Development of a subject-specific musculoskeletal shoulder model : inverse and forward dynamics applications

A prevalência de pessoas que referem dor no complexo articular do ombro, com concomitante limitação na capacidade para realizar atividades da vida diária, é elevada. Estes níveis de prevalência sobrecarregam quer os utentes, como a própria sociedade. A evidência científica atual indicia a existência de uma relação entre as alterações da articulação escápulo-torácica e as patologias associadas à articulação gleno-umeral. A capacidade de quantificar, cinemática e cineticamente, as disfunções ao nível das articulações escápulo-torácica e gleno-umeral, é algo de enorme importância, quer para a comunidade biomecânica, como para a clínica. No decorrer dos trabalhos desta tese foi desenvolvido, através do software OpenSim, um modelo tridimensional músculo-esquelético do complexo articular do ombro que inclui a representação do tórax/coluna, clavícula, omoplata, úmero, rádio, cúbito e articulações que permitem os movimentos relativos desses segmentos, assim como, 16 músculos e 4 ligamentos. Com um total de 11 graus de liberdade, incluindo um novo modelo articular escápulo-torácico, os resultados demonstram que este é capaz de reconstruir de forma precisa e rápida os movimentos escápulo-torácicos e glenoumerais, recorrendo para tal, à cinemática inversa, e à dinâmica inversa e direta. Conta ainda com um método de transformação inovador para determinar, com base nas especificidades dos sujeitos, os locais de inserção muscular. As principais motivações subjacentes ao desenvolvimento desta tese foram contribuir para o aprofundar do atual conhecimento sobre as disfunções do complexo articular do ombro e, simultaneamente, proporcionar à comunidade clínica uma ferramenta biomecânica de livre acesso com o intuito de melhor suportar as decisões clínicas e dessa forma concorrer para uma prática mais efetiva.

Dynamic potential fields for guided exploration in virtual environments

Dynamic potential fields, guided exploration, virtual environments, navigation

Dynamic matching and bargaining: the role of deadlines

We consider a dynamic model where traders in each period are matched randomly into pairs who then bargain about the division of a fixed surplus. When agreement is reached the traders leave the market. Traders who do not come to an agreement return next period in which they will be matched again, as long as their deadline has not expired yet. New traders enter exogenously in each period. We assume that traders within a pair know each other's deadline. We define and characterize the stationary equilibrium configurations. Traders with longer deadlines fare better than traders with short deadlines. It is shown that the heterogeneity of deadlines may cause delay. It is then shown that a centralized mechanism that controls the matching protocol, but does not interfere with the bargaining, eliminates all delay. Even though this efficient centralized mechanism is not as good for traders with long deadlines, it is shown that in a model where all traders can choose which mechanism to

Estimation of dynamic latent variable models using simulated nonparametric moments

Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation. With such conditional moments in hand, standard method of moments techniques can be used to estimate the parameter. Since conditional moments are calculated using kernel smoothing rather than simple averaging, it is not necessary that the model be simulable subject to the conditioning information that is used to define the moment conditions. For this reason, the proposed estimator is applicable to general dynamic latent variable models. Monte Carlo results show that the estimator performs well in comparison to other estimators that have been proposed for estimation of general DLV models.

Cell-matrix interactions in Schistosomal portal fibrosis: a dynamic event

In recent years, one of the most significant progress in the understanding of liver diseases was the demonstration that liver fibrosis is a dynamic process resulting from a balance between synthesis and degradation of several matrix components, collagen in particular. Thus, fibrosis has been found to be a very early event during liver diseases, be it of toxic, viral or parasitic origin, and to be spontaneously reversible, either partially or totally. In liver fibrosis cell matrix interactions are dependent on the existence of the many factors (sometimes acting in combination) which produce the same events at the cellular and molecular levels. These events are: (i) the recruitment of fiber-producing cells, (ii) their proliferation, (iii) the secretion of matrix constituents of the extracellular matrix, and (iv) the remodeling and degradation of the newly formed matrix. All these events represent, at least in principle, a target for a therapeutic intervention aimed at influencing the experimentally induced hepatic fibrosis. In this context, hepatosplenic schistosomiasis is of particular interest, being an immune cell-mediated granulomatous disease and a model of liver fibrosis allowing extensive studies in human and animals as well as providing original in vitro models.

Functional sphere profiling reveals the complexity of neuroblastoma tumor-initiating cell model.

Neuroblastoma (NB) is a neural crest-derived childhood tumor characterized by a remarkable phenotypic diversity, ranging from spontaneous regression to fatal metastatic disease. Although the cancer stem cell (CSC) model provides a trail to characterize the cells responsible for tumor onset, the NB tumor-initiating cell (TIC) has not been identified. In this study, the relevance of the CSC model in NB was investigated by taking advantage of typical functional stem cell characteristics. A predictive association was established between self-renewal, as assessed by serial sphere formation, and clinical aggressiveness in primary tumors. Moreover, cell subsets gradually selected during serial sphere culture harbored increased in vivo tumorigenicity, only highlighted in an orthotopic microenvironment. A microarray time course analysis of serial spheres passages from metastatic cells allowed us to specifically "profile" the NB stem cell-like phenotype and to identify CD133, ABC transporter, and WNT and NOTCH genes as spheres markers. On the basis of combined sphere markers expression, at least two distinct tumorigenic cell subpopulations were identified, also shown to preexist in primary NB. However, sphere markers-mediated cell sorting of parental tumor failed to recapitulate the TIC phenotype in the orthotopic model, highlighting the complexity of the CSC model. Our data support the NB stem-like cells as a dynamic and heterogeneous cell population strongly dependent on microenvironmental signals and add novel candidate genes as potential therapeutic targets in the control of high-risk NB.

Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities (Draft 1)

We extend a reduced form model for pricing pass-through mortgage backed securities (MBS) and provide a novel hedging tool for investors in this market. To calculate the price of an MBS, traders use what is known as option-adjusted spread (OAS). The resulting OAS value represents the required basis points adjustment to reference curve discounting rates needed to match an observed market price. The OAS suffers from some drawbacks. For example, it remains constant until the maturity of the bond (thirty years in mortgage-backed securities), and does not incorporate interest rate volatility. We suggest instead what we call dynamic option adjusted spread (DOAS). The latter allows investors in the mortgage market to account for both prepayment risk and changes of the yield curve.

Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities (Draft 2)

We extend a reduced form model for pricing pass-through mortgage backed securities (MBS) and provide a novel hedging tool for investors in this market. To calculate the price of an MBS, traders use what is known as option-adjusted spread (OAS). The resulting OAS value represents the required basis points adjustment to reference curve discounting rates needed to match an observed market price. The OAS suffers from some drawbacks. For example, it remains constant until the maturity of the bond (thirty years in mortgage-backed securities), and does not incorporate interest rate volatility. We suggest instead what we call dynamic option adjusted spread (DOAS), which allows investors in the mortgage market to account for both prepayment risk and changes of the yield curve.

The Timing of Asset Trade and Optimal Policy in Dynamic Open Economies

Using a standard open economy DSGE model, it is shown that the timing of asset trade relative to policy decisions has a potentially important impact on the welfare evaluation of monetary policy at the individual country level. If asset trade in the initial period takes place before the announcement of policy, a national policymaker can choose a policy rule which reduces the work effort of households in the policymaker’s country in the knowledge that consumption is fully insured by optimally chosen international portfolio positions. But if asset trade takes place after the policy announcement, this insurance is absent and households in the policymaker’s country bear the full consumption consequences of the chosen policy rule. The welfare incentives faced by national policymakers are very different between the two cases. Numerical examples confirm that asset market timing has a significant impact on the optimal policy rule.

Fear of model misspecifcation and the robustness premium

Robust decision making implies welfare costs or robustness premia when the approximating model is the true data generating process. To examine the importance of these premia at the aggregate level we employ a simple two-sector dynamic general equilibrium model with human capital and introduce an additional form of precautionary behavior. The latter arises from the robust decision maker s ability to reduce the effects of model misspecification through allocating time and existing human capital to this end. We find that the extent of the robustness premia critically depends on the productivity of time relative to that of human capital. When the relative efficiency of time is low, despite transitory welfare costs, there are gains from following robust policies in the long-run. In contrast, high relative productivity of time implies misallocation costs that remain even in the long-run. Finally, depending on the technology used to reduce model uncertainty, we fi nd that while increasing the fear of model misspecfi cation leads to a net increase in precautionary behavior, investment and output can fall.

Accurate performance of a rat model of schizophrenia in the water maze depends on visual cue availability and stability: a distortion in cognitive mapping abilities?

Rats were treated postnatally (PND 5-16) with BSO (l-buthionine-(S,R)-sulfoximine) in an animal model of schizophrenia based on transient glutathione deficit. The BSO treated rats were impaired in patrolling a maze or a homing table when adult, yet demonstrated preserved escape learning, place discrimination and reversal in a water maze task [37]. In the present work, BSO rats' performance in the water maze was assessed in conditions controlling for the available visual cues. First, in a completely curtained environment with two salient controlled cues, BSO rats showed little accuracy compared to control rats. Secondly, pre-trained BSO rats were impaired in reaching the familiar spatial position when curtains partially occluded different portions of the room environment in successive sessions. The apparently preserved place learning in a classical water maze task thus appears to require the stability and the richness of visual landmarks from the surrounding environment. In other words, the accuracy of BSO rats in place and reversal learning is impaired in a minimal cue condition or when the visual panorama changes between trials. However, if the panorama remains rich and stable between trials, BSO rats are equally efficient in reaching a familiar position or in learning a new one. This suggests that the BSO accurate performance in the water maze does not satisfy all the criteria for a cognitive map based navigation on the integration of polymodal cues. It supports the general hypothesis of a binding deficit in BSO rats.

The Impact of Population Ageing on the Labour Market: Evidence from Overlapping Generations Computable General Equilibrium (OLG-CGE) Model of Scotland

This paper presents a dynamic Overlapping Generations Computable General Equilibrium (OLG-CGE) model of Scotland. The model is used to examine the impact of population ageing on the labour market. More specifically, it is used to evaluate the effects of labour force decline and labour force ageing on key macro-economic variables. The second effect is assumed to operate through age-specific productivity and labour force participation. In the analysis, particular attention is paid to how population ageing impinges on the government expenditure constraint. The basic structure of the model follows in the Auerbach and Kotlikoff tradition. However, the model takes into consideration directly age-specific mortality. This is analogous to “building in” a cohort-component population projection structure to the model, which allows more complex and more realistic demographic scenarios to be considered.

The Impact of Population Ageing on the Labour Market: Evidence from Overlapping Generations Computable General Equilibrium (OLG-CGE) Model of Scotland

This paper presents a dynamic Overlapping Generations Computable General Equilibrium (OLG-CGE) model of Scotland. The model is used to examine the impact of population ageing on the labour market. More specifically, it is used to evaluate the effects of labour force decline and labour force ageing on key macro-economic variables. The second effect is assumed to operate through age-specific productivity and labour force participation. In the analysis, particular attention is paid to how population ageing impinges on the government expenditure constraint. The basic structure of the model follows in the Auerbach and Kotlikoff tradition. However, the model takes into consideration directly age-specific mortality. This is analogous to “building in” a cohort-component population projection structure to the model, which allows more complex and more realistic demographic scenarios to be considered.

Model Switching and Model Averaging in Time- Varying Parameter Regression Models

This paper investigates the usefulness of switching Gaussian state space models as a tool for implementing dynamic model selecting (DMS) or averaging (DMA) in time-varying parameter regression models. DMS methods allow for model switching, where a different model can be chosen at each point in time. Thus, they allow for the explanatory variables in the time-varying parameter regression model to change over time. DMA will carry out model averaging in a time-varying manner. We compare our exact approach to DMA/DMS to a popular existing procedure which relies on the use of forgetting factor approximations. In an application, we use DMS to select different predictors in an in ation forecasting application. We also compare different ways of implementing DMA/DMS and investigate whether they lead to similar results.

Tax smoothing in a business cycle model with capital-skill complementarity

This paper undertakes a normative investigation of the quantitative properties of optimal tax smoothing in a business cycle model with state contingent debt, capital-skill complementarity, endogenous skill formation and stochastic shocks to public consumption as well as total factor and capital equipment productivity. Our main finding is that an empirically relevant restriction which does not allow the relative supply of skilled labour to adjust in response to aggregate shocks, signi cantly changes the cyclical properties of optimal labour taxes. Under a restricted relative skill supply, the government fi nds it optimal to adjust labour income tax rates so that the average net returns to skilled and unskilled labour hours exhibit the same dynamic behaviour as under fl exible skill supply.