50 resultados para Multivariate volatility models


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1. Digital elevation models (DEMs) are often used in landscape ecology to retrieve elevation or first derivative terrain attributes such as slope or aspect in the context of species distribution modelling. However, DEM-derived variables are scale-dependent and, given the increasing availability of very high-resolution (VHR) DEMs, their ecological relevancemust be assessed for different spatial resolutions. 2. In a study area located in the Swiss Western Alps, we computed VHR DEMs-derived variables related to morphometry, hydrology and solar radiation. Based on an original spatial resolution of 0.5 m, we generated DEM-derived variables at 1, 2 and 4 mspatial resolutions, applying a Gaussian Pyramid. Their associations with local climatic factors, measured by sensors (direct and ambient air temperature, air humidity and soil moisture) as well as ecological indicators derived fromspecies composition, were assessed with multivariate generalized linearmodels (GLM) andmixed models (GLMM). 3. Specific VHR DEM-derived variables showed significant associations with climatic factors. In addition to slope, aspect and curvature, the underused wetness and ruggedness indices modelledmeasured ambient humidity and soilmoisture, respectively. Remarkably, spatial resolution of VHR DEM-derived variables had a significant influence on models' strength, with coefficients of determination decreasing with coarser resolutions or showing a local optimumwith a 2 mresolution, depending on the variable considered. 4. These results support the relevance of using multi-scale DEM variables to provide surrogates for important climatic variables such as humidity, moisture and temperature, offering suitable alternatives to direct measurements for evolutionary ecology studies at a local scale.

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Abiotic factors are considered strong drivers of species distribution and assemblages. Yet these spatial patterns are also influenced by biotic interactions. Accounting for competitors or facilitators may improve both the fit and the predictive power of species distribution models (SDMs). We investigated the influence of a dominant species, Empetrum nigrum ssp. hermaphroditum, on the distribution of 34 subordinate species in the tundra of northern Norway. We related SDM parameters of those subordinate species to their functional traits and their co-occurrence patterns with E. hermaphroditum across three spatial scales. By combining both approaches, we sought to understand whether these species may be limited by competitive interactions and/or benefit from habitat conditions created by the dominant species. The model fit and predictive power increased for most species when the frequency of occurrence of E. hermaphroditum was included in the SDMs as a predictor. The largest increase was found for species that 1) co-occur most of the time with E. hermaphroditum, both at large (i.e. 750 m) and small spatial scale (i.e. 2 m) or co-occur with E. hermaphroditum at large scale but not at small scale and 2) have particularly low or high leaf dry matter content (LDMC). Species that do not co-occur with E. hermaphroditum at the smallest scale are generally palatable herbaceous species with low LDMC, thus showing a weak ability to tolerate resource depletion that is directly or indirectly induced by E. hermaphroditum. Species with high LDMC, showing a better aptitude to face resource depletion and grazing, are often found in the proximity of E. hermaphroditum. Our results are consistent with previous findings that both competition and facilitation structure plant distribution and assemblages in the Arctic tundra. The functional and co-occurrence approaches used were complementary and provided a deeper understanding of the observed patterns by refinement of the pool of potential direct and indirect ecological effects of E. hermaphroditum on the distribution of subordinate species. Our correlative study would benefit being complemented by experimental approaches.

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BACKGROUND: Even if a large proportion of physiotherapists work in the private sector worldwide, very little is known of the organizations within which they practice. Such knowledge is important to help understand contexts of practice and how they influence the quality of services and patient outcomes. The purpose of this study was to: 1) describe characteristics of organizations where physiotherapists practice in the private sector, and 2) explore the existence of a taxonomy of organizational models. METHODS: This was a cross-sectional quantitative survey of 236 randomly-selected physiotherapists. Participants completed a purpose-designed questionnaire online or by telephone, covering organizational vision, resources, structures and practices. Organizational characteristics were analyzed descriptively, while organizational models were identified by multiple correspondence analyses. RESULTS: Most organizations were for-profit (93.2%), located in urban areas (91.5%), and within buildings containing multiple businesses/organizations (76.7%). The majority included multiple providers (89.8%) from diverse professions, mainly physiotherapy assistants (68.7%), massage therapists (67.3%) and osteopaths (50.2%). Four organizational models were identified: 1) solo practice, 2) middle-scale multiprovider, 3) large-scale multiprovider and 4) mixed. CONCLUSIONS: The results of this study provide a detailed description of the organizations where physiotherapists practice, and highlight the importance of human resources in differentiating organizational models. Further research examining the influences of these organizational characteristics and models on outcomes such as physiotherapists' professional practices and patient outcomes are needed.

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Among the largest resources for biological sequence data is the large amount of expressed sequence tags (ESTs) available in public and proprietary databases. ESTs provide information on transcripts but for technical reasons they often contain sequencing errors. Therefore, when analyzing EST sequences computationally, such errors must be taken into account. Earlier attempts to model error prone coding regions have shown good performance in detecting and predicting these while correcting sequencing errors using codon usage frequencies. In the research presented here, we improve the detection of translation start and stop sites by integrating a more complex mRNA model with codon usage bias based error correction into one hidden Markov model (HMM), thus generalizing this error correction approach to more complex HMMs. We show that our method maintains the performance in detecting coding sequences.

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Unraveling the effect of selection vs. drift on the evolution of quantitative traits is commonly achieved by one of two methods. Either one contrasts population differentiation estimates for genetic markers and quantitative traits (the Q(st)-F(st) contrast) or multivariate methods are used to study the covariance between sets of traits. In particular, many studies have focused on the genetic variance-covariance matrix (the G matrix). However, both drift and selection can cause changes in G. To understand their joint effects, we recently combined the two methods into a single test (accompanying article by Martin et al.), which we apply here to a network of 16 natural populations of the freshwater snail Galba truncatula. Using this new neutrality test, extended to hierarchical population structures, we studied the multivariate equivalent of the Q(st)-F(st) contrast for several life-history traits of G. truncatula. We found strong evidence of selection acting on multivariate phenotypes. Selection was homogeneous among populations within each habitat and heterogeneous between habitats. We found that the G matrices were relatively stable within each habitat, with proportionality between the among-populations (D) and the within-populations (G) covariance matrices. The effect of habitat heterogeneity is to break this proportionality because of selection for habitat-dependent optima. Individual-based simulations mimicking our empirical system confirmed that these patterns are expected under the selective regime inferred. We show that homogenizing selection can mimic some effect of drift on the G matrix (G and D almost proportional), but that incorporating information from molecular markers (multivariate Q(st)-F(st)) allows disentangling the two effects.

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Préface My thesis consists of three essays where I consider equilibrium asset prices and investment strategies when the market is likely to experience crashes and possibly sharp windfalls. Although each part is written as an independent and self contained article, the papers share a common behavioral approach in representing investors preferences regarding to extremal returns. Investors utility is defined over their relative performance rather than over their final wealth position, a method first proposed by Markowitz (1952b) and by Kahneman and Tversky (1979), that I extend to incorporate preferences over extremal outcomes. With the failure of the traditional expected utility models in reproducing the observed stylized features of financial markets, the Prospect theory of Kahneman and Tversky (1979) offered the first significant alternative to the expected utility paradigm by considering that people focus on gains and losses rather than on final positions. Under this setting, Barberis, Huang, and Santos (2000) and McQueen and Vorkink (2004) were able to build a representative agent optimization model which solution reproduced some of the observed risk premium and excess volatility. The research in behavioral finance is relatively new and its potential still to explore. The three essays composing my thesis propose to use and extend this setting to study investors behavior and investment strategies in a market where crashes and sharp windfalls are likely to occur. In the first paper, the preferences of a representative agent, relative to time varying positive and negative extremal thresholds are modelled and estimated. A new utility function that conciliates between expected utility maximization and tail-related performance measures is proposed. The model estimation shows that the representative agent preferences reveals a significant level of crash aversion and lottery-pursuit. Assuming a single risky asset economy the proposed specification is able to reproduce some of the distributional features exhibited by financial return series. The second part proposes and illustrates a preference-based asset allocation model taking into account investors crash aversion. Using the skewed t distribution, optimal allocations are characterized as a resulting tradeoff between the distribution four moments. The specification highlights the preference for odd moments and the aversion for even moments. Qualitatively, optimal portfolios are analyzed in terms of firm characteristics and in a setting that reflects real-time asset allocation, a systematic over-performance is obtained compared to the aggregate stock market. Finally, in my third article, dynamic option-based investment strategies are derived and illustrated for investors presenting downside loss aversion. The problem is solved in closed form when the stock market exhibits stochastic volatility and jumps. The specification of downside loss averse utility functions allows corresponding terminal wealth profiles to be expressed as options on the stochastic discount factor contingent on the loss aversion level. Therefore dynamic strategies reduce to the replicating portfolio using exchange traded and well selected options, and the risky stock.

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A large fraction of genome variation between individuals is comprised of submicroscopic copy number variation of genomic DNA segments. We assessed the relative contribution of structural changes and gene dosage alterations on phenotypic outcomes with mouse models of Smith-Magenis and Potocki-Lupski syndromes. We phenotyped mice with 1n (Deletion/+), 2n (+/+), 3n (Duplication/+), and balanced 2n compound heterozygous (Deletion/Duplication) copies of the same region. Parallel to the observations made in humans, such variation in gene copy number was sufficient to generate phenotypic consequences: in a number of cases diametrically opposing phenotypes were associated with gain versus loss of gene content. Surprisingly, some neurobehavioral traits were not rescued by restoration of the normal gene copy number. Transcriptome profiling showed that a highly significant propensity of transcriptional changes map to the engineered interval in the five assessed tissues. A statistically significant overrepresentation of the genes mapping to the entire length of the engineered chromosome was also found in the top-ranked differentially expressed genes in the mice containing rearranged chromosomes, regardless of the nature of the rearrangement, an observation robust across different cell lineages of the central nervous system. Our data indicate that a structural change at a given position of the human genome may affect not only locus and adjacent gene expression but also "genome regulation." Furthermore, structural change can cause the same perturbation in particular pathways regardless of gene dosage. Thus, the presence of a genomic structural change, as well as gene dosage imbalance, contributes to the ultimate phenotype.

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Divergent and convergent margins actualistic models are reviewed and applied to the history of the western Alps. Tethyan rifting history and geometry are analyzed: the northern European margin is considered as an upper plate whereas the southern Apulian margin is a lower plate; the Breche basin is regarded as the former break-away trough; the internal Brianconnais domain represents the northern rift shoulder whilst the more external domains are regarded as the infill of a complex rim basin locally affected by important extension (Valaisan and Vocontain trough). The Schistes lustres and ophiolites of the Tsate nappe are compared to an accretionary prism: the imbrication of this nappe elements is regarded as a direct consequence of the accretionary phenomena already active in early Cretaceous; the Gets/Simme complex could orginate from a more internal part of the accretionary prism. Some eclogitic basements represent the former Apulian margin substratum (Sesia) others (Mont-Rose) are interpreted as the former edge of the European margin. The history of the closing Tethyan domain is analyzed and the remaining problems concerning the cinematics, the presence/absence of a volcanic arc and the eoalpine metamorphism are discussed.

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BACKGROUND: To date, there is no quality assurance program that correlates patient outcome to perfusion service provided during cardiopulmonary bypass (CPB). A score was devised, incorporating objective parameters that would reflect the likelihood to influence patient outcome. The purpose was to create a new method for evaluating the quality of care the perfusionist provides during CPB procedures and to deduce whether it predicts patient morbidity and mortality. METHODS: We analysed 295 consecutive elective patients. We chose 10 parameters: fluid balance, blood transfused, Hct, ACT, PaO2, PaCO2, pH, BE, potassium and CPB time. Distribution analysis was performed using the Shapiro-Wilcoxon test. This made up the PerfSCORE and we tried to find a correlation to mortality rate, patient stay in the ICU and length of mechanical ventilation. Univariate analysis (UA) using linear regression was established for each parameter. Statistical significance was established when p < 0.05. Multivariate analysis (MA) was performed with the same parameters. RESULTS: The mean age was 63.8 +/- 12.6 years with 70% males. There were 180 CABG, 88 valves, and 27 combined CABG/valve procedures. The PerfSCORE of 6.6 +/- 2.4 (0-20), mortality of 2.7% (8/295), CPB time 100 +/- 41 min (19-313), ICU stay 52 +/- 62 hrs (7-564) and mechanical ventilation of 10.5 +/- 14.8 hrs (0-564) was calculated. CPB time, fluid balance, PaO2, PerfSCORE and blood transfused were significantly correlated to mortality (UA, p < 0.05). Also, CPB time, blood transfused and PaO2 were parameters predicting mortality (MA, p < 0.01). Only pH was significantly correlated for predicting ICU stay (UA). Ultrafiltration (UF) and CPB time were significantly correlated (UA, p < 0.01) while UF (p < 0.05) was the only parameter predicting mechanical ventilation duration (MA). CONCLUSIONS: CPB time, blood transfused and PaO2 are independent risk factors of mortality. Fluid balance, blood transfusion, PaO2, PerfSCORE and CPB time are independent parameters for predicting morbidity. PerfSCORE is a quality of perfusion measure that objectively quantifies perfusion performance.

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Difficult tracheal intubation assessment is an important research topic in anesthesia as failed intubations are important causes of mortality in anesthetic practice. The modified Mallampati score is widely used, alone or in conjunction with other criteria, to predict the difficulty of intubation. This work presents an automatic method to assess the modified Mallampati score from an image of a patient with the mouth wide open. For this purpose we propose an active appearance models (AAM) based method and use linear support vector machines (SVM) to select a subset of relevant features obtained using the AAM. This feature selection step proves to be essential as it improves drastically the performance of classification, which is obtained using SVM with RBF kernel and majority voting. We test our method on images of 100 patients undergoing elective surgery and achieve 97.9% accuracy in the leave-one-out crossvalidation test and provide a key element to an automatic difficult intubation assessment system.