985 resultados para Risk-averse optimization
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El foc bacterià és una malaltia que afecta a plantes de la família de la rosàcies, causada pel bacteri Erwinia amylovora. El seu rang d'hostes inclou arbres fruiters, com la perera, la pomera o el codonyer, i plantes ornamentals de gran interès comercial i econòmic. Actualment, la malaltia s'ha dispersat i es troba àmpliament distribuïda en totes les zones de clima temperat del món. A Espanya, on la malaltia no és endèmica, el foc bacterià es va detectar per primer cop al 1995 al nord del país (Euskadi) i posteriorment, han aparegut varis focus en altres localitzacions, que han estat convenientment eradicats. El control del foc bacterià, és molt poc efectiu en plantes afectades per la malaltia, de manera que es basa en mesures encaminades a evitar la dispersió del patogen, i la introducció de la malaltia en regions no endèmiques. En aquest treball, la termoteràpia ha estat avaluada com a mètode d'eradicació d'E. amylovora de material vegetal de propagació asimptomàtic. S'ha demostrat que la termoteràpia és un mètode viable d'eradicar E. amylovora de material de propagació. Gairebé totes les espècies i varietats de rosàcies mantingudes en condicions d'humitat sobrevivien 7 hores a 45 ºC i més de 3 hores a 50 ºC, mentre que més d'1 hora d'exposició a 50 ºC amb calor seca produïa danys en el material vegetal i reduïa la brotació. Tractaments de 60 min a 45 ºC o 30 min a 50 ºC van ser suficients per reduir la població epífita d'E. amylovora a nivells no detectables (5 x 102 ufc g-1 p.f.) en branques de perera. Els derivats dels fosfonats i el benzotiadiazol són efectius en el control del foc bacterià en perera i pomera, tant en condicions de laboratori, com d'hivernacle i camp. Els inductors de defensa de les plantes redueixen els nivells de malaltia fins al 40-60%. Els intervals de temps mínims per aconseguir el millor control de la malaltia van ser 5 dies pel fosetil-Al, i 7 dies per l'etefon i el benzotiadiazol, i les dosis òptimes pel fosetil-Al i el benzotiadiazol van ser 3.72 g HPO32- L-1 i 150 mg i.a. L-1, respectivament. Es millora l'eficàcia del fosetil-Al i del benzotiadiazol en el control del foc bacterià, quan es combinen amb els antibiòtics a la meitat de la dosi d'aquests últims. Tot i que l'estratègia de barrejar productes és més pràctica i fàcil de dur a terme a camp, que l'estratègia de combinar productes, el millor nivell de control de la malaltia s'aconsegueix amb l'estratègia de combinar productes. Es va analitzar a nivell histològic i ultrastructural l'efecte del benzotiadiazol i dels fosfonats en la interacció Erwinia amylovora-perera. Ni el benzotiadiazol, ni el fosetil-Al, ni l'etefon van induir canvis estructurals en els teixits de perera 7 dies després de la seva aplicació. No obstant, després de la inoculació d'E. amylovora es va observar en plantes tractades amb fosetil-Al i etefon una desorganització estructural cel·lular, mentre que en les plantes tractades amb benzotiadiazol aquestes alteracions tissulars van ser retardades. S'han avaluat dos models (Maryblyt, Cougarblight) en un camp a Espanya afectat per la malaltia, per determinar la precisió de les prediccions. Es van utilitzar dos models per elaborar el mapa de risc, el BRS-Powell combinat i el BIS95 modificat. Els resultats van mostrar dos zones amb elevat i baix risc de la malaltia. Maryblyt i Cougarblight són dos models de fàcil ús, tot i que la seva implementació en programes de maneig de la malaltia requereix que siguin avaluats i validats per un període de temps més llarg i en àrees on la malaltia hi estigui present.
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The effort expended on reproduction may entail future costs, such as reduced survival or fecundity, and these costs can have an important influence on life-history optimization. For birds with precocial offspring, hypothesized costs of reproduction have typically emphasized nutritional and energetic investments in egg formation and incubation. We measured seasonal survival of 3856 radio-marked female Mallards (Anas platyrhynchos) from arrival on the breeding grounds through brood-rearing or cessation of breeding. There was a 2.5-fold direct increase in mortality risk associated with incubating nests in terrestrial habitats, whereas during brood-rearing when breeding females occupy aquatic habitats, mortality risk reached seasonal lows. Mortality risk also varied with calendar date and was highest during periods when large numbers of Mallards were nesting, suggesting that prey-switching behaviors by common predators may exacerbate risks to adults in all breeding stages. Although prior investments in egg laying and incubation affected mortality risk, most relationships were not consistent with the cost of reproduction hypothesis; birds with extensive prior investments in egg production or incubation typically survived better, suggesting that variation in individual quality drove both relationships. We conclude that for breeding female Mallards, the primary cost of reproduction is a fixed cost associated with placing oneself at risk to predators while incubating nests in terrestrial habitats.
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This paper uses a novel numerical optimization technique - robust optimization - that is well suited to solving the asset-liability management (ALM) problem for pension schemes. It requires the estimation of fewer stochastic parameters, reduces estimation risk and adopts a prudent approach to asset allocation. This study is the first to apply it to a real-world pension scheme, and the first ALM model of a pension scheme to maximise the Sharpe ratio. We disaggregate pension liabilities into three components - active members, deferred members and pensioners, and transform the optimal asset allocation into the scheme’s projected contribution rate. The robust optimization model is extended to include liabilities and used to derive optimal investment policies for the Universities Superannuation Scheme (USS), benchmarked against the Sharpe and Tint, Bayes-Stein, and Black-Litterman models as well as the actual USS investment decisions. Over a 144 month out-of-sample period robust optimization is superior to the four benchmarks across 20 performance criteria, and has a remarkably stable asset allocation – essentially fix-mix. These conclusions are supported by six robustness checks.
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Combinatorial optimization problems, are one of the most important types of problems in operational research. Heuristic and metaheuristics algorithms are widely applied to find a good solution. However, a common problem is that these algorithms do not guarantee that the solution will coincide with the optimum and, hence, many solutions to real world OR-problems are afflicted with an uncertainty about the quality of the solution. The main aim of this thesis is to investigate the usability of statistical bounds to evaluate the quality of heuristic solutions applied to large combinatorial problems. The contributions of this thesis are both methodological and empirical. From a methodological point of view, the usefulness of statistical bounds on p-median problems is thoroughly investigated. The statistical bounds have good performance in providing informative quality assessment under appropriate parameter settings. Also, they outperform the commonly used Lagrangian bounds. It is demonstrated that the statistical bounds are shown to be comparable with the deterministic bounds in quadratic assignment problems. As to empirical research, environment pollution has become a worldwide problem, and transportation can cause a great amount of pollution. A new method for calculating and comparing the CO2-emissions of online and brick-and-mortar retailing is proposed. It leads to the conclusion that online retailing has significantly lesser CO2-emissions. Another problem is that the Swedish regional division is under revision and the border effect to public service accessibility is concerned of both residents and politicians. After analysis, it is shown that borders hinder the optimal location of public services and consequently the highest achievable economic and social utility may not be attained.
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This paper elaborates the routing of cable cycle through available routes in a building in order to link a set of devices, in a most reasonable way. Despite of the similarities to other NP-hard routing problems, the only goal is not only to minimize the cost (length of the cycle) but also to increase the reliability of the path (in case of a cable cut) which is assessed by a risk factor. Since there is often a trade-off between the risk and length factors, a criterion for ranking candidates and deciding the most reasonable solution is defined. A set of techniques is proposed to perform an efficient and exact search among candidates. A novel graph is introduced to reduce the search-space, and navigate the search toward feasible and desirable solutions. Moreover, admissible heuristic length estimation helps to early detection of partial cycles which lead to unreasonable solutions. The results show that the method provides solutions which are both technically and financially reasonable. Furthermore, it is proved that the proposed techniques are very efficient in reducing the computational time of the search to a reasonable amount.
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This study contributes a rigorous diagnostic assessment of state-of-the-art multiobjective evolutionary algorithms (MOEAs) and highlights key advances that the water resources field can exploit to better discover the critical tradeoffs constraining our systems. This study provides the most comprehensive diagnostic assessment of MOEAs for water resources to date, exploiting more than 100,000 MOEA runs and trillions of design evaluations. The diagnostic assessment measures the effectiveness, efficiency, reliability, and controllability of ten benchmark MOEAs for a representative suite of water resources applications addressing rainfall-runoff calibration, long-term groundwater monitoring (LTM), and risk-based water supply portfolio planning. The suite of problems encompasses a range of challenging problem properties including (1) many-objective formulations with 4 or more objectives, (2) multi-modality (or false optima), (3) nonlinearity, (4) discreteness, (5) severe constraints, (6) stochastic objectives, and (7) non-separability (also called epistasis). The applications are representative of the dominant problem classes that have shaped the history of MOEAs in water resources and that will be dominant foci in the future. Recommendations are provided for which modern MOEAs should serve as tools and benchmarks in the future water resources literature.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Introduction: Postoperative endoscopic recurrence (PER) is the initial event after intestinal resection in Crohn’s disease (CD), and after a few years most patients present with progressive symptoms and complications related to the disease. The identification of risk factors for PER can help in the optimization of postoperative therapy and contribute to its prevention. Methods: Retrospective, longitudinal, multicenter, observational study involving patients with CD who underwent ileocolic resections. The patients were allocated into two groups according to the presence of PER and the variables of interest were analyzed to identify the associated factors for recurrence. Results: Eighty-five patients were included in the study. The mean period of the first postoperative colonoscopy was 12.8 (3–120) months and PER was observed in 28 patients (32.9%). There was no statistical difference in relation to gender, mean age, duration of CD, family history, previous intestinal resections, smoking, Montreal classification, blood transfusion, residual CD, surgical technique, postoperative complications, presence of granulomas at histology, specimen extension and use of postoperative biological therapy. The preoperative use of corticosteroids was the only variable that showed a significant difference between the groups in univariate analysis, being more common in patients with PER (42.8% vs. 21%; p = 0.044). Conclusions: PER was observed in 32.9% of the patients. The preoperative use of corticosteroids was the only risk factor associated with PER in this observational analysis.
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Laser tissue soldering (LTS) is a promising technique for tissue fusion based on a heat-denaturation process of proteins. Thermal damage of the fused tissue during the laser procedure has always been an important and challenging problem. Particularly in LTS of arterial blood vessels strong heating of the endothelium should be avoided to minimize the risk of thrombosis. A precise knowledge of the temperature distribution within the vessel wall during laser irradiation is inevitable. The authors developed a finite element model (FEM) to simulate the temperature distribution within blood vessels during LTS. Temperature measurements were used to verify and calibrate the model. Different parameters such as laser power, solder absorption coefficient, thickness of the solder layer, cooling of the vessel and continuous vs. pulsed energy deposition were tested to elucidate their impact on the temperature distribution within the soldering joint in order to reduce the amount of further animal experiments. A pulsed irradiation with high laser power and high absorbing solder yields the best results.
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The hERG voltage-gated potassium channel mediates the cardiac I(Kr) current, which is crucial for the duration of the cardiac action potential. Undesired block of the channel by certain drugs may prolong the QT interval and increase the risk of malignant ventricular arrhythmias. Although the molecular determinants of hERG block have been intensively studied, not much is known about its stereoselectivity. Levo-(S)-bupivacaine was the first drug reported to have a higher affinity to block hERG than its enantiomer. This study strives to understand the principles underlying the stereoselectivity of bupivacaine block with the help of mutagenesis analyses and molecular modeling simulations. Electrophysiological measurements of mutated hERG channels allowed for the identification of residues involved in bupivacaine binding and stereoselectivity. Docking and molecular mechanics simulations for both enantiomers of bupivacaine and terfenadine (a non-stereoselective blocker) were performed inside an open-state model of the hERG channel. The predicted binding modes enabled a clear depiction of ligand-protein interactions. Estimated binding affinities for both enantiomers were consistent with electrophysiological measurements. A similar computational procedure was applied to bupivacaine enantiomers towards two mutated hERG channels (Tyr652Ala and Phe656Ala). This study confirmed, at the molecular level, that bupivacaine stereoselectively binds the hERG channel. These results help to lay the foundation for structural guidelines to optimize the cardiotoxic profile of drug candidates in silico.
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With the publication of the quality guideline ICH Q9 "Quality Risk Management" by the International Conference on Harmonization, risk management has already become a standard requirement during the life cycle of a pharmaceutical product. Failure mode and effect analysis (FMEA) is a powerful risk analysis tool that has been used for decades in mechanical and electrical industries. However, the adaptation of the FMEA methodology to biopharmaceutical processes brings about some difficulties. The proposal presented here is intended to serve as a brief but nevertheless comprehensive and detailed guideline on how to conduct a biopharmaceutical process FMEA. It includes a detailed 1-to-10-scale FMEA rating table for occurrence, severity, and detectability of failures that has been especially designed for typical biopharmaceutical processes. The application for such a biopharmaceutical process FMEA is widespread. It can be useful whenever a biopharmaceutical manufacturing process is developed or scaled-up, or when it is transferred to a different manufacturing site. It may also be conducted during substantial optimization of an existing process or the development of a second-generation process. According to their resulting risk ratings, process parameters can be ranked for importance and important variables for process development, characterization, or validation can be identified. LAY ABSTRACT: Health authorities around the world ask pharmaceutical companies to manage risk during development and manufacturing of pharmaceuticals. The so-called failure mode and effect analysis (FMEA) is an established risk analysis tool that has been used for decades in mechanical and electrical industries. However, the adaptation of the FMEA methodology to pharmaceutical processes that use modern biotechnology (biopharmaceutical processes) brings about some difficulties, because those biopharmaceutical processes differ from processes in mechanical and electrical industries. The proposal presented here explains how a biopharmaceutical process FMEA can be conducted. It includes a detailed 1-to-10-scale FMEA rating table for occurrence, severity, and detectability of failures that has been especially designed for typical biopharmaceutical processes. With the help of this guideline, different details of the manufacturing process can be ranked according to their potential risks, and this can help pharmaceutical companies to identify aspects with high potential risks and to react accordingly to improve the safety of medicines.
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PURPOSE: To provide an overview on diagnosis, risk factors and prevention of erosive tooth wear, which is becoming an increasingly important factor when considering the long- term health of the dentition. RESULTS: Awareness of dental erosion by the public is still not widespread due to the cryptic nature of this slowly progressing condition. Smooth silky-glazed appearance with the absence of perikymata and intact enamel along the gingival margin, with cupping and grooving on occlusal surfaces are some typical signs of enamel erosion. In later stages, it is sometimes difficult to distinguish between the influences of erosion, attrition or abrasion during a clinical examination. Biological, behavioral and chemical factors all come into play, which over time, may either wear away the tooth surface, or potentially protect it. In order to assess the risk factors, patient should record their dietary intake for a distinct period of time. Based on these analyses, an individually tailored preventive program may be suggested to patients. It may comprise dietary advice, optimization of fluoride regimes, stimulation of salivary flow rate, use of buffering medicaments and particular motivation for non-destructive tooth brushing habits. The frequent use of fluoride gel and fluoride mouthrinse in addition to fluoride toothpaste offers the opportunity to minimize abrasion of tooth substance.
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A prerequisite for preventive measures is to diagnose erosive tooth wear and to evaluate the different etiological factors in order to identify persons at risk. No diagnostic device is available for the assessment of erosive defects. Thus, they can only be detected clinically. Consequently, erosion not diagnosed in the early stage may render timely preventive measures difficult. In order to assess the risk factors, patient should record their dietary intake for a distinct period of time. Then a dentist can determine the erosive potential of the diet. Particularly, patients with more than four dietary acid intakes have a higher risk for erosion when other risk factors (such as holding the drink in the mouth) are present. Regurgitation of gastric acids (reflux, vomiting, alcohol abuse, etc.) is a further important risk factor for the development of erosion which has to be taken into account. Based on these analyses, an individually tailored preventive program may be suggested to the patients. It may comprise dietary advice, optimization of fluoride regimes, stimulation of salivary flow rate, use of buffering medicaments and particular motivation for nondestructive toothbrushing habits with a low abrasive toothpaste. The frequent use of fluoride gel and fluoride solution in addition to fluoride toothpaste offers the opportunity to reduce somewhat abrasion of tooth substance. It is also advisable to avoid abrasive tooth cleaning and whitening products, since they may remove the pellicle and may render teeth more susceptible to erosion. Since erosion, attrition and abrasion often occur simultaneously all causative components must be taken into consideration when planning preventive strategies.
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A basic prerequisite for in vivo X-ray imaging of the lung is the exact determination of radiation dose. Achieving resolutions of the order of micrometres may become particularly challenging owing to increased dose, which in the worst case can be lethal for the imaged animal model. A framework for linking image quality to radiation dose in order to optimize experimental parameters with respect to dose reduction is presented. The approach may find application for current and future in vivo studies to facilitate proper experiment planning and radiation risk assessment on the one hand and exploit imaging capabilities on the other.
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Since 2010, the client base of online-trading service providers has grown significantly. Such companies enable small investors to access the stock market at advantageous rates. Because small investors buy and sell stocks in moderate amounts, they should consider fixed transaction costs, integral transaction units, and dividends when selecting their portfolio. In this paper, we consider the small investor’s problem of investing capital in stocks in a way that maximizes the expected portfolio return and guarantees that the portfolio risk does not exceed a prescribed risk level. Portfolio-optimization models known from the literature are in general designed for institutional investors and do not consider the specific constraints of small investors. We therefore extend four well-known portfolio-optimization models to make them applicable for small investors. We consider one nonlinear model that uses variance as a risk measure and three linear models that use the mean absolute deviation from the portfolio return, the maximum loss, and the conditional value-at-risk as risk measures. We extend all models to consider piecewise-constant transaction costs, integral transaction units, and dividends. In an out-of-sample experiment based on Swiss stock-market data and the cost structure of the online-trading service provider Swissquote, we apply both the basic models and the extended models; the former represent the perspective of an institutional investor, and the latter the perspective of a small investor. The basic models compute portfolios that yield on average a slightly higher return than the portfolios computed with the extended models. However, all generated portfolios yield on average a higher return than the Swiss performance index. There are considerable differences between the four risk measures with respect to the mean realized portfolio return and the standard deviation of the realized portfolio return.