938 resultados para implied volatility function models
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Glucocorticoid (GC) therapies may adversely cause insulin resistance (IR) that lead to a compensatory hyperinsulinemia due to insulin hypersecretion. The increased β-cell function is associated with increased insulin signaling that has the protein kinase B (AKT) substrate with 160 kDa (AS160) as an important downstream AKT effector. In muscle, both insulin and AMP-activated protein kinase (AMPK) signaling phosphorylate and inactivate AS160, which favors the glucose transporter (GLUT)-4 translocation to plasma membrane. Whether AS160 phosphorylation is modulated in islets from GC-treated subjects is unknown. For this, two animal models, Swiss mice and Wistar rats, were treated with dexamethasone (DEX) (1 mg/kg body weight) for 5 consecutive days. DEX treatment induced IR, hyperinsulinemia, and dyslipidemia in both species, but glucose intolerance and hyperglycemia only in rats. DEX treatment caused increased insulin secretion in response to glucose and augmented β-cell mass in both species that were associated with increased islet content and increased phosphorylation of the AS160 protein. Protein AKT phosphorylation, but not AMPK phosphorylation, was found significantly enhanced in islets from DEX-treated animals. We conclude that the augmented β-cell function developed in response to the GC-induced IR involves inhibition of the islet AS160 protein activity.
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Background Peripheral muscle strength and endurance are decreased in patients with chronic pulmonary diseases and seem to contribute to patients' exercise intolerance. However, the authors are not aware of any studies evaluating peripheral muscle function in children with asthma. It seems to be implied that children with asthma have lower aerobic fitness, but there are limited studies comparing the aerobic capacity of children with and without asthma. The present study aimed to evaluate muscle strength and endurance in children with persistent asthma and their association with aerobic capacity and inhaled corticosteroid consumption. Methods Forty children with mild persistent asthma (MPA) or severe persistent asthma (SPA) (N=20 each) and 20 children without asthma (control group) were evaluated. Upper (pectoralis and latissimus dorsi) and lower (quadriceps) muscle strength and endurance were assessed, and cardiopulmonary exercise testing was performed. Inhaled corticosteroid consumption during the last 6 and 24 months was also quantified. Results Children with SPA presented a reduction in peak oxygen consumption (VO(2)) (28.2 +/- 8.1 vs 34.7 +/- 6.9 ml/kg/min; p<0.01) and quadriceps endurance (43.1 +/- 6.7 vs 80.9 +/- 11.9 repetitions; p<0.05) compared with the control group, but not the MPA group (31.5 +/- 6.1 ml/kg/min and 56.7 +/- 47.7 repetitions respectively; p>0.05). Maximal upper and lower muscle strength was preserved in children with both mild and severe asthma (p>0.05). Finally, the authors observed that lower muscle endurance weakness was not associated with reductions in either peak VO(2) (r=0.22, p>0.05) or corticosteroid consumption (r=-0.31, p>0.05) in children with asthma. Conclusion The findings suggest that cardiopulmonary exercise and lower limb muscle endurance should be a priority during physical training programs for children with severe asthma.
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The mass function of cluster-size halos and their redshift distribution are computed for 12 distinct accelerating cosmological scenarios and confronted to the predictions of the conventional flat Lambda CDM model. The comparison with Lambda CDM is performed by a two-step process. First, we determine the free parameters of all models through a joint analysis involving the latest cosmological data, using supernovae type Ia, the cosmic microwave background shift parameter, and baryon acoustic oscillations. Apart from a braneworld inspired cosmology, it is found that the derived Hubble relation of the remaining models reproduces the Lambda CDM results approximately with the same degree of statistical confidence. Second, in order to attempt to distinguish the different dark energy models from the expectations of Lambda CDM, we analyze the predicted cluster-size halo redshift distribution on the basis of two future cluster surveys: (i) an X-ray survey based on the eROSITA satellite, and (ii) a Sunayev-Zeldovich survey based on the South Pole Telescope. As a result, we find that the predictions of 8 out of 12 dark energy models can be clearly distinguished from the Lambda CDM cosmology, while the predictions of 4 models are statistically equivalent to those of the Lambda CDM model, as far as the expected cluster mass function and redshift distribution are concerned. The present analysis suggests that such a technique appears to be very competitive to independent tests probing the late time evolution of the Universe and the associated dark energy effects.
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We present measurements of J/psi yields in d + Au collisions at root S(NN) = 200 GeV recorded by the PHENIX experiment and compare them with yields in p + p collisions at the same energy per nucleon-nucleon collision. The measurements cover a large kinematic range in J/psi rapidity (-2.2 < y < 2.4) with high statistical precision and are compared with two theoretical models: one with nuclear shadowing combined with final state breakup and one with coherent gluon saturation effects. In order to remove model dependent systematic uncertainties we also compare the data to a simple geometric model. The forward rapidity data are inconsistent with nuclear modifications that are linear or exponential in the density weighted longitudinal thickness, such as those from the final state breakup of the bound state.
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We study a stochastic lattice model describing the dynamics of coexistence of two interacting biological species. The model comprehends the local processes of birth, death, and diffusion of individuals of each species and is grounded on interaction of the predator-prey type. The species coexistence can be of two types: With self-sustained coupled time oscillations of population densities and without oscillations. We perform numerical simulations of the model on a square lattice and analyze the temporal behavior of each species by computing the time correlation functions as well as the spectral densities. This analysis provides an appropriate characterization of the different types of coexistence. It is also used to examine linked population cycles in nature and in experiment.
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We obtain the exact nonequilibrium work generating function (NEWGF) for a small system consisting of a massive Brownian particle connected to internal and external springs. The external work is provided to the system for a finite-time interval. The Jarzynski equality, obtained in this case directly from the NEWGF, is shown to be valid for the present model, in an exact way regardless of the rate of external work.
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This paper presents both the theoretical and the experimental approaches of the development of a mathematical model to be used in multi-variable control system designs of an active suspension for a sport utility vehicle (SUV), in this case a light pickup truck. A complete seven-degree-of-freedom model is successfully quickly identified, with very satisfactory results in simulations and in real experiments conducted with the pickup truth. The novelty of the proposed methodology is the use of commercial software in the early stages of the identification to speed up the process and to minimize the need for a large number of costly experiments. The paper also presents major contributions to the identification of uncertainties in vehicle suspension models and in the development of identification methods using the sequential quadratic programming, where an innovation regarding the calculation of the objective function is proposed and implemented. Results from simulations of and practical experiments with the real SUV are presented, analysed, and compared, showing the potential of the method.
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In this study, regression models are evaluated for grouped survival data when the effect of censoring time is considered in the model and the regression structure is modeled through four link functions. The methodology for grouped survival data is based on life tables, and the times are grouped in k intervals so that ties are eliminated. Thus, the data modeling is performed by considering the discrete models of lifetime regression. The model parameters are estimated by using the maximum likelihood and jackknife methods. To detect influential observations in the proposed models, diagnostic measures based on case deletion, which are denominated global influence, and influence measures based on small perturbations in the data or in the model, referred to as local influence, are used. In addition to those measures, the local influence and the total influential estimate are also employed. Various simulation studies are performed and compared to the performance of the four link functions of the regression models for grouped survival data for different parameter settings, sample sizes and numbers of intervals. Finally, a data set is analyzed by using the proposed regression models. (C) 2010 Elsevier B.V. All rights reserved.
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The objective of the present study was to estimate milk yield genetic parameters applying random regression models and parametric correlation functions combined with a variance function to model animal permanent environmental effects. A total of 152,145 test-day milk yields from 7,317 first lactations of Holstein cows belonging to herds located in the southeastern region of Brazil were analyzed. Test-day milk yields were divided into 44 weekly classes of days in milk. Contemporary groups were defined by herd-test-day comprising a total of 2,539 classes. The model included direct additive genetic, permanent environmental, and residual random effects. The following fixed effects were considered: contemporary group, age of cow at calving (linear and quadratic regressions), and the population average lactation curve modeled by fourth-order orthogonal Legendre polynomial. Additive genetic effects were modeled by random regression on orthogonal Legendre polynomials of days in milk, whereas permanent environmental effects were estimated using a stationary or nonstationary parametric correlation function combined with a variance function of different orders. The structure of residual variances was modeled using a step function containing 6 variance classes. The genetic parameter estimates obtained with the model using a stationary correlation function associated with a variance function to model permanent environmental effects were similar to those obtained with models employing orthogonal Legendre polynomials for the same effect. A model using a sixth-order polynomial for additive effects and a stationary parametric correlation function associated with a seventh-order variance function to model permanent environmental effects would be sufficient for data fitting.
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A total of 152,145 weekly test-day milk yield records from 7317 first lactations of Holstein cows distributed in 93 herds in southeastern Brazil were analyzed. Test-day milk yields were classified into 44 weekly classes of DIM. The contemporary groups were defined as herd-year-week of test-day. The model included direct additive genetic, permanent environmental and residual effects as random and fixed effects of contemporary group and age of cow at calving as covariable, linear and quadratic effects. Mean trends were modeled by a cubic regression on orthogonal polynomials of DIM. Additive genetic and permanent environmental random effects were estimated by random regression on orthogonal Legendre polynomials. Residual variances were modeled using third to seventh-order variance functions or a step function with 1, 6,13,17 and 44 variance classes. Results from Akaike`s and Schwarz`s Bayesian information criterion suggested that a model considering a 7th-order Legendre polynomial for additive effect, a 12th-order polynomial for permanent environment effect and a step function with 6 classes for residual variances, fitted best. However, a parsimonious model, with a 6th-order Legendre polynomial for additive effects and a 7th-order polynomial for permanent environmental effects, yielded very similar genetic parameter estimates. (C) 2008 Elsevier B.V. All rights reserved.
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Traditionally the basal ganglia have been implicated in motor behavior, as they are involved in both the execution of automatic actions and the modification of ongoing actions in novel contexts. Corresponding to cognition, the role of the basal ganglia has not been defined as explicitly. Relative to linguistic processes, contemporary theories of subcortical participation in language have endorsed a role for the globus pallidus internus (GPi) in the control of lexical-semantic operations. However, attempts to empirically validate these postulates have been largely limited to neuropsychological investigations of verbal fluency abilities subsequent to pallidotomy. We evaluated the impact of bilateral posteroventral pallidotomy (BPVP) on language function across a range of general and high-level linguistic abilities, and validated/extended working theories of pallidal participation in language. Comprehensive linguistic profiles were compiled up to 1 month before and 3 months after BPVP in 6 subjects with Parkinson's disease (PD). Commensurate linguistic profiles were also gathered over a 3-month period for a nonsurgical control cohort of 16 subjects with PD and a group of 16 non-neurologically impaired controls (NC). Nonparametric between-groups comparisons were conducted and reliable change indices calculated, relative to baseline/3-month follow-up difference scores. Group-wise statistical comparisons between the three groups failed to reveal significant postoperative changes in language performance. Case-by-case data analysis relative to clinically consequential change indices revealed reliable alterations in performance across several language variables as a consequence of BPVP. These findings lend support to models of subcortical participation in language, which promote a role for the GPi in lexical-semantic manipulation mechanisms. Concomitant improvements and decrements in postoperative performance were interpreted within the context of additive and subtractive postlesional effects. Relative to parkinsonian cohorts, clinically reliable versus statistically significant changes on a case by case basis may provide the most accurate method of characterizing the way in which pathophysiologically divergent basal ganglia linguistic circuits respond to BPVP.
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The conventional analysis for the estimation of the tortuosity factor for transport in porous media is modified here to account for the effect of pore aspect ratio. Structural models of the porous medium are also constructed for calculating the aspect ratio as a function of porosity. Comparison of the model predictions with the extensive data of Currie (1960) for the effective diffusivity of hydrogen in packed beds shows good agreement with a network model of randomly oriented intersecting pores for porosities upto about 50 percent, which is the region of practical interest. The predictions based on this network model are also found to be in better agreement with the data of Currie than earlier expressions developed for unconsolidated and grainy media.
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Exponential and sigmoidal functions have been suggested to describe the bulk density profiles of crusts. The present work aims to evaluate these conceptual models using high resolution X-radiography. Repacked seedbeds from two soil materials, air-dried or prewetted by capillary rise, were subjected to simulated rain, which resulted in three types of structural crusts, namely, slaking, infilling, and coalescing. Bulk density distributions with depth were generated using high-resolution (70 mum), calibrated X-ray images of slices from the resin-impregnated crusted seedbeds. The bulk density decreased progressively with depth, which supports the suggestion that a crust should be considered as a nonuniform layer. For the slaking and the coalescing crusts, the exponential function underestimated the strong change in bulk density across the morphologically defined transition between the crust and the underlying material; the sigmoidal function provided a better description. Neither of these crust models effectively described the shape of the bulk density profiles through the whole seedbed. Below the infilling and slaking crusts, bulk density increased linearly with depth as a result of slumping. In the coalescing crusted seedbed, the whole seedbed uniformly collapsed and most of the bulk density change within the crust could be ascribed to slumping (0.33 g cm(-3)) rather than to crusting (0.12 g cm(-3)). Finally, (i) X-radiography appears as a unique tool to generate high resolution bulk density profiles and (ii) in structural crusts, bulk density profiles could be modeled using the existing exponential and sigmoidal crusting models, provided a slumping model would be coupled.
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This paper considers a stochastic frontier production function which has additive, heteroscedastic error structure. The model allows for negative or positive marginal production risks of inputs, as originally proposed by Just and Pope (1978). The technical efficiencies of individual firms in the sample are a function of the levels of the input variables in the stochastic frontier, in addition to the technical inefficiency effects. These are two features of the model which are not exhibited by the commonly used stochastic frontiers with multiplicative error structures, An empirical application is presented using cross-sectional data on Ethiopian peasant farmers. The null hypothesis of no technical inefficiencies of production among these farmers is accepted. Further, the flexible risk models do not fit the data on peasant farmers as well as the traditional stochastic frontier model with multiplicative error structure.
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We examined the association between IL28B single-nucleotide polymorphism rs12979860, hepatitis C virus (HCV) kinetic, and pegylated interferon alpha-2a pharmacodynamic parameters in HIV/HCV-coinfected patients from South America. Twenty-six subjects received pegylated interferon alpha-2a + ribavirin. Serum HCV-RNA and interferon concentrations were measured frequently during the first 12 weeks of therapy and analyzed using mathematical models. African Americans and whites had a similar distribution of IL28B genotypes (P = 0.5). The IL28B CC genotype was overrepresented (P = 0.015) in patients infected with HCV genotype-3 compared with genotype-1. In both genotype-1 and genotype-3, the first-phase viral decline and the average pegylated interferon-alpha-2a effectiveness during the first week of therapy were larger (trend P <= 0.12) in genotype-CC compared with genotypes-TC/TT. In genotype-1 patients, the second slower phase of viral decline (days 2-29) and infected cells loss rate, delta, were larger (P = 0.02 and 0.11, respectively) in genotype-CC than in genotypes-TC/TT. These associations were not observed in genotype-3 patients.