Hypertension is an independent predictor of mean platelet volume in patients with acute ischaemic stroke.

Introduction: Mean platelet volume (MPV) was shown to be significantly increased in patients with acute ischaemic stroke, especially in non-lacunar strokes. Moreover, some studies concluded that increased MPV is related to poor functional outcome after ischaemic stroke, although this association is still controversial. However, the determinants of MPV in patients with acute ischaemic stroke have never been investigated. Subjects and methods: We recorded the main demographic, clinical and laboratory data of consecutive patients with acute (admitted within 24 h after stroke onset) ischaemic stroke admitted in our Neurology Service between January 2003 and December 2008. MPV was generated at admission by the Sysmex XE-2100 automated cell counter (Sysmex Corporation, Kobe, Japan) from ethylenediaminetetraacetic acid blood samples stored at room temperature until measurement. The association of these parameters with MPV was investigated in univariate and multivariate analysis. Results: A total of 636 patients was included in our study. The median MPV was 10.4 ± 0.82 fL. In univariate analysis, glucose (β= 0.03, P= 0.05), serum creatinine (β= 0.002, P= 0.02), haemoglobin (β= 0.009, P < 0.001), platelet count (β=-0.002, P < 0.001) and history of arterial hypertension (β= 0.21, P= 0.005) were found to be significantly associated with MPV. In multivariate robust regression analysis, only hypertension and platelet count remained as independent determinants of MPV. Conclusions: In patients with acute ischaemic stroke, platelet count and history of hypertension are the only determinants of MPV.

Breakpoints in ventilation, cerebral and muscle oxygenation, and muscle activity during an incremental cycling exercise.

The aim of this study was to locate the breakpoints of cerebral and muscle oxygenation and muscle electrical activity during a ramp exercise in reference to the first and second ventilatory thresholds. Twenty-five cyclists completed a maximal ramp test on an electromagnetically braked cycle-ergometer with a rate of increment of 25 W/min. Expired gazes (breath-by-breath), prefrontal cortex and vastus lateralis (VL) oxygenation [Near-infrared spectroscopy (NIRS)] together with electromyographic (EMG) Root Mean Square (RMS) activity for the VL, rectus femoris (RF), and biceps femoris (BF) muscles were continuously assessed. There was a non-linear increase in both cerebral deoxyhemoglobin (at 56 ± 13% of the exercise) and oxyhemoglobin (56 ± 8% of exercise) concomitantly to the first ventilatory threshold (57 ± 6% of exercise, p > 0.86, Cohen's d < 0.1). Cerebral deoxyhemoglobin further increased (87 ± 10% of exercise) while oxyhemoglobin reached a plateau/decreased (86 ± 8% of exercise) after the second ventilatory threshold (81 ± 6% of exercise, p < 0.05, d > 0.8). We identified one threshold only for muscle parameters with a non-linear decrease in muscle oxyhemoglobin (78 ± 9% of exercise), attenuation in muscle deoxyhemoglobin (80 ± 8% of exercise), and increase in EMG activity of VL (89 ± 5% of exercise), RF (82 ± 14% of exercise), and BF (85 ± 9% of exercise). The thresholds in BF and VL EMG activity occurred after the second ventilatory threshold (p < 0.05, d > 0.6). Our results suggest that the metabolic and ventilatory events characterizing this latter cardiopulmonary threshold may affect both cerebral and muscle oxygenation levels, and in turn, muscle recruitment responses.

Common variants in the ATP2B1 gene are associated with susceptibility to hypertension: the Japanese Millennium Genome Project.

Hypertension is one of the most common complex genetic disorders. We have described previously 38 single nucleotide polymorphisms (SNPs) with suggestive association with hypertension in Japanese individuals. In this study we extend our previous findings by analyzing a large sample of Japanese individuals (n=14 105) for the most associated SNPs. We also conducted replication analyses in Japanese of susceptibility loci for hypertension identified recently from genome-wide association studies of European ancestries. Association analysis revealed significant association of the ATP2B1 rs2070759 polymorphism with hypertension (P=5.3×10(-5); allelic odds ratio: 1.17 [95% CI: 1.09 to 1.26]). Additional SNPs in ATP2B1 were subsequently genotyped, and the most significant association was with rs11105378 (odds ratio: 1.31 [95% CI: 1.21 to 1.42]; P=4.1×10(-11)). Association of rs11105378 with hypertension was cross-validated by replication analysis with the Global Blood Pressure Genetics consortium data set (odds ratio: 1.13 [95% CI: 1.05 to 1.21]; P=5.9×10(-4)). Mean adjusted systolic blood pressure was highly significantly associated with the same SNP in a meta-analysis with individuals of European descent (P=1.4×10(-18)). ATP2B1 mRNA expression levels in umbilical artery smooth muscle cells were found to be significantly different among rs11105378 genotypes. Seven SNPs discovered in published genome-wide association studies were also genotyped in the Japanese population. In the combined analysis with replicated 3 genes, FGF5 rs1458038, CYP17A1, rs1004467, and CSK rs1378942, odds ratio of the highest risk group was 2.27 (95% CI: 1.65 to 3.12; P=4.6×10(-7)) compared with the lower risk group. In summary, this study confirmed common genetic variation in ATP2B1, as well as FGF5, CYP17A1, and CSK, to be associated with blood pressure levels and risk of hypertension.

Fibrin sealant for fasciocutaneous flaps.

Fibrin sealant is used in many areas of surgery. We present a novel aspect of flap insetting in the ischial region using fibrin spray to seal the transferred tissue. We analyzed 10 patients suffering from decubital ulcers and assessed drainage output, time of drain removal, as well as complications following fasciocutaneous flap surgery. Patients were randomized to receive sprayed fibrin glue (study group) or not (control group) before wound closure. The mean drainage time was 4 +/- 1 days in the study group and 6 +/- 1 days in the control group ( P = 0.06). The mean drainage volume was 100 +/- 20 mL in the study group and 168 +/- 30 mL in the control group ( P < 0.01). Fibrin sealant led to reduced drainage volumes and duration of drainage, indicating a beneficial effect of the application of fibrin glue in fasciocutaneous flap surgery for pressure sore coverage.

Endoleak and in-stent thrombus detection with CT angiography in a thoracic aortic aneurysm phantom at different tube energies using filtered back projection and iterative algorithms.

PURPOSE: To determine the lower limit of dose reduction with hybrid and fully iterative reconstruction algorithms in detection of endoleaks and in-stent thrombus of thoracic aorta with computed tomographic (CT) angiography by applying protocols with different tube energies and automated tube current modulation. MATERIALS AND METHODS: The calcification insert of an anthropomorphic cardiac phantom was replaced with an aortic aneurysm model containing a stent, simulated endoleaks, and an intraluminal thrombus. CT was performed at tube energies of 120, 100, and 80 kVp with incrementally increasing noise indexes (NIs) of 16, 25, 34, 43, 52, 61, and 70 and a 2.5-mm section thickness. NI directly controls radiation exposure; a higher NI allows for greater image noise and decreases radiation. Images were reconstructed with filtered back projection (FBP) and hybrid and fully iterative algorithms. Five radiologists independently analyzed lesion conspicuity to assess sensitivity and specificity. Mean attenuation (in Hounsfield units) and standard deviation were measured in the aorta to calculate signal-to-noise ratio (SNR). Attenuation and SNR of different protocols and algorithms were analyzed with analysis of variance or Welch test depending on data distribution. RESULTS: Both sensitivity and specificity were 100% for simulated lesions on images with 2.5-mm section thickness and an NI of 25 (3.45 mGy), 34 (1.83 mGy), or 43 (1.16 mGy) at 120 kVp; an NI of 34 (1.98 mGy), 43 (1.23 mGy), or 61 (0.61 mGy) at 100 kVp; and an NI of 43 (1.46 mGy) or 70 (0.54 mGy) at 80 kVp. SNR values showed similar results. With the fully iterative algorithm, mean attenuation of the aorta decreased significantly in reduced-dose protocols in comparison with control protocols at 100 kVp (311 HU at 16 NI vs 290 HU at 70 NI, P ≤ .0011) and 80 kVp (400 HU at 16 NI vs 369 HU at 70 NI, P ≤ .0007). CONCLUSION: Endoleaks and in-stent thrombus of thoracic aorta were detectable to 1.46 mGy (80 kVp) with FBP, 1.23 mGy (100 kVp) with the hybrid algorithm, and 0.54 mGy (80 kVp) with the fully iterative algorithm.

Community Policing in Switzerland's Major Urban Areas: An Observational Study of the Implementation and Impact Using Geospatial Data Mining

La présente étude est à la fois une évaluation du processus de la mise en oeuvre et des impacts de la police de proximité dans les cinq plus grandes zones urbaines de Suisse - Bâle, Berne, Genève, Lausanne et Zurich. La police de proximité (community policing) est à la fois une philosophie et une stratégie organisationnelle qui favorise un partenariat renouvelé entre la police et les communautés locales dans le but de résoudre les problèmes relatifs à la sécurité et à l'ordre public. L'évaluation de processus a analysé des données relatives aux réformes internes de la police qui ont été obtenues par l'intermédiaire d'entretiens semi-structurés avec des administrateurs clés des cinq départements de police, ainsi que dans des documents écrits de la police et d'autres sources publiques. L'évaluation des impacts, quant à elle, s'est basée sur des variables contextuelles telles que des statistiques policières et des données de recensement, ainsi que sur des indicateurs d'impacts construit à partir des données du Swiss Crime Survey (SCS) relatives au sentiment d'insécurité, à la perception du désordre public et à la satisfaction de la population à l'égard de la police. Le SCS est un sondage régulier qui a permis d'interroger des habitants des cinq grandes zones urbaines à plusieurs reprises depuis le milieu des années 1980. L'évaluation de processus a abouti à un « Calendrier des activités » visant à créer des données de panel permettant de mesurer les progrès réalisés dans la mise en oeuvre de la police de proximité à l'aide d'une grille d'évaluation à six dimensions à des intervalles de cinq ans entre 1990 et 2010. L'évaluation des impacts, effectuée ex post facto, a utilisé un concept de recherche non-expérimental (observational design) dans le but d'analyser les impacts de différents modèles de police de proximité dans des zones comparables à travers les cinq villes étudiées. Les quartiers urbains, délimités par zone de code postal, ont ainsi été regroupés par l'intermédiaire d'une typologie réalisée à l'aide d'algorithmes d'apprentissage automatique (machine learning). Des algorithmes supervisés et non supervisés ont été utilisés sur les données à haute dimensionnalité relatives à la criminalité, à la structure socio-économique et démographique et au cadre bâti dans le but de regrouper les quartiers urbains les plus similaires dans des clusters. D'abord, les cartes auto-organisatrices (self-organizing maps) ont été utilisées dans le but de réduire la variance intra-cluster des variables contextuelles et de maximiser simultanément la variance inter-cluster des réponses au sondage. Ensuite, l'algorithme des forêts d'arbres décisionnels (random forests) a permis à la fois d'évaluer la pertinence de la typologie de quartier élaborée et de sélectionner les variables contextuelles clés afin de construire un modèle parcimonieux faisant un minimum d'erreurs de classification. Enfin, pour l'analyse des impacts, la méthode des appariements des coefficients de propension (propensity score matching) a été utilisée pour équilibrer les échantillons prétest-posttest en termes d'âge, de sexe et de niveau d'éducation des répondants au sein de chaque type de quartier ainsi identifié dans chacune des villes, avant d'effectuer un test statistique de la différence observée dans les indicateurs d'impacts. De plus, tous les résultats statistiquement significatifs ont été soumis à une analyse de sensibilité (sensitivity analysis) afin d'évaluer leur robustesse face à un biais potentiel dû à des covariables non observées. L'étude relève qu'au cours des quinze dernières années, les cinq services de police ont entamé des réformes majeures de leur organisation ainsi que de leurs stratégies opérationnelles et qu'ils ont noué des partenariats stratégiques afin de mettre en oeuvre la police de proximité. La typologie de quartier développée a abouti à une réduction de la variance intra-cluster des variables contextuelles et permet d'expliquer une partie significative de la variance inter-cluster des indicateurs d'impacts avant la mise en oeuvre du traitement. Ceci semble suggérer que les méthodes de géocomputation aident à équilibrer les covariables observées et donc à réduire les menaces relatives à la validité interne d'un concept de recherche non-expérimental. Enfin, l'analyse des impacts a révélé que le sentiment d'insécurité a diminué de manière significative pendant la période 2000-2005 dans les quartiers se trouvant à l'intérieur et autour des centres-villes de Berne et de Zurich. Ces améliorations sont assez robustes face à des biais dus à des covariables inobservées et covarient dans le temps et l'espace avec la mise en oeuvre de la police de proximité. L'hypothèse alternative envisageant que les diminutions observées dans le sentiment d'insécurité soient, partiellement, un résultat des interventions policières de proximité semble donc être aussi plausible que l'hypothèse nulle considérant l'absence absolue d'effet. Ceci, même si le concept de recherche non-expérimental mis en oeuvre ne peut pas complètement exclure la sélection et la régression à la moyenne comme explications alternatives. The current research project is both a process and impact evaluation of community policing in Switzerland's five major urban areas - Basel, Bern, Geneva, Lausanne, and Zurich. Community policing is both a philosophy and an organizational strategy that promotes a renewed partnership between the police and the community to solve problems of crime and disorder. The process evaluation data on police internal reforms were obtained through semi-structured interviews with key administrators from the five police departments as well as from police internal documents and additional public sources. The impact evaluation uses official crime records and census statistics as contextual variables as well as Swiss Crime Survey (SCS) data on fear of crime, perceptions of disorder, and public attitudes towards the police as outcome measures. The SCS is a standing survey instrument that has polled residents of the five urban areas repeatedly since the mid-1980s. The process evaluation produced a "Calendar of Action" to create panel data to measure community policing implementation progress over six evaluative dimensions in intervals of five years between 1990 and 2010. The impact evaluation, carried out ex post facto, uses an observational design that analyzes the impact of the different community policing models between matched comparison areas across the five cities. Using ZIP code districts as proxies for urban neighborhoods, geospatial data mining algorithms serve to develop a neighborhood typology in order to match the comparison areas. To this end, both unsupervised and supervised algorithms are used to analyze high-dimensional data on crime, the socio-economic and demographic structure, and the built environment in order to classify urban neighborhoods into clusters of similar type. In a first step, self-organizing maps serve as tools to develop a clustering algorithm that reduces the within-cluster variance in the contextual variables and simultaneously maximizes the between-cluster variance in survey responses. The random forests algorithm then serves to assess the appropriateness of the resulting neighborhood typology and to select the key contextual variables in order to build a parsimonious model that makes a minimum of classification errors. Finally, for the impact analysis, propensity score matching methods are used to match the survey respondents of the pretest and posttest samples on age, gender, and their level of education for each neighborhood type identified within each city, before conducting a statistical test of the observed difference in the outcome measures. Moreover, all significant results were subjected to a sensitivity analysis to assess the robustness of these findings in the face of potential bias due to some unobserved covariates. The study finds that over the last fifteen years, all five police departments have undertaken major reforms of their internal organization and operating strategies and forged strategic partnerships in order to implement community policing. The resulting neighborhood typology reduced the within-cluster variance of the contextual variables and accounted for a significant share of the between-cluster variance in the outcome measures prior to treatment, suggesting that geocomputational methods help to balance the observed covariates and hence to reduce threats to the internal validity of an observational design. Finally, the impact analysis revealed that fear of crime dropped significantly over the 2000-2005 period in the neighborhoods in and around the urban centers of Bern and Zurich. These improvements are fairly robust in the face of bias due to some unobserved covariate and covary temporally and spatially with the implementation of community policing. The alternative hypothesis that the observed reductions in fear of crime were at least in part a result of community policing interventions thus appears at least as plausible as the null hypothesis of absolutely no effect, even if the observational design cannot completely rule out selection and regression to the mean as alternative explanations.

hMMP9 as predictive factor for response and progression free survival in breast cancer patients treated with bevacizumab and pegylated liposomal doxorubicin (PLD)

Background: The anti-angiogenic drug, bevacizumab (Bv), is currently used in the treatment of different malignancies including breast cancer. Many angiogenesis-associated molecules are found in the circulation of cancer patients. Until now, there are no prognostic or predictive factors identified in breast cancer patients treated with Bv. We present here the first results of the prospective monitoring of 6 angiogenesis-related molecules in the peripheral blood of breast cancer patients treated with a combination of Bv and PLD in the phase II trial, SAKK 24/06. Methods: Patients were treated with PLD (20 mg/m2) and Bv (10 mg/kg) on days 1 and 15 of each 4-week cycle for a maximum of 6 cycles, followed by Bv monotherapy maintenance (10 mg/m2 q2 weeks) until progression or severe toxicity. Plasma and serum samples were collected at baseline, after 2 months of therapy, then every 3 months and at treatment discontinuation. Enzyme-linked immunosorbent assays (Quantikine, R&D Systems and Reliatech) were used to measure the expression levels of human vascular endothelial growth factor (hVEGF), placental growth factor (hPlGF), matrix metalloproteinase 9 (hMMP9) and soluble VEGF receptors hsVEGFR-1, hsVEGFR-2 and hsVEGFR-3. The log-transformed data (to reduce the skewness) for each marker was analyzed using an analysis of variance (ANOVA) model to determine if there was a difference between the mean of the subgroups of interest (where α = 0.05). The untransformed data was also analyzed in the same manner as a "sensitivity" check. Results: 132 blood samples were collected in 41 out of 43 enrolled patients. Baseline levels of the molecules were compared to disease status according to RECIST. There was a statistically significant difference in the mean of the log-transformed levels of hMMP9 between responders [CR+PR] versus the mean in patients with PD (p-value=0.0004, log fold change=0.7536), and between patients with disease control [CR+PR+SD] and those with PD (p-value=<0.0001, log fold change=0.81559), with the log-transformed level of hMMP9 being higher for the responder group. The mean of the log-transformed levels of hsVEGFR-1 was statistically significantly different between patients with disease control [CR+PR+SD] and those with PD (p-value=0.0068, log fold change=-0.6089), where the log-transformed level of hsVEGFR-1 was lower for the responder group. The log-transformed level of hMMP9 at baseline was identified as a significant prognostic factor in terms of progression free survival (PFS): p-value=0.0417, hazard ratio (HR)=0.574 with a corresponding 95% confidence interval (0.336 - 0.979)). No strong correlation was shown either between the log-transformed levels of hsVEGF, hPlGF, hsVEGFR-2 or hsVEGFR-3 and clinical response or the occurrence of severe toxicity, or between the levels of the different molecules. Conclusions: Our results suggest that baseline plasma level of the matrix metalloproteinase, hMMP9, could predict tumor response and PFS in patients treated with a combination of Bv and PLD. These data justify further investigation in breast cancer patients treated with anti-angiogenic therapy.

Effects of common origin and common rearing environment on variance in ectoparasite load and phenotype of nestling Alpine swifts

Knowledge of the quantitative genetics of resistance to parasitism is key to appraise host evolutionary responses to parasite selection. Here, we studied effects of common origin (i.e. genetic and pre-hatching parental effects) and common rearing environment (i.e. post-hatching parental effects and other environment effects) on variance in ectoparasite load in nestling Alpine swifts (Apus melba). This colonial bird is intensely parasitized by blood sucking louse-flies that impair nestling development and survival. By cross-fostering half of the hatchlings between pairs of nests, we show strong significant effect of common rearing environment on variance (90.7% in 2002 and 90.9% in 2003) in the number of louse-flies per nestling and no significant effect of common origin on variance in the number of louse-flies per nestling. In contrast, significant effects of common origin were found for all the nestling morphological traits (i.e. body mass, wing length, tail length, fork length and sternum length) under investigation. Hence, our study suggests that genetic and pre-hatching parental effects play little role in the distribution of parasites among nestling Alpine swifts, and thus that nestlings have only limited scope for evolutionary responses against parasites. Our results highlight the need to take into consideration environmental factors, including the evolution of post-hatching parental effects such as nest sanitation, in our understanding of host-parasite relationships.

Mucosal healing and deep remission: What does it mean?

The use of specific terms under different meanings and varying definitions has always been a source of confusion in science. When we point our efforts towards an evidence based medicine for inflammatory bowel diseases (IBD) the same is true: Terms such as "mucosal healing" or "deep remission" as endpoints in clinical trials or treatment goals in daily patient care may contribute to misconceptions if meanings change over time or definitions are altered. It appears to be useful to first have a look at the development of terms and their definitions, to assess their intrinsic and context-independent problems and then to analyze the different relevance in present-day clinical studies and trials. The purpose of such an attempt would be to gain clearer insights into the true impact of the clinical findings behind the terms. It may also lead to a better defined use of those terms for future studies. The terms "mucosal healing" and "deep remission" have been introduced in recent years as new therapeutic targets in the treatment of IBD patients. Several clinical trials, cohort studies or inception cohorts provided data that the long term disease course is better, when mucosal healing is achieved. However, it is still unclear whether continued or increased therapeutic measures will aid or improve mucosal healing for patients in clinical remission. Clinical trials are under way to answer this question. Attention should be paid to clearly address what levels of IBD activity are looked at. In the present review article authors aim to summarize the current evidence available on mucosal healing and deep remission and try to highlight their value and position in the everyday decision making for gastroenterologists.

Heritability of the retinal microcirculation in flemish families.

BACKGROUND Few population studies have described the heritability and intrafamilial concordance of the retinal microvessels, or the genetic or environmental correlations of the phenotypes of these vessels. METHODS We randomly selected 413 participants from 70 families (mean age, 51.5 years; 50.1% women) from a Flemish population. We postprocessed retinal images using IVAN software to generate the central retinal arteriole equivalent (CRAE), central retinal venule equivalent (CRVE), and arteriole-to-venule-ratio (AVR) from these images. We used SAGE version 6.2 and SAS version 9.2 to compute multivariate-adjusted estimates of heritability and intrafamilial correlations of the CRAE, CRVE, and AVR of the retinal microvessels in the images. RESULTS Sex, age, mean arterial pressure, and smoking explained up to 12.7% of the variance of the phenotypes of the retinal microvessels of the study participants. With adjustments applied for these covariates, the heritability estimates of CRAE, CRVE, and AVR were 0.213 (P = 0.044), 0.339 (P = 0.010), and 0.272 (P = 0.004), respectively. The parent-offspring correlations for CRAE, CRVE, and AVR were 0.118 (NS), 0.225 (P < 0.01), and 0.215 (P < 0.05), respectively. The corresponding values were 0.222 (P < 0.05), 0.213 (P < 0.05), and 0.390 (P < 0.001) for sib-sib correlations, respectively. The genetic and environmental correlations between CRAE and CRVE were 0.360 and 0.545 (P < 0.001 for both). CONCLUSION Our study showed moderate heritability for CRAE, CRVE, and AVR, and a significant genetic correlation of CRAE with CRVE in the Flemish population of our study. These findings suggest that genetic factors influence the diameter of the retinal microvessels, and that CRAE and CRVE share some genetic determinants.

Electrical colonic stimulation reduces mean transit time in a porcine model.

Abstract Electrical stimulation is a new way to treat digestive disorders such as constipation. Colonic propulsive activity can be triggered by battery operated devices. This study aimed to demonstrate the effect of direct electrical colonic stimulation on mean transit time in a chronic porcine model. The impact of stimulation and implanted material on the colonic wall was also assessed. Three pairs of electrodes were implanted into the caecal wall of 12 anaesthetized pigs. Reference colonic transit time was determined by radiopaque markers for each pig before implantation. It was repeated 4 weeks after implantation with sham stimulation and 5 weeks after implantation with electrical stimulation. Aboral sequential trains of 1-ms pulse width (10 V; 120 Hz) were applied twice daily for 6 days, using an external battery operated stimulator. For each course of markers, a mean value was computed from transit times obtained from individual pig. Microscopic examination of the caecum was routinely performed after animal sacrifice. A reduction of mean transit time was observed after electrical stimulation (19 +/- 13 h; mean +/- SD) when compared to reference (34 +/- 7 h; P = 0.045) and mean transit time after sham stimulation (36 +/- 9 h; P = 0.035). Histological examination revealed minimal chronic inflammation around the electrodes. Colonic transit time measured in a chronic porcine model is reduced by direct sequential electrical stimulation. Minimal tissue lesion is elicited by stimulation or implanted material. Electrical colonic stimulation could be a promising approach to treat specific disorders of the large bowel.

Body composition using bio-impedance analysis in pediatric patients with inflammatory bowel disease. Corcordance with dual energy X-ray absorptiometry and comparison with healthy controls

Introduction: Growth is a central process in paediatrics. Weight and height evaluation are therefore routine exams for every child but in some situation, particularly inflammatory bowel disease (IBD), a wider evaluation of nutritional status needs to be performed. Objectives: To assess the accuracy of bio-impedance analysis (BIA) compared to the gold standard dual energy X-ray absorptiometry (DEXA) in estimating percentage body fat (fat mass; FM) and lean body mass (fat free mass; FFM) in children with inflammatory bowel disease (IBD). To compare FM and FFM levels between patients with IBD and healthy controls. Methods: Twenty-nine healthy controls (12 females; mean age: 12.7 ± 1.9 years) and 21 patients (11 females; 14.3 ± 1.3 years) were recruited from August 2011 to October 2012 at our institution. BIA was performed in all children and DEXA in patients only. Concordance between BIA and DEXA was assessed using Lin's concordance correlation and the Bland-Altman method. Between-group comparisons were made using analysis of variance adjusting for age. Results: BIA-derived FM% showed a good concordance with DEXA-derived values, while BIA-derived FFM% tended to be slightly higher than DEXA-derived values (table). No differences were found between patients and controls regarding body mass index (mean ± SD: 19.3 ± 3.3 vs. 20.1 ± 2.8 kg/m2, respectively; age-adjusted P = 0.08) and FM% (boys: 25.3 ± 10.2 vs. 22.6 ± 7.1%, for patients and controls, respectively; P = 0.20; girls: 28.2 ± 5.7 vs. 26.4 ± 7.7%; P = 0.91). Also, no differences were found regarding FFM% in boys (74.9 ± 10.2 vs. 77.4 ± 7.1%; P = 0.22) and girls (71.8 ± 5.6 vs. 73.5 ± 7.7%; P = 0.85). Conclusion: BIA adequately assesses body composition (FM%) in children with IBD and could advantageously replace DEXA, which is more expensive and less available. No differences in body composition were found between children with IBD and healthy controls.

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.