942 resultados para equilibrium asset pricing models with latent variables
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We study charmed baryon resonances that are generated dynamically within a unitary meson-baryon coupled-channel model that treats the heavy pseudoscalar and vector mesons on equal footing as required by heavy-quark symmetry. It is an extension of recent SU(4) models with t-channel vector-meson exchanges to an SU(8) spin-flavor scheme, but differs considerably from the SU(4) approach in how the strong breaking of the flavor symmetry is implemented. Some of our dynamically generated states can be readily assigned to recently observed baryon resonances, while others do not have a straightforward identification and require the compilation of more data as well as an extension of the model to d-wave meson-baryon interactions and p-wave coupling in the neglected s- and u-channel diagrams. Of several novelties, we find that the Delta c(2595), which emerged as a ND quasibound state within the SU(4) approaches, becomes predominantly a ND* quasibound state in the present SU(8) scheme.
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We study whether the neutron skin thickness Δrnp of 208Pb originates from the bulk or from the surface of the nucleon density distributions, according to the mean-field models of nuclear structure, and find that it depends on the stiffness of the nuclear symmetry energy. The bulk contribution to Δrnp arises from an extended sharp radius of neutrons, whereas the surface contribution arises from different widths of the neutron and proton surfaces. Nuclear models where the symmetry energy is stiff, as typical of relativistic models, predict a bulk contribution in Δrnp of 208Pb about twice as large as the surface contribution. In contrast, models with a soft symmetry energy like common nonrelativistic models predict that Δrnp of 208Pb is divided similarly into bulk and surface parts. Indeed, if the symmetry energy is supersoft, the surface contribution becomes dominant. We note that the linear correlation of Δrnp of 208Pb with the density derivative of the nuclear symmetry energy arises from the bulk part of Δrnp. We also note that most models predict a mixed-type (between halo and skin) neutron distribution for 208Pb. Although the halo-type limit is actually found in the models with a supersoft symmetry energy, the skin-type limit is not supported by any mean-field model. Finally, we compute parity-violating electron scattering in the conditions of the 208Pb parity radius experiment (PREX) and obtain a pocket formula for the parity-violating asymmetry in terms of the parameters that characterize the shape of the 208Pb nucleon densities.
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Studies on water retention and availability are scarce for subtropical or humid temperate climate regions of the southern hemisphere. The aims of this study were to evaluate the relations of the soil physical, chemical, and mineralogical properties with water retention and availability for the generation and validation of continuous point pedotransfer functions (PTFs) for soils of the State of Santa Catarina (SC) in the South of Brazil. Horizons of 44 profiles were sampled in areas under different cover crops and regions of SC, to determine: field capacity (FC, 10 kPa), permanent wilting point (PWP, 1,500 kPa), available water content (AW, by difference), saturated hydraulic conductivity, bulk density, aggregate stability, particle size distribution (seven classes), organic matter content, and particle density. Chemical and mineralogical properties were obtained from the literature. Spearman's rank correlation analysis and path analysis were used in the statistical analyses. The point PTFs for estimation of FC, PWP and AW were generated for the soil surface and subsurface through multiple regression analysis, followed by robust regression analysis, using two sets of predictive variables. Soils with finer texture and/or greater organic matter content retain more moisture, and organic matter is the property that mainly controls the water availability to plants in soil surface horizons. Path analysis was useful in understanding the relationships between soil properties for FC, PWP and AW. The predictive power of the generated PTFs to estimate FC and PWP was good for all horizons, while AW was best estimated by more complex models with better prediction for the surface horizons of soils in Santa Catarina.
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BACKGROUND: The aim of this study was to explore the predictive value of longitudinal self-reported adherence data on viral rebound. METHODS: Individuals in the Swiss HIV Cohort Study on combined antiretroviral therapy (cART) with RNA <50 copies/ml over the previous 3 months and who were interviewed about adherence at least once prior to 1 March 2007 were eligible. Adherence was defined in terms of missed doses of cART (0, 1, 2 or >2) in the previous 28 days. Viral rebound was defined as RNA >500 copies/ml. Cox regression models with time-independent and -dependent covariates were used to evaluate time to viral rebound. RESULTS: A total of 2,664 individuals and 15,530 visits were included. Across all visits, missing doses were reported as follows: 1 dose 14.7%, 2 doses 5.1%, >2 doses 3.8% taking <95% of doses 4.5% and missing > or =2 consecutive doses 3.2%. In total, 308 (11.6%) patients experienced viral rebound. After controlling for confounding variables, self-reported non-adherence remained significantly associated with the rate of occurrence of viral rebound (compared with zero missed doses: 1 dose, hazard ratio [HR] 1.03, 95% confidence interval [CI] 0.72-1.48; 2 doses, HR 2.17, 95% CI 1.46-3.25; >2 doses, HR 3.66, 95% CI 2.50-5.34). Several variables significantly associated with an increased risk of viral rebound irrespective of adherence were identified: being on a protease inhibitor or triple nucleoside regimen (compared with a non-nucleoside reverse transcriptase inhibitor), >5 previous cART regimens, seeing a less-experienced physician, taking co-medication, and a shorter time virally suppressed. CONCLUSIONS: A simple self-report adherence questionnaire repeatedly administered provides a sensitive measure of non-adherence that predicts viral rebound.
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ABSTRACT: INTRODUCTION: Lipoprotein-associated phospholipase A2 (Lp-PLA2) is a circulating enzyme with pro-inflammatory and oxidative activities associated with cardiovascular disease and ischemic stroke. While high plasma Lp-PLA2 activity was reported as a risk factor for dementia in the Rotterdam study, no association between Lp-PLA2 mass and dementia or Alzheimer's disease (AD) was detected in the Framingham study. The objectives of the current study were to explore the relationship of plasma Lp-PLA2 activity with cognitive diagnoses (AD, amnestic mild cognitive impairment (aMCI), and cognitively healthy subjects), cardiovascular markers, cerebrospinal fluid (CSF) markers of AD, and apolipoprotein E (APOE) genotype. METHODS: Subjects with mild AD (n = 78) and aMCI (n = 59) were recruited from the Memory Clinic, University Hospital, Basel, Switzerland; cognitively healthy subjects (n = 66) were recruited from the community. Subjects underwent standardised medical, neurological, neuropsychological, imaging, genetic, blood and CSF evaluation. Differences in Lp-PLA2 activity between the cognitive diagnosis groups were tested with ANOVA and in multiple linear regression models with adjustment for covariates. Associations between Lp-PLA2 and markers of cardiovascular disease and AD were explored with Spearman's correlation coefficients. RESULTS: There was no significant difference in plasma Lp-PLA2 activity between AD (197.1 (standard deviation, SD 38.4) nmol/min/ml) and controls (195.4 (SD 41.9)). Gender, statin use and low-density lipoprotein cholesterol (LDL) were independently associated with Lp-PLA2 activity in multiple regression models. Lp-PLA2 activity was correlated with LDL and inversely correlated with high-density lipoprotein (HDL). AD subjects with APOE-ε4 had higher Lp-PLA2 activity (207.9 (SD 41.2)) than AD subjects lacking APOE-ε4 (181.6 (SD 26.0), P = 0.003) although this was attenuated by adjustment for LDL (P = 0.09). No strong correlations were detected for Lp-PLA2 activity and CSF markers of AD. CONCLUSION: Plasma Lp-PLA2 was not associated with a diagnosis of AD or aMCI in this cross-sectional study. The main clinical correlates of Lp-PLA2 activity in AD, aMCI and cognitively healthy subjects were variables associated with lipid metabolism.
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A new conceptualization of the investments is defended in accordance with the nature of the uncertainty. The results of this conceptualization offer a theory of the investment compatible with the concept of intrinsec value that is been able expressed in mathematical model. This model is an alternative to the named 'pricing models'.
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La regressió basada en distàncies és un mètode de predicció que consisteix en dos passos: a partir de les distàncies entre observacions obtenim les variables latents, les quals passen a ser els regressors en un model lineal de mínims quadrats ordinaris. Les distàncies les calculem a partir dels predictors originals fent us d'una funció de dissimilaritats adequada. Donat que, en general, els regressors estan relacionats de manera no lineal amb la resposta, la seva selecció amb el test F usual no és possible. En aquest treball proposem una solució a aquest problema de selecció de predictors definint tests estadístics generalitzats i adaptant un mètode de bootstrap no paramètric per a l'estimació dels p-valors. Incluim un exemple numèric amb dades de l'assegurança d'automòbils.
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Remote sensing using airborne imaging spectroscopy (AIS) is known to retrieve fundamental optical properties of ecosystems. However, the value of these properties for predicting plant species distribution remains unclear. Here, we assess whether such data can add value to topographic variables for predicting plant distributions in French and Swiss alpine grasslands. We fitted statistical models with high spectral and spatial resolution reflectance data and tested four optical indices sensitive to leaf chlorophyll content, leaf water content and leaf area index. We found moderate added-value of AIS data for predicting alpine plant species distribution. Contrary to expectations, differences between species distribution models (SDMs) were not linked to their local abundance or phylogenetic/functional similarity. Moreover, spectral signatures of species were found to be partly site-specific. We discuss current limits of AIS-based SDMs, highlighting issues of scale and informational content of AIS data.
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Abstract In social insects, workers perform a multitude of tasks, such as foraging, nest construction, and brood rearing, without central control of how work is allocated among individuals. It has been suggested that workers choose a task by responding to stimuli gathered from the environment. Response-threshold models assume that individuals in a colony vary in the stimulus intensity (response threshold) at which they begin to perform the corresponding task. Here we highlight the limitations of these models with respect to colony performance in task allocation. First, we show with analysis and quantitative simulations that the deterministic response-threshold model constrains the workers' behavioral flexibility under some stimulus conditions. Next, we show that the probabilistic response-threshold model fails to explain precise colony responses to varying stimuli. Both of these limitations would be detrimental to colony performance when dynamic and precise task allocation is needed. To address these problems, we propose extensions of the response-threshold model by adding variables that weigh stimuli. We test the extended response-threshold model in a foraging scenario and show in simulations that it results in an efficient task allocation. Finally, we show that response-threshold models can be formulated as artificial neural networks, which consequently provide a comprehensive framework for modeling task allocation in social insects.
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Regulatory gene networks contain generic modules, like those involving feedback loops, which are essential for the regulation of many biological functions (Guido et al. in Nature 439:856-860, 2006). We consider a class of self-regulated genes which are the building blocks of many regulatory gene networks, and study the steady-state distribution of the associated Gillespie algorithm by providing efficient numerical algorithms. We also study a regulatory gene network of interest in gene therapy, using mean-field models with time delays. Convergence of the related time-nonhomogeneous Markov chain is established for a class of linear catalytic networks with feedback loops.
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Rapid diagnosis of active Mycobacterium tuberculosis (Mtb) infection remains a clinical and laboratory challenge. We have analyzed the cytokine profile (interferon-γ (IFN-γ), tumor necrosis factor-α (TNF-α) and interleukin-2 (IL-2)) of Mtb-specific T cells by polychromatic flow cytometry. We studied Mtb-specific CD4(+) T cell responses in subjects with latent Mtb infection and active tuberculosis disease. The results showed substantial increase in the proportion of single-positive TNF-α Mtb-specific CD4(+) T cells in subjects with active disease, and this parameter was the strongest predictor of diagnosis of active disease versus latent infection. We validated the use of this parameter in a cohort of 101 subjects with tuberculosis diagnosis unknown to the investigator. The sensitivity and specificity of the flow cytometry-based assay were 67% and 92%, respectively, the positive predictive value was 80% and the negative predictive value was 92.4%. Therefore, the proportion of single-positive TNF-α Mtb-specific CD4(+) T cells is a new tool for the rapid diagnosis of active tuberculosis disease.
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The present study discusses retention criteria for principal components analysis (PCA) applied to Likert scale items typical in psychological questionnaires. The main aim is to recommend applied researchers to restrain from relying only on the eigenvalue-than-one criterion; alternative procedures are suggested for adjusting for sampling error. An additional objective is to add evidence on the consequences of applying this rule when PCA is used with discrete variables. The experimental conditions were studied by means of Monte Carlo sampling including several sample sizes, different number of variables and answer alternatives, and four non-normal distributions. The results suggest that even when all the items and thus the underlying dimensions are independent, eigenvalues greater than one are frequent and they can explain up to 80% of the variance in data, meeting the empirical criterion. The consequences of using Kaiser"s rule are illustrated with a clinical psychology example. The size of the eigenvalues resulted to be a function of the sample size and the number of variables, which is also the case for parallel analysis as previous research shows. To enhance the application of alternative criteria, an R package was developed for deciding the number of principal components to retain by means of confidence intervals constructed about the eigenvalues corresponding to lack of relationship between discrete variables.
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Depth-averaged velocities and unit discharges within a 30 km reach of one of the world's largest rivers, the Rio Parana, Argentina, were simulated using three hydrodynamic models with different process representations: a reduced complexity (RC) model that neglects most of the physics governing fluid flow, a two-dimensional model based on the shallow water equations, and a three-dimensional model based on the Reynolds-averaged Navier-Stokes equations. Row characteristics simulated using all three models were compared with data obtained by acoustic Doppler current profiler surveys at four cross sections within the study reach. This analysis demonstrates that, surprisingly, the performance of the RC model is generally equal to, and in some instances better than, that of the physics based models in terms of the statistical agreement between simulated and measured flow properties. In addition, in contrast to previous applications of RC models, the present study demonstrates that the RC model can successfully predict measured flow velocities. The strong performance of the RC model reflects, in part, the simplicity of the depth-averaged mean flow patterns within the study reach and the dominant role of channel-scale topographic features in controlling the flow dynamics. Moreover, the very low water surface slopes that typify large sand-bed rivers enable flow depths to be estimated reliably in the RC model using a simple fixed-lid planar water surface approximation. This approach overcomes a major problem encountered in the application of RC models in environments characterised by shallow flows and steep bed gradients. The RC model is four orders of magnitude faster than the physics based models when performing steady-state hydrodynamic calculations. However, the iterative nature of the RC model calculations implies a reduction in computational efficiency relative to some other RC models. A further implication of this is that, if used to simulate channel morphodynamics, the present RC model may offer only a marginal advantage in terms of computational efficiency over approaches based on the shallow water equations. These observations illustrate the trade off between model realism and efficiency that is a key consideration in RC modelling. Moreover, this outcome highlights a need to rethink the use of RC morphodynamic models in fluvial geomorphology and to move away from existing grid-based approaches, such as the popular cellular automata (CA) models, that remain essentially reductionist in nature. In the case of the world's largest sand-bed rivers, this might be achieved by implementing the RC model outlined here as one element within a hierarchical modelling framework that would enable computationally efficient simulation of the morphodynamics of large rivers over millennial time scales. (C) 2012 Elsevier B.V. All rights reserved.
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Aims :¦Several studies have questioned the validity of separating the diagnosis of alcohol abuse from that of alcohol dependence, and the DSM-5 task force has proposed combining the criteria from these two diagnoses to assess a single category of alcohol use disorders (AUD). Furthermore, the DSM-5 task force has proposed including a new 2-symptom threshold and a severity scale based on symptom counts for the AUD diagnosis. The current study aimed to examine these modifications in a large population-based sample.¦Method :¦Data stemmed from an adult sample (N=2588 ; mean age 51.3 years (s.d.: 0.2), 44.9% female) of current and lifetime drinkers from the PsyCoLaus study, conducted in the Lausanne area in Switzerland. AUDs and validating variables were assessed using a semi-structured diagnostic interview for the assessment of alcohol¦and other major psychiatric disorders. First, the adequacy of the proposed 2- symptom threshold was tested by comparing threshold models at each possible cutoff and a linear model, in relation to different validating variables. The model with the smallest Akaike Criterion Information (AIC) value was established as the best¦model for each validating variable. Second, models with varying subsets of individual AUD symptoms were created to assess the associations between each symptom and the validating variables. The subset of symptoms with the smallest AIC value was established as the best subset for each validator.¦Results :¦1) For the majority of validating variables, the linear model was found to be the best fitting model. 2) Among the various subsets of symptoms, the symptoms most frequently associated with the validating variables were : a) drinking despite having knowledge of a physical or psychological problem, b) having had a persistent desire or unsuccessful efforts to cut down or control drinking and c) craving. The¦least frequent symptoms were : d) drinking in larger amounts or over a longer period than was intended, e) spending a great deal of time in obtaining, using or recovering from alcohol use and f) failing to fulfill major role obligations.¦Conclusions :¦The proposed DSM-5 2-symptom threshold did not receive support in our data. Instead, a linear AUD diagnosis was supported with individuals receiving an increasingly severe AUD diagnosis. Moreover, certain symptoms were more frequently associated with the validating variables, which suggests that these¦symptoms should be considered as more severe.
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Four classes of variables are apparent in the problem of scour around bridge piers and abutments--geometry of piers and abutments, stream-flow characteristics, sediment characteristics, and geometry of site. The laboratory investigation, from its inception, has been divided into four phases based on these classes. In each phase the variables in three of the classes are held constant and those in the pertinent class are varied. To date, the first three phases have been studied. Typical scour bole patterns related to the geometry of the pier or abutment have been found. For equilibrium conditions of scour with uniform sand, the velocity of flow and the sand size do not appear to have any measurable effects on the depth of scour. This result is especially encouraging in the search for correlation between model and prototype since it would indicate that, primarily, only the depth of flow might be involved in the scale effect. The technique of model testing has been simplified, therefore, because rate of sediment transportation does not need to be scaled. Prior to the establishment of equilibrium conditions, however, depths of scour in excess of those for equilibrium conditions have been found. A concept of active scour as an imbalance between sediment transport capacity and rate of sediment supply has been used to explain the laboratory observations.