Three essays on the term structure of interest rates

A PhD Dissertation, presented as part of the requirements for the Degree of Doctor of Philosophy from the NOVA - School of Business and Economics

Mental health care assessed based on structure, process and outcome : a retrospective cohort study

RESUMO: As doenças mentais são comuns, universais e associadas a uma significativa sobrecarga pessoal, familiar, social e económica. Os Serviços de Saúde Mental devem abordar de forma adequada as necessidades dos pacientes e familiares tanto ao nível clínico como também ao nível social. O presente estudo foi realizado num período de grande transformação nos sistemas de saúde primário e de saúde mental em Portugal, num Departamento de Psiquiatria desenvolvido com base nos princípios da OMS. Os objectivos incluem a caracterização: 1) das Unidades Funcionais do Departamento; 2) dos pacientes internados pela primeira vez no internamento de agudos; 3) da utilização dos serviços nas equipas comunitárias após a alta; e 4) da avaliação de alguns dos indicadores de qualidade do departamento, com recurso ao modelo de Donabedian sobre a articulação entre a Estrutura-Processo-Resultados. Metodologia: Foi escolhido um estudo de coorte retrospectivo. Todos os pacientes internados pela primeira vez entre 2008 e 2010 foram incluídos no estudo. Os seus processos clínicos e a base de dados do hospital onde são registados todos os contactos que estes tiveram com os profissionais de saúde mental foram revistos de forma a obter dados sociodemográficos e clínicos, durante o período do estudo e após a alta. Os instrumentos utilizados foram o WHO-ICMHC (Classificação Internacional de Cuidados de Saúde Mental), para caracterizar o Departamento, o AIESMP (Avaliação Inicial de Enfermagem em Saúde Mental e Psiquiatria) para recolha dos dados sociodemográficos, e o VSSS (Escala de Satisfação com os Serviços de Verona) de forma a avaliar a satisfação dos pacientes em relação aos cuidados recebidos. A análise estatística incluiu a análise descritiva, quantitativa e qualitativa dos dados. Resultados: As Unidades Funcionais do Departamento revelaram níveis elevados de articulação e consistência com as necessidades de cuidados psiquiátricos e reabilitação psicossocial dos pacientes. Os 543 pacientes admitidos pela primeira vez eram maioritariamente (56.9%) mulheres, caucasianas (81.2%), com diagnóstico de perturbações do humor (66.3%), internadas voluntariamente (59.7%), e uma idade média de 45.1 anos. Estas eram significativamente mais velhas, mais frequentemente empregadas, casadas/coabitar e tinham uma prevalência mais elevada de perturbações do humor, comparativamente aos homens. O internamento compulsivo era mais significativo nos homens (54.7%). A taxa de abandono no pós-alta (4.2%) e a taxa de reinternamentos (2.9%) na quinzena após a alta revelaram-se inferiores aos padrões na literatura internacional. De forma global, a satisfação dos pacientes com os cuidados de saúde mental foi positiva. Conclusões: Os cuidados prestados mostraram-se eficazes, adaptados e baseados nas necessidades e problemas específicos dos pacientes. A continuidade e a abrangência de cuidados foram difundidos e mantidos ao longo do processo de cuidados. Este Departamento pode ser considerado um exemplo de como proporcionar tratamento digno e eficiente, e uma referência para futuros serviços de psiquiatria.-------------- ABSTRACT: Mental health disorders are common, universal, and associated with heavy personal, family, social and economic burden. Mental health services should be aimed at adequately addressing patients’ and families’ needs at clinical and social level. The current study was carried out at a time of great transformation in the health and mental health systems in Portugal, in a Psychiatric Department developed taking in consideration the WHO principles. The objectives included characterizing: 1) the Psychiatric Department’s different units; 2) the patients admitted for the first time to the inpatient unit; 3) their use of community mental health services after discharge; and 4) assessing some of the department’s quality indicators, with resource to Donabedian’s Structure-Process-Outcome model. Methodology: A retrospective cohort design was chosen. All the firstly admitted patients in the period between 2008 and 2010 were included in the study. Their clinical records and the hospital’s database which registers all of the contacts the patients had with the mental health professionals during the study period, were reviewed to retrieve sociodemographic and clinical data and information on follow-up. The instruments used were the WHO International Classification of Mental Health Care (ICMHC) to characterize the department, the Initial Nurses’ Assessment in Mental Health and Psychiatry (AIESMP) for patients’ sociodemographic data, and the Verona Service Satisfaction Scale (VSSS) to assess patients’ satisfaction with care received. Statistical analysis included descriptive, quantitative and qualitative analysis of the data. Results: The Department’s Functional units revealed high levels of articulation, and were consistent with patients’ needs for psychiatric care and psychosocial rehabilitation. The 543 patients firstly admitted were mainly (56.9%) female, Caucasian (81.2%), diagnosed with mood disorders (66.3%), voluntarily admitted (59.7%), and with a mean age of 45.1 years. Female patients were significantly older, more frequently employed, married/cohabiting and had a higher prevalence of mood disorders when compared to males. Involuntary admission was more significant in males (54.7%). Dropout rates during follow-up (4.2%) and readmission rates (2.9%) in the fortnight following discharge were lower than standards in international literature. Overall patients’ satisfaction with mental health care was positive. Conclusions: The care delivered was effective, adapted and based on the patients’ specific needs and problems. Continuity and comprehensiveness of care was endorsed and maintained throughout the care process. This department may be considered an example of both humane and effective treatment, and a reference for future psychiatric care.

UAV - based imagery processing using structure from motion and remote sensing technology

With the recent advances in technology and miniaturization of devices such as GPS or IMU, Unmanned Aerial Vehicles became a feasible platform for a Remote Sensing applications. The use of UAVs compared to the conventional aerial platforms provides a set of advantages such as higher spatial resolution of the derived products. UAV - based imagery obtained by a user grade cameras introduces a set of problems which have to be solved, e. g. rotational or angular differences or unknown or insufficiently precise IO and EO camera parameters. In this work, UAV - based imagery of RGB and CIR type was processed using two different workflows based on PhotoScan and VisualSfM software solutions resulting in the DSM and orthophoto products. Feature detection and matching parameters influence on the result quality as well as a processing time was examined and the optimal parameter setup was presented. Products of the both workflows were compared in terms of a quality and a spatial accuracy. Both workflows were compared by presenting the processing times and quality of the results. Finally, the obtained products were used in order to demonstrate vegetation classification. Contribution of the IHS transformations was examined with respect to the classification accuracy.

Intervention précoce dans la phase initiale des troubles psychotiques à Lausanne: quels problèmes et quelles solutions [Early intervention for the initial phase of psychotic disorders in Lausanne: what problems and what solutions?]

Schizophrenia has long been considered with pessimism, but the recent interest in the early phase of psychotic disorders has modified this often unjustified perception. Literature has demonstrated the benefit of the development of programs specialised in the treatment of early psychosis, which tend to be developed in many countries. It is however important to match them to local needs as well as to the structure of local health services. This paper reviews elements that justify such a development in Lausanne, Switzerland, and describe its various elements.

Ancient medical texts, modern reading problems

The word tradition has a very specific meaning in linguistics: the passing down of a text, which may have been completed or corrected by different copyists at different times, when the concept of authorship was not the same as it is today. When reading an ancient text the word tradition must be in the reader's mind. To discuss one of the problems an ancient text poses to its modern readers, this work deals with one of the first printed medical texts in Portuguese, the Regimento proueytoso contra ha pestenença, and draws a parallel between it and two related texts, A moche profitable treatise against the pestilence, and the Recopilaçam das cousas que conuem guardar se no modo de preseruar à Cidade de Lixboa E os sãos, & curar os que esteuerem enfermos de Peste. The problems which arise out of the textual structure of those books show how difficult is to establish a tradition of another type, the medical tradition. The linguistic study of the innumerable medieval plague treatises may throw light on the continuities and on the disruptions of the so-called hippocratic-galenical medical tradition.

Using problem-based learning for introducing producer theory and market structure in intermediate microeconomics

This paper shows how instructors can use the problem‐based learning method to introduce producer theory and market structure in intermediate microeconomics courses. The paper proposes a framework where different decision problems are presented to students, who are asked to imagine that they are the managers of a firm who need to solve a problem in a particular business setting. In this setting, the instructors’ role isto provide both guidance to facilitate student learning and content knowledge on a just‐in‐time basis

Enquête préliminaire et évaluation de la satisfaction globale des soins dans une structure ambulatoire psychiatrique pour enfants et adolescents

The complexity and difficulty of assessing psychiatric care for children and adolescents is a widely accepted reality. However, this should not discourage necessary efforts to stress the richness and efficiency of clinical practices, regardless of their theoretical models. We present the results of a quality-like survey addressing patient satisfaction and therapeutic alliance conducted in 2007 in an outpatient ward of the department of psychiatry for children and adolescents of the University of Lausanne (Service Universitaire de Psychiatrie de l'Enfant et de l'Adolescent - SUPEA, Lausanne). We developed a questionnaire on the basis of a "traditional" patient satisfaction survey, consisting of questions dealing with a range of different types of ambulatory settings and evaluating: access to care, quality of reception, patient's perception of the type of care and support offered, the therapeutic alliance and global satisfaction. Questions regarding the therapeutic alliance were based on the Revised Help Alliance Questionnaire (HAQ-II, Lester Luborski). Questionnaires were anonymous and self-administered by children from 10 years old up and parents separately. High levels of global satisfaction were reported (80% satisfied or very satisfied). Certain specific aspects seem to influence the global satisfaction level and therapeutic alliance. Patients with self-reported anxiety problems were less satisfied than those with selfreported conduct problems. The mode of reference of the patient, self or by parents versus by school or social workers, affected the perceived alliance. A higher frequency of sessions was also related to a better perceived alliance and satisfaction.

Possible solution of some essential zero problems in compositional data analysis

One of the tantalising remaining problems in compositional data analysis lies in how to deal with data sets in which there are components which are essential zeros. By anessential zero we mean a component which is truly zero, not something recorded as zero simply because the experimental design or the measuring instrument has not been sufficiently sensitive to detect a trace of the part. Such essential zeros occur inmany compositional situations, such as household budget patterns, time budgets,palaeontological zonation studies, ecological abundance studies. Devices such as nonzero replacement and amalgamation are almost invariably ad hoc and unsuccessful insuch situations. From consideration of such examples it seems sensible to build up amodel in two stages, the first determining where the zeros will occur and the secondhow the unit available is distributed among the non-zero parts. In this paper we suggest two such models, an independent binomial conditional logistic normal model and a hierarchical dependent binomial conditional logistic normal model. The compositional data in such modelling consist of an incidence matrix and a conditional compositional matrix. Interesting statistical problems arise, such as the question of estimability of parameters, the nature of the computational process for the estimation of both the incidence and compositional parameters caused by the complexity of the subcompositional structure, the formation of meaningful hypotheses, and the devising of suitable testing methodology within a lattice of such essential zero-compositional hypotheses. The methodology is illustrated by application to both simulated and real compositional data

On codes, matroids, and secure multiparty computation from linear secret-sharing schemes

Error-correcting codes and matroids have been widely used in the study of ordinary secret sharing schemes. In this paper, the connections between codes, matroids, and a special class of secret sharing schemes, namely, multiplicative linear secret sharing schemes (LSSSs), are studied. Such schemes are known to enable multiparty computation protocols secure against general (nonthreshold) adversaries.Two open problems related to the complexity of multiplicative LSSSs are considered in this paper. The first one deals with strongly multiplicative LSSSs. As opposed to the case of multiplicative LSSSs, it is not known whether there is an efficient method to transform an LSSS into a strongly multiplicative LSSS for the same access structure with a polynomial increase of the complexity. A property of strongly multiplicative LSSSs that could be useful in solving this problem is proved. Namely, using a suitable generalization of the well-known Berlekamp–Welch decoder, it is shown that all strongly multiplicative LSSSs enable efficient reconstruction of a shared secret in the presence of malicious faults. The second one is to characterize the access structures of ideal multiplicative LSSSs. Specifically, the considered open problem is to determine whether all self-dual vector space access structures are in this situation. By the aforementioned connection, this in fact constitutes an open problem about matroid theory, since it can be restated in terms of representability of identically self-dual matroids by self-dual codes. A new concept is introduced, the flat-partition, that provides a useful classification of identically self-dual matroids. Uniform identically self-dual matroids, which are known to be representable by self-dual codes, form one of the classes. It is proved that this property also holds for the family of matroids that, in a natural way, is the next class in the above classification: the identically self-dual bipartite matroids.

How much structure in empirical models?

This chapter highlights the problems that structural methods and SVAR approaches have when estimating DSGE models and examining their ability to capture important features of the data. We show that structural methods are subject to severe identification problems due, in large part, to the nature of DSGE models. The problems can be patched up in a number of ways but solved only if DSGEs are completely reparametrized or respecified. The potential misspecification of the structural relationships give Bayesian methods an hedge over classical ones in structural estimation. SVAR approaches may face invertibility problems but simple diagnostics can help to detect and remedy these problems. A pragmatic empirical approach ought to use the flexibility of SVARs against potential misspecificationof the structural relationships but must firmly tie SVARs to the class of DSGE models which could have have generated the data.

Factor structure of the SOCRATES questionnaire in hospitalized medical patients.

The Stages of Change Readiness and Treatment Eagerness Scale (SOCRATES), a 19-item instrument developed to assess readiness to change alcohol use among individuals presenting for specialized alcohol treatment, has been used in various populations and settings. Its factor structure and concurrent validity has been described for specialized alcohol treatment settings and primary care. The purpose of this study was to determine the factor structure and concurrent validity of the SOCRATES among medical inpatients with unhealthy alcohol use not seeking help for specialized alcohol treatment. The subjects were 337 medical inpatients with unhealthy alcohol use, identified during their hospital stay. Most of them had alcohol dependence (76%). We performed an Alpha Factor Analysis (AFA) and Principal Component Analysis (PCA) of the 19 SOCRATES items, and forced 3 factors and 2 components, in order to replicate findings from Miller and Tonigan (Miller, W. R., & Tonigan, J. S., (1996). Assessing drinkers' motivations for change: The Stages of Change Readiness and Treatment Eagerness Scale (SOCRATES). Psychology of Addictive Behavior, 10, 81-89.) and Maisto et al. (Maisto, S. A., Conigliaro, J., McNeil, M., Kraemer, K., O'Connor, M., & Kelley, M. E., (1999). Factor structure of the SOCRATES in a sample of primary care patients. Addictive Behavior, 24(6), 879-892.). Our analysis supported the view that the 2 component solution proposed by Maisto et al. (Maisto, S.A., Conigliaro, J., McNeil, M., Kraemer, K., O'Connor, M., & Kelley, M.E., (1999). Factor structure of the SOCRATES in a sample of primary care patients. Addictive Behavior, 24(6), 879-892.) is more appropriate for our data than the 3 factor solution proposed by Miller and Tonigan (Miller, W. R., & Tonigan, J. S., (1996). Assessing drinkers' motivations for change: The Stages of Change Readiness and Treatment Eagerness Scale (SOCRATES). Psychology of Addictive Behavior, 10, 81-89.). The first component measured Perception of Problems and was more strongly correlated with severity of alcohol-related consequences, presence of alcohol dependence, and alcohol consumption levels (average number of drinks per day and total number of binge drinking days over the past 30 days) compared to the second component measuring Taking Action. Our findings support the view that the SOCRATES is comprised of two important readiness constructs in general medical patients identified by screening.

Decay of an unstable state in the presence of multiplicative noise

The phenomenon of anomalous fluctuations associated with the decay of an unstable state is analyzed in the presence of multiplicative noise. A theory is presented and compared with a numerical simulation. Our results allow us to distinguish the roles of additive and multiplicative noise in the nonlinear relaxation process. We suggest the use of experiments on transient dynamics to understand the effect of these two sources of noise in problems in which parametric noise is thought to be important, such as dye lasers.

The genetic structure of metapopulations and conservation biology.

A range of models describing metapopulations is surveyed and their implications for conservation biology are described. An overview of the use of both population genetic elements and demographic theory in metapopulation models is given. It would appear that most of the current models suffer from either the use of over-simplified demography or the avoidance of selectively important genetic factors. The scale for which predictions are made by the various models is often obscure. A conceptual framework for describing metapopulations by utilising the concept of fitness of local populations is provided and some examples are given. The expectation that any general theory, such as that of metapopulations, can make useful predictions for particular problems of conservation is examined and compared with the prevailing 'state of the art' recommendations.

Modeling and mitigation of supply-demand mismatches

In this thesis, I develop analytical models to price the value of supply chain investments under demand uncer¬tainty. This thesis includes three self-contained papers. In the first paper, we investigate the value of lead-time reduction under the risk of sudden and abnormal changes in demand forecasts. We first consider the risk of a complete and permanent loss of demand. We then provide a more general jump-diffusion model, where we add a compound Poisson process to a constant-volatility demand process to explore the impact of sudden changes in demand forecasts on the value of lead-time reduction. We use an Edgeworth series expansion to divide the lead-time cost into that arising from constant instantaneous volatility, and that arising from the risk of jumps. We show that the value of lead-time reduction increases substantially in the intensity and/or the magnitude of jumps. In the second paper, we analyze the value of quantity flexibility in the presence of supply-chain dis- intermediation problems. We use the multiplicative martingale model and the "contracts as reference points" theory to capture both positive and negative effects of quantity flexibility for the downstream level in a supply chain. We show that lead-time reduction reduces both supply-chain disintermediation problems and supply- demand mismatches. We furthermore analyze the impact of the supplier's cost structure on the profitability of quantity-flexibility contracts. When the supplier's initial investment cost is relatively low, supply-chain disin¬termediation risk becomes less important, and hence the contract becomes more profitable for the retailer. We also find that the supply-chain efficiency increases substantially with the supplier's ability to disintermediate the chain when the initial investment cost is relatively high. In the third paper, we investigate the value of dual sourcing for the products with heavy-tailed demand distributions. We apply extreme-value theory and analyze the effects of tail heaviness of demand distribution on the optimal dual-sourcing strategy. We find that the effects of tail heaviness depend on the characteristics of demand and profit parameters. When both the profit margin of the product and the cost differential between the suppliers are relatively high, it is optimal to buffer the mismatch risk by increasing both the inventory level and the responsive capacity as demand uncertainty increases. In that case, however, both the optimal inventory level and the optimal responsive capacity decrease as the tail of demand becomes heavier. When the profit margin of the product is relatively high, and the cost differential between the suppliers is relatively low, it is optimal to buffer the mismatch risk by increasing the responsive capacity and reducing the inventory level as the demand uncertainty increases. In that case, how¬ever, it is optimal to buffer with more inventory and less capacity as the tail of demand becomes heavier. We also show that the optimal responsive capacity is higher for the products with heavier tails when the fill rate is extremely high.

Generating highly balanced sudoku problems as hard problems

Sudoku problems are some of the most known and enjoyed pastimes, with a never diminishing popularity, but, for the last few years those problems have gone from an entertainment to an interesting research area, a twofold interesting area, in fact. On the one side Sudoku problems, being a variant of Gerechte Designs and Latin Squares, are being actively used for experimental design, as in [8, 44, 39, 9]. On the other hand, Sudoku problems, as simple as they seem, are really hard structured combinatorial search problems, and thanks to their characteristics and behavior, they can be used as benchmark problems for refining and testing solving algorithms and approaches. Also, thanks to their high inner structure, their study can contribute more than studies of random problems to our goal of solving real-world problems and applications and understanding problem characteristics that make them hard to solve. In this work we use two techniques for solving and modeling Sudoku problems, namely, Constraint Satisfaction Problem (CSP) and Satisfiability Problem (SAT) approaches. To this effect we define the Generalized Sudoku Problem (GSP), where regions can be of rectangular shape, problems can be of any order, and solution existence is not guaranteed. With respect to the worst-case complexity, we prove that GSP with block regions of m rows and n columns with m = n is NP-complete. For studying the empirical hardness of GSP, we define a series of instance generators, that differ in the balancing level they guarantee between the constraints of the problem, by finely controlling how the holes are distributed in the cells of the GSP. Experimentally, we show that the more balanced are the constraints, the higher the complexity of solving the GSP instances, and that GSP is harder than the Quasigroup Completion Problem (QCP), a problem generalized by GSP. Finally, we provide a study of the correlation between backbone variables – variables with the same value in all the solutions of an instance– and hardness of GSP.