrombotic males (p=0.01) nor in asymptomatic subjects of either sex. Also, in both patient groups females had higher mean PAI than males (p<0.0002) and control females (p<0.02). The activity of factor XIII (FXIIIa) was evaluated was evaluated in 29 patients with PAPS, 14 persistent carriers of aPL without thrombosis, 24 thrombotic patients with inherited thrombophilia, 28 healthy controls and 32 patients with mitral and aortic valve prosthesis as controls for FXIII only. FXIIIa was highest in PAPS (p=0.001), particularly in patients with multiple (n=12) than single occlusion (p=0.02) and in correlation with PAI (p=0.003) and FNG (p=0.005). Moreover FXIIIa was strongly associated with IgG aCL and IgG anti-2GPI (p=0.005 for both) in the PAPS group and to a lesser degree in the aPL group (FXIIIa with IgG aCL, p=0.02, with IgG anti-2GPI, p=0.04). Altogether these results indicate: 1) a differential relationship of aPL, vWF and FNG with venous and arterial thrombosis; 2) heightened thrombin generation, accelerated fibrin turnover and fibrinolysis abnormalities also in asymptomatic carriers of aPLs; 3) enhanced FXIIIa that may contribute to atherothrombosis via increased fibrin/fibrinogen cross-linking. Lipid profile, lipid peroxidation and anti-lipoprotein antibodies in thrombotic primary antiphospholipid syndrome. Given the atherogenic lipid profile of SLE, the same possibility was explored in PAPS by comparing high-density lipoprotein (HDL), low-density lipoprotein (LDL), total cholesterol (CHO), apolipoprotein AI (ApoAI), apolipoprotein B (ApoB), triglycerides (TG), anti-lipoprotein antibodies, beta-2-glycoprotein I complexed to oxidized low-density lipoprotein (oxLDL-2GPI) and C-reactive protein (CRP) in 34 thrombotic PAPS patients compared to 36 thrombotic patients with inherited thrombophilia (IT), to 18 subjects persistently positive for antiphospholipid antibodies (aPL) with no underlying autoimmune or non-autoimmune disorders and to 28 healthy controls. Average concentrations of HDL (p<0.0001), LDL (p<0.0001), CHO (p=0.0002), ApoAI (p=0.002) were lower in PAPS whereas average TRY was higher (p=0.01) than other groups. Moreover PAPS showed higher IgG anti-HDL (p=0.01) and IgG anti-ApoAI (p<0.0001) as well as greater average oxLDL-2GPI (p=0.001) and CRP (p=0.003). Within PAPS, IgG anti-HDL correlated negatively to HDL (p=0.004) and was an independent predictor of oxLDL-2GPI (p=0.009). HDL and ApoAI correlated negatively with CRP (p=0.001 and p=0.007, respectively). IgG anti-HDL may hamper the antioxidant and anti-inflammatory effect of HDL favouring low-grade inflammation and enhanced oxidation in thrombotic PAPS. Indeed plasma 8-epi-prostaglandin F2α (a very specific marker of lipid peroxidation) was significantly higher in 10 patients with PAPS than 10 age and sex matched healthy subjects (p=0.0002) and strongly related to the titre of plasma IgG aCL (r=0.89, p=0.0004). Hence oxidative stress, a major player in atherogenesis, also characterises PAPS. Nitric oxide and nitrative stress in thrombotic primary antiphosholipid syndrome. Oxidative stress goes hand in hand with nitrative stress and to address the latter plasma nitrotyrosine (NT, marker of nitrative stress), nitrite (NO2-) and nitrate (NO3-) were measured in 46 thrombotic PAPS patients, 21 asymptomatic but persistent carriers of antiphospholipid antibodies (PCaPL), 38 patients with inherited thrombophilia (IT), 33 patients with systemic lupus erythematosus (SLE) and 29 healthy controls (CTR). Average crude NT was higher in PAPS and SLE (p=0.01) whereas average plasma NO2- was lower in PAPS and average NO3- highest in SLE (p<0.0001). In PAPS, IgG aCL titer and number of vascular occlusions negatively predicted NO2-, (p=0.03 and p=0.001, respectively) whereas arterial occlusions and smoking positively predicted NO3- (p=0.05 and p=0.005). Moreover CRP (an inflammatory marker) positively predicted NT (p=0.004). Nitric oxide metabolites relates to type and number of vascular occlusions and to aPL titers, whereas nitrative stress relates to low grade marker) positively predicted NT (p=0.004). Nitric oxide metabolites relates to type and number of vascular occlusions and to aPL titers, whereas nitrative stress relates to low grade inflammation and both phenomena may have implications for thrombosis and atherosclerosis in PAPS Inflammation and immune activation in thrombotic primary antiphospholipid syndrome. To investigate inflammation and immune activation in thrombotic PAPS high-sensitivity CRP (hs-CRP), serum amyloid A (SAA), oxLDL-2GPI, CRP bound to oxLDL-2GPI (CRP-oxLDL-2GPI) (as inflammatory markers) neopterin (NPT) and soluble CD14 (sCD14) (as immune activation markers) were measured by ELISA in 41 PAPS patients, in 44 patients with inherited thrombophilia (IT) and 39 controls (CTR). Compared to other groups, PAPS presented with higher plasma concentrations of inflammatory, hs-CRP (p=0.0004), SAA (p<0.01), CRP-oxLDL-2GPI (p=0.0004) and immune activation markers, NPT (p<0.0001) and sCD14 (p=0.007). By regression analysis SAA independently predicted thrombosis number (p=0.003) and NPT independently predicted thrombosis type (arterial, p=0.03) and number (p=0.04). These data confirm that low-grade inflammation and immune activation occur and relate to vascular features of PAPS. Antiphosholipid antibodies, haemostatic variables and atherosclerosis in thrombotic primary antiphospholipid syndrome To evaluate whether IgG aCL titre, haemostatic variables and the lipid profile bore any relationship to the intima media thickness (IMT) of carotid arteries high-resolution sonography was applied to the common carotid (CC), carotid bifurcation (CB) and internal carotid (IC) of 42 aPL subjects, 29 with primary thrombotic antiphospholipid syndrome and 13 with persistence of aPL in the absence of any underlying disorder. The following were measured: plasma FNG, vWF, PAI, homocysteine (HC), CHO, TG, HDL, LDL, platelet numbers and aCL of IgG and IgM isotype. By multiple regression analysis, IgG aCL titre independently predicted IMT at all carotid segments examined (p always <0.005). Plasma FNG and HC independently predicted IMT at the CB (p=0.001 and p<0.0001, respectively) and IC (p=0.03 and p<0.0001, respectively). These data strongly support an atherogenic role for IgG aCL in patients with aPL in addition to traditional risk factors. The atherosclerosis hypothesis was investigated in an age and sex-matched case-double-control study including 49 thrombotic PAPS patients (18 M, 31 F, mean age 37 ± 11), 49 thrombotic patients for IT and 49 healthy subjects. Average IMT was always greater in PAPS than control patients (CC: p=0.004, CB: p=0.013, IC: p=0.001). By dividing participants into age tertiles the IMT was greater in the second (CC: p=0.003, CB: p=0.023, IC: p=0.003) and third tertiles (CC: p=0.03, CB: p=0.004, IC: p=0.007). Conclusion: Coagulation activation, fibrinolysis depression, hightened fibrin turnover, oxidative and nitrative stress in parallel with low grade inflammation and immune activation characterise thrombotic PAPS: all these are early atherogenic processes and contribute to the demonstrated premature atherosclerosis that should be considered a clinical feature of PAPS.
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Dissertação para obtenção do Grau de Mestre em Engenharia e Gestão Industrial
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This work models the competitive behaviour of individuals who maximize their own utility managing their network of connections with other individuals. Utility is taken as a synonym of reputation in this model. Each agent has to decide between two variables: the quality of connections and the number of connections. Hence, the reputation of an individual is a function of the number and the quality of connections within the network. On the other hand, individuals incur in a cost when they improve their network of contacts. The initial value of the quality and number of connections of each individual is distributed according to an initial (given) distribution. The competition occurs over continuous time and among a continuum of agents. A mean field game approach is adopted to solve the model, leading to an optimal trajectory for the number and quality of connections for each individual.
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RESUMO: Introdução: O conhecimento acerca da influência das características dos indivíduos com dor cervical crónica (DCC) no prognóstico dos resultados alcançados com a Fisioterapia é ainda inconsistente, sendo escassos os estudos desenvolvidos neste âmbito. Objetivo: Este relatório pretende determinar se um modelo baseado em fatores de prognóstico é capaz de prever os resultados de sucesso da Fisioterapia, a curto prazo, em utentes com DCC, ao nível da incapacidade funcional, intensidade da dor e perceção global de melhoria. Metodologia: Trata-se de estudo de coorte prospetivo com 112 participantes. Os utentes foram avaliados na primeira semana de tratamento e sete semanas após o início da intervenção. Os instrumentos utilizados foram o Neck Disability Index–Versão Portuguesa (NDI-PT) e a Escala Numérica da Dor (END) nos dois momentos de avaliação, um Questionário de Caracterização Sociodemográfica e Clínica da Amostra na baseline e a Patient Global Impression Change Scale–Versão Portuguesa (PGIC-PT) no follow-up. As características sociodemográficas e clínicas foram incluídas como potenciais fatores de prognóstico e estes foram definidos com base nas diferenças mínimas clinicamente importantes (DMCI) dos instrumentos NDIPT (DMCI≥6) e END (DMCI≥2) e no critério de pontuação ≥5 na PGIC-PT. A análise dos dados foi realizada através do método de regressão logística (backward conditional procedure) para identificar as associações entre os indicadores e as variáveis de resultado (p<0.05). Resultados: Dos 112 participantes incluídos no estudo, 108 completaram o follow-up (média de idade: 51.76±10.19). No modelo multivariado relativo à incapacidade funcional, os resultados de sucesso encontram-se associados a elevados níveis de incapacidade na baseline (OR=1.123; 95% IC 1.056–1.194) e a duração da dor inferior a 12 meses (OR=2.704; 95% IC 1.138–6.424). Este modelo explica 30.0% da variância da melhoria da funcionalidade e classifica corretamente 74.1% dos utentes (sensibilidade: 75.9%; especificidade: 72.0%). O modelo relativo à intensidade da dor identificou apenas a associação do outcome com níveis elevados de intensidade da dor na baseline (OR=1.321; 95% IC 1.047–1.668), explicando 7.5% da variância da redução da mesma e classificando corretamente 68.2% dos utentes (sensibilidade: 94.4%; especificidade: 16.7%). O modelo final referente à perceção global de melhoria apresentou uma associação com a intensidade da dor na baseline (OR=0.621; 95% IC 0.465–0.829), com a presença de cefaleias e/ou tonturas (OR=2.538; 95% IC 0.987–6.526) e com a duração da dor superior a 12 meses (OR=0.279; 95% IC 0.109–0.719). Este modelo explica 27.5% da variância dos resultados de sucesso para este outcome e classifica corretamente 73.1% dos utentes (sensibilidade: 81.8%; especificidade: 59.5%). Conclusões: Utentes com DCC com elevada incapacidade na baseline e queixas de dor há menos de 12 meses apresentam maior probabilidade de obter melhorias ao nível da incapacidade funcional. Elevados níveis de intensidade da dor na baseline predizem resultados de sucesso na redução da dor após sete semanas de tratamento. Utentes com DCC com baixos níveis de dor na baseline, com cefaleias e/ou tonturas e com queixas de dor há mais de 12 meses apresentam maior probabilidade de obter uma melhor perceção de melhoria.--------------- ABSTRACT:Introduction: The influence of the characteristics of individuals with chronic neck pain (CNP) on the prognosis of physiotherapy outcomes is still inconsistent, there being few studies developed in this context. Aim: This study seeks to determine whether a model based on prognostic factors can predict the short-term physiotherapy successful outcomes in CNP patients, regarding functional disability, pain intensity and perceived recovery. Methodology: This is a prospective cohort study with 112 participants. Patients were assessed during the first week of treatment and seven weeks after the start of the intervention. The instruments used were the Neck Disability Index–Portuguese Version (NDI-PT) and the Numerical Rating Scale (NRS) at both moments of assessment, a Sample Sociodemographic and Clinical Characterization Questionnaire at baseline and Patient Global Impression Change Scale–Portuguese Version (PGIC-PT) at the follow-up. The sociodemographic and clinical characteristics were included as potential predictors of successful outcomes, and these were defined on the basis of minimal clinically important differences (MCID) of NDI-PT (MCID≥6) and END (MCID≥2) and the criteria score ≥5 on the PGIC-PT. Data analysis was performed using logistic regression (backward conditional procedure) to identify associations between predictors and outcomes (p<0.05). Results: Of the 112 participants included in the study, 108 completed the follow-up (mean age: 51.76±10.19). In the multivariate model of functional disability, the successful outcomes are associated with high levels of disability at baseline (OR = 1.123; 95% CI 1.056-1.194), and pain duration shorter than 12 months (OR=2.704; 95% CI 1.138–6.424). This model explains 30.0% of the variance of improved functional capacity and correctly classifies 74.1% of the patients (sensitivity: 75.9%, specificity: 72.0%). The model for pain intensity solely identified an outcome association with high pain intensity at baseline (OR=1.321; 95% CI 1.047-1.668), explaining 7.5% of the variance of pain reduction and correctly classifying 68.2% of the patients (sensitivity: 94.4%, specificity: 16.7%). The final model of perceived recovery showed an association with pain intensity at baseline (OR=0.621; 95% CI 0465-0829), with the presence of headache and/or dizziness (OR=2.538; 95% CI 0.987-6.526) and the duration of pain over 12 months (OR=0.279; 95% CI 0.109-0.719). This model explains 27.5% of the variance of successful outcomes and correctly classifies 73.1% of the patients (sensitivity: 81.8%, specificity: 59.5%). Conclusions: Patients with CNP with high disability at baseline and complaints of pain for less than 12 months are more likely to obtain improvements in functional disability. High levels of pain intensity at baseline predict successful outcomes in pain reduction after seven weeks of treatment. Patients with CNP with low levels of pain at baseline, with headache and/or dizziness and with pain complaints for more than 12 months are more likely to get a better perceived recovery.
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RESUMO:Introdução: O conhecimento acerca da influência das características dos indivíduos com dor cervical crónica (DCC) no prognóstico dos resultados alcançados com a Fisioterapia é ainda inconsistente, sendo escassos os estudos desenvolvidos neste âmbito. Objetivo: Este relatório pretende determinar se um modelo baseado em fatores de prognóstico é capaz de prever os resultados de sucesso da Fisioterapia, a curto prazo, em utentes com DCC, ao nível da incapacidade funcional, intensidade da dor e perceção global de melhoria. Metodologia: Trata-se de estudo de coorte prospetivo com 112 participantes. Os utentes foram avaliados na primeira semana de tratamento e sete semanas após o início da intervenção. Os instrumentos utilizados foram o Neck Disability Index–Versão Portuguesa (NDI-PT) e a Escala Numérica da Dor (END) nos dois momentos de avaliação, um Questionário de Caracterização Sociodemográfica e Clínica da Amostra na baseline e a Patient Global Impression Change Scale–Versão Portuguesa (PGIC-PT) no follow-up. As características sociodemográficas e clínicas foram incluídas como potenciais fatores de prognóstico e estes foram definidos com base nas diferenças mínimas clinicamente importantes (DMCI) dos instrumentos NDIPT (DMCI≥6) e END (DMCI≥2) e no critério de pontuação ≥5 na PGIC-PT. A análise dos dados foi realizada através do método de regressão logística (backward conditional procedure) para identificar as associações entre os indicadores e as variáveis de resultado (p<0.05). Resultados: Dos 112 participantes incluídos no estudo, 108 completaram o follow-up (média de idade: 51.76±10.19). No modelo multivariado relativo à incapacidade funcional, os resultados de sucesso encontram-se associados a elevados níveis de incapacidade na baseline (OR=1.123; 95% IC 1.056–1.194) e a duração da dor inferior a 12 meses (OR=2.704; 95% IC 1.138–6.424). Este modelo explica 30.0% da variância da melhoria da funcionalidade e classifica corretamente 74.1% dos utentes (sensibilidade: 75.9%; especificidade: 72.0%). O modelo relativo à intensidade da dor identificou apenas a associação do outcome com níveis elevados de intensidade da dor na baseline (OR=1.321; 95% IC 1.047–1.668), explicando 7.5% da variância da redução da mesma e classificando corretamente 68.2% dos utentes (sensibilidade: 94.4%; especificidade: 16.7%). O modelo final referente à perceção global de melhoria apresentou uma associação com a intensidade da dor na baseline (OR=0.621; 95% IC 0.465–0.829), com a presença de cefaleias e/ou tonturas (OR=2.538; 95% IC 0.987–6.526) e com a duração da dor superior a 12 meses (OR=0.279; 95% IC 0.109–0.719). Este modelo explica 27.5% da variância dos resultados de sucesso para este outcome e classifica corretamente 73.1% dos utentes (sensibilidade: 81.8%; especificidade: 59.5%). Conclusões: Utentes com DCC com elevada incapacidade na baseline e queixas de dor há menos de 12 meses apresentam maior probabilidade de obter melhorias ao nível da incapacidade funcional. Elevados níveis de intensidade da dor na baseline predizem resultados de sucesso na redução da dor após sete semanas de tratamento. Utentes com DCC com baixos níveis de dor na baseline, com cefaleias e/ou tonturas e com queixas de dor há mais de 12 meses apresentam maior probabilidade de obter uma melhor perceção de melhoria.-----------ABSTRACT: Introduction: The influence of the characteristics of individuals with chronic neck pain (CNP) on the prognosis of physiotherapy outcomes is still inconsistent, there being few studies developed in this context. Aim: This study seeks to determine whether a model based on prognostic factors can predict the short-term physiotherapy successful outcomes in CNP patients, regarding functional disability, pain intensity and perceived recovery. Methodology: This is a prospective cohort study with 112 participants. Patients were assessed during the first week of treatment and seven weeks after the start of the intervention. The instruments used were the Neck Disability Index–Portuguese Version (NDI-PT) and the Numerical Rating Scale (NRS) at both moments of assessment, a Sample Sociodemographic and Clinical Characterization Questionnaire at baseline and Patient Global Impression Change Scale–Portuguese Version (PGIC-PT) at the follow-up. The sociodemographic and clinical characteristics were included as potential predictors of successful outcomes, and these were defined on the basis of minimal clinically important differences (MCID) of NDI-PT (MCID≥6) and END (MCID≥2) and the criteria score ≥5 on the PGIC-PT. Data analysis was performed using logistic regression (backward conditional procedure) to identify associations between predictors and outcomes (p<0.05). Results: Of the 112 participants included in the study, 108 completed the follow-up (mean age: 51.76±10.19). In the multivariate model of functional disability, the successful outcomes are associated with high levels of disability at baseline (OR = 1.123; 95% CI 1.056-1.194), and pain duration shorter than 12 months (OR=2.704; 95% CI 1.138–6.424). This model explains 30.0% of the variance of improved functional capacity and correctly classifies 74.1% of the patients (sensitivity: 75.9%, specificity: 72.0%). The model for pain intensity solely identified an outcome association with high pain intensity at baseline (OR=1.321; 95% CI 1.047- 1.668), explaining 7.5% of the variance of pain reduction and correctly classifying 68.2% of the patients (sensitivity: 94.4%, specificity: 16.7%). The final model of perceived recovery showed an association with pain intensity at baseline (OR=0.621; 95% CI 0465-0829), with the presence of headache and/or dizziness (OR=2.538; 95% CI 0.987-6.526) and the duration of pain over 12 months (OR=0.279; 95% CI 0.109- 0.719). This model explains 27.5% of the variance of successful outcomes and correctly classifies 73.1% of the patients (sensitivity: 81.8%, specificity: 59.5%). Conclusions: Patients with CNP with high disability at baseline and complaints of pain for less than 12 months are more likely to obtain improvements in functional disability. High levels of pain intensity at baseline predict successful outcomes in pain reduction after seven weeks of treatment. Patients with CNP with low levels of pain at baseline, with headache and/or dizziness and with pain complaints for more than 12 months are more likely to get a better perceived recovery.
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This thesis applied real options analysis to the valuation of an offshore oil exploration project, taking into consideration the several options typically faced by the management team of these projects. The real options process is developed under technical and price uncertainties, where it is considered that the mean reversion stochastic process is more adequate to describe the movement of oil price throught time. The valuation is realized to two case scenarios, being the first a simplified approach to develop the intuition of the used concepts, and the later a more complete cases that is resolved using both the binomial and trinomial processes to describe oil price movement. Real options methodology demonstrated to be capable of assessing and valuing the projects options, and of overcoming common capital budgeting methodologies flexibility limitation. The added value of the application of real options is evident, but so is the method's increased complexity, which adversely influence its widespread implementation.