Quantity competition in a differentiated duopoly

In this paper, we consider a Stackelberg duopoly competition with differentiated goods, linear and symmetric demand and with unknown costs. In our model, the two firms play a non-cooperative game with two stages: in a first stage, firm F 1 chooses the quantity, q 1, that is going to produce; in the second stage, firm F 2 observes the quantity q 1 produced by firm F 1 and chooses its own quantity q 2. Firms choose their output levels in order to maximise their profits. We suppose that each firm has two different technologies, and uses one of them following a certain probability distribution. The use of either one or the other technology affects the unitary production cost. We show that there is exactly one perfect Bayesian equilibrium for this game. We analyse the variations of the expected profits with the parameters of the model, namely with the parameters of the probability distributions, and with the parameters of the demand and differentiation.

Inteligência artificial aplicada na previsão de mercados financeiros

Neste documento, são investigados vários métodos usados na inteligência artificial, com o objetivo de obter previsões precisas da evolução dos mercados financeiros. O uso de ferramentas lineares como os modelos AR, MA, ARMA e GARCH têm muitas limitações, pois torna-se muito difícil adaptá-los às não linearidades dos fenómenos que ocorrem nos mercados. Pelas razões anteriormente referidas, os algoritmos como as redes neuronais dinâmicas (TDNN, NARX e ESN), mostram uma maior capacidade de adaptação a estas não linearidades, pois não fazem qualquer pressuposto sobre as distribuições de probabilidade que caracterizam estes mercados. O facto destas redes neuronais serem dinâmicas, faz com que estas exibam um desempenho superior em relação às redes neuronais estáticas, ou outros algoritmos que não possuem qualquer tipo de memória. Apesar das vantagens reveladas pelas redes neuronais, estas são um sistema do tipo black box, o que torna muito difícil extrair informação dos pesos da rede. Isto significa que estes algoritmos devem ser usados com precaução, pois podem tornar-se instáveis.

Extracting temporal and spatial distributions information about marine mucilage phenomenon based on Modis satellite images; a case study of the Tyrrhenian and the Adriatic Sea, 2010-2012

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Economic analysis in health care regulation : three essays

ABSTRACT - It is the purpose of the present thesis to emphasize, through a series of examples, the need and value of appropriate pre-analysis of the impact of health care regulation. Specifically, the thesis presents three papers on the theme of regulation in different aspects of health care provision and financing. The first two consist of economic analyses of the impact of health care regulation and the third comprises the creation of an instrument for supporting economic analysis of health care regulation, namely in the field of evaluation of health care programs. The first paper develops a model of health plan competition and pricing in order to understand the dynamics of health plan entry and exit in the presence of switching costs and alternative health premium payment systems. We build an explicit model of death spirals, in which profitmaximizing competing health plans find it optimal to adopt a pattern of increasing relative prices culminating in health plan exit. We find the steady-state numerical solution for the price sequence and the plan’s optimal length of life through simulation and do some comparative statics. This allows us to show that using risk adjusted premiums and imposing price floors are effective at reducing death spirals and switching costs, while having employees pay a fixed share of the premium enhances death spirals and increases switching costs. Price regulation of pharmaceuticals is one of the cost control measures adopted by the Portuguese government, as in many European countries. When such regulation decreases the products’ real price over time, it may create an incentive for product turnover. Using panel data for the period of 1997 through 2003 on drug packages sold in Portuguese pharmacies, the second paper addresses the question of whether price control policies create an incentive for product withdrawal. Our work builds the product survival literature by accounting for unobservable product characteristics and heterogeneity among consumers when constructing quality, price control and competition indexes. These indexes are then used as covariates in a Cox proportional hazard model. We find that, indeed, price control measures increase the probability of exit, and that such effect is not verified in OTC market where no such price regulation measures exist. We also find quality to have a significant positive impact on product survival. In the third paper, we develop a microsimulation discrete events model (MSDEM) for costeffectiveness analysis of Human Immunodeficiency Virus treatment, simulating individual paths from antiretroviral therapy (ART) initiation to death. Four driving forces determine the course of events: CD4+ cell count, viral load resistance and adherence. A novel feature of the model with respect to the previous MSDEMs is that distributions of time to event depend on individuals’ characteristics and past history. Time to event was modeled using parametric survival analysis. Events modeled include: viral suppression, regimen switch due virological failure, regimen switch due to other reasons, resistance development, hospitalization, AIDS events, and death. Disease progression is structured according to therapy lines and the model is parameterized with cohort Portuguese observational data. An application of the model is presented comparing the cost-effectiveness ART initiation with two nucleoside analogue reverse transcriptase inhibitors (NRTI) plus one non-nucleoside reverse transcriptase inhibitor(NNRTI) to two NRTI plus boosted protease inhibitor (PI/r) in HIV- 1 infected individuals. We find 2NRTI+NNRTI to be a dominant strategy. Results predicted by the model reproduce those of the data used for parameterization and are in line with those published in the literature.

Coherent structures in open channel flows with bed load transport over an hydraulically rough bed

Dissertação para obtenção do Grau de Mestre em Engenharia Civil – Perfil de Estruturas

Using epidemiological survey data to infer geographic distributions of leishmaniasis vector species

An important aspect of tropical medicine is analysis of geographic aspects of risk of disease transmission, which for lack of detailed public health data must often be reduced to an understanding of the distributions of critical species such as vectors and reservoirs. We examine the applicability of a new technique, ecological niche modeling, to the challenge of understanding distributions of such species based on municipalities in the state of São Paulo in which a group of 5 Lutzomyia sandfly species have been recorded. The technique, when tested based on independent occurrence data, yielded highly significant predictions of species' distributions; minimum sample sizes for effective predictions were around 40 municipalities.

Analysis of metabolic flux distributions in relation to the extracellular environment in Avian cells

Continuous cell lines that proliferate in chemically defined and simple media have been highly regarded as suitable alternatives for vaccine production. One such cell line is the AG1.CR.pIX avian cell line developed by PROBIOGEN. This cell line can be cultivated in a fully scalable suspension culture and adapted to grow in chemically defined, calf serum free, medium [1]–[5]. The medium composition and cultivation strategy are important factors for reaching high virus titers. In this project, a series of computational methods was used to simulate the cell’s response to different environments. The study is based on the metabolic model of the central metabolism proposed in [1]. In a first step, Metabolic Flux Analysis (MFA) was used along with measured uptake and secretion fluxes to estimate intracellular flux values. The network and data were found to be consistent. In a second step, Flux Balance Analysis (FBA) was performed to access the cell’s biological objective. The objective that resulted in the best predicted results fit to the experimental data was the minimization of oxidative phosphorylation. Employing this objective, in the next step Flux Variability Analysis (FVA) was used to characterize the flux solution space. Furthermore, various scenarios, where a reaction deletion (elimination of the compound from the media) was simulated, were performed and the flux solution space for each scenario was calculated. Growth restrictions caused by essential and non-essential amino acids were accurately predicted. Fluxes related to the essential amino acids uptake and catabolism, the lipid synthesis and ATP production via TCA were found to be essential to exponential growth. Finally, the data gathered during the previous steps were analyzed using principal component analysis (PCA), in order to assess potential changes in the physiological state of the cell. Three metabolic states were found, which correspond to zero, partial and maximum biomass growth rate. Elimination of non-essential amino acids or pyruvate from the media showed no impact on the cell’s assumed normal metabolic state.

Otimização de esquemas terapêuticos do carcinoma da próstata envolvendo braquiterapia de baixa taxa de dose e radioterapia externa : abordagens física e radiobiológica

RESUMO: Este trabalho teve como objetivo a determinação de esquemas de tratamento alternativos para o carcinoma da próstata com radioterapia externa (EBRT) e braquiterapia de baixa taxa de dose (LDRBT) com implantes permanentes de Iodo-125, biologicamente equivalentes aos convencionalmente usados na prática clínica, com recurso a modelos teóricos e a métodos de Monte Carlo (MC). Os conceitos de dose biológica efetiva (BED) e de dose uniforme equivalente (EUD) foram utilizados, com o modelo linear-quadrático (LQ), para a determinação de regimes de tratamento equivalentes. Numa primeira abordagem, utilizou-se a BED para determinar: 1) esquemas hipofracionados de EBRT mantendo as complicações retais tardias de regimes convencionais com doses totais de 75,6 Gy, 77,4 Gy, 79,2 Gy e 81,0 Gy; e 2) a relação entre as doses totais de EBRT e LDRBT de modo a manter a BED do regime convencional de 45 Gy de EBRT e 110 Gy de LDRBT. Numa segunda abordagem, recorreu-se ao código de MC MCNPX para a simulação de distribuições de dose de EBRT e LDRBT em dois fantomas de voxel segmentados a partir das imagens de tomografia computorizada de pacientes com carcinoma da próstata. Os resultados das simulações de EBRT e LDRBT foram somados e determinada uma EUD total de forma a obterem-se: 1) esquemas equivalentes ao tratamento convencional de 25 frações de 1,8 Gy de EBRT em combinação com 110 Gy de LDRBT; e 2) esquemas equivalentes a EUD na próstata de 67 Gy, 72 Gy, 80 Gy, 90 Gy, 100 Gy e 110 Gy. Em todos os resultados nota-se um ganho terapêutico teórico na utilização de esquemas hipofracionados de EBRT. Para uma BED no reto equivalente ao esquema convencional, tem-se um aumento de 2% na BED da próstata com menos 5 frações. Este incremento dá-se de forma cada vez mais visível à medida que se reduz o número de frações, sendo da ordem dos 10-11% com menos 20 frações e dos 35-45% com menos 40 frações. Considerando os resultados das simulações de EBRT, obteve-se uma EUD média de 107 Gy para a próstata e de 42 Gy para o reto, com o esquema convencional de 110 Gy de LDRBT, seguidos de 25 frações de 1,8 Gy de EBRT. Em termos de probabilidade de controlo tumoral (igual EUD), é equivalente a este tratamento a administração de EBRT em 66 frações de 1,8 Gy, 56 de 2 Gy, 40 de 2,5 Gy, 31 de 3 Gy, 20 de 4 Gy ou 13 de 5 Gy. Relativamente à administração de 66 frações de 1,8 Gy, a EUD generalizada no reto reduz em 6% com o recurso a frações de 2,5 Gy e em 10% com frações de 4 Gy. Determinou-se uma BED total de 162 Gy para a administração de 25 frações de 1,8 Gy de EBRT em combinação com 110 Gy de LDRBT. Variando-se a dose total de LDRBT (TDLDRBT) em função da dose total de EBRT (TDEBRT), de modo a garantir uma BED de 162 Gy, obteve-se a seguinte relação:.......... Os resultados das simulações mostram que a EUD no reto diminui com o aumento da dose total de LDRBT para dose por fração de EBRT (dEBRT) inferiores a 2, Gy e aumenta para dEBRT a partir dos 3 Gy. Para quantidades de TDLDRBT mais baixas (<50 Gy), o reto beneficia de frações maiores de EBRT. À medida que se aumenta a TDLDRBT, a EUD generalizada no reto torna-se menos dependente da dEBRT. Este trabalho mostra que é possível a utilização de diferentes regimes de tratamento para o carcinoma da próstata com radioterapia que possibilitem um ganho terapêutico, quer seja administrando uma maior dose biológica com efeitos tardios constantes, quer mantendo a dose no tumor e diminuindo a toxicidade retal. A utilização com precaução de esquemas hipofracionados de EBRT, para além do benefício terapêutico, pode trazer vantagens ao nível da conveniência para o paciente e economia de custos. Os resultados das simulações deste estudo e conversão para doses de efeito biológico para o tratamento do carcinoma da próstata apresentam linhas de orientação teórica de interesse para novos ensaios clínicos. --------------------------------------------------ABSTRACT: The purpose of this work was to determine alternative radiotherapy regimens for the treatment of prostate cancer using external beam radiotherapy (EBRT) and low dose-rate brachytherapy (LDRBT) with Iodine-125 permanent implants which are biologically equivalent to conventional clinical treatments, by the use of theoretical models and Monte Carlo techniques. The concepts of biological effective dose (BED) and equivalent uniform dose (EUD), together with the linear-quadratic model (LQ), were used for determining equivalent treatment regimens. In a first approach, the BED concept was used to determine: 1) hypofractionated schemes of EBRT maintaining late rectal complications as with the conventional regimens with total doses of 75.6 Gy, 77.4 Gy, 79.2 Gy and 81.0 Gy; and 2) the relationship between total doses of EBRT and LDRBT in order to keep the BED of the conventional treatment of 45 Gy of EBRT and 110 Gy of LDRBT. In a second approach, the MC code MCNPX was used for simulating dose distributions of EBRT and LDRBT in two voxel phantoms segmented from the computed tomography of patients with prostate cancer. The results of the simulations of EBRT and LDRBT were added up and given an overall EUD in order to obtain: 1) equivalent to conventional treatment regimens of 25 fraction of 1.8 Gy of EBRT in combination with 110Gy of LDRBT; and 2) equivalent schemes of EUD of 67 Gy, 72 Gy, 80 Gy, 90 Gy, 100 Gy, and 110Gy to the prostate. In all the results it is noted a therapeutic gain using hypofractionated EBRT schemes. For a rectal BED equivalent to the conventional regimen, an increment of 2% in the prostate BED was achieved with less 5 fractions. This increase is visibly higher as the number of fractions decrease, amounting 10-11% with less 20 fractions and 35-45% with less 20 fractions. Considering the results of the EBRT simulations an average EUD of 107 Gy was achieved for the prostate and of 42 Gy for the rectum with the conventional scheme of 110 Gy of LDRBT followed by 25 fractions of 1.8 Gy of EBRT. In terms of tumor control probability (same EUD) it is equivalent to this treatment, for example, delivering the EBRT in 66 fractions of 1.8 Gy, 56 fractions of 2 Gy, 40 fractions of 2.5 Gy, 31 fractions of 3 Gy, 20 fractions of 4 Gy or 13 fractions of 5 Gy. Regarding the use of 66 fractions of 1.8 Gy, the rectum EUD is reduced to 6% with 2.5 Gy per fraction and to 10% with 4 Gy. A total BED of 162 Gy was achieved for the delivery of 25 fractions of 1.8 Gy of EBRT in combination with 110 Gy of LDRBT. By varying the total dose of LDRBT (TDLDRBT) with the total dose of EBRT (TDEBRT) so as to ensure a BED of 162 Gy, the following relationship was obtained: ....... The simulation results show that the rectum EUD decreases with the increase of the TDLDRBT, for EBRT dose per fracion (dEBRT) less than 2.5 Gy and increases for dEBRT above 3 Gy. For lower amounts of TDLDRBT (< 50Gy), the rectum benefits of larger EBRT fractions. As the TDLDRBT increases, the rectum gEUD becomes less dependent on the dEBRT. The use of different regimens which enable a therapeutic gain, whether deivering a higher dose with the same late biological effects or maintaining the dose to the tumor and reducing rectal toxicity is possible. The use with precaution of hypofractionated regimens, in addition to the therapeutic benefit, can bring advantages in terms of convenience for the patient and cost savings. The simulation results of this study together with the biological dose conversion for the treatment of prostate cancer serve as guidelines of interest for new clinical trials.

Search for New Phenomena in Dijet Angular Distributions in Proton-Proton Collisions at s√=8 TeV Measured with the ATLAS Detector

A search for new phenomena in LHC proton-proton collisions at a center-of-mass energy of s√=8 TeV was performed with the ATLAS detector using an integrated luminosity of 17.3 fb−1. The angular distributions are studied in events with at least two jets; the highest dijet mass observed is 5.5 TeV. All angular distributions are consistent with the predictions of the Standard Model. In a benchmark model of quark contact interactions, a compositeness scale below 8.1 TeV in a destructive interference scenario and 12.0 TeV in a constructive interference scenario is excluded at 95% CL; median expected limits are 8.9 TeV for the destructive interference scenario and 14.1 TeV for the constructive interference scenario.

Angular distributions in tt¯H(H→bb¯) reconstructed events at the LHC

The associated production of a Higgs boson and a top-quark pair, tt¯H, in proton-proton collisions is addressed in this paper for a center of mass energy of 13TeV at the LHC. Dileptonic final states of tt¯H events with two oppositely charged leptons and four jets from the decays t→bW+→bℓ+νℓ, t¯→b¯W−→b¯ℓ−ν¯ℓ and h→bb¯, are used. Signal events, generated with MadGraph5_aMC@NLO, are fully reconstructed by applying a kinematic fit. New angular distributions of the decay products as well as angular asymmetries are explored in order to improve discrimination of tt¯H signal events over the dominant irreducible background contribution, tt¯bb¯. Even after the full kinematic fit reconstruction of the events, the proposed angular distributions and asymmetries are still quite different in the tt¯H signal and the dominant background (tt¯bb¯).

Hierarchical modelling of timber reference properties using probabilistic methods: Maximum Likelihood Method, Bayesian Methods and Probability Networks

In recent decades, an increased interest has been evidenced in the research on multi-scale hierarchical modelling in the field of mechanics, and also in the field of wood products and timber engineering. One of the main motivations for hierar-chical modelling is to understand how properties, composition and structure at lower scale levels may influence and be used to predict the material properties on a macroscopic and structural engineering scale. This chapter presents the applicability of statistic and probabilistic methods, such as the Maximum Likelihood method and Bayesian methods, in the representation of timber’s mechanical properties and its inference accounting to prior information obtained in different importance scales. These methods allow to analyse distinct timber’s reference properties, such as density, bending stiffness and strength, and hierarchically consider information obtained through different non, semi or destructive tests. The basis and fundaments of the methods are described and also recommendations and limitations are discussed. The methods may be used in several contexts, however require an expert’s knowledge to assess the correct statistic fitting and define the correlation arrangement between properties.

Estimation of nonparametric probability density functions with applications to automatic speech recognition

Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2007

Breakage probability of repeated stressing of granules by configuring the stressing points

Magdeburg, Univ., Fak. für Verfahrens- und Systemtechnik, Diss., 2014

The distributions of the native land mollusks of the Eastern United States / Leslie Hubricht.

n.s. no.24(1985)

Procedurally fair and stable matching

We motivate procedural fairness for matching mechanisms and study two procedurally fair and stable mechanisms: employment by lotto (Aldershof et al., 1999) and the random order mechanism (Roth and Vande Vate, 1990, Ma, 1996). For both mechanisms we give various examples of probability distributions on the set of stable matchings and discuss properties that differentiate employment by lotto and the random order mechanism. Finally, we consider an adjustment of the random order mechanism, the equitable random order mechanism, that combines aspects of procedural and "endstate'' fairness. Aldershof et al. (1999) and Ma (1996) that exist on the probability distribution induced by both mechanisms. Finally, we consider an adjustment of the random order mechanism, the equitable random order mechanism.