51 resultados para Time-varying bond risk premia


Relevância:

100.00% 100.00%

Publicador:

Resumo:

Dynamic systems, especially in real-life applications, are often determined by inter-/intra-variability, uncertainties and time-varying components. Physiological systems are probably the most representative example in which population variability, vital signal measurement noise and uncertain dynamics render their explicit representation and optimization a rather difficult task. Systems characterized by such challenges often require the use of adaptive algorithmic solutions able to perform an iterative structural and/or parametrical update process towards optimized behavior. Adaptive optimization presents the advantages of (i) individualization through learning of basic system characteristics, (ii) ability to follow time-varying dynamics and (iii) low computational cost. In this chapter, the use of online adaptive algorithms is investigated in two basic research areas related to diabetes management: (i) real-time glucose regulation and (ii) real-time prediction of hypo-/hyperglycemia. The applicability of these methods is illustrated through the design and development of an adaptive glucose control algorithm based on reinforcement learning and optimal control and an adaptive, personalized early-warning system for the recognition and alarm generation against hypo- and hyperglycemic events.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

IMPORTANCE High-dose immunosuppressive therapy and autologous hematopoietic stem cell transplantation (HSCT) have shown efficacy in systemic sclerosis in phase 1 and small phase 2 trials. OBJECTIVE To compare efficacy and safety of HSCT vs 12 successive monthly intravenous pulses of cyclophosphamide. DESIGN, SETTING, AND PARTICIPANTS The Autologous Stem Cell Transplantation International Scleroderma (ASTIS) trial, a phase 3, multicenter, randomized (1:1), open-label, parallel-group, clinical trial conducted in 10 countries at 29 centers with access to a European Group for Blood and Marrow Transplantation-registered transplant facility. From March 2001 to October 2009, 156 patients with early diffuse cutaneous systemic sclerosis were recruited and followed up until October 31, 2013. INTERVENTIONS HSCT vs intravenous pulse cyclophosphamide. MAIN OUTCOMES AND MEASURES The primary end point was event-free survival, defined as time from randomization until the occurrence of death or persistent major organ failure. RESULTS A total of 156 patients were randomly assigned to receive HSCT (n = 79) or cyclophosphamide (n = 77). During a median follow-up of 5.8 years, 53 events occurred: 22 in the HSCT group (19 deaths and 3 irreversible organ failures) and 31 in the control group (23 deaths and 8 irreversible organ failures). During the first year, there were more events in the HSCT group (13 events [16.5%], including 8 treatment-related deaths) than in the control group (8 events [10.4%], with no treatment-related deaths). At 2 years, 14 events (17.7%) had occurred cumulatively in the HSCT group vs 14 events (18.2%) in the control group; at 4 years, 15 events (19%) had occurred cumulatively in the HSCT group vs 20 events (26%) in the control group. Time-varying hazard ratios (modeled with treatment × time interaction) for event-free survival were 0.35 (95% CI, 0.16-0.74) at 2 years and 0.34 (95% CI, 0.16-0.74) at 4 years. CONCLUSIONS AND RELEVANCE Among patients with early diffuse cutaneous systemic sclerosis, HSCT was associated with increased treatment-related mortality in the first year after treatment. However, HCST conferred a significant long-term event-free survival benefit. TRIAL REGISTRATION isrctn.org Identifier: ISRCTN54371254.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

OBJECTIVE There is increasing evidence that epileptic activity involves widespread brain networks rather than single sources and that these networks contribute to interictal brain dysfunction. We investigated the fast-varying behavior of epileptic networks during interictal spikes in right and left temporal lobe epilepsy (RTLE and LTLE) at a whole-brain scale using directed connectivity. METHODS In 16 patients, 8 with LTLE and 8 with RTLE, we estimated the electrical source activity in 82 cortical regions of interest (ROIs) using high-density electroencephalography (EEG), individual head models, and a distributed linear inverse solution. A multivariate, time-varying, and frequency-resolved Granger-causal modeling (weighted Partial Directed Coherence) was applied to the source signal of all ROIs. A nonparametric statistical test assessed differences between spike and baseline epochs. Connectivity results between RTLE and LTLE were compared between RTLE and LTLE and with neuropsychological impairments. RESULTS Ipsilateral anterior temporal structures were identified as key drivers for both groups, concordant with the epileptogenic zone estimated invasively. We observed an increase in outflow from the key driver already before the spike. There were also important temporal and extratemporal ipsilateral drivers in both conditions, and contralateral only in RTLE. A different network pattern between LTLE and RTLE was found: in RTLE there was a much more prominent ipsilateral to contralateral pattern than in LTLE. Half of the RTLE patients but none of the LTLE patients had neuropsychological deficits consistent with contralateral temporal lobe dysfunction, suggesting a relationship between connectivity changes and cognitive deficits. SIGNIFICANCE The different patterns of time-varying connectivity in LTLE and RTLE suggest that they are not symmetrical entities, in line with our neuropsychological results. The highest outflow region was concordant with invasive validation of the epileptogenic zone. This enhanced characterization of dynamic connectivity patterns could better explain cognitive deficits and help the management of epilepsy surgery candidates.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The selection of liver transplant candidates with hepatocellular carcinoma (HCC) is currently validated based on Milan criteria. The use of extended criteria has remained a matter of debate, mainly because of the absence of prospective validation. The present prospective study recruited patients according to the previously proposed Total Tumor Volume (TTV ≤115 cm(3) )/alpha fetoprotein (AFP ≤400 ng/ml) score. Patients with AFP >400 ng/ml were excluded, and as such the Milan group was modified to include only patients with AFP <400 ng/ml; these patients were compared to patients beyond Milan, but within TTV/AFP. From January 2007 to March 2013, 233 patients with HCC were listed for liver transplantation. Of them, 195 patients were within Milan, and 38 beyond Milan but within TTV/AFP. The average follow-up from listing was 33,9 ±24,9 months. The risk of drop-out was higher for patients beyond Milan but within TTV/AFP (16/38, 42,1%), than for patients within Milan (49/195, 25,1%, p=0,033). In parallel, intent-to-treat survival from listing was lower in the patients beyond Milan (53,8% vs. 71,6% at four years, p<0,001). After a median waiting time of 8 months, 166 patients were transplanted, 134 patients within Milan criteria, and 32 beyond Milan but within TTV/AFP. They demonstrated acceptable and similar recurrence rates (4,5% vs. 9,4%, p=0,138) and post-transplant survivals (78,7% vs. 74,6% at four years, p=0,932). CONCLUSION Based on the present prospective study, HCC liver transplant candidate selection could be expanded to the TTV (≤115 cm(3) )/AFP (≤400 ng/ml) criteria in centers with at least 8-month waiting time. An increased risk of drop-out on the waiting list can be expected but with equivalent and satisfactory post-transplant survival. This article is protected by copyright. All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

We examined the life-span development of self-esteem and tested whether self-esteem influences the development of important life outcomes, including relationship satisfaction, job satisfaction, occupational status, salary, positive and negative affect, depression, and physical health. Data came from the Longitudinal Study of Generations. Analyses were based on 5 assessments across a 12-year period of a sample of 1,824 individuals ages 16 to 97 years. First, growth curve analyses indicated that self-esteem increases from adolescence to middle adulthood, reaches a peak at about age 50 years, and then decreases in old age. Second, cross-lagged regression analyses indicated that self-esteem is best modeled as a cause rather than a consequence of life outcomes. Third, growth curve analyses, with self-esteem as a time-varying covariate, suggested that self-esteem has medium-sized effects on life-span trajectories of affect and depression, small to medium-sized effects on trajectories of relationship and job satisfaction, a very small effect on the trajectory of health, and no effect on the trajectory of occupational status. These findings replicated across 4 generations of participants— children, parents, grandparents, and their great-grandparents. Together, the results suggest that self-esteem has a significant prospective impact on real-world life experiences and that high and low self-esteem are not mere epiphenomena of success and failure in important life domains.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Initializing the ocean for decadal predictability studies is a challenge, as it requires reconstructing the little observed subsurface trajectory of ocean variability. In this study we explore to what extent surface nudging using well-observed sea surface temperature (SST) can reconstruct the deeper ocean variations for the 1949–2005 period. An ensemble made with a nudged version of the IPSLCM5A model and compared to ocean reanalyses and reconstructed datasets. The SST is restored to observations using a physically-based relaxation coefficient, in contrast to earlier studies, which use a much larger value. The assessment is restricted to the regions where the ocean reanalyses agree, i.e. in the upper 500 m of the ocean, although this can be latitude and basin dependent. Significant reconstruction of the subsurface is achieved in specific regions, namely region of subduction in the subtropical Atlantic, below the thermocline in the equatorial Pacific and, in some cases, in the North Atlantic deep convection regions. Beyond the mean correlations, ocean integrals are used to explore the time evolution of the correlation over 20-year windows. Classical fixed depth heat content diagnostics do not exhibit any significant reconstruction between the different existing bservation-based references and can therefore not be used to assess global average time-varying correlations in the nudged simulations. Using the physically based average temperature above an isotherm (14°C) alleviates this issue in the tropics and subtropics and shows significant reconstruction of these quantities in the nudged simulations for several decades. This skill is attributed to the wind stress reconstruction in the tropics, as already demonstrated in a perfect model study using the same model. Thus, we also show here the robustness of this result in an historical and observational context.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and establish the convergence of a continuous-time random walk to the multifractional Poisson process.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Orbital tuning is central for ice core chronologies beyond annual layer counting, available back to 60 ka (i.e. thousands of years before 1950) for Greenland ice cores. While several complementary orbital tuning tools have recently been developed using δ¹⁸Oatm, δO₂⁄N₂ and air content with different orbital targets, quantifying their uncertainties remains a challenge. Indeed, the exact processes linking variations of these parameters, measured in the air trapped in ice, to their orbital targets are not yet fully understood. Here, we provide new series of δO₂∕N₂ and δ¹⁸Oatm data encompassing Marine Isotopic Stage (MIS) 5 (between 100 and 160 ka) and the oldest part (340–800 ka) of the East Antarctic EPICA Dome C (EDC) ice core. For the first time, the measurements over MIS 5 allow an inter-comparison of δO₂∕N₂ and δ¹⁸Oatm records from three East Antarctic ice core sites (EDC, Vostok and Dome F). This comparison highlights some site-specific δO₂∕N₂ variations. Such an observation, the evidence of a 100 ka periodicity in the δO₂∕N₂ signal and the difficulty to identify extrema and mid-slopes in δO2∕N2 increase the uncertainty associated with the use of δO₂∕N₂ as an orbital tuning tool, now calculated to be 3–4 ka. When combining records of δ¹⁸Oatm and δO₂∕N₂ from Vostok and EDC, we find a loss of orbital signature for these two parameters during periods of minimum eccentricity (∼ 400 ka, ∼ 720–800 ka). Our data set reveals a time-varying offset between δO₂∕N₂ and δ¹⁸Oatm records over the last 800 ka that we interpret as variations in the lagged response of δ¹⁸Oatm to precession. The largest offsets are identified during Terminations II, MIS 8 and MIS 16, corresponding to periods of destabilization of the Northern polar ice sheets. We therefore suggest that the occurrence of Heinrich–like events influences the response of δ¹⁸Oatm to precession.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

Surgical site infection (SSI) in patients who underwent colorectal surgery is a common complication associated with increased morbidity and costs. The aim of this study was to assess risk factors for SSI in laparoscopic sigmoid resection for benign disease.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

OBJECTIVE: Metabolic changes caused by antiretroviral therapy (ART) may increase the risk of coronary heart disease (CHD). We evaluated changes in the prevalence of cardiovascular risk factors (CVRFs) and 10-year risk of CHD in a large cohort of HIV-infected individuals. METHODS: All individuals from the Swiss HIV Cohort Study (SHCS) who completed at least one CVRF questionnaire and for whom laboratory data were available for the period February 2000 to February 2006 were included in the analysis. The presence of a risk factor was determined using cut-offs based on the guidelines of the National Cholesterol Education Program (NCEP ATP III), the Joint National Committee on Prevention, Detection, Evaluation, and Treatment of High Blood Pressure (JNC7), the American Diabetes Association, and the Swiss Society for Cardiology. RESULTS: Overall, 8,033 individuals completed at least one CVRF questionnaire. The most common CVRFs in the first completed questionnaire were smoking (57.0%), low high-density lipoprotein (HDL) cholesterol (37.2%), high triglycerides (35.7%), and high blood pressure (26.1%). In total, 2.7 and 13.8% of patients were categorized as being at high (>20%) and moderate (10-20%) 10-year risk for CHD, respectively. Over 6 years the percentage of smokers decreased from 61.4 to 47.6% and the percentage of individuals with total cholesterol >6.2 mmol/L decreased from 21.1 to 12.3%. The prevalence of CVRFs and CHD risk was higher in patients currently on ART than in either pretreated or ART-naive patients. CONCLUSION: During the 6-year observation period, the prevalence of CVRFs remains high in the SHCS. Time trends indicate a decrease in the percentage of smokers and individuals with high cholesterol.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

BACKGROUND & AIMS Development of strictures is a major concern for patients with eosinophilic esophagitis (EoE). At diagnosis, EoE can present with an inflammatory phenotype (characterized by whitish exudates, furrows, and edema), a stricturing phenotype (characterized by rings and stenosis), or a combination of these. Little is known about progression of stricture formation; we evaluated stricture development over time in the absence of treatment and investigated risk factors for stricture formation. METHODS We performed a retrospective study using the Swiss EoE Database, collecting data on 200 patients with symptomatic EoE (153 men; mean age at diagnosis, 39 ± 15 years old). Stricture severity was graded based on the degree of difficulty associated with passing of the standard adult endoscope. RESULTS The median delay in diagnosis of EoE was 6 years (interquartile range, 2-12 years). With increasing duration of delay in diagnosis, the prevalence of fibrotic features of EoE, based on endoscopy, increased from 46.5% (diagnostic delay, 0-2 years) to 87.5% (diagnostic delay, >20 years; P = .020). Similarly, the prevalence of esophageal strictures increased with duration of diagnostic delay, from 17.2% (diagnostic delay, 0-2 years) to 70.8% (diagnostic delay, >20 years; P < .001). Diagnostic delay was the only risk factor for strictures at the time of EoE diagnosis (odds ratio = 1.08; 95% confidence interval: 1.040-1.122; P < .001). CONCLUSIONS The prevalence of esophageal strictures correlates with the duration of untreated disease. These findings indicate the need to minimize delay in diagnosis of EoE.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

BACKGROUND: The early hemodynamic normalization of polytrauma patients may lead to better survival outcomes. The aim of this study was to assess the diagnostic quality of trauma and physiological scores from widely used scoring systems in polytrauma patients. METHODS: In total, 770 patients with ISS > 16 who were admitted to a trauma center within the first 24 hours after injury were included in this retrospective study. The patients were subdivided into three groups: those who died on the day of admission, those who died within the first three days, and those who survived for longer than three days. ISS, NISS, APACHE II score, and prothrombin time were recorded at admission. RESULTS: The descriptive statistics for early death in polytrauma patients who died on the day of admission, 1--3 days after admission, and > 3 days after admission were: ISS of 41.0, 34.0, and 29.0, respectively; NISS of 50.0, 50.0, and 41.0, respectively; APACHE II score of 30.0, 25.0, and 15.0, respectively; and prothrombin time of 37.0%, 56.0%, and 84%, respectively. These data indicate that prothrombin time (AUC: 0.89) and APACHE II (AUC: 0.88) have the greatest prognostic utility for early death. CONCLUSION: The estimated densities of the scores may suggest a direction for resuscitative procedures in polytrauma patients.Trial registration: "Retrospektive Analysen in der Chirurgischen Intensivmedizin" StV01-2008.http://www.kek.zh.ch/internet/gesundheitsdirektion/kek/de/home.html.