987 resultados para Modeling value


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Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

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Dissertação para a obtenção do Grau de Mestre em Engenharia Química e Bioquímica

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The effect of varying separator membrane physical parameters such as degree of porosity, tortuosity and thickness, on battery delivered capacity was studied in order to optimize performance of lithium-ion batteries. This was achieved by a theoretical mathematical model relating the Bruggeman coefficient with the degree of porosity and tortuosity. The inclusion of the separator membrane in the simulation model of the battery system does not affect the delivered capacity of the battery. The ionic conductivity of the separator and consequently the delivered capacity values obtained at different discharge rates depends on the value of the Bruggeman coefficient, which is related with the degree of porosity and tortuosity of the membrane. Independently of scan rate, the optimal value of the degree of porosity is above 50% and the separator thickness should range between 1 μm at 32 μm for improved battery performance.

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Extreme value models are widely used in different areas. The Birnbaum–Saunders distribution is receiving considerable attention due to its physical arguments and its good properties. We propose a methodology based on extreme value Birnbaum–Saunders regression models, which includes model formulation, estimation, inference and checking. We further conduct a simulation study for evaluating its performance. A statistical analysis with real-world extreme value environmental data using the methodology is provided as illustration.

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Dissertação de mestrado integrado em Engenharia Civil

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We show how to calibrate CES production and utility functions when indirect taxation affecting inputs and consumption is present. These calibrated functions can then be used in computable general equilibrium models. Taxation modifies the standard calibration procedures since any taxed good has two associated prices and a choice of reference value units has to be made. We also provide an example of computer code to solve the calibration of CES utilities under two alternate normalizations. To our knowledge, this paper fills a methodological gap in the CGE literature.

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We investigate the dynamic and asymmetric dependence structure between equity portfolios from the US and UK. We demonstrate the statistical significance of dynamic asymmetric copula models in modelling and forecasting market risk. First, we construct “high-minus-low" equity portfolios sorted on beta, coskewness, and cokurtosis. We find substantial evidence of dynamic and asymmetric dependence between characteristic-sorted portfolios. Second, we consider a dynamic asymmetric copula model by combining the generalized hyperbolic skewed t copula with the generalized autoregressive score (GAS) model to capture both the multivariate non-normality and the dynamic and asymmetric dependence between equity portfolios. We demonstrate its usefulness by evaluating the forecasting performance of Value-at-Risk and Expected Shortfall for the high-minus-low portfolios. From back-testing, e find consistent and robust evidence that our dynamic asymmetric copula model provides the most accurate forecasts, indicating the importance of incorporating the dynamic and asymmetric dependence structure in risk management.

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This paper is concerned with the modeling and analysis of quantum dissipation phenomena in the Schrödinger picture. More precisely, we do investigate in detail a dissipative, nonlinear Schrödinger equation somehow accounting for quantum Fokker–Planck effects, and how it is drastically reduced to a simpler logarithmic equation via a nonlinear gauge transformation in such a way that the physics underlying both problems keeps unaltered. From a mathematical viewpoint, this allows for a more achievable analysis regarding the local wellposedness of the initial–boundary value problem. This simplification requires the performance of the polar (modulus–argument) decomposition of the wavefunction, which is rigorously attained (for the first time to the best of our knowledge) under quite reasonable assumptions.

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BACKGROUND: Risks of significant infant drug exposurethrough breastmilk are poorly defined for many drugs, and largescalepopulation data are lacking. We used population pharmacokinetics(PK) modeling to predict fluoxetine exposure levels ofinfants via mother's milk in a simulated population of 1000 motherinfantpairs.METHODS: Using our original data on fluoxetine PK of 25breastfeeding women, a population PK model was developed withNONMEM and parameters, including milk concentrations, wereestimated. An exponential distribution model was used to account forindividual variation. Simulation random and distribution-constrainedassignment of doses, dosing time, feeding intervals and milk volumewas conducted to generate 1000 mother-infant pairs with characteristicssuch as the steady-state serum concentrations (Css) and infantdose relative to the maternal weight-adjusted dose (relative infantdose: RID). Full bioavailability and a conservative point estimate of1-month-old infant CYP2D6 activity to be 20% of the adult value(adjusted by weigth) according to a recent study, were assumed forinfant Css calculations.RESULTS: A linear 2-compartment model was selected as thebest model. Derived parameters, including milk-to-plasma ratios(mean: 0.66; SD: 0.34; range, 0 - 1.1) were consistent with the valuesreported in the literature. The estimated RID was below 10% in >95%of infants. The model predicted median infant-mother Css ratio was0.096 (range 0.035 - 0.25); literature reported mean was 0.07 (range0-0.59). Moreover, the predicted incidence of infant-mother Css ratioof >0.2 was less than 1%.CONCLUSION: Our in silico model prediction is consistent withclinical observations, suggesting that substantial systemic fluoxetineexposure in infants through human milk is rare, but further analysisshould include active metabolites. Our approach may be valid forother drugs. [supported by CIHR and Swiss National Science Foundation(SNSF)]

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The forensic two-trace problem is a perplexing inference problem introduced by Evett (J Forensic Sci Soc 27:375-381, 1987). Different possible ways of wording the competing pair of propositions (i.e., one proposition advanced by the prosecution and one proposition advanced by the defence) led to different quantifications of the value of the evidence (Meester and Sjerps in Biometrics 59:727-732, 2003). Here, we re-examine this scenario with the aim of clarifying the interrelationships that exist between the different solutions, and in this way, produce a global vision of the problem. We propose to investigate the different expressions for evaluating the value of the evidence by using a graphical approach, i.e. Bayesian networks, to model the rationale behind each of the proposed solutions and the assumptions made on the unknown parameters in this problem.

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Fractal mathematics has been used to characterize water and solute transport in porous media and also to characterize and simulate porous media properties. The objective of this study was to evaluate the correlation between the soil infiltration parameters sorptivity (S) and time exponent (n) and the parameters dimension (D) and the Hurst exponent (H). For this purpose, ten horizontal columns with pure (either clay or loam) and heterogeneous porous media (clay and loam distributed in layers in the column) were simulated following the distribution of a deterministic Cantor Bar with fractal dimension H" 0.63. Horizontal water infiltration experiments were then simulated using Hydrus 2D software. The sorptivity (S) and time exponent (n) parameters of the Philip equation were estimated for each simulation, using the nonlinear regression procedure of the statistical software package SAS®. Sorptivity increased in the columns with the loam content, which was attributed to the relation of S with the capillary radius. The time exponent estimated by nonlinear regression was found to be less than the traditional value of 0.5. The fractal dimension estimated from the Hurst exponent was 17.5 % lower than the fractal dimension of the Cantor Bar used to generate the columns.

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BACKGROUND: The goal of this paper is to investigate the respective influence of work characteristics, the effort-reward ratio, and overcommitment on the poor mental health of out-of-hospital care providers. METHODS: 333 out-of-hospital care providers answered a questionnaire that included queries on mental health (GHQ-12), demographics, health-related information and work characteristics, questions from the Effort-Reward Imbalance Questionnaire, and items about overcommitment. A two-level multiple regression was performed between mental health (the dependent variable) and the effort-reward ratio, the overcommitment score, weekly number of interventions, percentage of non-prehospital transport of patients out of total missions, gender, and age. Participants were first-level units, and ambulance services were second-level units. We also shadowed ambulance personnel for a total of 416 hr. RESULTS: With cutoff points of 2/3 and 3/4 positive answers on the GHQ-12, the percentages of potential cases with poor mental health were 20% and 15%, respectively. The effort-reward ratio was associated with poor mental health (P < 0.001), irrespective of age or gender. Overcommitment was associated with poor mental health; this association was stronger in women (β = 0.054) than in men (β = 0.020). The percentage of prehospital missions out of total missions was only associated with poor mental health at the individual level. CONCLUSIONS: Emergency medical services should pay attention to the way employees perceive their efforts and the rewarding aspects of their work: an imbalance of those aspects is associated with poor mental health. Low perceived esteem appeared particularly associated with poor mental health. This suggests that supervisors of emergency medical services should enhance the value of their employees' work. Employees with overcommitment should also receive appropriate consideration. Preventive measures should target individual perceptions of effort and reward in order to improve mental health in prehospital care providers.

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The likelihood of significant exposure to drugs in infants through breast milk is poorly defined, given the difficulties of conducting pharmacokinetics (PK) studies. Using fluoxetine (FX) as an example, we conducted a proof-of-principle study applying population PK (popPK) modeling and simulation to estimate drug exposure in infants through breast milk. We simulated data for 1,000 mother-infant pairs, assuming conservatively that the FX clearance in an infant is 20% of the allometrically adjusted value in adults. The model-generated estimate of the milk-to-plasma ratio for FX (mean: 0.59) was consistent with those reported in other studies. The median infant-to-mother ratio of FX steady-state plasma concentrations predicted by the simulation was 8.5%. Although the disposition of the active metabolite, norfluoxetine, could not be modeled, popPK-informed simulation may be valid for other drugs, particularly those without active metabolites, thereby providing a practical alternative to conventional PK studies for exposure risk assessment in this population.

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Objectives: Acetate brain metabolism has the particularity to occur specifically in glial cells. Labeling studies, using acetate labeled either with 13C (NMR) or 11C (PET), are governed by the same biochemical reactions and thus follow the same mathematical principles. In this study, the objective was to adapt an NMR acetate brain metabolism model to analyse [1-11C]acetate infusion in rats. Methods: Brain acetate infusion experiments were modeled using a two-compartment model approach used in NMR.1-3 The [1-11C]acetate labeling study was done using a beta scintillator.4 The measured radioactive signal represents the time evolution of the sum of all labeled metabolites in the brain. Using a coincidence counter in parallel, an arterial input curve was measured. The 11C at position C-1 of acetate is metabolized in the first turn of the TCA cycle to the position 5 of glutamate (Figure 1A). Through the neurotransmission process, it is further transported to the position 5 of glutamine and the position 5 of neuronal glutamate. After the second turn of the TCA cycle, tracer from [1-11C]acetate (and also a part from glial [5-11C]glutamate) is transferred to glial [1-11C]glutamate and further to [1-11C]glutamine and neuronal glutamate through the neurotransmission cycle. Brain poster session: oxidative mechanisms S460 Journal of Cerebral Blood Flow & Metabolism (2009) 29, S455-S466 Results: The standard acetate two-pool PET model describes the system by a plasma pool and a tissue pool linked by rate constants. Experimental data are not fully described with only one tissue compartment (Figure 1B). The modified NMR model was fitted successfully to tissue time-activity curves from 6 single animals, by varying the glial mitochondrial fluxes and the neurotransmission flux Vnt. A glial composite rate constant Kgtg=Vgtg/[Ace]plasma was extracted. Considering an average acetate concentration in plasma of 1 mmol/g5 and the negligible additional amount injected, we found an average Vgtg = 0.08±0.02 (n = 6), in agreement with previous NMR measurements.1 The tissue time-activity curve is dominated by glial glutamate and later by glutamine (Figure 1B). Labeling of neuronal pools has a low influence, at least for the 20 mins of beta-probe acquisition. Based on the high diffusivity of CO2 across the blood-brain barrier; 11CO2 is not predominant in the total tissue curve, even if the brain CO2 pool is big compared with other metabolites, due to its strong dilution through unlabeled CO2 from neuronal metabolism and diffusion from plasma. Conclusion: The two-compartment model presented here is also able to fit data of positron emission experiments and to extract specific glial metabolic fluxes. 11C-labeled acetate presents an alternative for faster measurements of glial oxidative metabolism compared to NMR, potentially applicable to human PET imaging. However, to quantify the relative value of the TCA cycle flux compared to the transmitochondrial flux, the chemical sensitivity of NMR is required. PET and NMR are thus complementary.