Self-exciting threshold binomial autoregressive processes

We introduce a new class of integer-valued self-exciting threshold models, which is based on the binomial autoregressive model of order one as introduced by McKenzie (Water Resour Bull 21:645–650, 1985. doi:10.1111/j.1752-1688.1985. tb05379.x). Basic probabilistic and statistical properties of this class of models are discussed. Moreover, parameter estimation and forecasting are addressed. Finally, the performance of these models is illustrated through a simulation study and an empirical application to a set of measle cases in Germany.

A risk model with an observer in a Markov environment

We consider a spectrally-negative Markov additive process as a model of a risk process in a random environment. Following recent interest in alternative ruin concepts, we assume that ruin occurs when an independent Poissonian observer sees the process as negative, where the observation rate may depend on the state of the environment. Using an approximation argument and spectral theory, we establish an explicit formula for the resulting survival probabilities in this general setting. We also discuss an efficient evaluation of the involved quantities and provide a numerical illustration.

An Afriat theorem for the collective model of household consumption

We provide a nonparametric 'revealed preference’ characterization of rational household behavior in terms of the collective consumption model, while accounting for general (possibly non-convex) individual preferences. We establish a Collective Axiom of Revealed Preference (CARP), which provides a necessary and sufficient condition for data consistency with collective rationality. Our main result takes the form of a ‘collective’ version of the Afriat Theorem for rational behavior in terms of the unitary model. This theorem has some interesting implications. With only a finite set of observations, the nature of consumption externalities (positive or negative) in the intra-household allocation process is non-testable. The same non-testability conclusion holds for privateness (with or without externalities) or publicness of consumption. By contrast, concavity of individual utility functions (representing convex preferences) turns out to be testable. In addition, monotonicity is testable for the model that assumes all household consumption is public.

On the duration of negative surplus

Doutoramento em Matemática

Testing and Expanding an Emotion-Centered Model of Workplace Aggression: The Moderating Effects of Perceived Intensity and Social Support in the Workplace

The purpose of this thesis was to examine the mediating effects of job-related negative emotions on the relationship between workplace aggression and outcomes. Additionally, the moderating effects of workplace social support and intensity of workplace aggression are considered. A total 321 of working individuals participated through an online survey. The results of this thesis suggest that job-related negative emotions are a mediator of the relationship between workplace aggression and outcomes, with full and partial mediation supported. Workplace social support was found to be a buffering variable in the relationship between workplace aggression and outcomes, regardless of the source of aggression (supervisor or co-worker) or the source of the social support. Finally, intensity of aggression was found to be a strong moderator of the relationship between workplace aggression and outcomes.

Development and validation of a computationally efficient pseudo 3D model for planar SOFC integrated with a heating furnace

Efficient numerical models facilitate the study and design of solid oxide fuel cells (SOFCs), stacks, and systems. Whilst the accuracy and reliability of the computed results are usually sought by researchers, the corresponding modelling complexities could result in practical difficulties regarding the implementation flexibility and computational costs. The main objective of this article is to adapt a simple but viable numerical tool for evaluation of our experimental rig. Accordingly, a model for a multi-layer SOFC surrounded by a constant temperature furnace is presented, trained and validated against experimental data. The model consists of a four-layer structure including stand, two interconnects, and PEN (Positive electrode-Electrolyte-Negative electrode); each being approximated by a lumped parameter model. The heating process through the surrounding chamber is also considered. We used a set of V-I characteristics data for parameter adjustment followed by model verification against two independent sets of data. The model results show a good agreement with practical data, offering a significant improvement compared to reduced models in which the impact of external heat loss is neglected. Furthermore, thermal analysis for adiabatic and non-adiabatic process is carried out to capture the thermal behaviour of a single cell followed by a polarisation loss assessment. Finally, model-based design of experiment is demonstrated for a case study.

Risk factors associated with negative in-vivo diagnostic results in bovine tuberculosis-infected cattle in Spain

BACKGROUND Despite great effort and investment incurred over decades to control bovine tuberculosis (bTB), it is still one of the most important zoonotic diseases in many areas of the world. Test-and-slaughter strategies, the basis of most bTB eradication programs carried out worldwide, have demonstrated its usefulness in the control of the disease. However, in certain countries, eradication has not been achieved due in part to limitations of currently available diagnostic tests. In this study, results of in-vivo and post-mortem diagnostic tests performed on 3,614 animals from 152 bTB-infected cattle herds (beef, dairy, and bullfighting) detected in 2007-2010 in the region of Castilla y León, Spain, were analyzed to identify factors associated with positive bacteriological results in cattle that were non-reactors to the single intradermal tuberculin test, to the interferon-gamma (IFN-γ) assay, or to both tests applied in parallel (Test negative/Culture + animals, T-/C+). The association of individual factors (age, productive type, and number of herd-tests performed since the disclosure of the outbreak) with the bacteriology outcome (positive/negative) was analyzed using a mixed multivariate logistic regression model. RESULTS The proportion of non-reactors with a positive post-mortem result ranged from 24.3% in the case of the SIT test to 12.9% (IFN-γ with 0.05 threshold) and 11.9% (95% CI 9.9-11.4%) using both tests in parallel. Older (>4.5 years) and bullfighting cattle were associated with increased odds of confirmed bTB infection by bacteriology, whereas dairy cattle showed a significantly lower risk. Ancillary use of IFN-γ assay reduced the proportion of T-/C + animals in high risk groups. CONCLUSIONS These results demonstrate the likelihood of positive bacteriological results in non-reactor cattle is influenced by individual epidemiological factors of tested animals. Increased surveillance on non-reactors with an increased probability of being false negative could be helpful to avoid bTB persistence, particularly in chronically infected herds. These findings may aid in the development of effective strategies for eradication of bTB in Spain.

Good is generally more alike than bad in the information ecology: Investigating the case of (the ABC model of) group stereotypes

On most if not all evaluatively relevant dimensions such as the temperature level, taste intensity, and nutritional value of a meal, one range of adequate, positive states is framed by two ranges of inadequate, negative states, namely too much and too little. This distribution of positive and negative states in the information ecology results in a higher similarity of positive objects, people, and events to other positive stimuli as compared to the similarity of negative stimuli to other negative stimuli. In other words, there are fewer ways in which an object, a person, or an event can be positive as compared to negative. Oftentimes, there is only one way in which a stimulus can be positive (e.g., a good meal has to have an adequate temperature level, taste intensity, and nutritional value). In contrast, there are many different ways in which a stimulus can be negative (e.g., a bad meal can be too hot or too cold, too spicy or too bland, or too fat or too lean). This higher similarity of positive as compared to negative stimuli is important, as similarity greatly impacts speed and accuracy on virtually all levels of information processing, including attention, classification, categorization, judgment and decision making, and recognition and recall memory. Thus, if the difference in similarity between positive and negative stimuli is a general phenomenon, it predicts and may explain a variety of valence asymmetries in cognitive processing (e.g., positive as compared to negative stimuli are processed faster but less accurately). In my dissertation, I show that the similarity asymmetry is indeed a general phenomenon that is observed in thousands of words and pictures. Further, I show that the similarity asymmetry applies to social groups. Groups stereotyped as average on the two dimensions agency / socio-economic success (A) and conservative-progressive beliefs (B) are stereotyped as positive or high on communion (C), while groups stereotyped as extreme on A and B (e.g., managers, homeless people, punks, and religious people) are stereotyped as negative or low on C. As average groups are more similar to one another than extreme groups, according to this ABC model of group stereotypes, positive groups are mentally represented as more similar to one another than negative groups. Finally, I discuss implications of the ABC model of group stereotypes, pointing to avenues for future research on how stereotype content shapes social perception, cognition, and behavior.

Allergological evaluation of a dog population in a veterinary immuno-allergology consultation: What correlates in a canine model

Introduction: Allergic dermatitis (AD) is the most common canine pruritic condition in veterinary dermatology. Allergic dermatitis to flea bites presents the highest prevalence, followed by atopic dermatitis and food AD. This study aimed to identify possible correlation between data from clinical signs, intradermal tests (IDT) and specific IgE levels, which are used in dog AD assessment. Methods: Fifty five dogs from the Veterinary Hospital of the University of Évora (Portugal) and Rof Codina University Hospital (Lugo, Spain) outpatient consultations were studied by means of clinical inquiry, IDT and specific IgE determination. Thirty five of the patients belonged to predisposed breeds, 30 were females and 25 males. Forty one (74%) were indoor. Results: In 82% of cases first clinical signs appeared before the age of 3 years and 24% even before 1 year old. In 70% of the individuals clinical signs included itching, which was generalized in 66%, with 78% of paw licking and chewing. Clinical profile showed seasonal worsening in 64% of cases. From the 69.1% of dogs already presenting with dermatitis, 50% also presented external otitis and 28.9% self-inflicted alopecia. "Intense itching" was found in 10.5%, "medium itching" in 81.6% and “mild itching” in 5.26% of the patients. Prevalence of positive IDT was 37.3 % to Lep d, 29.41% to Der f, 27.5% to Der p, 25.5% to Dac g and 21.6% to Malassezia sp. From the 37 dogs submitted to food IDT, 40.5% revealed positive to beef, 27% to chicken, 27% to porc and 5.4% to lamb. Specific IgE > 150 EAU was found in 84% of dogs to indoor allergen sources and in 68% to pollens. A negative correlation was found between an outdoor life and the intensity (p = 0.033) and precocity (p = 0.026) of clinical signs. Sensitization to pollens was found positively correlated with the seasonality of clinical signs (p = 0.001) and the positivity for Dac g (p = 0.007). The prevalence of chronic otitis correlated positively with alopecia and reactivity to Lep d (p = 0.008), Plantago lanceolata (p = 0.026) and Platanus acerifolia (p = 0.017). There was no correlation between the results of ITD and specific IgE. Conclusion: We can conclude that correlation between different clinical signs and positive testing for some allergenic sources may occur, as well as between sensitization to pollens and the beginning, the intensity and the seasonality of dog patient clinical signs.

Judicial Specialisation in Intellectual Property: the Unified Patent Court as a Model of Specialised Court

The aim of this thesis is to discuss and develop the Unified Patent Court project to account for the role it could play in implementing judicial specialisation in the Intellectual Property field. To provide an original contribution to the existing literature on the topic, this work addresses the issue of how the Unified Patent Court could relate to the other forms of judicial specialisation already operating in the European Union context. This study presents a systematic assessment of the not-yet-operational Unified Patent Court within the EU judicial system, which has recently shown a trend towards being developed outside the institutional framework of the European Union Court of Justice. The objective is to understand to what extent the planned implementation of the Unified Patent Court could succeed in responding to the need for specialisation and in being compliant with the EU legal and constitutional framework. Using the Unified Patent Court as a case study, it is argued that specialised courts in the field of Intellectual Property have a significant role to play in the European judicial system and offer an adequate response to the growing complexity of business operations and relations. The significance of this study is to analyse whether the UPC can still be considered as an appropriate solution to unify the European patent litigation system. The research considers the significant deficiencies, which risks having a negative effect on the European Union institutional procedures. In this perspective, this work aims to make a contribution in identifying the potential negative consequences of this reform. It also focuses on considering different alternatives for a European patent system, which could effectively promote innovation in Europe.

A Unified Model for XVA, including Interest Rates and Rating

We start in Chapter 2 to investigate linear matrix-valued SDEs and the Itô-stochastic Magnus expansion. The Itô-stochastic Magnus expansion provides an efficient numerical scheme to solve matrix-valued SDEs. We show convergence of the expansion up to a stopping time τ and provide an asymptotic estimate of the cumulative distribution function of τ. Moreover, we show how to apply it to solve SPDEs with one and two spatial dimensions by combining it with the method of lines with high accuracy. We will see that the Magnus expansion allows us to use GPU techniques leading to major performance improvements compared to a standard Euler-Maruyama scheme. In Chapter 3, we study a short-rate model in a Cox-Ingersoll-Ross (CIR) framework for negative interest rates. We define the short rate as the difference of two independent CIR processes and add a deterministic shift to guarantee a perfect fit to the market term structure. We show how to use the Gram-Charlier expansion to efficiently calibrate the model to the market swaption surface and price Bermudan swaptions with good accuracy. We are taking two different perspectives for rating transition modelling. In Section 4.4, we study inhomogeneous continuous-time Markov chains (ICTMC) as a candidate for a rating model with deterministic rating transitions. We extend this model by taking a Lie group perspective in Section 4.5, to allow for stochastic rating transitions. In both cases, we will compare the most popular choices for a change of measure technique and show how to efficiently calibrate both models to the available historical rating data and market default probabilities. At the very end, we apply the techniques shown in this thesis to minimize the collateral-inclusive Credit/ Debit Valuation Adjustments under the constraint of small collateral postings by using a collateral account dependent on rating trigger.

Microenvironment and therapeutic modulation of myelofibrosis in an experimental mouse model.

Primary myelofibrosis(PMF) is the most severe form of Philadelphia-negative myeloproliferative neoplasms(MPNs), characterized by splenomegaly, extramedullary hematopoiesis and bone marrow(BM) fibrosis, with disease progression to leukemia and low survival. The best therapy currently available includes treatment with a JAK inhibitor(Ruxolitinib), which only ameliorates symptoms. Unfortunately, the pathogenesis of the disease is still poorly understood. It has been hypothesized that its progression may be determined by the presence of inflammatory cytokines produced by the bone marrow microenvironment that promote fibrosis. The three aims of this PhD thesis, using the Gata1low mouse model of myelofibrosis, were: 1. Investigate the presence of different cytokines in the bone marrow microenvironment; 2. Test the efficacy of treatment with Reparixin, a CXCR1/2 receptor inhibitor; 3. Test the efficacy of treatment with RB40.34 (P-selectin inhibitor), alone and in combination with Ruxolitinib. In the first study, we demonstrated by immunohistochemistry(IHC) the presence in the BM of Gata1low mice of elevated levels of CXCL1, and its receptors CXCR1/2, and TGF-β1. Particularly, the cells with higher expression of these cytokines were the megakaryocytes. In the second study, we found that treatment with Reparixin in Gata1low mice showed dose-dependent efficacy in reducing bone marrow and splenic fibrosis. Furthermore, by IHC analysis we demonstrated that the treatment induced a decrease in the expression of TGF-β1. In the third study, we found that treatment with RB40.34 in combination with Ruxolitinib normalizes the phenotype of Gata1low mice, reducing fibrosis and the content of TGF-β and CXCL1 in the bone marrow, and restoring the architecture of hematopoiesis in the bone marrow and spleen. In summary, these data provide preclinical evidence that treatment with Reparixin and RB40.34 in combination with Ruxolitinib are effective on reversing the myelofibrotic trait in the Gata1low mouse model and encourage clinical trials to validate these compounds in human patients with PMF.

Smart freight transport in urban areas: a crowd-shipping model using autonomous vehicles

L'avanzamento dell'e-commerce e l'aumento della densità abitativa nel centro città sono elementi che incentivano l'incremento della richiesta merci all'interno dei centri urbani. L'attenzione all'impatto ambientale derivante da queste attività operative è un punto focale oggetto di sempre maggiore interesse. Attraverso il seguente studio, l'obiettivo è definire attuali e potenziali soluzioni nell'ambito della logistica urbana, con particolare interesse alle consegne dell'ultimo miglio. Una soluzione proposta riguarda la possibilità di sfruttare la capacità disponibile nei flussi generati dalla folla per movimentare merce, pratica nota sotto il nome di Crowd-shipping. L'idea consiste nella saturazione di mezzi già presenti nella rete urbana al fine di ridurre il numero di veicoli commerciali e minimizzare le esternalità negative annesse. A supporto di questa iniziativa, nell'analisi verranno considerati veicoli autonomi elettrici a guida autonoma. La tesi è incentrata sulla definizione di un modello di ottimizzazione matematica, che mira a designare un network logistico-distributivo efficiente per le consegne dell'ultimo miglio e a minimizzare le distanze degli attori coinvolti. Il problema proposto rappresenta una variante del Vehicle Routing Problem con time windows e multi depots. Il problema è NP-hard, quindi computazionalmente complesso per cui sarà necessario, in fase di analisi, definire un approccio euristico che permetterà di ottenere una soluzione sub-ottima in un tempo di calcolo ragionevole per istanze maggiori. L'analisi è stata sviluppata nell'ambiente di sviluppo Eclipse, attraverso il risolutore Cplex, in linguaggio Java. Per poterne comprendere la validità, è prevista un'ultima fase in cui gli output del modello ottimo e dell'euristica vengono confrontati tra loro su parametri caratteristici. Bisogna tuttavia considerare che l' utilizzo di sistemi cyber-fisici a supporto della logistica non può prescindere da un costante sguardo verso il progresso.

Integrated Proteomics Identified Up-regulated Focal Adhesion-mediated Proteins In Human Squamous Cell Carcinoma In An Orthotopic Murine Model.

Understanding the molecular mechanisms of oral carcinogenesis will yield important advances in diagnostics, prognostics, effective treatment, and outcome of oral cancer. Hence, in this study we have investigated the proteomic and peptidomic profiles by combining an orthotopic murine model of oral squamous cell carcinoma (OSCC), mass spectrometry-based proteomics and biological network analysis. Our results indicated the up-regulation of proteins involved in actin cytoskeleton organization and cell-cell junction assembly events and their expression was validated in human OSCC tissues. In addition, the functional relevance of talin-1 in OSCC adhesion, migration and invasion was demonstrated. Taken together, this study identified specific processes deregulated in oral cancer and provided novel refined OSCC-targeting molecules.

Primary Relapse Site Pattern In Women With Triple-negative Breast Cancer.

Despite the remarkable improvements in breast cancer (BC) characterization, accurate prediction of BC clinical behavior is often still difficult to achieve. Some studies have investigated the association between the molecular subtype, namely the basal-like BC and the pattern of relapse, however only few investigated the association between relapse pattern and immunohistochemical defined triple-negative breast cancers (TNBCs). The aim of this study was to evaluate the pattern of relapse in patients with TNBC, namely the primary distant relapse site. One-hundred twenty nine (129) invasive breast carcinomas with follow-up information were classified according to the molecular subtype using immunohistochemistry for ER, PgR and Her2. The association between TNBC and distant relapse primary site was analyzed by logistic regression. Using multivariate logistic regression analysis patients with TNBC displayed only 0.09 (95% CI: 0.00-0.74; p=0.02) the odds of the non-TNBC patients of developing bone primary relapse. Regarding visceral and lymph-node relapse, no differences between in this cohort were found. Though classically regarded as aggressive tumors, TNBCs rarely development primary relapse in bone when compared to non-TNBC, a clinical relevant fact when investigating a metastasis of an occult or non-sampled primary BC.