890 resultados para real option analysis


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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Topics include: Semicontinuity, equicontinuity, absolute continuity, metric spaces, compact spaces, Ascoli’s theorem, Stone Weierstrass theorem, Borel and Lebesque measures, measurable functions, Lebesque integration, convergence theorems, Lp spaces, general measure and integration theory, Radon- Nikodyn theorem, Fubini theorem, Lebesque-Stieltjes integration, Semicontinuity, equicontinuity, absolute continuity, metric spaces, compact spaces, Ascoli’s theorem, Stone Weierstrass theorem, Borel and Lebesque measures, measurable functions, Lebesque integration, convergence theorems, Lp spaces, general measure and integration theory, Radon-Nikodyn theorem, Fubini theorem, Lebesque-Stieltjes integration.

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FIR spectroscopy is an alternative way of collecting spectra of many inorganic pigments and corrosion products found on art objects, which is not normally observed in the MIR region. Most FIR spectra are traditionally collected in transmission mode but as a real novelty it is now also possible to record FIR spectra in ATR (Attenuated Total Reflectance) mode. In FIR transmission we employ polyethylene (PE) for preparation of pellets by embedding the sample in PE. Unfortunately, the preparation requires heating of the PE in order to produces at transparent pellet. This will affect compounds with low melting points, especially those with structurally incorporated water. Another option in FIR transmission is the use of thin films. We test the use of polyethylene thin film (PETF), both commercial and laboratory-made PETF. ATR collection of samples is possible in both the MIR and FIR region on solid, powdery or liquid samples. Changing from the MIR to the FIR region is easy as it simply requires the change of detector and beamsplitter (which can be performed within a few minutes). No preparation of the sample is necessary, which is a huge advantage over the PE transmission method. The most obvious difference, when comparing transmission with ATR, is the distortion of band shape (which appears asymmetrical in the lower wavenumber region) and intensity differences. However, the biggest difference can be the shift of strong absorbing bands moving to lower wavenumbers in ATR mode. The sometimes huge band shift necessitates the collection of standard library spectra in both FIR transmission and ATR modes, provided these two methods of collecting are to be employed for analyses of unknown samples. Standard samples of 150 pigment and corrosion compounds are thus collected in both FIR transmission and ATR mode in order to build up a digital library of spectra for comparison with unknown samples. XRD, XRF and Raman spectroscopy assists us in confirming the purity or impurity of our standard samples. 24 didactic test tables, with known pigment and binder painted on the surface of a limestone tablet, are used for testing the established library and different ways of collecting in ATR and transmission mode. In ATR, micro samples are scratched from the surface and examined in both the MIR and FIR region. Additionally, direct surface contact of the didactic tablets with the ATR crystal are tested together with water enhanced surface contact. In FIR transmission we compare the powder from our test tablet on the laboratory PETF and embedded in PE. We also compare the PE pellets collected using a 4x beam condenser, focusing the IR beam area from 8 mm to 2 mm. A few samples collected from a mural painting in a Nepalese temple, corrosion products collected from archaeological Chinese bronze objects and samples from a mural paintings in an Italian abbey, are examined by ATR or transmission spectroscopy.

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This thesis is a collection of works focused on the topic of Earthquake Early Warning, with a special attention to large magnitude events. The topic is addressed from different points of view and the structure of the thesis reflects the variety of the aspects which have been analyzed. The first part is dedicated to the giant, 2011 Tohoku-Oki earthquake. The main features of the rupture process are first discussed. The earthquake is then used as a case study to test the feasibility Early Warning methodologies for very large events. Limitations of the standard approaches for large events arise in this chapter. The difficulties are related to the real-time magnitude estimate from the first few seconds of recorded signal. An evolutionary strategy for the real-time magnitude estimate is proposed and applied to the single Tohoku-Oki earthquake. In the second part of the thesis a larger number of earthquakes is analyzed, including small, moderate and large events. Starting from the measurement of two Early Warning parameters, the behavior of small and large earthquakes in the initial portion of recorded signals is investigated. The aim is to understand whether small and large earthquakes can be distinguished from the initial stage of their rupture process. A physical model and a plausible interpretation to justify the observations are proposed. The third part of the thesis is focused on practical, real-time approaches for the rapid identification of the potentially damaged zone during a seismic event. Two different approaches for the rapid prediction of the damage area are proposed and tested. The first one is a threshold-based method which uses traditional seismic data. Then an innovative approach using continuous, GPS data is explored. Both strategies improve the prediction of large scale effects of strong earthquakes.

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This thesis provides a thoroughly theoretical background in network theory and shows novel applications to real problems and data. In the first chapter a general introduction to network ensembles is given, and the relations with “standard” equilibrium statistical mechanics are described. Moreover, an entropy measure is considered to analyze statistical properties of the integrated PPI-signalling-mRNA expression networks in different cases. In the second chapter multilayer networks are introduced to evaluate and quantify the correlations between real interdependent networks. Multiplex networks describing citation-collaboration interactions and patterns in colorectal cancer are presented. The last chapter is completely dedicated to control theory and its relation with network theory. We characterise how the structural controllability of a network is affected by the fraction of low in-degree and low out-degree nodes. Finally, we present a novel approach to the controllability of multiplex networks

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In vielen Industriezweigen, zum Beispiel in der Automobilindustrie, werden Digitale Versuchsmodelle (Digital MockUps) eingesetzt, um die Konstruktion und die Funktion eines Produkts am virtuellen Prototypen zu überprüfen. Ein Anwendungsfall ist dabei die Überprüfung von Sicherheitsabständen einzelner Bauteile, die sogenannte Abstandsanalyse. Ingenieure ermitteln dabei für bestimmte Bauteile, ob diese in ihrer Ruhelage sowie während einer Bewegung einen vorgegeben Sicherheitsabstand zu den umgebenden Bauteilen einhalten. Unterschreiten Bauteile den Sicherheitsabstand, so muss deren Form oder Lage verändert werden. Dazu ist es wichtig, die Bereiche der Bauteile, welche den Sicherhabstand verletzen, genau zu kennen. rnrnIn dieser Arbeit präsentieren wir eine Lösung zur Echtzeitberechnung aller den Sicherheitsabstand unterschreitenden Bereiche zwischen zwei geometrischen Objekten. Die Objekte sind dabei jeweils als Menge von Primitiven (z.B. Dreiecken) gegeben. Für jeden Zeitpunkt, in dem eine Transformation auf eines der Objekte angewendet wird, berechnen wir die Menge aller den Sicherheitsabstand unterschreitenden Primitive und bezeichnen diese als die Menge aller toleranzverletzenden Primitive. Wir präsentieren in dieser Arbeit eine ganzheitliche Lösung, welche sich in die folgenden drei großen Themengebiete unterteilen lässt.rnrnIm ersten Teil dieser Arbeit untersuchen wir Algorithmen, die für zwei Dreiecke überprüfen, ob diese toleranzverletzend sind. Hierfür präsentieren wir verschiedene Ansätze für Dreiecks-Dreiecks Toleranztests und zeigen, dass spezielle Toleranztests deutlich performanter sind als bisher verwendete Abstandsberechnungen. Im Fokus unserer Arbeit steht dabei die Entwicklung eines neuartigen Toleranztests, welcher im Dualraum arbeitet. In all unseren Benchmarks zur Berechnung aller toleranzverletzenden Primitive beweist sich unser Ansatz im dualen Raum immer als der Performanteste.rnrnDer zweite Teil dieser Arbeit befasst sich mit Datenstrukturen und Algorithmen zur Echtzeitberechnung aller toleranzverletzenden Primitive zwischen zwei geometrischen Objekten. Wir entwickeln eine kombinierte Datenstruktur, die sich aus einer flachen hierarchischen Datenstruktur und mehreren Uniform Grids zusammensetzt. Um effiziente Laufzeiten zu gewährleisten ist es vor allem wichtig, den geforderten Sicherheitsabstand sinnvoll im Design der Datenstrukturen und der Anfragealgorithmen zu beachten. Wir präsentieren hierzu Lösungen, die die Menge der zu testenden Paare von Primitiven schnell bestimmen. Darüber hinaus entwickeln wir Strategien, wie Primitive als toleranzverletzend erkannt werden können, ohne einen aufwändigen Primitiv-Primitiv Toleranztest zu berechnen. In unseren Benchmarks zeigen wir, dass wir mit unseren Lösungen in der Lage sind, in Echtzeit alle toleranzverletzenden Primitive zwischen zwei komplexen geometrischen Objekten, bestehend aus jeweils vielen hunderttausend Primitiven, zu berechnen. rnrnIm dritten Teil präsentieren wir eine neuartige, speicheroptimierte Datenstruktur zur Verwaltung der Zellinhalte der zuvor verwendeten Uniform Grids. Wir bezeichnen diese Datenstruktur als Shrubs. Bisherige Ansätze zur Speicheroptimierung von Uniform Grids beziehen sich vor allem auf Hashing Methoden. Diese reduzieren aber nicht den Speicherverbrauch der Zellinhalte. In unserem Anwendungsfall haben benachbarte Zellen oft ähnliche Inhalte. Unser Ansatz ist in der Lage, den Speicherbedarf der Zellinhalte eines Uniform Grids, basierend auf den redundanten Zellinhalten, verlustlos auf ein fünftel der bisherigen Größe zu komprimieren und zur Laufzeit zu dekomprimieren.rnrnAbschießend zeigen wir, wie unsere Lösung zur Berechnung aller toleranzverletzenden Primitive Anwendung in der Praxis finden kann. Neben der reinen Abstandsanalyse zeigen wir Anwendungen für verschiedene Problemstellungen der Pfadplanung.

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ROTEM(®) is considered a helpful point-of-care device to monitor blood coagulation. Centrally performed analysis is desirable but rapid transport of blood samples and real-time transmission of graphic results are an important prerequisite. The effect of sample transport through a pneumatic tube system on ROTEM(®) results is unknown. The aims of the present work were (i) to determine the influence of blood sample transport through a pneumatic tube system on ROTEM(®) parameters compared to manual transportation, and (ii) to verify whether graphic results can be transmitted on line via virtual network computing using local area network to the physician in charge of the patient.

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The examination of traffic accidents is daily routine in forensic medicine. An important question in the analysis of the victims of traffic accidents, for example in collisions between motor vehicles and pedestrians or cyclists, is the situation of the impact. Apart from forensic medical examinations (external examination and autopsy), three-dimensional technologies and methods are gaining importance in forensic investigations. Besides the post-mortem multi-slice computed tomography (MSCT) and magnetic resonance imaging (MRI) for the documentation and analysis of internal findings, highly precise 3D surface scanning is employed for the documentation of the external body findings and of injury-inflicting instruments. The correlation of injuries of the body to the injury-inflicting object and the accident mechanism are of great importance. The applied methods include documentation of the external and internal body and the involved vehicles and inflicting tools as well as the analysis of the acquired data. The body surface and the accident vehicles with their damages were digitized by 3D surface scanning. For the internal findings of the body, post-mortem MSCT and MRI were used. The analysis included the processing of the obtained data to 3D models, determination of the driving direction of the vehicle, correlation of injuries to the vehicle damages, geometric determination of the impact situation and evaluation of further findings of the accident. In the following article, the benefits of the 3D documentation and computer-assisted, drawn-to-scale 3D comparisons of the relevant injuries with the damages to the vehicle in the analysis of the course of accidents, especially with regard to the impact situation, are shown on two examined cases.

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This thesis develops high performance real-time signal processing modules for direction of arrival (DOA) estimation for localization systems. It proposes highly parallel algorithms for performing subspace decomposition and polynomial rooting, which are otherwise traditionally implemented using sequential algorithms. The proposed algorithms address the emerging need for real-time localization for a wide range of applications. As the antenna array size increases, the complexity of signal processing algorithms increases, making it increasingly difficult to satisfy the real-time constraints. This thesis addresses real-time implementation by proposing parallel algorithms, that maintain considerable improvement over traditional algorithms, especially for systems with larger number of antenna array elements. Singular value decomposition (SVD) and polynomial rooting are two computationally complex steps and act as the bottleneck to achieving real-time performance. The proposed algorithms are suitable for implementation on field programmable gated arrays (FPGAs), single instruction multiple data (SIMD) hardware or application specific integrated chips (ASICs), which offer large number of processing elements that can be exploited for parallel processing. The designs proposed in this thesis are modular, easily expandable and easy to implement. Firstly, this thesis proposes a fast converging SVD algorithm. The proposed method reduces the number of iterations it takes to converge to correct singular values, thus achieving closer to real-time performance. A general algorithm and a modular system design are provided making it easy for designers to replicate and extend the design to larger matrix sizes. Moreover, the method is highly parallel, which can be exploited in various hardware platforms mentioned earlier. A fixed point implementation of proposed SVD algorithm is presented. The FPGA design is pipelined to the maximum extent to increase the maximum achievable frequency of operation. The system was developed with the objective of achieving high throughput. Various modern cores available in FPGAs were used to maximize the performance and details of these modules are presented in detail. Finally, a parallel polynomial rooting technique based on Newton’s method applicable exclusively to root-MUSIC polynomials is proposed. Unique characteristics of root-MUSIC polynomial’s complex dynamics were exploited to derive this polynomial rooting method. The technique exhibits parallelism and converges to the desired root within fixed number of iterations, making this suitable for polynomial rooting of large degree polynomials. We believe this is the first time that complex dynamics of root-MUSIC polynomial were analyzed to propose an algorithm. In all, the thesis addresses two major bottlenecks in a direction of arrival estimation system, by providing simple, high throughput, parallel algorithms.

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OBJECTIVES This study sought to assess the clinical safety and effectiveness of the Resolute zotarolimus-eluting stent (R-ZES) in patients with in-stent restenosis (ISR) from 2 large trials. BACKGROUND ISR treatment is associated with higher rates of subsequent cardiac events compared with treatment of de novo lesions. Although drug-eluting stents (DES) are an option, second-generation DES are largely untested in the treatment of ISR. METHODS A total of 3,489 patients were pooled from the RAC (RESOLUTE All Comers) trial and the RESOLUTE International (RINT) registry. Two-year clinical endpoints included clinically driven target lesion revascularization (TLR), target lesion failure (TLF), cardiac death (CD), target vessel myocardial infarction (TVMI), combined CD or TVMI (CD/TVMI), and Academic Research Consortium definite and probable stent thrombosis (ST). RESULTS Overall, 281 patients (8.1%) received an R-ZES for ISR. Two-year TLR and TLF rates were significantly higher in ISR patients than in non-ISR patients (TLR: 12.7% vs. 4.3%, p = 0.003; TLF: 17.4% vs. 9.4%, p = 0.007); however, the CD/TVMI rate was not (6.9% vs. 6.1%, p = 0.711). Seven ISR patients had ST. Two-year outcomes by ISR stent type were similar: bare-metal stent (BMS)-ISR TLR was 12.5% and TLF was 17.2%; DES-ISR TLR was 13.0% and TLF was 18.8%. CD/TVMI was 7.3% and 7.2% for BMS-ISR and DES-ISR, respectively. CONCLUSIONS Using R-ZES to treat ISR appears equally safe in BMS-ISR and DES-ISR, with CD/TVMI rates comparable to 2-year outcomes in other clinical trials. Although revascularization rates are still higher in ISR lesions, the R-ZES offers an effective alternative for treatment of BMS-ISR and DES-ISR. (Randomized, Two-Arm, Non-inferiority Study Comparing Endeavor-Resolute Stent With Abbot Xience-V Stent [RESOLUTE-AC]; NCT00617084; and RESOLUTE International Registry: Evaluation of the Resolute Zotarolimus-Eluting Stent System in a 'Real-World' Patient Population [RINT]; NCT00752128).

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The COSMIC-2 mission is a follow-on mission of the Constellation Observing System for Meteorology, Ionosphere, and Climate (COSMIC) with an upgraded payload for improved radio occultation (RO) applications. The objective of this paper is to develop a near-real-time (NRT) orbit determination system, called NRT National Chiao Tung University (NCTU) system, to support COSMIC-2 in atmospheric applications and verify the orbit product of COSMIC. The system is capable of automatic determinations of the NRT GPS clocks and LEO orbit and clock. To assess the NRT (NCTU) system, we use eight days of COSMIC data (March 24-31, 2011), which contain a total of 331 GPS observation sessions and 12 393 RO observable files. The parallel scheduling for independent GPS and LEO estimations and automatic time matching improves the computational efficiency by 64% compared to the sequential scheduling. Orbit difference analyses suggest a 10-cm accuracy for the COSMIC orbits from the NRT (NCTU) system, and it is consistent as the NRT University Corporation for Atmospheric Research (URCA) system. The mean velocity accuracy from the NRT orbits of COSMIC is 0.168 mm/s, corresponding to an error of about 0.051 μrad in the bending angle. The rms differences in the NRT COSMIC clock and in GPS clocks between the NRT (NCTU) and the postprocessing products are 3.742 and 1.427 ns. The GPS clocks determined from a partial ground GPS network [from NRT (NCTU)] and a full one [from NRT (UCAR)] result in mean rms frequency stabilities of 6.1E-12 and 2.7E-12, respectively, corresponding to range fluctuations of 5.5 and 2.4 cm and bending angle errors of 3.75 and 1.66 μrad .

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Individual participant data (IPD) meta-analysis is an increasingly used approach for synthesizing and investigating treatment effect estimates. Over the past few years, numerous methods for conducting an IPD meta-analysis (IPD-MA) have been proposed, often making different assumptions and modeling choices while addressing a similar research question. We conducted a literature review to provide an overview of methods for performing an IPD-MA using evidence from clinical trials or non-randomized studies when investigating treatment efficacy. With this review, we aim to assist researchers in choosing the appropriate methods and provide recommendations on their implementation when planning and conducting an IPD-MA. © 2015 The Authors. Research Synthesis Methods published by John Wiley & Sons, Ltd.

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BACKGROUND AND OBJECTIVE Management of oral lichen planus (OLP) is challenging and therapeutic options are limited. The use of topical tacrolimus has shown promising results. We reviewed our daily life experience with topical tacrolimus in OLP patients. METHODS This retrospective unicentre study included all 21 patients with OLP, which were evaluated over a 53-month period and treated with topical tacrolimus. Patients were initially given a topical preparation of 0.1% tacrolimus twice daily. The response to treatment was assessed using a 4-point scale at month 2 and 6: complete response of affected area (CR), major remission (>50%, MR), partial remission (25-50%, PR) and either no response (<25%) or worsening. The pain score was also assessed using a 3-point scale. RESULTS Four of 21 patients (19%) showed a CR at month 2, whereas at month 6, 7 (33%) had a CR. For patients who reported MR (n = 2) and PR (n = 8) at month 2, the therapy was continued. Of those, at 6 months, three patients showed a CR, while four maintained a PR. The pain score improved during treatment. After 2 months of therapy, eight of 10 patients with an initial high pain score achieved a significant improvement. In patients starting with moderate pain an improvement was observed in one of seven patients. Overall, for three patients there was a complete loss of pain, while in nine there was a reduction. Except for transitory burning sensation and altered taste sensation, no relevant side-effects were reported. CONCLUSION This retrospective analysis confirms that topical tacrolimus is a valuable therapeutic option in severe or treatment-resistant OLP. Our findings in daily practice suggested nevertheless that the efficacy of topical tacrolimus is overestimated with regard to both complete response and pain reduction.