A note on the Malliavin differentiability of the Heston volatility

We show that the Heston volatility or equivalently the Cox-Ingersoll-Ross process is Malliavin differentiable and give an explicit expression for the derivative. This result assures the applicability of Malliavin calculus in the framework of the Heston stochastic volatility model and the Cox-Ingersoll-Ross model for interest rates.

Exploring the implementation of a medication adherence programme by community pharmacists : a qualitative study

Background Medication adherence has been identified as an important factor for clinical success. Twenty-four Swiss community pharmacists participated in the implementation of an adherence support programme for patients with hypertension, diabetes mellitus and/or dyslipidemia. The programme combined tailored consultations with patients about medication taking (expected at an average of one intervention per month) and the delivery of each drug in an electronic monitoring system (MEMS6?). Objective To explore pharmacists' perceptions and experiences with implementation of the medication adherence programme and to clarify why only seven patients were enrolled in total. Setting Community pharmacies in French-speaking Switzerland. Method Individual in-depth interviews were audio-recorded, with 20 of the pharmacists who participated in the adherence programme. These were transcribed verbatim, coded and thematically analysed. Process quality was ensured by using an audit trail detailing the development of codes and themes; furthermore, each step in the coding and analysis was verified by a second, experienced qualitative researcher. Main outcome measure Community pharmacists' experiences and perceptions of the determining factors influencing the implementation of the adherence programme. Results Four major barriers were identified: (1) poor communication with patients resulting in insufficient promotion of the programme; (2) insufficient collaboration with physicians; (3) difficulty in integrating the programme into pharmacy organisation; and (4) insufficient pharmacist motivation. This was related to the remuneration perceived as insufficient and to the absence of clear strategic thinking about the pharmacist position in the health care system. One major facilitator of the programme's implementation was pre-existing collaboration with physicians. Conclusion A wide range of barriers was identified. The implementation of medication adherence programmes in Swiss community pharmacies would benefit from an extended training aimed at developing communication and change management skills. Individualised onsite support addressing relevant barriers would also be necessary throughout the implementation process.

An approach for linking score and audio recordings in Makam music of Turkey

The main information sources to study a particular piece of music are symbolic scores and audio recordings. These are complementary representations of the piece and it isvery useful to have a proper linking between the two of the musically meaningful events. For the case of makam music of Turkey, linking the available scores with the correspondingaudio recordings requires taking the specificities of this music into account, such as the particular tunings, the extensive usage of non-notated expressive elements, and the way in which the performer repeats fragmentsof the score. Moreover, for most of the pieces of the classical repertoire, there is no score written by the original composer. In this paper, we propose a methodology to pair sections of a score to the corresponding fragments of audio recording performances. The pitch information obtained from both sources is used as the common representationto be paired. From an audio recording, fundamental frequency estimation and tuning analysis is done to compute a pitch contour. From the corresponding score, symbolic note names and durations are converted to a syntheticpitch contour. Then, a linking operation is performed between these pitch contours in order to find the best correspondences.The method is tested on a dataset of 11 compositions spanning 44 audio recordings, which are mostly monophonic. An F3-score of 82% and 89% are obtained with automatic and semi-automatic karar detection respectively,showing that the methodology may give us a needed tool for further computational tasks such as form analysis, audio-score alignment and makam recognition.

Acute neurorehabilitation: does a neurosensory and coordinated interdisciplinary programme reduce tracheostomy weaning time and weaning failure?

BACKGROUND/PURPOSE: A new coordinated interdisciplinary unit was created in the acute section of the department of clinical neurosciences, the Acute NeuroRehabilitation (NRA) unit. The objective was to evaluate the impact of the unit and its neurosensory programme on the management of tracheostomy patients in terms of reduction in the average time taken for weaning, weaning success rate and therapeutic efficiency. METHODS: This 49-month retrospective study compares 2 groups of tracheostomy patients before (n = 34) and after (n = 46) NRA intervention. The outcome measures evaluate the benefits of the NRA unit intervention (time to decannulation, weaning and complication rates) and the benefits of the coordination (time to registration in a rehabilitation centre and rate of non-compliance with standards of care). RESULTS: Weaning failure rate was reduced from 27.3% to 9.1%, no complications or recannulations were observed in the post-intervention group after weaning and time to decannulation following admission to our unit decreased from 19.13 to 12.75 days. The rate of non-compliance with patient standards of care was significantly reduced from 45% to 30% (Mann-Whitney p = 0.003). DISCUSSION/CONCLUSIONS: This interdisciplinary weaning programme helped to reduce weaning time and weaning failure, without increased complications, in the sample studied. Coordination improved the efficiency of the interdisciplinary team in the multiplicity and complexity of the different treatments.

Treatment and Early Intervention in Psychosis Program (TIPP-Lausanne): implementation of an early intervention programme for psychosis in Switzerland.

AIM: In a survey conducted in the Lausanne catchment area in 2000, we could estimate on the basis of file assessment that first-episode psychosis (FEP) patients had psychotic symptoms for more than 2 years before treatment and that 50% did not attend any outpatient appointment after discharge from hospital. In this paper, we describe the implementation of a specialized programme aimed at improving engagement and quality of treatment for early psychosis patients in the Lausanne catchment area in Switzerland. METHOD: The Treatment and Early Intervention in Psychosis Program-Lausanne is a comprehensive 3-year programme composed of (i) an outpatient clinic based on assertive case management; (ii) a specialized inpatient unit; and (iii) an intensive mobile team, connected for research to the Center for Psychiatric Neuroscience. RESULTS: Eight years after implementation, the programme has included 350 patients with a disengagement rate of 9% over 3 years of treatment. All patients have been assessed prospectively and 90 participated in neurobiological research. Based on this experience, the Health Department funded the implementation of similar programmes in other parts of the state, covering a total population of 540 000 people. CONCLUSION: Programmes for early intervention in psychosis have a major impact on patients' engagement into treatment. While development of mobile teams and assertive case management with specific training are crucial, they do not necessitate massive financial support to be started. Inclusion of a research component is important as well, in terms of service planning and improvement of both quality of care and impact of early intervention strategies.

Note on predation of the brood of Mischocyttarus injucundus (de Saussure) by another social wasp in Caxiuanã, Pará, Brazil, with new records of species for the Ferreira Penna Research Station (Hymenoptera, Vespidae, Polistinae)

ABSTRACT Predation of the brood of Mischocyttarus injucundus by another polistine social wasp is reported from an Amazonian rainforest locality. This is the first report for the American tropics of naturally occurring predation by one social wasp on the brood of another. Three species are added to the list of the Ferreira Penna Research Station, raising known local richness to 81 species: Mischocyttarus filiformis (de Saussure, 1854), Mischocyttarus vaqueroi Zikán, 1949, and Parachartergus griseus (Fox, 1898).

Performances radiologiques du programme valaisan de dépistage du cancer du sein : évolution et déterminants, 2002-12

[Résumé (extrait)] Lancé en octobre 1999, le Programme valaisan de dépistage du cancer du sein a pour mission de promouvoir, d'organiser et de mener une action de dépistage auprès de la population féminine valaisanne âgée de 50 à 70 ans. Ce programme est régulièrement évalué, de manière indépendante, afin de s'assurer que sa qualité et son efficacité répondent à des normes internationalement admises tout en minimisant ses effets adverses. Ces évaluations ont mis en évidence un niveau de performances globalement satisfaisant et suggéré un potentiel d'amélioration, notamment de la qualité des lectures radiologiques. Dans un souci d'optimiser les performances, la direction du Programme a mené ces dernières années plusieurs actions auprès de ses radiologues et pris quelques mesures. Ce rapport thématique traite de l'évolution des performances du programme, principalement au cours de la dernière décennie (2002-11), c'est-à-dire après sa phase de démarrage (1999-2001). Les tendances des principaux indicateurs de performance et leurs associations avec les actions et mesures réalisées, qui ont été répertoriées et classées selon leur types et objectifs, sont analysées. Les facteurs les plus influents sur la qualité des lectures radiologiques sont quantifiés de manière à faciliter toute décision interventionnelle. Les cancers d'intervalle (1999-2010) du Programme sont étudiés afin d'en apprécier la fréquence, d'en établir le profil pronostique et de déterminer les caractéristiques clinicoépidémiologiques qui les distinguent des cancers dépistés dans le cadre du Programme.