969 resultados para mean-variance portfolio optimization


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The deep-sea pearleye, Scopelarchus michaelsarsi (Scopelarchidae) is a mesopelagic teleost with asymmetric or tubular eyes. The main retina subtends a large dorsal binocular field, while the accessory retina subtends a restricted monocular field of lateral visual space. Ocular specializations to increase the lateral visual field include an oblique pupil and a corneal lens pad. A detailed morphological and topographic study of the photoreceptors and retinal ganglion cells reveals seven specializations: a centronasal region of the main retina with ungrouped rod-like photoreceptors overlying a retinal tapetum; a region of high ganglion cell density (area centralis of 56.1x10(3) cells per mm(2)) in the centrolateral region of the main retina; a centrotemporal region of the main retina with grouped rod-like photoreceptors; a region (area giganto cellularis) of large (32.2+/-5.6 mu m(2)), alpha-like ganglion cells arranged in a regular array (nearest neighbour distance 53.5+/-9.3 mu m with a conformity ratio of 5.8) in the temporal main retina; an accessory retina with grouped rod-like photoreceptors; a nasotemporal band of a mixture of rod-and cone-like photoreceptors restricted to the ventral accessory retina; and a retinal diverticulum comprised of a ventral region of differentiated accessory retina located medial to the optic nerve head. Retrograde labelling from the optic nerve with DiI shows that approximately 14% of the cells in the ganglion cell layer of the main retina are displaced amacrine cells at 1.5 mm eccentricity. Cryosectioning of the tubular eye confirms Matthiessen's ratio (2.59), and calculations of the spatial resolving power suggests that the function of the area centralis (7.4 cycles per degree/8.1 minutes of are) and the cohort of temporal alpha-like ganglion cells (0.85 cycles per degree/70.6 minutes of are) in the main retina may be different. Low summation ratios in these various retinal zones suggests that each zone may mediate distinct visual tasks in a certain region of the visual field by optimizing sensitivity and/or resolving power.

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1 The hepatic disposition and metabolite kinetics of a homologous series of O-acyl (acetyl, propionyl, butanoyl, pentanoyl, hexanoyl and octanoyl) esters of salicylic acid (C2SA, C3SA, C4SA, C5SA, C6SA and C8SA, respectively) was determined using a single-pass, in-sills rat liver preparation. 2 The hepatic venous outflow profiles for the parent esters and the generated metabolite, salicylic acid (SA) were analysed by HPLC. Non-parametric moments analysis was used to determine the area under the curve (AUC'), mean transit time (MTT) and normalized variance (CV2) for the parent esters and generated SA. 3 Pregenerated SA ([C-14]-salicylic acid) was injected into each liver with the parent ester to determine its distribution characteristics. 4 The overall recovery of ester plus metabolite was 89% of the ester dose injected and independent of the ester carbon number, suggesting that ester extraction was due to hepatic metabolism to salicylic acid. 5 The metabolite AUC' value increased directly with the lipophilicity of the parent ester (from 0.12 for C2SA to 0.95 for C8SA). By contrast, the parent AUC' decreased with the lipophilicity (from 0.85 for C2SA to zero for C8SA). The metabolite MTT value also showed a trend to increase with the lipophilicity of the parent ester (from 15.72 s for C3SA to 61.97 s for C8SA). However, the parent MTT value shows no significant change across the series. 6 The two-compartment dispersion model was used to derive the kinetic parameters for parent ester, pregenerated SA and generated SA. Consequently, these parameters were used to estimate the values of AUG', MITT and CV2 for the parent ester and metabolite. The moments values obtained using the two-compartment dispersion model show similar trends to the corresponding moments values obtained from the outflow profiles using a non-parametric approach. 7 The more lipophilic aspirin analogues are more confined to the portal circulation after oral administration than aspirin due to their more extensive hepatic elimination avoiding systemic prostacyclin inhibition. Given that aspirin's selectivity as an anti-thrombotic agent has been postulated to be due to selective anti-platelet effects in the portal circulation, the more lipophilic and highly extracted analogues are potentially more selective anti-thrombotic agents than aspirin.

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Power system small signal stability analysis aims to explore different small signal stability conditions and controls, namely: (1) exploring the power system security domains and boundaries in the space of power system parameters of interest, including load flow feasibility, saddle node and Hopf bifurcation ones; (2) finding the maximum and minimum damping conditions; and (3) determining control actions to provide and increase small signal stability. These problems are presented in this paper as different modifications of a general optimization to a minimum/maximum, depending on the initial guesses of variables and numerical methods used. In the considered problems, all the extreme points are of interest. Additionally, there are difficulties with finding the derivatives of the objective functions with respect to parameters. Numerical computations of derivatives in traditional optimization procedures are time consuming. In this paper, we propose a new black-box genetic optimization technique for comprehensive small signal stability analysis, which can effectively cope with highly nonlinear objective functions with multiple minima and maxima, and derivatives that can not be expressed analytically. The optimization result can then be used to provide such important information such as system optimal control decision making, assessment of the maximum network's transmission capacity, etc. (C) 1998 Elsevier Science S.A. All rights reserved.

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A space-marching code for the simulation and optimization of inviscid supersonic flow in three dimensions is described. The now in a scramjet module with a relatively complex three-dimensional geometry is examined and wall-pressure estimates are compared with experimental data. Given that viscous effects are not presently included, the comparison is reasonable. The thermodynamic compromise of adding heat in a diverging combustor is also examined. The code is then used to optimize the shape of a thrust surface for a simpler (box-section) scramjet module in the presence of uniform and nonuniform heat distributions. The optimum two-dimensional profiles for the thrust surface are obtained via a perturbation procedure that requires about 30-50 now solutions. It is found that the final shapes are fairly insensitive to the details of the heat distribution.

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It is recognized that vascular dispersion in the liver is a determinant of high first-pass extraction of solutes by that organ. Such dispersion is also required for translation of in-vitro microsomal activity into in-vivo predictions of hepatic extraction for any solute. We therefore investigated the relative dispersion of albumin transit times (CV2) in the livers of adult and weanling rats and in elasmobranch livers. The mean and normalized variance of the hepatic transit time distribution of albumin was estimated using parametric non-linear regression (with a correction for catheter influence) after an impulse (bolus) input of labelled albumin into a single-pass liver perfusion. The mean +/- s.e. of CV2 for albumin determined in each of the liver groups were 0.85 +/- 0.20 (n = 12), 1.48 +/- 0.33 (n = 7) and 0.90 +/- 0.18 (n = 4) for the livers of adult and weanling rats and elasmobranch livers, respectively. These CV2 are comparable with that reported previously for the dog and suggest that the CV2 Of the liver is of a similar order of magnitude irrespective of the age and morphological development of the species. It might, therefore, be justified, in the absence of other information, to predict the hepatic clearances and availabilities of highly extracted solutes by scaling within and between species livers using hepatic elimination models such as the dispersion model with a CV2 of approximately unity.

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We describe two ways of optimizing score functions for protein sequence to structure threading. The first method adjusts parameters to improve sequence to structure alignment. The second adjusts parameters so as to improve a score function's ability to rank alignments calculated in the first score function. Unlike those functions known as knowledge-based force fields, the resulting parameter sets do not rely on Boltzmann statistics, have no claim to representing free energies and are purely constructions for recognizing protein folds. The methods give a small improvement, but suggest that functions can be profitably optimized for very specific aspects of protein fold recognition, Proteins 1999;36:454-461. (C) 1999 Wiley-Liss, Inc.

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Background From the mid-1980s to mid-1990s, the WHO MONICA Project monitored coronary events and classic risk factors for coronary heart disease (CHD) in 38 populations from 21 countries. We assessed the extent to which changes in these risk factors explain the variation in the trends in coronary-event rates across the populations. Methods In men and women aged 35-64 years, non-fatal myocardial infarction and coronary deaths were registered continuously to assess trends in rates of coronary events. We carried out population surveys to estimate trends in risk factors. Trends in event rates were regressed on trends in risk score and in individual risk factors. Findings Smoking rates decreased in most male populations but trends were mixed in women; mean blood pressures and cholesterol concentrations decreased, body-mass index increased, and overall risk scores and coronary-event rates decreased. The model of trends in 10-year coronary-event rates against risk scores and single risk factors showed a poor fit, but this was improved with a 4-year time lag for coronary events. The explanatory power of the analyses was limited by imprecision of the estimates and homogeneity of trends in the study populations. Interpretation Changes in the classic risk factors seem to partly explain the variation in population trends in CHD. Residual variance is attributable to difficulties in measurement and analysis, including time lag, and to factors that were not included, such as medical interventions. The results support prevention policies based on the classic risk factors but suggest potential for prevention beyond these.

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The temperature dependence of the transport properties of the metallic phase of a frustrated Hubbard model on the hypercubic lattice at half-filling is calculated. Dynamical mean-held theory, which maps the Hubbard model onto a single impurity,Anderson model that is solved self-consistently, and becomes exact in the limit of large dimensionality, is used. As the temperature increases there is a smooth crossover from coherent Fermi liquid excitations at low temperatures to incoherent excitations at high temperatures. This crossover leads to a nonmonotonic temperature dependence for the resistance, thermopower, and Hall coefficient, unlike in conventional metals. The resistance smoothly increases from a quadratic temperature dependence at low temperatures to large values which can exceed the Mott-Ioffe-Regel value ha/e(2) (where a is a lattice constant) associated with mean free paths less than a lattice constant. Further signatures of the thermal destruction of quasiparticle excitations are a peak in the thermopower and the absence of a Drude peak in the optical conductivity. The results presented here are relevant to a wide range of strongly correlated metals, including transition metal oxides, strontium ruthenates, and organic metals.

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The conventional convection-dispersion (also called axial dispersion) model is widely used to interrelate hepatic availability (F) and clearance (Cl) with the morphology and physiology of the liver and to predict effects such as changes in liver blood flow on F and Cl. An extended form of the convection-dispersion model has been developed to adequately describe the outflow concentration-time profiles for vascular markers at both short and long times after bolus injections into perfused livers. The model, based on flux concentration and a convolution of catheters and large vessels, assumes that solute elimination in hepatocytes follows either fast distribution into or radial diffusion in hepatocytes. The model includes a secondary vascular compartment, postulated to be interconnecting sinusoids. Analysis of the mean hepatic transit time (MTT) and normalized variance (CV2) of solutes with extraction showed that the discrepancy between the predictions of MTT and CV2 for the extended and conventional models are essentially identical irrespective of the magnitude of rate constants representing permeability, volume, and clearance parameters, providing that there is significant hepatic extraction. In conclusion, the application of a newly developed extended convection-dispersion model has shown that the unweighted conventional convection-dispersion model can be used to describe the disposition of extracted solutes and, in particular, to estimate hepatic availability and clearance in booth experimental and clinical situations.

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We previously described significant changes in GH-binding protein (GHBP) in pathological human pregnancy. There was a substantial elevation of GHBP in cases of noninsulin-dependent diabetes mellitus and a reduction in insulin-dependent diabetes mellitus. GHBP has the potential to modulate the proportion of free placental GH (PGH) and hence the impact on the maternal GH/insulin-like growth factor I (IGF-I) axis, fetal growth, and maternal glycemic status. The present study was undertaken to investigate the relationship among glycemia, GHBP, and PGH during pregnancy and to assess the impact of GHBP on the concentration of free PGH. We have extended the analysis of specimens to include measurements of GHBP, PGH, IGF-I, IGF-II, IGF-binding protein-1 (IGFBP-1), IGFSP-2, and IGFBP-3 and have related these to maternal characteristics, fetal growth, and glycemia. The simultaneous measurement of GHBP and PGH has for the first time allowed calculation of the free component of PGH and correlation of the free component to indexes of fetal growth and other endocrine markers. PGH, free PGH, IGF-I, and IGF-II were substantially decreased in IUGR at 28-30 weeks gestation (K28) and 36-38 weeks gestation (K36). The mean concentration (+/-SEM) of total PGH increased significantly from K28 to K36 (30.0 +/- 2.2 to 50.7 +/- 6.2 ng/mL; n = 40), as did the concentration of free PGH (23.4 +/- 2.3 to 43.7 +/- 6.0 ng/mL; n = 38). The mean percentage of free PGH was significantly less in IUGR than in normal subjects (67% vs. 79%; P < 0.01). Macrosomia was associated with an increase in these parameters that did not reach statistical significance. Multiple regression analysis revealed that PGH/IGF-I and IGFBP-5 account for 40% of the variance in birth weight. IGFBP-3 showed a significant correlation with IGF-I, IGF-II, and free and total PGK at K28 and K36. Noninsulin-dependent diabetes mellitus patients had a lower mean percentage of free PGH (65%; P < 0.01), and insulin-dependent diabetics had a higher mean percentage of free PGH (87%; P < 0.01) than normal subjects. Mean postprandial glucose at K28 correlated positively with PGH and free PGH (consistent with the hyperglycemic action of GH). GHBP correlated negatively with both postprandial and fasting glucose. Although GHBP correlated negatively with PGH (r = -0.52; P

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Since dilute Bose gas condensates were first experimentally produced, the Gross-Pitaevskii equation has been successfully used as a descriptive tool. As a mean-field equation, it cannot by definition predict anything about the many-body quantum statistics of condensate. We show here that there are a class of dynamical systems where it cannot even make successful predictions about the mean-field behavior, starting with the process of evaporative cooling by which condensates are formed. Among others are parametric processes, such as photoassociation and dissociation of atomic and molecular condensates.

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We formulated a general unrestricted model of the Brazilian Emerging Markets Bond Index Plus (EMBI+) spreads, a proxy for the country`s default risk. Employing algorithms that perform automated model selection, we found that macroeconomic fundamentals, such as current account deficit ratio to gross domestic product, public deficit ratio to gross domestic product and imports over foreign exchange reserves, can explain a great part of the variation in EMBI+ spreads. There is also robust evidence of systematic contagion from Argentina and Mexico and that the variance of the spread also affects its mean.

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This work concerns the influence of industrialized agriculture in the tropics on precipitation chemistry. A total of 264 rain events were sampled using a wet-only collector in central Sao Paulo State, Brazil, between January 2003 and July 2007. Electroneutrality balance calculations (considering H(+), K(+), Na(+), NH(4)(+), Ca(2)(+), Mg(2)(+), Cl(-), NO(3)(-), SO(4)(2-), F(-), PO(4)(3-), H(3)CCOO(-), HCOO(-), C(2)O(4)(2-) and HCO(3)(-)) showed that there was an excess of cations (similar to 15%), which was attributed to the presence of unmeasured organic anion species originating from biomass burning and biogenic emissions. On average, the three ions NH(4)(+), NO(3)(-) and H(+) were responsible for >55% of the total ion concentrations in the rainwater samples. Concentrations (except of H(+)) were significantly higher (t-test; P = 0.05), by between two to six-fold depending on species, during the winter sugar cane harvest period, due to the practice of pre-harvest burning of the crop. Principal component analysis showed that three components could explain 88% of the variance for measurements made throughout the year: PC1 (52%, biomass burning and soil dust resuspension); PC2 (26%, secondary aerosols); PC3 (10%, road transport emissions). Differences between harvest and non-harvest periods appeared to be mainly due to an increased relative importance of road transport/industrial emissions during the summer (non-harvest) period. The volume-weighted mean (VWM) concentrations of ammonium (23.4 mu mol L(-1)) and nitrate (17.5 mu mol L(-1)) in rainwater samples collected during the harvest period were similar to those found in rainwater from Sao Paulo city, which emphasizes the importance of including rural agro-industrial emissions in regional-scale atmospheric chemistry and transport models. Since there was evidence of a biomass burning source throughout the year, it appears that rainwater composition will continue to be affected by vegetation fires, even after sugar cane burning is phased out as envisaged by recent Sao Paulo State legislation. (C) 2011 Elsevier Ltd. All rights reserved.

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Study objective: To investigate the effect of the voluntary folate fortification policy in Australia on serum folate and total plasma homocysteine (tHcy) concentrations. Design: Population based cohort study. Setting: Perth, Western Australia. Participants: Men and women aged 27 to 77 years (n = 468), who were originally randomly selected from the Perth electoral roll. The cohort was surveyed in 1995/96 before widespread introduction of folate fortification of a variety of foods, and followed up on two occasions, firstly in 1998/99 and again in 2001, when a moderate number of folate fortified foods were available. Subjects with abnormal serum creatinine concentrations at baseline were excluded from this analysis. Main results: Repeated measures analysis of variance was used to determine changes in serum folate and tHcy over the three surveys and to assess whether time trends were related to age, sex, MTHFR C677T genotype, or consumption of folate fortified foods. An increase (38%) in mean serum folate (p < 0.0005) and a decrease (21%) in mean tHcy (p < 0.0005) were seen after introduction of the voluntary folate fortification policy in Australia. Serum folate was consistently higher (p = 0.032) and tHcy was consistently lower (p = 0.001) in subjects who consumed at least one folate fortified food compared with subjects who did not consume any folate fortified foods in the previous week. The time related changes in serum folate and tHcy were affected only by intake of folate fortified foods (p < 0.0005) and not by any other measured variables including age, sex, or MTHFR genotype. Conclusion: Voluntary fortification of foods with folate in Australia has been followed by a substantial increase in serum folate and decrease in tHcy in the general population.

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Purpose: To evaluate wavefront performance and modulation transfer function (MTF) in the human eye aft er the implantation of diffractive or refractive multifocal intraocular lenses (IOLs). Materials and Methods: This was a prospective, interventional, comparative, nonrandomized clinical study. Uncorrected distance and near visual acuity, and wavefront analysis including MTF curves (iTrace aberrometer, Tracey Technologies, Houston, TX, USA) were measured in 60 patients aft er bilateral IOL implantation with 6 months of follow-up. Forty eyes received the diffractive ReSTOR (Alcon), 40 eyes received the refractive ReZoom (Advanced Medical Optics) and 40 eyes, the Tecnis ZM900 (Advanced Medical Optics). The comparison of MTF and aberration between the intraocular lenses was performed using analysis of variance (ANOVA), followed by the Dunn test when necessary. Results: The mean uncorrected distance visual acuity was similar in all three groups of multifocal IOLs. The ReSTOR group provided better uncorrected near visual acuity than the ReZoom group (P < 0.001), but similar to the Tecnis group. Spherical aberration was significantly higher in the ReZoom group (P = 0.007). Similar MTF curves were found for the aspheric multifocal IOL Tecnis and the spheric multifocal IOL ReSTOR, and both performed better than the multifocal IOL ReZoom in a 5 mm pupil (P < 0.001 at all spatial frequencies). Conclusions: Diffractive IOLs studied presented similar MTF curves for a 5 mm pupil diameter. Both diffractive IOLs showed similar spherical aberration, which was significantly better with the full-diffractive IOL Tecnis than with the refractive IOL ReZoom.