938 resultados para implied volatility function models


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Background and Aim: It is unclear to what extent diabetes modulates the ageing-related adaptations of cardiac geometry and function. Methods and Results: We examined 1005 adults, aged 25-74 years, from a population-based survey at baseline in 1994/5 and at follow-up in 2004/5. We compared persistently non-diabetic individuals (ND; no diabetes at baseline and at follow-up, n = 833) with incident (ID; non-diabetic at baseline and diabetic at follow-up, n = 36) and with prevalent diabetics (PD; diabetes at baseline and follow-up examination, n = 21). Left ventricular (LV) geometry and function were evaluated by echocardiography. Statistical analyses were performed with multivariate linear regression models. Over ten years the PD group displayed a significantly stronger relative increase of LV mass (+9.34% vs. +23.7%) that was mediated by a more pronounced increase of LV end-diastolic diameter (+0% vs. +6.95%) compared to the ND group. In parallel, LA diameter increased (+4.50% vs. +12.7%), whereas ejection fraction decreased (+3.02% vs. -4.92%) more significantly in the PD group. Moreover, at the follow-up examination the PD and ID groups showed a significantly worse diastolic function, indicated by a higher E/EM ratio compared with the ND group (11.6 and 11.8 vs. 9.79, respectively). Conclusions: Long-standing diabetes was associated with an acceleration of age-related changes of left ventricular geometry accumulating in an eccentric remodelling of the left ventricle. Likewise, echocardiographic measures of systolic and diastolic ventricular function deteriorated more rapidly in individuals with diabetes. (C) 2009 Elsevier B.V. All rights reserved.

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Introduction. Lower urinary tract symptoms (LUTS) and erectile dysfunction (ED) are common problems in middle-aged and older men. Recently, epidemiologic studies have shown significant associations between severity of LUTS and male sexual dysfunction. Aim. We analyzed the role of prostate enlargement, LUTS, and prostate specific antigen (PSA) levels in the erectile function of Brazilian men who underwent prostate cancer (PCa) screening. Method. We analyzed data from 1,008 consecutive patients enrolled in a PCa screening program. Benign prostatic hyperplasia (BPH) was defined as a prostate weight greater than 30 g as defined by digital rectal examination. For statistical analysis, we used the chi-squared and analysis of variance tests. The odds ratios (OR) for correlation of ED with prostate volume LUTS and PSA were estimated using logistic regression models. Main Outcome Measure. The American Urological Association (AUA) symptom score for LUTS and the International Index of Erectile Function. Results. Mean patient age was 61.2 years (45-87) and median PSA value was 1.9 ng/mL. BPH was identified in 48.5% of patients. Mild, moderate, and severe LUTS were found in 52.3%, 30.9%, and 16.8% of cases, respectively. ED was classified as absent, mild, mild to moderate, moderate, and severe in 18.6%, 23.1%, 18.6%, 15.2%, and 24.5%, respectively. While only 5.4% of the patients with no ED presented severe LUTS, this finding was observed in 27.1% of patients with severe ED (P<0.001). Univariate logistic regression analysis demonstrated that age, prostate volume, AUA symptom score, and PSA levels were significant predictors of ED. However, when controlled for patient age, only LUTS remained as an independent predictor of ED. Conclusions. Controlling for patient age, LUTS are independent risk factors for the development of ED among Brazilian men who undergo PCa screening.

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Context: Physiological activation of the prokineticin pathway has a critical role in olfactory bulb morphogenesis and GnRH secretion in mice. Objective: To investigate PROK2 and PROKR2 mutations in patients with hypogonadotropic hypogonadism (HH) associated or not with olfactory abnormalities. Design: We studied 107 Brazilian patients with HH (63 with Kallmann syndrome and 44 with normosmic HH) and 100 control individuals. The coding regions of PROK2 and PROKR2 were amplified by PCR followed by direct automatic sequencing. Results: In PROK2, two known frameshift mutations were identified. Two brothers with Kallmann syndrome harbored the homozygous p. G100fsX121 mutation, whereas one male with normosmic HH harbored the heterozygous p. I55fsX56 mutation. In PROKR2, four distinct mutations (p. R80C, p. Y140X, p. L173R, and p. R268C) were identified in five patients with Kallmann syndrome and in one patient with normosmic HH. These mutations were not found in the control group. The p. R80C, p. L173R, and p. R268C missense mutations were identified in the heterozygous state in the HH patients and in their asymptomatic first-degree relatives. In addition, nomutations of FGFR1, KAL1, GnRHR, KiSS-1, or GPR54 were identified in these patients. Notably, the new nonsense mutation (p. Y140X) was identified in the homozygous state in an anosmic boy with micropenis, bilateral cryptorchidism, and high-arched palate. His asymptomatic parents were heterozygous for this severe defect. Conclusion: We expanded the repertoire of PROK2 and PROKR2 mutations in patients with HH. In addition, we show that PROKR2 haploinsufficiency is not sufficient to cause Kallmann syndrome or normosmic HH, whereas homozygous loss-of-function mutations either in PROKR2 or PROK2 are sufficient to cause disease phenotype, in accordance with the Prokr2 and Prok2 knockout mouse models.

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The afferent nerves of the cornea and conjunctiva, efferent nerves of the lacrimal gland, and the lacrimal gland are a functional unit that works cooperatively to produce the aqueous component of tears. A decrease in the lacrimal gland secretory function can lead to dry eye disease. Because aging is a risk factor for dry eye disease, study of the changes in the function of the lacrimal gland functional unit with age is important for developing treatments to prevent dry eye disease. No one mechanism is known to induce the changes that occur with aging, although multiple different mechanisms have been associated with aging. These fall into two theoretical categories: programmed theories of aging (immunological, genetic, apoptotic, and neuroendocrine) and error theories of aging (protein alteration, somatic mutation, etc). Lacrimal glands undergo structural and functional alteration with increasing age. In mouse models of aging, it has been shown that neural stimulation of protein secretion is an early target of aging, accompanied by an increase in mast cells and lipofuscin accumulation. Hyperglycemia and increased lymphocytic infiltration can contribute to this loss of function at older ages. These findings suggest that an increase in oxidative stress may play a role in the loss of lacrimal gland function with age. For the afferent and efferent neural components of the lacrimal gland functional unit, immune or inflammatory mediated decrease in nerve function could contribute to loss of lacrimal gland secretion with age. More research in this area is critically needed.

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Humans and mice with loss-of-function mutations of the genes encoding kisspeptins (Kiss1) or kisspeptin receptor (Kiss1r) are infertile due to hypogonadotropic hypogonadism. Within the hypothalamus, Kiss1 mRNA is expressed in the anteroventral periventricular nucleus (AVPV) and the arcuate nucleus (Arc). In order to better study the different populations of kisspeptin cells we generated Kiss1-Cre transgenic mice. We obtained one line with Cre activity specifically within Kiss1 neurons (line J2-4), as assessed by generating mice with Cre-dependent expression of green fluorescent protein or beta-galactosidase. Also, we demonstrated Kiss1 expression in the cerebral cortex and confirmed previous data showing Kiss1 mRNA in the medial nucleus of amygdala and anterodorsal preoptic nucleus. Kiss1 neurons were more concentrated towards the caudal levels of the Arc and higher leptin-responsivity was observed in the most caudal population of Arc Kiss1 neurons. No evidence for direct action of leptin in AVPV Kiss1 neurons was observed. Me lanocortin fibers innervated subsets of Kiss1 neurons of the preoptic area and Arc, and both populations expressed melanocortin receptors type 4 (MC4R). Specifically in the preoptic area, 18-28% of Kiss1 neurons expressed MC4R. In the Arc, 90% of Kiss1 neurons were glutamatergic, 50% of which also were GABAergic. In the AVPV, 20% of Kiss1 neurons were glutamatergic whereas 75% were GABAergic. The differences observed between the Kiss1 neurons in the preoptic area and the Arc likely represent neuronal evidence for their differential roles in metabolism and reproduction. (C) 2011 IBRO. Published by Elsevier Ltd. All rights reserved.

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Objectives. Evaluate the effect of testing system compliance on polymerization stress and stress distribution of composites. Methods. Composites tested were Filtek Z250 (FZ), Herculite (HL), Tetric Ceram (TC), Helio Fill-AP (HF) and Heliomolar (HM). Stress was determined in 1-mm thick specimens, inserted between two rods of either poly(methyl methacrylate), PMMA, or glass. Experimental nominal stress (sigma(exp)) was calculated by dividing the maximum force recorded 5 min after photoactivation by the cross-sectional area of the rod. Composites` elastic modulus (E) was obtained by three-point bending. Data were submitted to one-way ANOVA/Tukey`s test (alpha = 0.05). Stress distribution on longitudinal (sigma(y)) and transverse (sigma(x)) axes of models representing the composites with the highest and lowest E (FZ and HM, respectively) were evaluated by finite element analysis (FEA). Results. sigma(exp) ranged from 5.5 to 8.8 MPa in glass and from 2.6 to 3.4 MPa in PMMA. Composite ranking was not identical in both substrates, since FZ showed or sigma(exp) statistically higher than HM in glass, while in PMMA FZ showed values similar to the other composites. A strong correlation was found between stress reduction (%) from glass to PMMA and composite`s E (r(2) = 0.946). FEA revealed that system compliance was influenced by the composite (FZ led to higher compliance than HM). sigma(x) distribution was similar in both substrates, while cry distribution showed larger areas of compressive stresses in specimens built on PMMA. Significance. sigma(exp) determined in PMMA was 53-68% lower than in glass. Composite ranking varied slightly due to differences in substrates` longitudinal and transverse deformation. (c) 2007 Academy of Dental Materials. Published by Elsevier Ltd. All rights reserved.

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Many studies have shown that deficits in olfactory and cognitive functions precede the classical motor symptoms seen in Parkinson`s disease (PD) and that olfactory testing may contribute to the early diagnosis of this disorder. Although the primary cause of PD is still unknown, epidemiological studies have revealed that its incidence is increased in consequence of exposure to certain environmental toxins. In this study, most of the impairments presented by C57BL/6 mice infused with a single intranasal (i.n.) administration of the proneurotoxin 1-methyl-4-phenyl-1,2,3,6-tetrahydropyridine (MPTP) (1 mg/nostril) were similar to those observed during the early phase of PD, when a moderate loss of nigral dopamine neurons results in olfactory and memory deficits with no major motor impairments. Such infusion decreased the levels of the enzyme tyrosine hydroxylase in the olfactory bulb, striatum, and substantia nigra by means of apoptotic mechanisms, reducing dopamine concentration in different brain structures such as olfactory bulb, striatum, and prefrontal cortex, but not in the hippocampus. These findings reinforce the notion that the olfactory system represents a particularly sensitive route for the transport of neurotoxins into the central nervous system that may be related to the etiology of PD. These results also provide new insights in experimental models of PD, indicating that the i.n. administration of MPTP represents a valuable mouse model for the study of the early stages of PD and for testing new therapeutic strategies to restore sensorial and cognitive processes in PD.

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Impulsivity based on Gray's [Gray, J. A. (1982) The neuropsychology of anxiety: an enquiry into the function of the septo-hippocampal system. New York: Oxford University Press: (1991). The neurophysiology of temperament. In J. Strelau & A. Angleitner. Explorations in temperament: international perspectives on theory and measurement. London. Plenum Press]. physiological model of personality was hypothesised to be more predictive of goal oriented criteria within the workplace than scales derived From Eysenck's [Eysenck. H.J. (1967). The biological basis of personality. Springfield, IL: Charles C. Thompson.] physiological model of personality. Results confirmed the hypothesis and also showed that Gray's scale of Impulsivity was generally a better predictor than attributional style and interest in money. Results were interpreted as providing support for Gray's Behavioural Activation System which moderates response to reward. (C) 2001 Elsevier Science Ltd. All rights reserved.

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We solve the Sp(N) Heisenberg and SU(N) Hubbard-Heisenberg models on the anisotropic triangular lattice in the large-N limit. These two models may describe respectively the magnetic and electronic properties of the family of layered organic materials K-(BEDT-TTF)(2)X, The Heisenberg model is also relevant to the frustrated antiferromagnet, Cs2CuCl4. We find rich phase diagrams for each model. The Sp(N) :antiferromagnet is shown to have five different phases as a function of the size of the spin and the degree of anisotropy of the triangular lattice. The effects of fluctuations at finite N are also discussed. For parameters relevant to Cs2CuCl4 the ground state either exhibits incommensurate spin order, or is in a quantum disordered phase with deconfined spin-1/2 excitations and topological order. The SU(N) Hubbard-Heisenberg model exhibits an insulating dimer phase, an insulating box phase, a semi-metallic staggered flux phase (SFP), and a metallic uniform phase. The uniform and SFP phases exhibit a pseudogap, A metal-insulator transition occurs at intermediate values of the interaction strength.

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The splitting method is a simulation technique for the estimation of very small probabilities. In this technique, the sample paths are split into multiple copies, at various stages in the simulation. Of vital importance to the efficiency of the method is the Importance Function (IF). This function governs the placement of the thresholds or surfaces at which the paths are split. We derive a characterisation of the optimal IF and show that for multi-dimensional models the natural choice for the IF is usually not optimal. We also show how nearly optimal splitting surfaces can be derived or simulated using reverse time analysis. Our numerical experiments illustrate that by using the optimal IF, one can obtain a significant improvement in simulation efficiency.

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We introduce a conceptual model for the in-plane physics of an earthquake fault. The model employs cellular automaton techniques to simulate tectonic loading, earthquake rupture, and strain redistribution. The impact of a hypothetical crustal elastodynamic Green's function is approximated by a long-range strain redistribution law with a r(-p) dependance. We investigate the influence of the effective elastodynamic interaction range upon the dynamical behaviour of the model by conducting experiments with different values of the exponent (p). The results indicate that this model has two distinct, stable modes of behaviour. The first mode produces a characteristic earthquake distribution with moderate to large events preceeded by an interval of time in which the rate of energy release accelerates. A correlation function analysis reveals that accelerating sequences are associated with a systematic, global evolution of strain energy correlations within the system. The second stable mode produces Gutenberg-Richter statistics, with near-linear energy release and no significant global correlation evolution. A model with effectively short-range interactions preferentially displays Gutenberg-Richter behaviour. However, models with long-range interactions appear to switch between the characteristic and GR modes. As the range of elastodynamic interactions is increased, characteristic behaviour begins to dominate GR behaviour. These models demonstrate that evolution of strain energy correlations may occur within systems with a fixed elastodynamic interaction range. Supposing that similar mode-switching dynamical behaviour occurs within earthquake faults then intermediate-term forecasting of large earthquakes may be feasible for some earthquakes but not for others, in alignment with certain empirical seismological observations. Further numerical investigation of dynamical models of this type may lead to advances in earthquake forecasting research and theoretical seismology.

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This trial compared the cost of an integrated home-based care model with traditional inpatient care for acute chronic obstructive pulmonary disease (COPD). 25 patients with acute COPD were randomised to either home or hospital management following request for hospital admission. The acute care at home group costs per separation ($745, CI95% $595-$895, n = 13) were significantly lower (p < 0.01) than the hospital group ($2543, CI95% $1766-$3321, n = 12). There was an improvement in lung function in the hospital-managed group at the Outpatient Department review, decreased anxiety in the Emergency Department in the home-managed group and equal patient satisfaction with care delivery. Acute care at home schemes can substitute for usual hospital care for some patients without adverse effects, and potentially release resources. A funding model that allows adequate resource delivery to the community will be needed if there is a move to devolve acute care to community providers.

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This paper investigates the robustness of a range of short–term interest rate models. We examine the robustness of these models over different data sets, time periods, sampling frequencies, and estimation techniques. We examine a range of popular one–factor models that allow the conditional mean (drift) and conditional variance (diffusion) to be functions of the current short rate. We find that parameter estimates are highly sensitive to all of these factors in the eight countries that we examine. Since parameter estimates are not robust, these models should be used with caution in practice.

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X-ray reflectivity of bovine and sheep surfactant-associated protein B (SP-B) monolayers is used in conjunction with pressure-area isotherms and protein models to suggest that the protein undergoes changes in its tertiary structure at the air/water interface under the influence of surface pressure, indicating the likely importance of such changes to the phenomena of protein squeeze out as well as lipid exchange between the air-water interface and subphase structures. We describe an algorithm based on the well-established box- or layer-models that greatly assists the fitting of such unknown scattering-length density profiles, and which takes the available instrumental resolution into account. Scattering-length density profiles from neutron reflectivity of bovine SP-B monolayers on aqueous subphases are shown to be consistent with the exchange of a large number of labile protons as well as the inclusion of a significant amount of water, which is partly squeezed out of the protein monolayer at elevated surface pressures.

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Color model representation allows characterizing in a quantitative manner, any defined color spectrum of visible light, i.e. with a wavelength between 400nm and 700nm. To accomplish that, each model, or color space, is associated with a function that allows mapping the spectral power distribution of the visible electromagnetic radiation, in a space defined by a set of discrete values that quantify the color components composing the model. Some color spaces are sensitive to changes in lighting conditions. Others assure the preservation of certain chromatic features, remaining immune to these changes. Therefore, it becomes necessary to identify the strengths and weaknesses of each model in order to justify the adoption of color spaces in image processing and analysis techniques. This chapter will address the topic of digital imaging, main standards and formats. Next we will set the mathematical model of the image acquisition sensor response, which enables assessment of the various color spaces, with the aim of determining their invariance to illumination changes.