How do current term structure model behave beyond the last liquid point?: A comparison of the DNS and Smith-Wilson methods

A Work Project, presented as part of the requirements for the Award of a Master’s Double Degree in Finance from Maastricht University and NOVA – School of Business and Economics

A comparison of four DNA extraction protocols for the analysis of urine from patients with visceral leishmaniasis

Introduction Polymerase chain reaction (PCR) may offer an alternative diagnostic option when clinical signs and symptoms suggest visceral leishmaniasis (VL) but microscopic scanning and serological tests provide negative results. PCR using urine is sensitive enough to diagnose human visceral leishmaniasis (VL). However, DNA quality is a crucial factor for successful amplification. Methods A comparative performance evaluation of DNA extraction methods from the urine of patients with VL using two commercially available extraction kits and two phenol-chloroform protocols was conducted to determine which method produces the highest quality DNA suitable for PCR amplification, as well as the most sensitive, fast and inexpensive method. All commercially available kits were able to shorten the duration of DNA extraction. Results With regard to detection limits, both phenol: chloroform extraction and the QIAamp DNA Mini Kit provided good results (0.1 pg of DNA) for the extraction of DNA from a parasite smaller than Leishmania (Leishmania) infantum (< 100fg of DNA). However, among 11 urine samples from subjects with VL, better performance was achieved with the phenol:chloroform method (8/11) relative to the QIAamp DNA Mini Kit (4/11), with a greater number of positive samples detected at a lower cost using PCR. Conclusion Our results demonstrate that phenol:chloroform with an ethanol precipitation prior to extraction is the most efficient method in terms of yield and cost, using urine as a non-invasive source of DNA and providing an alternative diagnostic method at a low cost.

Development and application of NMR techniques to study water-in-CO2 microemulsions

Self-assembly is a phenomenon that occurs frequently throughout the universe. In this work, two self-assembling systems were studied: the formation of reverse micelles in isooctane and in supercritical CO2 (scCO2), and the formation of gels in organic solvents. The goal was the physicochemical study of these systems and the development of an NMR methodology to study them. In this work, AOT was used as a model molecule both to comprehensively study a widely researched system water/AOT/isooctane at different water concentrations and to assess its aggregation in supercritical carbon dioxide at different pressures. In order to do so an NMR methodology was devised, in which it was possible to accurately determine hydrodynamic radius of the micelle (in agreement with DLS measurements) using diffusion ordered spectroscopy (DOSY), the micellar stability and its dynamics. This was mostly assessed by 1H NMR relaxation studies, which allowed to determine correlation times and size of correlating water molecules, which are in agreement with the size of the shell that interacts with the micellar layer. The encapsulation of differently-sized carbohydrates was also studied and allowed to understand the dynamics and stability of the aggregates in such conditions. A W/CO2 microemulsion was prepared using AOT and water in scCO2, with ethanol as cosurfactant. The behaviour of the components of the system at different pressures was assessed and it is likely that above 130 bar reverse microemulsions were achieved. The homogeneity of the system was also determined by NMR. The formation of the gel network by two small molecular organogelators in toluene-d8 was studied by DOSY. A methodology using One-shot DOSY to perform the spectra was designed and applied with success. This yielded an understanding about the role of the solvent and gelator in the aggregation process, as an estimation of the time of gelation.

Bowel preparation for colonoscopy: comparison of mannitol and sodium phosphate. Results of a prospective randomized study

METHOD: Eighty patients were prospectively randomized for precolonoscopic cleansing either with 750 ml of 10% mannitol (Group M) or 180 ml of a sodium phosphate preparation (Group NaP). Laboratory examinations before and after preparation on all patients included hemoglobin, hematocrit, sodium, potassium, phosphorous, calcium and serum osmolarity. A questionnaire was used to assess undesirable side effects and patient tolerance to the solution. The quality of preparation was assessed by the endoscopist who was unaware of the solution employed. RESULTS: Statistically significant changes were verified in serum sodium, phosphorous, potassium and calcium between the two groups, but no clinical symptoms were observed. There were no significant differences in the frequency of side effects studied. Six of the eight patients in Group NaP who had taken mannitol for a previous colonoscopy claimed better acceptance of the sodium phosphate solution. The endoscopic-blinded trial reported excellent or good bowel preparation in 85% prepared with sodium phosphate versus 82.5% for mannitol (p=0.37). CONCLUSIONS: Quality of preparation and frequency of side effects was similar in the two solutions. The smaller volume of sodium phosphate necessary for preparation seems to be related to its favorable acceptance. Nevertheless, the retention of sodium and phosphate ions contraindicates the use of sodium phosphate in patients with renal failure, cirrhosis, ascites, and heart failure.

Comparison of the fluorescent polarization (TDx) and the enzymatic competitive (EMIT 2000) immune assays for the measurement of cyclosporin A blood concentration

Evaluation of Cyclosporin A (CyA) blood concentration is imperative in solid organ transplantation in order to achieve maximal immunosuppression with the least side effects. We compared the results of whole blood concentrations of CyA in 50 blood samples simultaneously evaluated by the fluorescent polarization immune assay (TDx) and the enzymatic competitive immune assay (EMIT 2000). There was a strong correlation between both kits for any range of CyA blood concentration (R=0.99, p<0.001). The within-run and between-days coefficient of variation were less than 4% for both assays. The cost for each CyA measurement was 50% lower for the EMIT assay when compared to the TDx assay. We concluded that the EMIT is as accurate as the TDx in measuring CyA blood concentration and has the advantage of a lower cost, as well as the possibility of widespread access to the EMIT methodology in contrast to the TDx equipment, allowing the laboratory to perform several routines within a working day.

Histological comparison of the alar nasal cartilages in unilateral cleft lip

Patients with unilateral cleft lip display characteristic nasal changes that are independent of the degree of deformity. Defenders of the intrinsic theory consider these deformities to be due to embryogenic alterations of the alar nasal cartilages. Those that propose the extrinsic theory defend the thesis that the deformity is due to disorganization of the perioral muscles deformed by the cleft. The purpose of this study is to contribute histological evidence to help clarify the issue. PATIENTS AND METHODS: Specimens of the lateral portion of both the healthy and the cleft side of the alar cartilages were obtained from 18 patients. These uniformly cut specimens were stained by hematoxylin and eosin. Samples from 2 patients were excluded due to imperfections. The same pathologist examined all the slides. He was unaware of the origins of the specimens; he counted the number of chondrocytes and quantified the cartilage matrixes. RESULTS: All data was analyzed statistically, and no significant statistical differences were apparent, either in the number of chondrocytes or the cartilage matrix between the healthy side and the cleft side. DISCUSSION: These results apparently support the group that defend the extrinsic theory; nevertheless, the doubt about the composition of the cartilage matrix remains, not only concerning the glycosaminoglycans that compose them, but also regarding elastin and collagen and its linkages that can cause different degrees of collagen consistency.

Comparison of catheter-related infection risk in two different long-term venous devices in adult hematology-oncology patients

PURPOSE: Infection is the leading complication of long-term central venous catheters, and its incidence may vary according to catheter type. The objective of this study was to compare the frequency and probability of infection between two types of long-term intravenous devices. METHODS: Retrospective study in 96 onco-hematology patients with partially implanted catheters (n = 55) or completely implanted ones (n = 42). Demographic data and catheter care were similar in both groups. Infection incidence and infection-free survival were used for the comparison of the two devices. RESULTS: In a median follow-up time of 210 days, the catheter-related infection incidence was 0.2102/100 catheter-days for the partially implanted devices and 0.0045/100 catheter-days for the completely implanted devices; the infection incidence rate was 46.7 (CI 95% = 6.2 to 348.8). The 1-year first infection-free survival ratio was 45% versus 97%, and the 1-year removal due to infection-free survival ratio was 42% versus 97% for partially and totally implanted catheters, respectively (P <.001 for both comparisons). CONCLUSION: In the present study, the infection risk was lower in completely implanted devices than in partially implanted ones.

Mapping the Pasture Steppe in Bayankhongor, Mongolia: comparison of classification methods, using Landsat-8 and geophysical data

Grasslands in semi-arid regions, like Mongolian steppes, are facing desertification and degradation processes, due to climate change. Mongolia’s main economic activity consists on an extensive livestock production and, therefore, it is a concerning matter for the decision makers. Remote sensing and Geographic Information Systems provide the tools for advanced ecosystem management and have been widely used for monitoring and management of pasture resources. This study investigates which is the higher thematic detail that is possible to achieve through remote sensing, to map the steppe vegetation, using medium resolution earth observation imagery in three districts (soums) of Mongolia: Dzag, Buutsagaan and Khureemaral. After considering different thematic levels of detail for classifying the steppe vegetation, the existent pasture types within the steppe were chosen to be mapped. In order to investigate which combination of data sets yields the best results and which classification algorithm is more suitable for incorporating these data sets, a comparison between different classification methods were tested for the study area. Sixteen classifications were performed using different combinations of estimators, Landsat-8 (spectral bands and Landsat-8 NDVI-derived) and geophysical data (elevation, mean annual precipitation and mean annual temperature) using two classification algorithms, maximum likelihood and decision tree. Results showed that the best performing model was the one that incorporated Landsat-8 bands with mean annual precipitation and mean annual temperature (Model 13), using the decision tree. For maximum likelihood, the model that incorporated Landsat-8 bands with mean annual precipitation (Model 5) and the one that incorporated Landsat-8 bands with mean annual precipitation and mean annual temperature (Model 13), achieved the higher accuracies for this algorithm. The decision tree models consistently outperformed the maximum likelihood ones.

Comprehensive comparison of a current-source and a voltage-source converter for three-phase EV fast battery chargers

This paper presents a comprehensive comparison of a current-source converter and a voltage-source converter for three-phase electric vehicle (EV) fast battery chargers. Taking into account that the current-source converter (CSC) is a natural buck-type converter, the output voltage can assume a wide range of values, which varies between zero and the maximum instantaneous value of the power grid phase-to-phase voltage. On the other hand, taking into account that the voltage-source converter (VSC) is a natural boost-type converter, the output voltage is always greater than the maximum instantaneous value of the power grid phase-to-phase voltage, and consequently, it is necessary to use a dc-dc buck-type converter for applications as EV fast battery chargers. Along the paper is described in detail the principle of operation of both the CSC and the VSC for EV fast chargers, as well as the main equations of the power theory and current control strategies. The comparison between both converters is mainly established in terms of the total harmonic distortion of the grid current and the estimated efficiency for a range of operation between 10 kW and 50 kW.

Comparison of single and multi-objective evolutionary algorithms for robust link-state routing

Traffic Engineering (TE) approaches are increasingly impor- tant in network management to allow an optimized configuration and resource allocation. In link-state routing, the task of setting appropriate weights to the links is both an important and a challenging optimization task. A number of different approaches has been put forward towards this aim, including the successful use of Evolutionary Algorithms (EAs). In this context, this work addresses the evaluation of three distinct EAs, a single and two multi-objective EAs, in two tasks related to weight setting optimization towards optimal intra-domain routing, knowing the network topology and aggregated traffic demands and seeking to mini- mize network congestion. In both tasks, the optimization considers sce- narios where there is a dynamic alteration in the state of the system, in the first considering changes in the traffic demand matrices and in the latter considering the possibility of link failures. The methods will, thus, need to simultaneously optimize for both conditions, the normal and the altered one, following a preventive TE approach towards robust configurations. Since this can be formulated as a bi-objective function, the use of multi-objective EAs, such as SPEA2 and NSGA-II, came nat- urally, being those compared to a single-objective EA. The results show a remarkable behavior of NSGA-II in all proposed tasks scaling well for harder instances, and thus presenting itself as the most promising option for TE in these scenarios.

Comparison of different numerical methods for the solution of the time-fractional reaction-diffusion equation with variable diffusion coefficient

In this work we perform a comparison of two different numerical schemes for the solution of the time-fractional diffusion equation with variable diffusion coefficient and a nonlinear source term. The two methods are the implicit numerical scheme presented in [M.L. Morgado, M. Rebelo, Numerical approximation of distributed order reaction- diffusion equations, Journal of Computational and Applied Mathematics 275 (2015) 216-227] that is adapted to our type of equation, and a colocation method where Chebyshev polynomials are used to reduce the fractional differential equation to a system of ordinary differential equations

Modelling Amazonian forest eddy covariance data: a comparison of big leaf versus sun/shade models for the C-14 tower at Manaus I. Canopy photosynthesis

In this study, we concentrate on modelling gross primary productivity using two simple approaches to simulate canopy photosynthesis: "big leaf" and "sun/shade" models. Two approaches for calibration are used: scaling up of canopy photosynthetic parameters from the leaf to the canopy level and fitting canopy biochemistry to eddy covariance fluxes. Validation of the models is achieved by using eddy covariance data from the LBA site C14. Comparing the performance of both models we conclude that numerically (in terms of goodness of fit) and qualitatively, (in terms of residual response to different environmental variables) sun/shade does a better job. Compared to the sun/shade model, the big leaf model shows a lower goodness of fit and fails to respond to variations in the diffuse fraction, also having skewed responses to temperature and VPD. The separate treatment of sun and shade leaves in combination with the separation of the incoming light into direct beam and diffuse make sun/shade a strong modelling tool that catches more of the observed variability in canopy fluxes as measured by eddy covariance. In conclusion, the sun/shade approach is a relatively simple and effective tool for modelling photosynthetic carbon uptake that could be easily included in many terrestrial carbon models.

On the Hill estimator: a comparison of methods

Extreme value theory (EVT) deals with the occurrence of extreme phenomena. The tail index is a very important parameter appearing in the estimation of the probability of rare events. Under a semiparametric framework, inference requires the choice of a number k of upper order statistics to be considered. This is the crux of the matter and there is no definite formula to do it, since a small k leads to high variance and large values of k tend to increase the bias. Several methodologies have emerged in literature, specially concerning the most popular Hill estimator (Hill, 1975). In this work we compare through simulation well-known procedures presented in Drees and Kaufmann (1998), Matthys and Beirlant (2000), Beirlant et al. (2002) and de Sousa and Michailidis (2004), with a heuristic scheme considered in Frahm et al. (2005) within the estimation of a different tail measure but with a similar context. We will see that the new method may be an interesting alternative.

Self-narrative reconstruction after dilemma-focused therapy for depression: a comparison of good and poor outcome cases

Objective: The aim of this study is to improve the understanding of self-changes after an intervention for depression focused on implicative dilemmas, a type of cognitive conflict related to identity. As recent research has highlighted the relevance of identity-related dilemmas in clients with depression, we sought to assess the way in which clients resolve such inner conflicts after a tailored dilemma-focused intervention and how this is reflected in the clients’ self-narratives. Method: We used three instruments to observe differences between good (n = 5) and poor (n = 5) outcome cases: (i) the Repertory Grid Technique to track the resolution of dilemmas, (ii) the Change Interview to compile clients’ accounts of changes at posttreatment, and (iii) the Innovative Moments Coding System to examine the emergence of clients’ novelties at the Change Interview. Results: Groups did not differ in terms of the number and relevance of client-identified significantly helpful events. However, between-group differences were found for the resolution of dilemmas and for the proportion of high-level innovative moment (IM) types. Furthermore, a greater self-narrative reconstruction was associated with higher levels of symptom improvement. Conclusions: Good outcome cases seem to be associated with the resolution of conflicts and high-level IMs.

Comparison of oleate conversion under microaerophilic and anaerobic conditions

Excessive accumulation of Long Chain Fatty Acids (LCFA) in methanogenic bioreactors is the cause of process failure associated to a severe decrease in methane production. In particular, fast and persistent accumulation of palmitate is critical and still not elucidated. Aerobes or facultative anaerobes were detected in those reactors, raising new questions on LCFA biodegradation. To get insight into the influence of oxygen, two bioreactors were operated under microaerophilic and anaerobic conditions, with oleate at 1 and 4 gCOD/(L d). Palmitate accumulated up to 2 and 16 gCOD/L in the anaerobic and microaerophilic reactor, respectively, which shows the importance of oxygen in this conversion. A second experiment was designed to understand the dynamics of oleate to palmitate conversion. A CSTR and a PFR were assembled in series and fed with oleate under microaerophilic conditions. HRT from 6 to 24 h were applied in the CSTR, and 14 to 52 min in the PFR. In the PFR a biofilm was formed where palmitate accounted for 82% of total LCFA. Pseudomonas was the predominant genus (42 %) in this biofilm, highlighting the role of aerobic and facultative anaerobic bacteria in LCFA bioconversion.