Optimisation methodology for risk mitigation in advanced micro-system electronics manufacturing

This paper presents a design methodology based on numerical modelling, integrated with optimisation techniques and statistical methods, to aid the development of new advanced technologies in the area of micro and nano systems. The design methodology is demonstrated for a micro-machining process called Focused Ion Beam (FIB). This process has been modelled to provide knowledge of how a pre-defined geometry can be achieved through this direct milling. The geometry characterisation is obtained using a Reduced Order Models (ROM), generated from the results of a mathematical model of the Focused Ion Beam, and Design of Experiment (DoE) methods. In this work, the focus is on the design flow methodology which includes an approach on how to include process parameter uncertainties into the process optimisation modelling framework. A discussion on the impact of the process parameters, and their variations, on the quality and performance of the fabricated structure is also presented. The design task is to identify the optimal process conditions, by altering the process parameters, so that certain reliability and confidence of the application is achieved and the imposed constraints are satisfied. The software tools used and developed to demonstrate the design methodology are also presented.

Numerical solutions of certain nonlinear models in European options on a distributed computing environment

Financial modelling in the area of option pricing involves the understanding of the correlations between asset and movements of buy/sell in order to reduce risk in investment. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. In turn, analysis tools rely on fast numerical algorithms for the solution of financial mathematical models. There are many different financial activities apart from shares buy/sell activities. The main aim of this chapter is to discuss a distributed algorithm for the numerical solution of a European option. Both linear and non-linear cases are considered. The algorithm is based on the concept of the Laplace transform and its numerical inverse. The scalability of the algorithm is examined. Numerical tests are used to demonstrate the effectiveness of the algorithm for financial analysis. Time dependent functions for volatility and interest rates are also discussed. Applications of the algorithm to non-linear Black-Scholes equation where the volatility and the interest rate are functions of the option value are included. Some qualitative results of the convergence behaviour of the algorithm is examined. This chapter also examines the various computational issues of the Laplace transformation method in terms of distributed computing. The idea of using a two-level temporal mesh in order to achieve distributed computation along the temporal axis is introduced. Finally, the chapter ends with some conclusions.

No association between hOGG1, XRCC1, and XPD polymorphisms and risk of reflux esophagitis, Barrett's Esophagus, or esophageal adenocarcinoma: Results from the factors influencing the Barrett's adenocarcinoma relationship case-control study

Reflux of gastric contents can lead to development of reflux esophagitis and Barrett's esophagus. Barrett's esophagus is a risk factor for esophageal adenocarcinoma. Damage to DNA may lead to carcinogenesis but is repaired through activation of pathways involving polymorphic enzymes, including human 8-oxoguanine glycosylase 1 (hOGG1), X-ray repair cross-complementing 1 (XRCC1), and xeroderma pigmentosum group D (XPD). Of the single nucleotide polymorphisms identified in these genes, hOGG1 Ser 326Cys, XRCC1 Arg 399Gln, and XPD Lys 751Gln are particularly common in Caucasians and have been associated with lower DNA repair capacity. Small studies have reported associations with XPD Lys 751Gln and esophageal adenocarcinoma. XRCC1 Arg 399Gln has been linked to Barrett's esophagus and reflux esophagitis. In a population-based case-control study, we examined associations of the hOGG1 Ser 326Cys, XRCC1 Arg 399Gln, and XPD Lys 751Gln polymorphisms with risk of esophageal adenocarcinoma, Barrett's esophagus, and reflux esophagitis. Genomic DNA was extracted from blood samples collected from cases of esophageal adenocarcinoma (n = 210), Barrett's esophagus (n = 212), reflux esophagitis (n = 230), and normal population controls frequency matched for age and sex (n = 248). Polymorphisms were genotyped using Taq-Man allelic discrimination assays. Odds ratios and 95% confidence intervals were obtained from logistic regression models adjusted for potential confounding factors. There were no statistically significant associations between these polymorphisms and risk of esophageal adenocarcinoma, Barrett's esophagus, or reflux esophagitis.

Cyclooxygenase-2 and inducible nitric oxide synthase gene polymorphisms and risk of reflux esophagitis, Barrett's Esophagus, and esophageal adenocarcinoma

The incidence of esophageal adenocarcinoma has increased in recent years, and Barrett's esophagus is a recognized risk factor. Gastroesophageal reflux of acid and/or bile is linked to these conditions and to reflux esophagitis. Inflammatory disorders can lead to carcinogenesis through activation of "prosurvival genes," including cyclooxygenase-2 (COX-2) and inducible nitric oxide synthase (iNOS). Increased expression of these enzymes has been found in esophageal adenocarcinoma, Barrett's esophagus, and reflux esophagitis. Polymorphic variants in COX-2 and iNOS genes may be modifiers of risk of these conditions. In a population-based case-control study, we examined associations of the COX-2 8473 T>C and iNOS Ser 608 Leu (C>T) polymorphisms with risk of esophageal adenocarcinoma, Barrett's esophagus, and reflux esophagitis. Genomic DNA was extracted from blood samples collected from cases of esophageal adenocarcinoma (n = 210), Barrett's esophagus (n = 212), and reflux esophagitis (n = 230) and normal population controls frequency matched for age and sex (n = 248). Polymorphisms were genotyped using TaqMan allelic discrimination assays. Odds ratios and 95% confidence intervals were obtained from logistic regression models adjusted for potential confounding factors. The presence of at least one COX-2 8473 C allele was associated with a significantly increased risk of esophageal adenocarcinoma (adjusted odds ratio, 1.58; 95% confidence interval, 1.04-2.40). There was no significant association between this polymorphism and risk of Barrett's esophagus or reflux esophagitis or between the iNOS Ser 608 Leu polymorphism and risk of these esophageal conditions. Our study suggests that the COX-2 8473 C allele is a potential genetic marker for susceptibility to esophageal adenocarcinoma.

Incorporating Higher Moments into Value at Risk Forecasting

Value-at-risk (VaR) forecasting generally relies on a parametric density function of portfolio returns that ignores higher moments or assumes them constant. In this paper, we propose a simple approach to forecasting of a portfolio VaR. We employ the Gram-Charlier expansion (GCE) augmenting the standard normal distribution with the first four moments, which are allowed to vary over time. In an extensive empirical study, we compare the GCE approach to other models of VaR forecasting and conclude that it provides accurate and robust estimates of the realized VaR. In spite of its simplicity, on our dataset GCE outperforms other estimates that are generated by both constant and time-varying higher-moments models.

Discrete Conditional Phase-type models utilising classification trees: Application to modelling health service capacities

Discrete Conditional Phase-type (DC-Ph) models consist of a process component (survival distribution) preceded by a set of related conditional discrete variables. This paper introduces a DC-Ph model where the conditional component is a classification tree. The approach is utilised for modelling health service capacities by better predicting service times, as captured by Coxian Phase-type distributions, interfaced with results from a classification tree algorithm. To illustrate the approach, a case-study within the healthcare delivery domain is given, namely that of maternity services. The classification analysis is shown to give good predictors for complications during childbirth. Based on the classification tree predictions, the duration of childbirth on the labour ward is then modelled as either a two or three-phase Coxian distribution. The resulting DC-Ph model is used to calculate the number of patients and associated bed occupancies, patient turnover, and to model the consequences of changes to risk status.

Alternative Factor Models and Heritability of the Short Leyton Obsessional Inventory-Children's Version

An alternative models framework was used to test three confirmatory factor analytic models for the Short Leyton Obsessional Inventory-Children's Version (Short LOI-CV) in a general population sample of 517 young adolescent twins (11-16 years). A one-factor model as implicit in current classification systems of Obsessive-Compulsive Disorder (OCD), a two-factor obsessions and compulsions model, and a multidimensional model corresponding to the three proposed subscales of the Short LOI-CV (labelled Obsessions/Incompleteness, Numbers/Luck and Cleanliness) were considered. The three-factor model was the only model to provide an adequate explanation of the data. Twin analyses suggested significant quantitative sex differences in heritability for both the Obsessions/Incompleteness and Numbers/Luck dimensions with these being significantly heritable in males only (heritability of 60% and 65% respectively). The correlation between the additive genetic effects for these two dimensions in males was 0.95 suggesting they largely share the same genetic risk factors.

Risk of Malignant Progression in Barrett’s Esophagus Patients: Results from a Large Population-Based Study

Background: Barrett's esophagus (BE) is a premalignant lesion that predisposes to esophageal adenocarcinoma. However, the reported incidence of esophageal adenocarcinoma in patients with BE varies widely. We examined the risk of malignant progression in patients with BE using data from the Northern Ireland Barrett's esophagus Register (NIBR), one of the largest population-based registries of BE worldwide, which includes every adult diagnosed with BE in Northern Ireland between 1993 and 2005.

Subjects and Methods: We followed 8522 patients with BE, defined as columnar lined epithelium of the esophagus with or without specialized intestinal metaplasia (SIM), until the end of 2008. Patients with incident adenocarcinomas of the esophagus or gastric cardia or with high-grade dysplasia of the esophagus were identified by matching the NIBR with the Northern Ireland Cancer Registry, and deaths were identified by matching with records from the Registrar General's Office. Incidence of cancer outcomes or high-grade dysplasia was calculated as events per 100 person-years (% per year) of follow-up, and Cox proportional hazard models were used to determine incidence by age, sex, length of BE segment, presence of SIM, macroscopic BE, or low-grade dysplasia. All P values were from two-sided tests.

Results: After a mean of 7.0 years of follow-up, 79 patients were diagnosed with esophageal cancer, 16 with cancer of the gastric cardia, and 36 with high-grade dysplasia. In the entire cohort, incidence of esophageal or gastric cardia cancer or high-grade dysplasia combined was 0.22% per year (95% confidence interval [CI] = 0.19% to 0.26%). SIM was found in 46.0% of patients. In patients with SIM, the combined incidence was 0.38% per year (95% CI = 0.31 to 0.46%). The risk of cancer was statistically significantly elevated in patients with vs without SIM at index biopsy (0.38% per year vs 0.07% per year; hazard ratio [HR] = 3.54, 95% CI = 2.09 to 6.00, P <. 001), in men compared with women (0.28% per year vs 0.13% per year; HR = 2.11, 95% CI = 1.41 to 3.16, P <. 001), and in patients with low-grade dysplasia compared with no dysplasia (1.40% per year vs 0.17% per year; HR = 5.67, 95% CI = 3.77 to 8.53, P <. 001).

Conclusion: We found the risk of malignant progression among patients with BE to be lower than previously reported, suggesting that currently recommended surveillance strategies may not be cost-effective. © The Author 2011. Published by Oxford University Press. All rights reserved.

Predicting revision risk for aseptic loosening of femoral components in total flip arthroplasty in individual patients - A finite element study

Advances in surgical procedure, prosthesis design, and biomaterials performance have considerably increased the longevity of total joint replacements. Preoperative planning is another step in joint replacement that may have the potential to improve clinical outcome for the individual patient, but has remained relatively consistent for a longtime. One means of advancing this aspect of joint replacement surgery may be to include predictive computer simulation into the planning process. In this article, the potential of patient-specific finite element analysis in preoperative assessment is investigated. Seventeen patient-specific finite element models of cemented Charnley reconstructions were created, of which six were early (

Unfunded pension liabilities and sponsoring firm credit risk: an international analysis of corporate bond spreads

This paper tests empirically whether pension information derived by corporate pension accounting disclosures is priced in corporate bond spreads. The model represents a hybrid of more traditional accounting ratio-based models of credit risk and structural models of bond spreads initiated by Merton (1974). The model is fitted to 5 years of data from 2002 to 2006 featuring companies from the US and Europe. The paper finds that while unfunded pension liabilities are priced in the overall sample, they are not priced as aggressively as traditional leverage. Furthermore, an extended model shows that the pension–credit risk relation is most evident in the US and Germany, where unfunded pension liabilities are priced more aggressively than traditional forms of leverage. No pension–credit risk relation is found in the other countries sampled, notably the UK, Netherlands and France.

Interbirth interval is associated with childhood type 1 diabetes risk

Short interbirth interval has been associated with maternal complications and childhood autism and leukemia, possibly due to deficiencies in maternal micronutrients at conception or increased exposure to sibling infections. A possible association between interbirth interval and subsequent risk of childhood type 1 diabetes has not been investigated. A secondary analysis of 14 published observational studies of perinatal risk factors for type 1 diabetes was conducted. Risk estimates of diabetes by category of interbirth interval were calculated for each study. Random effects models were used to calculate pooled odds ratios (ORs) and investigate heterogeneity between studies. Overall, 2,787 children with type 1 diabetes were included. There was a reduction in the risk of childhood type 1 diabetes in children born to mothers after interbirth intervals <3 years compared with longer interbirth intervals (OR 0.82 [95% CI 0.72-0.93]). Adjustments for various potential confounders little altered this estimate. In conclusion, there was evidence of a 20% reduction in the risk of childhood diabetes in children born to mothers after interbirth intervals <3 years.

Tobacco smoking increases the risk of high-grade dysplasia and cancer among patients with Barrett's esophagus

Background & Aims: Esophageal adenocarcinoma arises from Barrett's esophagus (BE); patients with this cancer have a poor prognosis. Identification of modifiable lifestyle factors that affect the risk of progression from BE to esophageal adenocarcinoma might prevent its development. We investigated associations among body size, smoking, and alcohol use with progression of BE to neoplasia. Methods: We analyzed data from patients with BE identified from the population-based Northern Ireland BE register, diagnosed between 1993 and 2005 with specialized intestinal metaplasia (n = 3167). Data on clinical, demographic, and lifestyle factors related to diagnosis of BE were collected from hospital case notes. We used the Northern Ireland Cancer Registry to identify which of these patients later developed esophageal adenocarcinoma, adenocarcinomas of the gastric cardia, or esophageal high-grade dysplasia. Cox proportional hazards models were used to associate lifestyle factors with risk of progression.
Results: By December 31, 2008, 117 of the patients with BE developed esophageal high-grade dysplasia or adenocarcinomas of the esophagus or gastric cardia. Current tobacco smoking was significantly associated with an increased risk of progression (hazard ratio = 2.03; 95% confidence interval, 1.29-3.17) compared with never smoking, and across all strata of smoking intensity. Alcohol consumption was not related to risk of progression. Measures of body size were infrequently reported in endoscopy reports, and body size was not associated with risk of progression.
Conclusions: Smoking tobacco increases the risk of progression to cancer or high-grade dysplasia 2-fold among patients with BE, compared with patients with BE that have never smoked. Smoking cessation strategies should be considered for patients with BE.

Association of dietary fat intakes with risk of esophageal and gastric cancer in the NIH-AARP diet and health study

The aim of our study was to investigate whether intakes of total fat and fat subtypes were associated with esophageal adenocarcinoma (EAC), esophageal squamous cell carcinoma (ESCC), gastric cardia or gastric noncardia adenocarcinoma. From 1995–1996, dietary intake data was reported by 494,978 participants of the NIH-AARP cohort. The 630 EAC, 215 ESCC, 454 gastric cardia and 501 gastric noncardia adenocarcinomas accrued to the cohort. Cox proportional hazards regression was used to examine the association between the dietary fat intakes, whilst adjusting for potential confounders. Although apparent associations were observed in energy-adjusted models, multivariate adjustment attenuated results to null [e.g., EAC energy adjusted hazard ratio (HR) and 95% confidence interval (95% CI) 1.66 (1.27–2.18) p for trend <0.01; EAC multivariate adjusted HR (95% CI) 1.17 (0.84–1.64) p for trend 5 0.58]. Similar patterns were also observed for fat subtypes [e.g., EAC saturated fat, energy adjusted HR (95% CI) 1.79 (1.37–2.33) p for trend <0.01; EAC saturated fat, multivariate adjusted HR (95% CI) 1.27 (0.91–1.78) p for trend 5 0.28]. However, in multivariate models an inverse association for polyunsaturated fat (continuous) was seen for EAC in subjects with a body mass index (BMI) in the normal range (18.5–<25 kg/m2) [HR (95% CI) 0.76 (0.63–0.92)], that was not present in overweight subjects [HR (95% CI) 1.04 (0.96–1.14)], or in unstratified analysis [HR (95% CI) 0.97 (0.90–1.05)]. p for interaction 5 0.02. Overall, we found null associations between the dietary fat intakes with esophageal or gastric cancer risk; although a protective effect of polyunsaturated fat intake was seen for EAC in subjects with a normal BMI.

Cigarette Smoking Increases Risk of Barrett’s Esophagus:An Analysis of the Barrett’s and Esophageal Adenocarcinoma Consortium

Background & Aims: Cigarette smoking has been implicated in the etiology of esophageal adenocarcinoma, but it is not clear if smoking is a risk factor for Barrett's esophagus. We investigated whether tobacco smoking and other factors increase risk for Barrett's esophagus.

Methods: We analyzed data from 5 case-control studies included in the international Barrett's and Esophageal Adenocarcinoma Consortium. We compared data from subjects with Barrett's esophagus (n = 1059) with those from subjects with gastroesophageal reflux disease (gastroesophageal reflux disease controls, n = 1332), and population-based controls (n = 1143), using multivariable logistic regression models to test associations with cigarette smoking. We also tested whether cigarette smoking has synergistic effects with other exposures, which might further increase risk for Barrett's esophagus.

Results: Subjects with Barrett's esophagus were significantly more likely to have ever smoked cigarettes than the population-based controls (odds ratio [OR] = 1.67; 95% confidence interval [CI]: 1.042.67) or gastroesophageal reflux disease controls (OR = 1.61; 95% CI: 1.331.96). Increasing pack-years of smoking increased the risk for Barrett's esophagus. There was evidence of a synergy between ever-smoking and heartburn or regurgitation; the attributable proportion of disease among individuals who ever smoked and had heartburn or regurgitation was estimated to be 0.39 (95% CI: 0.250.52).

Conclusions: Cigarette smoking is a risk factor for Barrett's esophagus. The association was strengthened with increased exposure to smoking until ~20 pack-years, when it began to plateau. Smoking has synergistic effects with heartburn or regurgitation, indicating that there are various pathways by which tobacco smoking might contribute to development of Barrett's esophagus.

Visualising Textual Knowledge about Risks to Aid Risk Communication

This paper demonstrates a potential application for latent semantic analysis and similar techniques in visualising the differences between two levels of knowledge about a risk issue. The HIV/AIDS risk issue will be examined and the semantic clusters of key words in a technical corpora derived from specific literature about HIV/AIDS will be compared with the semantic clusters of those in more general corpora. It is hoped that these comparisons will create a fast and efficient complementary approach to the articulation of mental models of risk issues that could be used to target possible inconsistencies between expert and lay mental models.