Volatility smile extrapolation with an artificial neural network

I use a multi-layer feedforward perceptron, with backpropagation learning implemented via stochastic gradient descent, to extrapolate the volatility smile of Euribor derivatives over low-strikes by training the network on parametric prices.

Adaptation en français et en allemand d'une échelle de pression des pairs pour jeunes adultes : le Peer Pressure Inventory [Adaptation of a peer pressure scale in French and German: the Peer Pressure Inventory].

BACKGROUND: Peer pressure is regarded as an important determinant of substance use, sexual behavior and juvenile delinquency. However, few peer pressure scales are validated, especially in French or German. Little is known about the factor structure of such scales or the kind of scale needed: some scales takes into account both peer pressure to do and peer pressure not to do, while others consider only peer pressure to do. The aim of the present study was to adapt French and German versions of the Peer Pressure Inventory, which is one of the most widely used scales in this field. We considered its factor structure and concurrent validity. METHODS: Five thousand eight hundred and sixty-seven young Swiss men filled in a questionnaire on peer pressure, substance use, and other variables (conformity, involvement) in a cohort study. RESULTS: We identified a four-factor structure, with the three factors of the initial Peer Pressure Inventory (involvement, conformity, misconduct) and adding a new one (relationship with girls). A non-valued scale (from no peer pressure to peer pressure to do only) showed stronger psychometric qualities than a valued scale (from peer pressure not to do to peer pressure to do). Concurrent validity was also good. Each behavior or attitude was significantly associated with peer pressure. CONCLUSION: Peer pressure seems to be a multidimensional concept. In this study, peer pressure to do showed the strongest influence on participants. Indeed, peer pressure not to do did not add anything useful. Only peer pressure to do affected young Swiss men's behaviors and attitudes and was reliable.

Iowa Department of Transportation Fiscal Year 2002 Report of Savings by Using Videoconferencing through Iowa Communications Network to the Iowa General Assembly, 2002

ICN Videoconferencing by the Iowa Department of Transportation

Outcome and Prognostic Factors in Adenosquamous Carcinoma of the Head and Neck - a Multicenter Rare Cancer Network Study

Background: Adenosquamous carcinoma (AC) of the head and neck is a distinct entity first described in 1968. Its natural history is more aggressive than squamous-cell carcinoma. The aim of this study was to assess the clinical profile, patterns of failure, and prognostic factors in patients with AC of the head and neck treated by radiation therapy (RT) with or without chemotherapy (CT).Materials and Methods: Data from 19 patients with stage I (n = 3), II (n = 1), III (n = 4), or IVa (n = 11) AC, treated between 1989 and 2009, were collected in a retrospective multicenter Rare Cancer Network study. Median age was 60 years (range, 48−73). Fifteen patients were male, and 4 female. Risk factors, including perineural invasion, lymphangitis, vascular invasion, positive margins were present in the majority (83%) of the patients. Tumour sites included oral cavity in 4, oropharynx in 4, hypopharynx in 2, larynx in 2, salivary glands in 2, nasal vestibule in 2, maxillary sinus in 2, and nasopharynx in 1 patient. Surgery (S) was performed in all but 5 patients. S alone was performed in only 1 patient, and definitive RT alone in 3 patients. Fifteen patients received combined modality treatment (S+RT in 11, RT+CT in 2, and all of the three modalities in 2 patients). Median RT dose to the primary and to the nodes was 66 Gy (range, 50−72) and 53 Gy (range, 44−66), respectively (1.8−2.0 Gy/fr., 5 fr./week). In 4 patients, the planning treatment volume included the primary tumour site only. Eight patients were treated with 2D RT, 7 with 3D conformal RT, and 2 with intensity-modulated RT.Results: After a median follow-up period of 39 months (range, 9−62), 9 patients developed distant metastases (lung, bone, mediastinum, and liver), 7 presented nodal recurrences, and only 4 had a local relapse at the primary site (all in-field recurrences). At last follow-up, 7 patients were alive without disease, 1 alive with disease, 9 died from progressive disease, and 2 died from intercurrent disease. The 3-year and median overall survival, disease-free survival (DFS), and locoregional control rates were 55% (95% confidence interval [CI]: 32−78%) and 39 months, 34% (95% CI: 12−56%) and 22 months, and 50% (95% CI: 22−78%) and 33 months, respectively. In multivariate analysis (Cox model), DFS was negatively influenced by the presence of extracapsular extension (p = 0.01) and advanced stage (IV versus I−III, p = 0.002).Conclusions: Overall prognosis of locoregionally advanced AC remains poor, and distant metastases and nodal relapse occur in almost half of the cases. However, local control is relatively better, and early stage AC patients had prolonged DFS when treated with combined-modality treatment.

The HVEM network: new directions in targeting novel costimulatory/co-inhibitory molecules for cancer therapy.

The regulation of the immune system is controlled by many cell surface receptors. A prominent representative is the 'molecular switch' HVEM (herpes virus entry mediator) that can activate either proinflammatory or inhibitory signaling pathways. HVEM ligands belong to two distinct families: the TNF-related cytokines LIGHT and lymphotoxin-α, and the Ig-related membrane proteins BTLA and CD160. HVEM and its ligands have been involved in the pathogenesis of various autoimmune and inflammatory diseases, but recent reports indicate that this network may also be involved in tumor progression and resistance to immune response. Here we summarize the recent advances made regarding the knowledge on HVEM and its ligands in cancer cells, and their potential roles in tumor progression and escape to immune responses. Blockade or enhancement of these pathways may help improving cancer therapy.

Iowa Department of Transportation Fiscal Year 2003 Report of Savings by Using Videoconferencing Through Iowa Communications Network, Iowa Department of Transportation, December 2003

Iowa DOT savings through use of Iowa Communications Network (ICN)videoconferencing.

Validation of the antenatal perceived stress inventory

This article presents the Antenatal Perceived Stress Inventory. The originality of this scale is to assess the impact of events experienced during pregnancy on the stress perceived by mothers. Scale validation was performed using data from 150 French-speaking nulliparous mothers and collected between 36 and 39 weeks of gestation (T1), and between 2 days (T2) and 6 weeks postpartum (T3). Factor analysis revealed a hierarchical three-factor structure that closely fit the data, including medical and obstetric risks/fetal health (F1), psychosocial changes (F2), and the prospect of childbirth (F3). The Antenatal Perceived Stress Inventory is a valid French prenatal stress scale with good psychometric properties.

Iowa Communications Network, June 30, 2002

State Agency Audit Report

Iowa Communications Network, June 30, 2003

State Agency Audit Report

Small cell (neuroendocrine) carcinoma of the prostate: etiology, diagnosis, prognosis, and therapeutic implications--a retrospective study of 30 patients from the rare cancer network.

Within the framework of the Rare Cancer Network Study, we examined 30 patients suffering from small cell neuroendocrine prostate cancer, either in an early/localized or an advanced/metastatic stage. Patients were treated with cisplatin-based chemotherapy, with or without pelvic radiotherapy. Two patients with early disease achieved complete remission for a duration of 19 and 22 months. Three patients with advanced disease achieved complete remission for 6, 7, and 54 months, respectively. Twenty-five patients succumbed to massive local and/or distant failure. No patient presented with brain metastases as the initial site of relapse. Small cell neuroendocrine prostate carcinoma is a very aggressive disease with a poor prognosis, even in its localized form. Despite initial response, the common cisplatin-based chemotherapy plus radiotherapy failed to improve outcome markedly. Improvement will come from understanding the biology of the disease and integrating new targeted therapies into the treatment of this rare and aggressive tumor.

Airport Congestion and Airline Network Structure

This paper provides a theoretical and empirical analysis of the relationship between airport congestion and airline network structure. We find that the development of hub-and-spoke (HS) networks may have detrimental effects on social welfare in presence of airport congestion. The theoretical analysis shows that, although airline pro ts are typically higher under HS networks, congestion could create incentives for airlines to adopt fully-connected (FC) networks. However, the welfare analysis leads to the conclusion that airlines may have an inefficient bias towards HS networks. In line with the theoretical analysis, our empirical results show that network airlines are weakly infl uenced by congestion in their choice of frequencies from/to their hub airports. Consistently with this result, we con firm that delays are higher in hub airports controlling for concentration and airport size. Keywords: airlines; airport congestion; fully-connected networks, hub-and-spoke net- works; network efficiency JEL Classifi cation Numbers: L13; L2; L93

The results of surgery, with or without radiotherapy, for primary spinal myxopapillary ependymoma: a retrospective study from the rare cancer network.

PURPOSE: The aim of this study was to assess the outcome of patients with primary spinal myxopapillary ependymoma (MPE). MATERIALS AND METHODS: Data from a series of 85 (35 females, 50 males) patients with spinal MPE were collected in this retrospective multicenter study. Thirty-eight (45%) underwent surgery only and 47 (55%) received postoperative radiotherapy (RT). Median administered radiation dose was 50.4 Gy (range, 22.2-59.4). Median follow-up of the surviving patients was 60.0 months (range, 0.2-316.6). RESULTS: The 5-year progression-free survival (PFS) was 50.4% and 74.8% for surgery only and surgery with postoperative low- (<50.4 Gy) or high-dose (>or=50.4 Gy) RT, respectively. Treatment failure was observed in 24 (28%) patients. Fifteen patients presented treatment failure at the primary site only, whereas 2 and 1 patients presented with brain and distant spinal failure only. Three and 2 patients with local failure presented with concomitant spinal distant seeding and brain failure, respectively. One patient failed simultaneously in the brain and spine. Age greater than 36 years (p = 0.01), absence of neurologic symptoms at diagnosis (p = 0.01), tumor size >or=25 mm (p = 0.04), and postoperative high-dose RT (p = 0.05) were variables predictive of improved PFS on univariate analysis. In multivariate analysis, only postoperative high-dose RT was independent predictors of PFS (p = 0.04). CONCLUSIONS: The observed pattern of failure was mainly local, but one fifth of the patients presented with a concomitant spinal or brain component. Postoperative high-dose RT appears to significantly reduce the rate of tumor progression.

Iowa Department of Transportation Fiscal Year 2004 Report of Savings by Using Videoconferencing Through Iowa Communications Network, Iowa Department of Transportation, December 2004

Iowa DOT savings through use of Iowa Communcations Network (ICN) videoconferencing