Quasi-Self-Dual Exponential Lévy Processes

The important application of semistatic hedging in financial markets naturally leads to the notion of quasi--self-dual processes. The focus of our study is to give new characterizations of quasi--self-duality. We analyze quasi--self-dual Lévy driven markets which do not admit arbitrage opportunities and derive a set of equivalent conditions for the stochastic logarithm of quasi--self-dual martingale models. Since for nonvanishing order parameter two martingale properties have to be satisfied simultaneously, there is a nontrivial relation between the order and shift parameter representing carrying costs in financial applications. This leads to an equation containing an integral term which has to be inverted in applications. We first discuss several important properties of this equation and, for some well-known Lévy-driven models, we derive a family of closed-form inversion formulae.

Knowledge Management and Decision Support for Sustainable Land Management

Much research has focused on desertification and land degradation assessments without putting sufficient emphasis on prevention and mitigation, although the concept of sustainable land management (SLM) is increasingly being acknowledged. A variety of SLM measures have already been applied at the local level, but they are rarely adequately recognised, evaluated, shared or used for decision support. WOCAT (World Overview of Technologies and Approaches) has developed an internationally recognised, standardised methodology to document and evaluate SLM technologies and approaches, including spatial distribution, allowing the sharing of SLM knowledge worldwide. The recent methodological integration into a participatory process allows now analysing and using this knowledge for decision support at the local and national level. The use of the WOCAT tools stimulates evaluation (self-evaluation as well as learning from comparing experiences) within SLM initiatives where all too often there is not only insufficient monitoring but also a lack of critical analysis. The comprehensive questionnaires and database system facilitate to document, evaluate and disseminate local experiences of SLM technologies and their implementation approaches. This evaluation process - in a team of experts and together with land users - greatly enhances understanding of the reasons behind successful (or failed) local practices. It has now been integrated into a new methodology for appraising and selecting SLM options. The methodology combines a local collective learning and decision approach with the use of the evaluated global best practices from WOCAT in a concise three step process: i) identifying land degradation and locally applied solutions in a stakeholder learning workshop; ii) assessing local solutions with the standardised WOCAT tool; iii) jointly selecting promising strategies for implementation with the help of a decision support tool. The methodology has been implemented in various countries and study sites around the world mainly within the FAO LADA (Land Degradation Assessment Project) and the EU-funded DESIRE project. Investments in SLM must be carefully assessed and planned on the basis of properly documented experiences and evaluated impacts and benefits: concerted efforts are needed and sufficient resources must be mobilised to tap the wealth of knowledge and learn from SLM successes.

How do different aspects of self-regulation predict successful adaptation to school?

Self-regulation plays an important role in successful adaptation to preschool and school contexts as well as in later academic achievement. The current study relates different aspects of self-regulation such as temperamental effortful control and executive functions (updating, inhibition, and shifting) to different aspects of adaptation to school such as learning-related behavior, school grades, and performance in standardized achievement tests. The relationship between executive functions/effortful control and academic achievement has been established in previous studies; however, little is known about their unique contributions to different aspects of adaptation to school and the interplay of these factors in young school children. Results of a 1-year longitudinal study (N = 459) revealed that unique contributions of effortful control (parental report) to school grades were fully mediated by children’s learning-related behavior. On the other hand, the unique contributions of executive functions (performance on tasks) to school grades were only partially mediated by children’s learning-related behavior. Moreover, executive functions predicted performance in standardized achievement tests exclusively, with comparable predictive power for mathematical and reading/writing skills. Controlling for fluid intelligence did not change the pattern of prediction substantially, and fluid intelligence did not explain any variance above that of the two included aspects of self-regulation. Although effortful control and executive functions were not significantly related to each other, both aspects of self-regulation were shown to be important for fostering early learning and good classroom adjustment in children around transition to school.

Mobile phone technologies and advanced data analysis towards the enhancement of diabetes self-management

Advances in the area of mobile and wireless communication for healthcare (m-Health) along with the improvements in information science allow the design and development of new patient-centric models for the provision of personalised healthcare services, increase of patient independence and improvement of patient's self-control and self-management capabilities. This paper comprises a brief overview of the m-Health applications towards the self-management of individuals with diabetes mellitus and the enhancement of their quality of life. Furthermore, the design and development of a mobile phone application for Type 1 Diabetes Mellitus (T1DM) self-management is presented. The technical evaluation of the application, which permits the management of blood glucose measurements, blood pressure measurements, insulin dosage, food/drink intake and physical activity, has shown that the use of the mobile phone technologies along with data analysis methods might improve the self-management of T1DM.

Determinants of sustained viral suppression in HIV-infected patients with self-reported poor adherence to antiretroviral therapy

Background Good adherence to antiretroviral therapy (ART) is critical for successful HIV treatment. However, some patients remain virologically suppressed despite suboptimal adherence. We hypothesized that this could result from host genetic factors influencing drug levels. Methods Eligible individuals were Caucasians treated with efavirenz (EFV) and/or boosted lopinavir (LPV/r) with self-reported poor adherence, defined as missing doses of ART at least weekly for more than 6 months. Participants were genotyped for single nucleotide polymorphisms (SNPs) in candidate genes previously reported to decrease EFV (rs3745274, rs35303484, rs35979566 in CYP2B6) and LPV/r clearance (rs4149056 in SLCO1B1, rs6945984 in CYP3A, rs717620 in ABCC2). Viral suppression was defined as having HIV-1 RNA <400 copies/ml throughout the study period. Results From January 2003 until May 2009, 37 individuals on EFV (28 suppressed and 9 not suppressed) and 69 on LPV/r (38 suppressed and 31 not suppressed) were eligible. The poor adherence period was a median of 32 weeks with 18.9% of EFV and 20.3% of LPV/r patients reporting missed doses on a daily basis. The tested SNPs were not determinant for viral suppression. Reporting missing >1 dose/week was associated with a lower probability of viral suppression compared to missing 1 dose/week (EFV: odds ratio (OR) 0.11, 95% confidence interval (CI): 0.01–0.99; LPV/r: OR 0.29, 95% CI: 0.09–0.94). In both groups, the probability of remaining suppressed increased with the duration of continuous suppression prior to the poor adherence period (EFV: OR 3.40, 95% CI: 0.62–18.75; LPV/r: OR 5.65, 95% CI: 1.82–17.56). Conclusions The investigated genetic variants did not play a significant role in the sustained viral suppression of individuals with suboptimal adherence. Risk of failure decreased with longer duration of viral suppression in this population.

Self-organised transients in a neural mass model of epileptogenic tissue dynamics

Stimulation of human epileptic tissue can induce rhythmic, self-terminating responses on the EEG or ECoG. These responses play a potentially important role in localising tissue involved in the generation of seizure activity, yet the underlying mechanisms are unknown. However, in vitro evidence suggests that self-terminating oscillations in nervous tissue are underpinned by non-trivial spatio-temporal dynamics in an excitable medium. In this study, we investigate this hypothesis in spatial extensions to a neural mass model for epileptiform dynamics. We demonstrate that spatial extensions to this model in one and two dimensions display propagating travelling waves but also more complex transient dynamics in response to local perturbations. The neural mass formulation with local excitatory and inhibitory circuits, allows the direct incorporation of spatially distributed, functional heterogeneities into the model. We show that such heterogeneities can lead to prolonged reverberating responses to a single pulse perturbation, depending upon the location at which the stimulus is delivered. This leads to the hypothesis that prolonged rhythmic responses to local stimulation in epileptogenic tissue result from repeated self-excitation of regions of tissue with diminished inhibitory capabilities. Combined with previous models of the dynamics of focal seizures this macroscopic framework is a first step towards an explicit spatial formulation of the concept of the epileptogenic zone. Ultimately, an improved understanding of the pathophysiologic mechanisms of the epileptogenic zone will help to improve diagnostic and therapeutic measures for treating epilepsy.

Predicting the risk of hospital admission in older persons--validation of a brief self-administered questionnaire in three European countries

OBJECTIVES: To validate the Probability of Repeated Admission (Pra) questionnaire, a widely used self-administered tool for predicting future healthcare use in older persons, in three European healthcare systems. DESIGN: Prospective study with 1-year follow-up. SETTING: Hamburg, Germany; London, United Kingdom; Canton of Solothurn, Switzerland. PARTICIPANTS: Nine thousand seven hundred thirteen independently living community-dwelling people aged 65 and older. MEASUREMENTS: Self-administered eight-item Pra questionnaire at baseline. Self-reported number of hospital admissions and physician visits during 1 year of follow-up. RESULTS: In the combined sample, areas under the receiver operating characteristic curves (AUCs) were 0.64 (95% confidence interval (CI)=0.62-0.66) for the prediction of one or more hospital admissions and 0.68 (95% CI=0.66-0.69) for the prediction of more than six physician visits during the following year. AUCs were similar between sites. In comparison, prediction models based on a person's age and sex alone exhibited poor predictive validity (AUC or= 0.5) were 2.3 times as likely (95% CI=2.1-2.6) as low-risk individuals to have a hospital admission, and 2.1 times as likely (95% CI=2.0-2.2) to have more than six physician visits. CONCLUSION: The Pra instrument exhibits good validity for predicting future health service use on a population level in different healthcare settings. Administrative data have shown similar predictive validity, but in practice, such data are often not available. The Pra is likely of high interest to governments and health insurance companies worldwide as a basis for programs aimed at health risk management in older persons.

Human experimental pain models in drug development: translational pain research

Human experimental pain models require standardized stimulation and quantitative assessment of the evoked responses. This approach can be applied to healthy volunteers and pain patients before and after pharmacological interventions. Standardized stimuli of different modalities (ie, mechanical, chemical, thermal or electrical) can be applied to the skin, muscles and viscera for a differentiated and comprehensive assessment of various pain pathways and mechanisms. Using a multi-modal, multi-tissue approach, new and existing analgesic drugs can be profiled by their modulation of specific biomarkers. It has been shown that biomarkers, for example, those related to the central integration of repetitive nociceptive stimuli, can predict efficacy of a given drug in neuropathic pain conditions. Human experimental pain models can bridge animal and clinical pain research, and act as translational research providing new possibilities for designing successful clinical trials. Proof-of-concept studies provide cheap, fast and reliable information on dose-efficacy relationships and how pain sensed in the skin, muscles and viscera are inhibited.