852 resultados para Parametric VaR (Value-at-Risk)


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Background: Decreased ability to perform Activities of Daily Living (ADLs) during hospitalisation has negative consequences for patients and health service delivery. Objective: To develop an Index to stratify patients at lower and higher risk of a significant decline in ability to perform ADLs at discharge. Design: Prospective two cohort study comprising a derivation (n=389; mean age 82.3 years; SD� 7.1) and a validation cohort (n=153; mean age 81.5 years; SD� 6.1). Patients and setting: General medical patients aged = 70 years admitted to three university-affiliated acute care hospitals in Brisbane, Australia. Measurement and main results: The short ADL Scale was used to identify a significant decline in ability to perform ADLs from premorbid to discharge. In the derivation cohort, 77 patients (19.8%) experienced a significant decline. Four significant factors were identified for patients independent at baseline: 'requiring moderate assistance to being totally dependent on others with bathing'; 'difficulty understanding others (frequently or all the time)'; 'requiring moderate assistance to being totally dependent on others with performing housework'; a 'history of experiencing at least one fall in the previous 90 days prior to hospital admission' in addition to 'independent at baseline', which was protective against decline at discharge. 'Difficulty understanding others (frequently or all the time)' and 'requiring moderate assistance to being totally dependent on others with performing housework' were also predictors for patients dependent in ADLs at baseline. Sensitivity, specificity, Positive Predictive Value (PPV), and Negative Predictive Value (NPV) of the DADLD dichotomised risk scores were: 83.1% (95% CI 72.8; 90.7); 60.5% (95% CI 54.8; 65.9); 34.2% (95% CI 27.5; 41.5); 93.5% (95% CI 89.2; 96.5). In the validation cohort, 47 patients (30.7%) experienced a significant decline. Sensitivity, specificity, PPV and NPV of the DADLD were: 78.7% (95% CI 64.3; 89.3); 69.8% (95% CI 60.1, 78.3); 53.6% (95% CI 41.2; 65.7); 88.1% (95% CI 79.2; 94.1). Conclusions: The DADLD Index is a useful tool for identifying patients at higher risk of decline in ability to perform ADLs at discharge.

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One of the primary desired capabilities of any future air traffic separation management system is the ability to provide early conflict detection and resolution effectively and efficiently. In this paper, we consider the risk of conflict as a primary measurement to be used for early conflict detection. This paper focuses on developing a novel approach to assess the impact of different measurement uncertainty models on the estimated risk of conflict. The measurement uncertainty model can be used to represent different sensor accuracy and sensor choices. Our study demonstrates the value of modelling measurement uncertainty in the conflict risk estimation problem and presents techniques providing a means of assessing sensor requirements to achieve desired conflict detection performance.

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Aims: This paper describes the development of a risk adjustment (RA) model predictive of individual lesion treatment failure in percutaneous coronary interventions (PCI) for use in a quality monitoring and improvement program. Methods and results: Prospectively collected data for 3972 consecutive revascularisation procedures (5601 lesions) performed between January 2003 and September 2011 were studied. Data on procedures to September 2009 (n = 3100) were used to identify factors predictive of lesion treatment failure. Factors identified included lesion risk class (p < 0.001), occlusion type (p < 0.001), patient age (p = 0.001), vessel system (p < 0.04), vessel diameter (p < 0.001), unstable angina (p = 0.003) and presence of major cardiac risk factors (p = 0.01). A Bayesian RA model was built using these factors with predictive performance of the model tested on the remaining procedures (area under the receiver operating curve: 0.765, Hosmer–Lemeshow p value: 0.11). Cumulative sum, exponentially weighted moving average and funnel plots were constructed using the RA model and subjectively evaluated. Conclusion: A RA model was developed and applied to SPC monitoring for lesion failure in a PCI database. If linked to appropriate quality improvement governance response protocols, SPC using this RA tool might improve quality control and risk management by identifying variation in performance based on a comparison of observed and expected outcomes.

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The late eighteenth century witnessed the emergence of new technologies of subjectivity and of the literary. Most obviously, “the novel as a literary form appeared to embody and turn into an object the experience of life itself” (Park), and the novel genre came to both reflect and shape notions of interiority and subjectivity. In this same period, “A shift was taking place in the way people felt and thought about children and the accoutrements of childhood, including books and toys, were implicated in this change” (Lewis). In seeking to understand the relationships between media (e.g. books and toys), genres (e.g. novels and picture books), and modes of subjectivity, Marx’s influential theory of commodity fetishism, whereby “a definite social relation between men, that assumes, in their eyes, the fantastic form of a relation between things”, has served as a productive tool of analysis. The extent to which Marx’s account of commodity fetishism continues to be of use becomes clear when the corollaries between the late eighteenth-century emergence of novels and pictures books as technologies of subjectivity and the early twenty-first century emergence of e-readers and digital texts as technologies of subjectivity are considered. This paper considers the literary technology of Apple’s iPad (first launched in 2010) as a commodity fetish, and the circulation of “apps” as texts made available by and offered as justifications for, this fetish object. The iPad is both book and toy, but is never “only” either; it is arguably a new technology of subjectivity which incorporates but also destabilises categories of reading and playing such as those made familiar by earlier technologies of literature and the self. The particular focus of this paper is on the multimodal versions (app, film, and picture book) of The Fantastic Flying Books of Mr. Morris Lessmore, which are understood here as a narrativisation of commodity fetishism, subjectivity, and the act of reading itself.

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Whether to keep products segregated (e.g., unbundled) or integrate some or all of them (e.g., bundle) has been a problem of profound interest in areas such as portfolio theory in finance, risk capital allocations in insurance and marketing of consumer products. Such decisions are inherently complex and depend on factors such as the underlying product values and consumer preferences, the latter being frequently described using value functions, also known as utility functions in economics. In this paper, we develop decision rules for multiple products, which we generally call ‘exposure units’ to naturally cover manifold scenarios spanning well beyond ‘products’. Our findings show, e.g. that the celebrated Thaler's principles of mental accounting hold as originally postulated when the values of all exposure units are positive (i.e. all are gains) or all negative (i.e. all are losses). In the case of exposure units with mixed-sign values, decision rules are much more complex and rely on cataloging the Bell number of cases that grow very fast depending on the number of exposure units. Consequently, in the present paper, we provide detailed rules for the integration and segregation decisions in the case up to three exposure units, and partial rules for the arbitrary number of units.

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OBJECTIVES: To examine the prospective association between perception of health during pregnancy and cardiovascular risk factor of mothers 21 years after the index pregnancy. METHODS: Data used were from the Mater University Study of Pregnancy (MUSP), a community- based prospective birth ohort study begun in Brisbane, Australia, in 1983. Logistic regression analyses were conducted. RESULTS: Data were available for 3692 women. Women who perceived themselves as not having a straight forward pregnancy had twice the odds (adjusted OR 2.0, 95% CI 1.1-3.8) of being diagnosed with heart disease 21 years after the indexpregnancyascomparedtowomenwith a straight forward pregnancy. Apart from that, women who had complications (other than serious pregnancy complications) during the pregnancy were also at30%increased odds (adjustedOR 1.3, 95% CI 1.0-1.6) of having hypertension 21 years later. CONCLUSIONS: As a whole, our study suggests that pregnant women who perceived that they had complications and did not have a straight forward pregnancy are likely to experience poorer cardiovascular outcomes 21 years after the pregnancy.

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In recent years, carbon has been increasingly rendered ‘visible’ both discursively and through political processes that have imbued it with economic value. Greenhouse gas (GHG) emissions have been constructed as social and environmental costs and their reduction or avoidance as social and economic gain. The ‘marketisation’ of carbon, which has been facilitated through various compliance schemes such as the European Union Emissions Trading Scheme (EU ETS), the Kyoto Protocol, the proposed Australian Emissions Reduction Scheme and through the voluntary carbon credit market, have attempted to bring carbon into the ‘foreground’ as an economic liability and/or opportunity. Accompanying the increasing economic visibility of carbon are reports of frauds and scams – the ‘gaming of carbon markets’(Chan 2010). As Lohmann (2010: 21) points out, ‘what are conventionally classed as scams or frauds are an inevitable feature of carbon offset markets, not something that could be eliminated by regulation targeting the specific businesses or state agencies involved’. This paper critiques the disparate discourses of fraud risk in carbon markets and examines cases of fraud within emerging landscapes of green criminology.

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The use of mobile phones while driving is more prevalent among young drivers—a less experienced cohort with elevated crash risk. The objective of this study was to examine and better understand the reaction times of young drivers to a traffic event originating in their peripheral vision whilst engaged in a mobile phone conversation. The CARRS-Q Advanced Driving Simulator was used to test a sample of young drivers on various simulated driving tasks, including an event that originated within the driver’s peripheral vision, whereby a pedestrian enters a zebra crossing from a sidewalk. Thirty-two licensed drivers drove the simulator in three phone conditions: baseline (no phone conversation), hands-free and handheld. In addition to driving the simulator each participant completed questionnaires related to driver demographics, driving history, usage of mobile phones while driving, and general mobile phone usage history. The participants were 21 to 26 years old and split evenly by gender. Drivers’ reaction times to a pedestrian in the zebra crossing were modelled using a parametric accelerated failure time (AFT) duration model with a Weibull distribution. Also tested where two different model specifications to account for the structured heterogeneity arising from the repeated measures experimental design. The Weibull AFT model with gamma heterogeneity was found to be the best fitting model and identified four significant variables influencing the reaction times, including phone condition, driver’s age, license type (Provisional license holder or not), and self-reported frequency of usage of handheld phones while driving. The reaction times of drivers were more than 40% longer in the distracted condition compared to baseline (not distracted). Moreover, the impairment of reaction times due to mobile phone conversations was almost double for provisional compared to open license holders. A reduction in the ability to detect traffic events in the periphery whilst distracted presents a significant and measurable safety concern that will undoubtedly persist unless mitigated.

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Background Cancer-related malnutrition is associated with increased morbidity, poorer tolerance of treatment, decreased quality of life, increased hospital admissions, and increased health care costs (Isenring et al., 2013). This study’s aim was to determine whether a novel, automated screening system was a useful tool for nutrition screening when compared against a full nutrition assessment using the Patient-Generated Subjective Global Assessment (PG-SGA) tool. Methods A single site, observational, cross-sectional study was conducted in an outpatient oncology day care unit within a Queensland tertiary facility, with three hundred outpatients (51.7% male, mean age 58.6 ± 13.3 years). Eligibility criteria: ≥18 years, receiving anticancer treatment, able to provide written consent. Patients completed the Malnutrition Screening Tool (MST). Nutritional status was assessed using the PG-SGA. Data for the automated screening system was extracted from the pharmacy software program Charm. This included body mass index (BMI) and weight records dating back up to six months. Results The prevalence of malnutrition was 17%. Any weight loss over three to six weeks prior to the most recent weight record as identified by the automated screening system relative to malnutrition resulted in 56.52% sensitivity, 35.43% specificity, 13.68% positive predictive value, 81.82% negative predictive value. MST score 2 or greater was a stronger predictor of nutritional risk relative to PG-SGA classified malnutrition (70.59% sensitivity, 69.48% specificity, 32.14% positive predictive value, 92.02% negative predictive value). Conclusions Both the automated screening system and the MST fell short of the accepted professional standard for sensitivity (80%) or specificity (60%) when compared to the PG-SGA. However, although the MST remains a better predictor of malnutrition in this setting, uptake of this tool in the Oncology Day Care Unit remains challenging.

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The occurrence of extreme movements in the spot price of electricity represents a significant source of risk to retailers. A range of approaches have been considered with respect to modelling electricity prices; these models, however, have relied on time-series approaches, which typically use restrictive decay schemes placing greater weight on more recent observations. This study develops an alternative, semi-parametric method for forecasting, which uses state-dependent weights derived from a kernel function. The forecasts that are obtained using this method are accurate and therefore potentially useful to electricity retailers in terms of risk management.

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Lung cancer is the most important cause of cancer-related mortality. Resectability and eligibility for treatment with adjuvant chemotherapy is determined by staging according to the TNM classification. Other determinants of tumour behaviour that predict disease outcome, such as molecular markers, may improve decision-making. Activation of the gene encoding human telomerase reverse transcriptase (hTERT) is implicated in the pathogenesis of lung cancer, and consequently detection of hTERT mRNA might have prognostic value for patients with early stage lung cancer. A cohort of patients who underwent a complete resection for early stage lung cancer was recruited as part of the European Early Lung Cancer (EUELC) project. In 166 patients expression of hTERT mRNA was determined in tumour tissue by quantitative real-time RT-PCR and related to that of a house-keeping gene (PBGD). Of a subgroup of 130 patients tumour-distant normal tissue was additionally available for hTERT mRNA analysis. The correlation between hTERT levels of surgical samples and disease-free survival was determined using a Fine and Gray hazard model. Although hTERT mRNA positivity in tumour tissue was significantly associated with clinical stage (Fisher's exact test p=0.016), neither hTERT mRNA detectability nor hTERT mRNA levels in tumour tissue were associated with clinical outcome. Conversely, hTERT positivity in adjacent normal samples was associated with progressive disease, 28% of patients with progressive disease versus 7.5% of disease-free patients had detectable hTERT mRNA in normal tissue [adjusted HR: 3.60 (1.64-7.94), p=0.0015]. hTERT mRNA level in tumour tissue has no prognostic value for patients with early stage lung cancer. However, detection of hTERT mRNA expression in tumour-distant normal lung tissue may indicate an increased risk of progressive disease.

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Prophylactic surgery including hysterectomy and bilateral salpingo-oophorectomy (BSO) is recommended in BRCA positive women, while in women from the general population, hysterectomy plus BSO may increase the risk of overall mortality. The effect of hysterectomy plus BSO on women previously diagnosed with breast cancer is unknown. We used data from a population-base data linkage study of all women diagnosed with primary breast cancer in Queensland, Australia between 1997 and 2008 (n=21,067). We fitted flexible parametric breast cancer specific and overall survival models with 95% confidence intervals (also known as Royston-Parmar models) to assess the impact of risk-reducing surgery (removal of uterus, one or both ovaries). We also stratified analyses by age 20-49 and 50-79 years, respectively. Overall, 1,426 women (7%) underwent risk-reducing surgery (13% of premenopausal women and 3% of postmenopausal women). No women who had risk-reducing surgery, compared to 171 who did not have risk-reducing surgery developed a gynaecological cancer. Overall, 3,165 (15%) women died, including 2,195 (10%) from breast cancer. Hysterectomy plus BSO was associated with significantly reduced risk of death overall (adjusted HR = 0.69, 95% CI 0.53-0.89; P =0.005). Risk reduction was greater among premenopausal women, whose risk of death halved (HR, 0.45; 95% CI, 0.25-0.79; P < 0.006). This was largely driven by reduction in breast cancer-specific mortality (HR, 0.43; 95% CI, 0.24-0.79; P < 0.006). This population-based study found that risk-reducing surgery halved the mortality risk for premenopausal breast cancer patients. Replication of our results in independent cohorts, and subsequently randomised trials are needed to confirm these findings.

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Purpose Paper-based nutrition screening tools can be challenging to implement in the ambulatory oncology setting. The aim of this study was to determine the validity of the Malnutrition Screening Tool (MST) and a novel, automated nutrition screening system compared to a ‘gold standard’ full nutrition assessment using the Patient-Generated Subjective Global Assessment (PG-SGA). Methods An observational, cross-sectional study was conducted in an outpatient oncology day treatment unit (ODTU) within an Australian tertiary health service. Eligibility criteria were as follows: ≥18 years, receiving outpatient anticancer treatment and English literate. Patients self-administered the MST. A dietitian assessed nutritional status using the PGSGA, blinded to the MST score. Automated screening system data were extracted from an electronic oncology prescribing system. This system used weight loss over 3 to 6 weeks prior to the most recent weight record or age-categorised body mass index (BMI) to identify nutritional risk. Sensitivity and specificity against PG-SGA (malnutrition) were calculated using contingency tables and receiver operating curves. Results There were a total of 300 oncology outpatients (51.7 % male, 58.6±13.3 years). The area under the curve (AUC) for weight loss alone was 0.69 with a cut-off value of ≥1 % weight loss yielding 63 % sensitivity and 76.7 % specificity. MST (score ≥2) resulted in 70.6 % sensitivity and 69.5 % specificity, AUC 0.77. Conclusions Both the MST and the automated method fell short of the accepted professional standard for sensitivity (~≥80 %) derived from the PG-SGA. Further investigation into other automated nutrition screening options and the most appropriate parameters available electronically is warranted to support targeted service provision.

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Breast cancer is the cancer that most commonly affects women worldwide. This type of cancer is genetically complex, but is strongly linked to steroid hormone signalling systems. Because microRNAs act as translational regulators of multiple genes, including the steroid nuclear receptors, single nucleotide polymorphisms (SNPs) in microRNAs genes can have potentially wide-ranging influences on breast cancer development. Thus, this study was conducted to investigate the relationships between six SNPs (rs6977848, rs199981120, rs185641358, rs113054794, rs66461782, and rs12940701) located in four miRNA genes predicted to target the estrogen receptor (miR-148a, miR-221, miR-186, and miR-152) and breast cancer risk in Caucasian Australian women. By using high resolution melt analysis (HRM) and polymerase chain reaction- restriction fragment length polymorphism (PCR-RFLP), 487 samples including 225 controls and 262 cases were genotyped. Analysis of their genotype and allele frequencies indicated that the differences between case and control populations was not significant for rs6977848, rs66461782, and rs12940701 because their p-values are 0.81, 0.93, 0.1 which are all above the threshold value (p=0.05). Our data thus suggests that these SNPs do not affect breast cancer risk in the tested population. In addition, rs199981120, rs185641358, and rs113054794 could not be found in this population, suggesting that these SNPs do not occur in Caucasian Australians.

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This study explores people's risk taking behaviour after having suffered large real-world losses following a natural disaster. Using the margins of the 2011 Australian floods (Brisbane) as a natural experimental setting, we find that homeowners who were victims of the floods and face large losses in property values are 50% more likely to opt for a risky gamble -- a scratch card giving a small chance of a large gain ($500,000) -- than for a sure amount of comparable value ($10). This finding is consistent with prospect theory predictions regarding the adoption of a risk-seeking attitude after a loss.