916 resultados para Options (Finance) -- Mathematical models


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Molecular interactions that underlie pathophysiological states are being elucidated using techniques that profile proteomicend points in cellular systems. Within the field of cancer research, protein interaction networks play pivotal roles in the establishment and maintenance of the hallmarks of malignancy, including cell division, invasion, and migration. Multiple complementary tools enable a multifaceted view of how signal protein pathway alterations contribute to pathophysiological states.One pivotal technique is signal pathway profiling of patient tissue specimens. This microanalysis technology provides a proteomic snapshot at one point in time of cells directly procured from the native context of a tumor micro environment. To study the adaptive patterns of signal pathway events over time, before and after experimental therapy, it is necessary to obtain biopsies from patients before, during, and after therapy. A complementary approach is the profiling of cultured cell lines with and without treatment. Cultured cell models provide the opportunity to study short-term signal changes occurring over minutes to hours. Through this type of system, the effects of particular pharmacological agents may be used to test the effects of signal pathway inhibition or activation on multiple endpoints within a pathway. The complexity of the data generated has necessitated the development of mathematical models for optimal interpretation of interrelated signaling pathways. In combination,clinical proteomic biopsy profiling, tissue culture proteomic profiling, and mathematical modeling synergistically enable a deeper understanding of how protein associations lead to disease states and present new insights into the design of therapeutic regimens.

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This article presents mathematical models to simulate coupled heat and mass transfer during convective drying of food materials using three different effective diffusivities: shrinkage dependent, temperature dependent and average of those two. Engineering simulation software COMSOL Multiphysics was utilized to simulate the model in 2D and 3D. The simulation results were compared with experimental data. It is found that the temperature dependent effective diffusivity model predicts the moisture content more accurately at the initial stage of the drying, whereas, the shrinkage dependent effective diffusivity model is better for the final stage of the drying. The model with shrinkage dependent effective diffusivity shows evaporative cooling phenomena at the initial stage of drying. This phenomenon was investigated and explained. Three dimensional temperature and moisture profiles show that even when the surface is dry, inside of the sample may still contain large amount of moisture. Therefore, drying process should be carefully dealt with otherwise microbial spoilage may start from the centre of the ‘dried’ food. A parametric investigation has been conducted after the validation of the model.

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We present a machine learning model that predicts a structural disruption score from a protein s primary structure. SCHEMA was introduced by Frances Arnold and colleagues as a method for determining putative recombination sites of a protein on the basis of the full (PDB) description of its structure. The present method provides an alternative to SCHEMA that is able to determine the same score from sequence data only. Circumventing the need for resolving the full structure enables the exploration of yet unresolved and even hypothetical sequences for protein design efforts. Deriving the SCHEMA score from a primary structure is achieved using a two step approach: first predicting a secondary structure from the sequence and then predicting the SCHEMA score from the predicted secondary structure. The correlation coefficient for the prediction is 0.88 and indicates the feasibility of replacing SCHEMA with little loss of precision.

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Economic conditions around the world are likely to deteriorate in the short to medium term. The potential impact of this crisis on the spread of HIV is not clear. Government revenues and aid flows from international donors may face constraints, possibly leading to reductions in funding for HIV programs. Economic conditions (leading to increases in unemployment, for example) may also have an indirect impact on HIV epidemics by affecting the behaviour of individual people. Some behavioural changes may influence the rate of HIV transmission. This report presents findings from a study that investigates the potential impact of the economic crisis on HIV epidemics through the use of mathematical modelling. The potential epidemiological impacts of changes in the economy are explored for two distinctly characterised HIV epidemics: (i) a well-defined, established, and generalised HIV epidemic (specifically Cambodia, where incidence is declining); (ii) an HIV epidemic in its early expansion phase (specifically Papua New Guinea, where incidence has not yet peaked). Country-specific data are used for both settings and the models calibrated to accurately reflect the unique HIV epidemics in each population in terms of both incidence and prevalence. Models calibrated to describe the past and present epidemics are then used to forecast epidemic trajectories over the next few years under assumptions that behavioural or program conditions may change due to economic conditions. It should be noted that there are very limited solid data on how HIV/AIDS program funds may decrease or how social determinants related to HIV risk may change due to the economic crisis. Potential changes in key relevant factors were explored, along with sensitivity ranges around these assumptions, based on extensive discussions with in-country and international experts and stakeholders. As with all mathematical models, assumptions should be reviewed critically and results interpreted cautiously.

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In vitro cell biology assays play a crucial role in informing our understanding of the migratory, proliferative and invasive properties of many cell types in different biological contexts. While mono-culture assays involve the study of a population of cells composed of a single cell type, co-culture assays study a population of cells composed of multiple cell types (or subpopulations of cells). Such co-culture assays can provide more realistic insights into many biological processes including tissue repair, tissue regeneration and malignant spreading. Typically, system parameters, such as motility and proliferation rates, are estimated by calibrating a mathematical or computational model to the observed experimental data. However, parameter estimates can be highly sensitive to the choice of model and modelling framework. This observation motivates us to consider the fundamental question of how we can best choose a model to facilitate accurate parameter estimation for a particular assay. In this work we describe three mathematical models of mono-culture and co-culture assays that include different levels of spatial detail. We study various spatial summary statistics to explore if they can be used to distinguish between the suitability of each model over a range of parameter space. Our results for mono-culture experiments are promising, in that we suggest two spatial statistics that can be used to direct model choice. However, co-culture experiments are far more challenging: we show that these same spatial statistics which provide useful insight into mono-culture systems are insuffcient for co-culture systems. Therefore, we conclude that great care ought to be exercised when estimating the parameters of co-culture assays.

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We present a systematic, practical approach to developing risk prediction systems, suitable for use with large databases of medical information. An important part of this approach is a novel feature selection algorithm which uses the area under the receiver operating characteristic (ROC) curve to measure the expected discriminative power of different sets of predictor variables. We describe this algorithm and use it to select variables to predict risk of a specific adverse pregnancy outcome: failure to progress in labour. Neural network, logistic regression and hierarchical Bayesian risk prediction models are constructed, all of which achieve close to the limit of performance attainable on this prediction task. We show that better prediction performance requires more discriminative clinical information rather than improved modelling techniques. It is also shown that better diagnostic criteria in clinical records would greatly assist the development of systems to predict risk in pregnancy. We present a systematic, practical approach to developing risk prediction systems, suitable for use with large databases of medical information. An important part of this approach is a novel feature selection algorithm which uses the area under the receiver operating characteristic (ROC) curve to measure the expected discriminative power of different sets of predictor variables. We describe this algorithm and use it to select variables to predict risk of a specific adverse pregnancy outcome: failure to progress in labour. Neural network, logistic regression and hierarchical Bayesian risk prediction models are constructed, all of which achieve close to the limit of performance attainable on this prediction task. We show that better prediction performance requires more discriminative clinical information rather than improved modelling techniques. It is also shown that better diagnostic criteria in clinical records would greatly assist the development of systems to predict risk in pregnancy.

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We propose expected attainable discrimination (EAD) as a measure to select discrete valued features for reliable discrimination between two classes of data. EAD is an average of the area under the ROC curves obtained when a simple histogram probability density model is trained and tested on many random partitions of a data set. EAD can be incorporated into various stepwise search methods to determine promising subsets of features, particularly when misclassification costs are difficult or impossible to specify. Experimental application to the problem of risk prediction in pregnancy is described.

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Under certain conditions, the mathematical models governing the melting of nano-sized particles predict unphysical results, which suggests these models are incomplete. This thesis studies the addition of different physical effects to these models, using analytic and numerical techniques to obtain realistic and meaningful results. In particular, the mathematical "blow-up" of solutions to ill-posed Stefan problems is examined, and the regularisation of this blow-up via kinetic undercooling. Other effects such as surface tension, density change and size-dependent latent heat of fusion are also analysed.

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There have been different approaches to studying penalty-kick performance in association football. In this paper, the authors synthesize key findings within an ecological dynamics theoretical framework. According to this theoretical perspective, information is the cornerstone for understanding the dynamics of action regulation in penalty-kick performance. Research suggests that investigators need to identify the information sources that are most relevant to penalty-kick performance. An important task is to understand how constraints can channel (i.e. change, emphasize or mask) information sources used to regulate upcoming actions and how the influence of these constraints is expressed in players' behavioural dynamics. Due to the broad range of constraints influencing penalty-kick performance, it is recommended that future research adopts an interdisciplinary focus on performance assessment to overcome the current lack of representativeness in penalty-kick experimental designs. Such an approach would serve to capture the information-based control of action of both players as components of this dyadic system in competitive sport.

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Computational neuroscience aims to elucidate the mechanisms of neural information processing and population dynamics, through a methodology of incorporating biological data into complex mathematical models. Existing simulation environments model at a particular level of detail; none allow a multi-level approach to neural modelling. Moreover, most are not engineered to produce compute-efficient solutions, an important issue because sufficient processing power is a major impediment in the field. This project aims to apply modern software engineering techniques to create a flexible high performance neural modelling environment, which will allow rigorous exploration of model parameter effects, and modelling at multiple levels of abstraction.

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One of the problems to be solved in attaining the full potentials of hematopoietic stem cell (HSC) applications is the limited availability of the cells. Growing HSCs in a bioreactor offers an alternative solution to this problem. Besides, it also offers the advantages of eliminating labour intensive process as well as the possible contamination involved in the periodic nutrient replenishments in the traditional T-flask stem cell cultivation. In spite of this, the optimization of HSC cultivation in a bioreactor has been barely explored. This manuscript discusses the development of a mathematical model to describe the dynamics in nutrient distribution and cell concentration of an ex vivo HSC cultivation in a microchannel perfusion bioreactor. The model was further used to optimize the cultivation by proposing three alternative feeding strategies in order to prevent the occurrence of nutrient limitation in the bioreactor. The evaluation of these strategies, the periodic step change increase in the inlet oxygen concentration, the periodic step change increase in the media inflow, and the feedback control of media inflow, shows that these strategies can successfully improve the cell yield of the bioreactor. In general, the developed model is useful for the design and optimization of bioreactor operation.

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This study developed a comprehensive research methodology for identification and quantification of sources responsible for pollutant build-up and wash-off from urban road surfaces. The study identified soil and asphalt wear, and non-combusted diesel fuel as the most influential sources for metal and hydrocarbon pollution respectively. The study also developed mathematical models to relate contributions from identified sources to underlying site specific factors such as land use and traffic. Developed mathematical model will play a key role in urban planning practices, enabling the implementation of effective water pollution control strategies.

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The quality of environmental decisions are gauged according to the management objectives of a conservation project. Management objectives are generally about maximising some quantifiable measure of system benefit, for instance population growth rate. They can also be defined in terms of learning about the system in question, in such a case actions would be chosen that maximise knowledge gain, for instance in experimental management sites. Learning about a system can also take place when managing practically. The adaptive management framework (Walters 1986) formally acknowledges this fact by evaluating learning in terms of how it will improve management of the system and therefore future system benefit. This is taken into account when ranking actions using stochastic dynamic programming (SDP). However, the benefits of any management action lie on a spectrum from pure system benefit, when there is nothing to be learned about the system, to pure knowledge gain. The current adaptive management framework does not permit management objectives to evaluate actions over the full range of this spectrum. By evaluating knowledge gain in units distinct to future system benefit this whole spectrum of management objectives can be unlocked. This paper outlines six decision making policies that differ across the spectrum of pure system benefit through to pure learning. The extensions to adaptive management presented allow specification of the relative importance of learning compared to system benefit in management objectives. Such an extension means practitioners can be more specific in the construction of conservation project objectives and be able to create policies for experimental management sites in the same framework as practical management sites.

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Acid hydrolysis is a popular pretreatment for removing hemicellulose from lignocelluloses in order to produce a digestible substrate for enzymatic saccharification. In this work, a novel model for the dilute acid hydrolysis of hemicellulose within sugarcane bagasse is presented and calibrated against experimental oligomer profiles. The efficacy of mathematical models as hydrolysis yield predictors and as vehicles for investigating the mechanisms of acid hydrolysis is also examined. Experimental xylose, oligomer (degree of polymerisation 2 to 6) and furfural yield profiles were obtained for bagasse under dilute acid hydrolysis conditions at temperatures ranging from 110C to 170C. Population balance kinetics, diffusion and porosity evolution were incorporated into a mathematical model of the acid hydrolysis of sugarcane bagasse. This model was able to produce a good fit to experimental xylose yield data with only three unknown kinetic parameters ka, kb and kd. However, fitting this same model to an expanded data set of oligomeric and furfural yield profiles did not successfully reproduce the experimental results. It was found that a ``hard-to-hydrolyse'' parameter, $\alpha$, was required in the model to ensure reproducibility of the experimental oligomer profiles at 110C, 125C and 140C. The parameters obtained through the fitting exercises at lower temperatures were able to be used to predict the oligomer profiles at 155C and 170C with promising results. The interpretation of kinetic parameters obtained by fitting a model to only a single set of data may be ambiguous. Although these parameters may correctly reproduce the data, they may not be indicative of the actual rate parameters, unless some care has been taken to ensure that the model describes the true mechanisms of acid hydrolysis. It is possible to challenge the robustness of the model by expanding the experimental data set and hence limiting the parameter space for the fitting parameters. The novel combination of ``hard-to-hydrolyse'' and population balance dynamics in the model presented here appears to stand up to such rigorous fitting constraints.

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In vitro studies and mathematical models are now being widely used to study the underlying mechanisms driving the expansion of cell colonies. This can improve our understanding of cancer formation and progression. Although much progress has been made in terms of developing and analysing mathematical models, far less progress has been made in terms of understanding how to estimate model parameters using experimental in vitro image-based data. To address this issue, a new approximate Bayesian computation (ABC) algorithm is proposed to estimate key parameters governing the expansion of melanoma cell (MM127) colonies, including cell diffusivity, D, cell proliferation rate, λ, and cell-to-cell adhesion, q, in two experimental scenarios, namely with and without a chemical treatment to suppress cell proliferation. Even when little prior biological knowledge about the parameters is assumed, all parameters are precisely inferred with a small posterior coefficient of variation, approximately 2–12%. The ABC analyses reveal that the posterior distributions of D and q depend on the experimental elapsed time, whereas the posterior distribution of λ does not. The posterior mean values of D and q are in the ranges 226–268 µm2h−1, 311–351 µm2h−1 and 0.23–0.39, 0.32–0.61 for the experimental periods of 0–24 h and 24–48 h, respectively. Furthermore, we found that the posterior distribution of q also depends on the initial cell density, whereas the posterior distributions of D and λ do not. The ABC approach also enables information from the two experiments to be combined, resulting in greater precision for all estimates of D and λ.