981 resultados para optimal hedge ratio


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Recent optimizations of NMR spectroscopy have focused their attention on innovations in new hardware, such as novel probes and higher field strengths. Only recently has the potential to enhance the sensitivity of NMR through data acquisition strategies been investigated. This thesis has focused on the practice of enhancing the signal-to-noise ratio (SNR) of NMR using non-uniform sampling (NUS). After first establishing the concept and exact theory of compounding sensitivity enhancements in multiple non-uniformly sampled indirect dimensions, a new result was derived that NUS enhances both SNR and resolution at any given signal evolution time. In contrast, uniform sampling alternately optimizes SNR (t < 1.26T2) or resolution (t~3T2), each at the expense of the other. Experiments were designed and conducted on a plant natural product to explore this behavior of NUS in which the SNR and resolution continue to improve as acquisition time increases. Possible absolute sensitivity improvements of 1.5 and 1.9 are possible in each indirect dimension for matched and 2x biased exponentially decaying sampling densities, respectively, at an acquisition time of ¿T2. Recommendations for breaking into the linear regime of maximum entropy (MaxEnt) are proposed. Furthermore, examination into a novel sinusoidal sampling density resulted in improved line shapes in MaxEnt reconstructions of NUS data and comparable enhancement to a matched exponential sampling density. The Absolute Sample Sensitivity derived and demonstrated here for NUS holds great promise in expanding the adoption of non-uniform sampling.

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The signal-to-noise ratio of a monoexponentially decaying signal exhibits a maximum at an evolution time of approximately 1.26 T-2. It has previously been thought that there is no closed-form solution to express this maximum. We report in this note that this maximum can be represented in a specific, analytical closed form in terms of the negative real branch of an inverse function known as the Lambert W function. The Lambert function is finding increasing use in the solution of problems in a variety of areas in the physical sciences. (C) 2014 Wiley Periodicals, Inc.

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Objective: We compare the prognostic strength of the lymph node ratio (LNR), positive lymph nodes (+LNs) and collected lymph nodes (LNcoll) using a time-dependent analysis in colorectal cancer patients stratified by mismatch repair (MMR) status. Method: 580 stage III-IV patients were included. Multivariable Cox regression analysis and time-dependent receiver operating characteristic (tROC) curve analysis were performed. The Area under the Curve (AUC) over time was compared for the three features. Results were validated on a second cohort of 105 stage III-IV patients. Results: The AUC for the LNR was 0.71 and outperformed + LNs and LNcoll by 10–15 % in both MMR-proficient and deficient cancers. LNR and + LNs were both significant (p<0.0001) in multivariable analysis but the effect was considerably stronger for the LNR [LNR: HR=5.18 (95 % CI: 3.5–7.6); +LNs=1.06 (95 % CI: 1.04–1.08)]. Similar results were obtained for patients with >12 LNcoll. An optimal cut off score for LNR=0.231 was validated on the second cohort (p<0.001). Conclusion: The LNR outperforms the + LNs and LNcoll even in patients with >12 LNcoll. Its clinical value is not confounded by MMR status. A cut-of score of 0.231 may best stratify patients into prognostic subgroups and could be a basis for the future prospective analysis of the LNR.

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OBJECTIVE: To investigate predictors of continued HIV RNA viral load suppression in individuals switched to abacavir (ABC), lamivudine (3TC) and zidovudine (ZDV) after successful previous treatment with a protease inhibitor or non-nucleoside reverse transcriptase inhibitor-based combination antiretroviral therapy. DESIGN AND METHODS: An observational cohort study, which included individuals in the Swiss HIV Cohort Study switching to ABC/3TC/ZDV following successful suppression of viral load. The primary endpoint was time to treatment failure defined as the first of the following events: two consecutiveviral load measurements > 400 copies/ml under ABC/3TC/ZDV, one viral load measurement > 400 copies/ml and subsequent discontinuation of ABC/3TC/ZDV within 3 months, AIDS or death. RESULTS: We included 495 individuals; 47 experienced treatment failure in 1459 person-years of follow-up [rate = 3.22 events/100 person-years; 95% confidence interval (95% CI), 2.30-4.14]. Of all failures, 62% occurred in the first year after switching to ABC/3TC/ZDV. In a Cox regression analysis, treatment failure was independently associated with earlier exposure to nucleoside reverse transcriptase inhibitor (NRTI) mono or dual therapy [hazard ratio (HR), 8.02; 95% CI, 4.19-15.35) and low CD4 cell count at the time of the switch (HR, 0.66; 95% CI, 0.51-0.87 by +100 cells/microl up to 500 cells/microl). In patients without earlier exposure to mono or dual therapy, AIDS prior to switch to simplified maintenance therapy was an additional risk factor. CONCLUSIONS: The failure rate was low in patients with suppressed viral load and switch to ABC/3TC/ZDV treatment. Patients with earlier exposure to mono or dual NRTI therapy, low CD4 cell count at time of switch, or AIDS are at increased risk of treatment failure, limiting the use of ABC/3TC/ZDV in these patient groups.

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BACKGROUND Surgical site infections are the most common hospital-acquired infections among surgical patients. The administration of surgical antimicrobial prophylaxis reduces the risk of surgical site infections . The optimal timing of this procedure is still a matter of debate. While most studies suggest that it should be given as close to the incision time as possible, others conclude that this may be too late for optimal prevention of surgical site infections. A large observational study suggests that surgical antimicrobial prophylaxis should be administered 74 to 30 minutes before surgery. The aim of this article is to report the design and protocol of a randomized controlled trial investigating the optimal timing of surgical antimicrobial prophylaxis.Methods/design: In this bi-center randomized controlled trial conducted at two tertiary referral centers in Switzerland, we plan to include 5,000 patients undergoing general, oncologic, vascular and orthopedic trauma procedures. Patients are randomized in a 1:1 ratio into two groups: one receiving surgical antimicrobial prophylaxis in the anesthesia room (75 to 30 minutes before incision) and the other receiving surgical antimicrobial prophylaxis in the operating room (less than 30 minutes before incision). We expect a significantly lower rate of surgical site infections with surgical antimicrobial prophylaxis administered more than 30 minutes before the scheduled incision. The primary outcome is the occurrence of surgical site infections during a 30-day follow-up period (one year with an implant in place). When assuming a 5 surgical site infection risk with administration of surgical antimicrobial prophylaxis in the operating room, the planned sample size has an 80% power to detect a relative risk reduction for surgical site infections of 33% when administering surgical antimicrobial prophylaxis in the anesthesia room (with a two-sided type I error of 5%). We expect the study to be completed within three years. DISCUSSION The results of this randomized controlled trial will have an important impact on current international guidelines for infection control strategies in the hospital. Moreover, the results of this randomized controlled trial are of significant interest for patient safety and healthcare economics.Trial registration: This trial is registered on ClinicalTrials.gov under the identifier NCT01790529.

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Many attempts have already been made to detect exomoons around transiting exoplanets, but the first confirmed discovery is still pending. The experiences that have been gathered so far allow us to better optimize future space telescopes for this challenge already during the development phase. In this paper we focus on the forthcoming CHaraterising ExOPlanet Satellite (CHEOPS), describing an optimized decision algorithm with step-by-step evaluation, and calculating the number of required transits for an exomoon detection for various planet moon configurations that can be observable by CHEOPS. We explore the most efficient way for such an observation to minimize the cost in observing time. Our study is based on PTV observations (photocentric transit timing variation) in simulated CHEOPS data, but the recipe does not depend on the actual detection method, and it can be substituted with, e.g., the photodynamical method for later applications. Using the current state-of-the-art level simulation of CHEOPS data we analyzed transit observation sets for different star planet moon configurations and performed a bootstrap analysis to determine their detection statistics. We have found that the detection limit is around an Earth-sized moon. In the case of favorable spatial configurations, systems with at least a large moon and a Neptune-sized planet, an 80% detection chance requires at least 5-6 transit observations on average. There is also a nonzero chance in the case of smaller moons, but the detection statistics deteriorate rapidly, while the necessary transit measurements increase quickly. After the CoRoT and Kepler spacecrafts, CHEOPS will be the next dedicated space telescope that will observe exoplanetary transits and characterize systems with known Doppler-planets. Although it has a smaller aperture than Kepler (the ratio of the mirror diameters is about 1/3) and is mounted with a CCD that is similar to Kepler's, it will observe brighter stars and operate with larger sampling rate; therefore, the detection limit for an exomoon can be the same as or better, which will make CHEOPS a competitive instruments in the quest for exomoons.

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A recent study by Pichugin et al. recall the Hemp’s solution for uniform load of 1974, showing that if allowable tensile and compressive stresses are unequal then the Hemp’s arch is optimal provided the ratio of stresses falls within a certain interval. This work is undoubtedly an important pass forward to find an optimal solution for the mathematical problem stated by Hemp. Furthermore, the Authors suggest that their optimal solutions are potentially reasonable from a practical perspective for materials with more allowable compressive stress than tensile one, as this kind of materials used to be not too much expensive. In this paper we profoundly analyse the solutions of the Authors from this practical perspective finding that the original Hemp’s solution —albeit sub-optimal for the mathematical problem— leads to real designs that are more efficient than the theoretic optimal solutions of the Authors.We show that the reasons for this shocking fact has to do with the class of problems considered by Hemp and the Authors.

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This paper proposes a quiet zone probing approach which deals with low dynamic range quiet zone acquisitions. Lack of dynamic range is a feature of millimeter and sub-millimeter wavelength technologies. It is consequence of the gradually smaller power generated by the instrumentation, that follows a f^α law with frequency, being α≥1 variable depending on the signal source’s technology. The proposed approach is based on an optimal data reduction scenario which redounds in a maximum signal to noise ratio increase for the signal pattern, with minimum information losses. After theoretical formulation, practical applications of the technique are proposed.

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Two experiments were conducted to estimate the standardized ileal digestible (SID) Trp:Lys ratio requirement for growth performance of nursery pigs. Experimental diets were formulated to ensure that lysine was the second limiting AA throughout the experiments. In Exp. 1 (6 to 10 kg BW), 255 nursery pigs (PIC 327 × 1050, initially 6.3 ± 0.15 kg, mean ± SD) arranged in pens of 6 or 7 pigs were blocked by pen weight and assigned to experimental diets (7 pens/diet) consisting of SID Trp:Lys ratios of 14.7%, 16.5%, 18.4%, 20.3%, 22.1%, and 24.0% for 14 d with 1.30% SID Lys. In Exp. 2 (11 to 20 kg BW), 1,088 pigs (PIC 337 × 1050, initially 11.2 kg ± 1.35 BW, mean ± SD) arranged in pens of 24 to 27 pigs were blocked by average pig weight and assigned to experimental diets (6 pens/diet) consisting of SID Trp:Lys ratios of 14.5%, 16.5%, 18.0%, 19.5%, 21.0%, 22.5%, and 24.5% for 21 d with 30% dried distillers grains with solubles and 0.97% SID Lys. Each experiment was analyzed using general linear mixed models with heterogeneous residual variances. Competing heteroskedastic models included broken-line linear (BLL), broken-line quadratic (BLQ), and quadratic polynomial (QP). For each response, the best-fitting model was selected using Bayesian information criterion. In Exp. 1 (6 to 10 kg BW), increasing SID Trp:Lys ratio linearly increased (P < 0.05) ADG and G:F. For ADG, the best-fitting model was a QP in which the maximum ADG was estimated at 23.9% (95% confidence interval [CI]: [<14.7%, >24.0%]) SID Trp:Lys ratio. For G:F, the best-fitting model was a BLL in which the maximum G:F was estimated at 20.4% (95% CI: [14.3%, 26.5%]) SID Trp:Lys. In Exp. 2 (11 to 20 kg BW), increasing SID Trp:Lys ratio increased (P < 0.05) ADG and G:F in a quadratic manner. For ADG, the best-fitting model was a QP in which the maximum ADG was estimated at 21.2% (95% CI: [20.5%, 21.9%]) SID Trp:Lys. For G:F, BLL and BLQ models had comparable fit and estimated SID Trp:Lys requirements at 16.6% (95% CI: [16.0%, 17.3%]) and 17.1% (95% CI: [16.6%, 17.7%]), respectively. In conclusion, the estimated SID Trp:Lys requirement in Exp. 1 ranged from 20.4% for maximum G:F to 23.9% for maximum ADG, whereas in Exp. 2 it ranged from 16.6% for maximum G:F to 21.2% for maximum ADG. These results suggest that standard NRC (2012) recommendations may underestimate the SID Trp:Lys requirement for nursery pigs from 11 to 20 kg BW.

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Póster presentado en Escape 22, European Symposium on Computer Aided Process Engineering, University College London, UK, 17-20 June 2012.

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and human capital externalities. Because of such externalities, education investment is too low and fertility is too high. While education subsidies are the conventional means to deal with these problems, we show that the optimal policy also comprises debt even when distortionary taxes are used. The reason is that debt tips the usual trade-off between children's quantity and quality in favor of the latter by increasing the bequest cost of children. The optimal debt-output ratio exceeds 10% for plausible parameterization. (C) 2002 Elsevier B.V. All rights reserved.

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We present a novel method, called the transform likelihood ratio (TLR) method, for estimation of rare event probabilities with heavy-tailed distributions. Via a simple transformation ( change of variables) technique the TLR method reduces the original rare event probability estimation with heavy tail distributions to an equivalent one with light tail distributions. Once this transformation has been established we estimate the rare event probability via importance sampling, using the classical exponential change of measure or the standard likelihood ratio change of measure. In the latter case the importance sampling distribution is chosen from the same parametric family as the transformed distribution. We estimate the optimal parameter vector of the importance sampling distribution using the cross-entropy method. We prove the polynomial complexity of the TLR method for certain heavy-tailed models and demonstrate numerically its high efficiency for various heavy-tailed models previously thought to be intractable. We also show that the TLR method can be viewed as a universal tool in the sense that not only it provides a unified view for heavy-tailed simulation but also can be efficiently used in simulation with light-tailed distributions. We present extensive simulation results which support the efficiency of the TLR method.

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Optical coherence tomography (OCT) is an emerging coherence-domain technique capable of in vivo imaging of sub-surface structures at millimeter-scale depth. Its steady progress over the last decade has been galvanized by a breakthrough detection concept, termed spectral-domain OCT, which has resulted in a dramatic improvement of the OCT signal-to-noise ratio of 150 times demonstrated for weakly scattering objects at video-frame-rates. As we have realized, however, an important OCT sub-system remains sub-optimal: the sample arm traditionally operates serially, i.e. in flying-spot mode. To realize the full-field image acquisition, a Fourier holography system illuminated with a swept-source is employed instead of a Michelson interferometer commonly used in OCT. The proposed technique, termed Fourier-domain OCT, offers a new leap in signal-to-noise ratio improvement, as compared to flying-spot OCT systems, and represents the main thrust of this paper. Fourier-domain OCT is described, and its basic theoretical aspects, including the reconstruction algorithm, are discussed. (C) 2004 Elsevier B.V. All rights reserved.

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Objective. To determine the cost-effectiveness of averting the burden of disease. We used secondary population data and metaanalyses of various government-funded services and interventions to investigate the costs and benefits of various levels of treatment for rheumatoid arthritis (RA) and osteoarthritis (OA) in adults using a burden of disease framework. Method. Population burden was calculated for both diseases in the absence of any treatment as years lived with disability (YLD), ignoring the years of life lost. We then estimated the proportion of burden averted with current interventions, the proportion that could be averted with optimally implemented cut-rent evidence-based guidelines, and the direct treatment cost-effectiveness ratio in dollars per YLD averted for both treatment levels. Results. The majority of people with arthritis sought medical treatment. Current treatment for RA averted 26% of the burden, with a cost-effectiveness ratio of $19,000 per YLD averted. Optimal, evidence-based treatment would avert 48% of the burden. with a cost-effectiveness ratio of $12,000 per YLD averted. Current treatment of OA in Australia averted 27% of the burden, with a cost-effectiveness ratio of $25,000 per YLD averted. Optimal, evidence-based treatment would avert 39% of the burden, with an unchanged cost-effectiveness ratio of $25,000 per YLD averted. Conclusion. While the precise dollar costs in each country will differ, the relativities at this level of coverage should remain the same. There is no evidence that closing the gap between evidence and practice would result in a drop in efficiency.

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This paper describes investigations into an optimal transmission scheme for a multiple input multiple output (MIMO) system operating in a Rician fading environment. The considerations are reduced to determining a covariance matrix of transmitted signals which maximizes the MIMO capacity under the condition that the receiver has perfect knowledge of the channel while the transmitter has the information about selected statistical quantities which are measured at the receiver. An optimal covariance matrix, which requires information of the Rice factor and the signal to noise ratio, is determined. The transmission scheme relying on the choice of the proposed covariance matrix outperforms the other transmission schemes which were reported earlier in the literature. The proposed scheme realizes an upper bound limit for the MIMO capacity under arbitrary Rician fading conditions. ©2005 IEEE