Separation and hedging results with state-contingent production

A state-contingent model of production under uncertainty is developed and compared with more traditional models of production under uncertainty. Producer behaviour with both production and price risk, in the presence and in the absence of futures and forward markets, is analysed in this state-contingent framework. Conditions for the optimal hedge to be positive or negative are derived. We also show that, under plausible conditions, a risk-averse producer facing price uncertainty and the ability to hedge price risk will never willingly adopt a nonstochastic technology. New separation results, which hold in the presence of both price and production risk, are then developed. These separation results generalize Townsend's spanning results by reducing the number of necessary forward markets by one.

Molecular motion in miscible polymer blends .1. Motion in blends of PEO and PVPh studied by solid-state C-13 T-1 rho measurements

Changes in molecular motion in blends of PEO-PVPh have been studied using measurements of C-13 T-1 rho relaxation times. C-13 T-1 rho relaxation has been confirmed as arising from spin-lattice interactions by observation of the variation in T-1 rho with rf field strength and temperature. In the pure homopolymers a minimum in T-1 rho is observed at ca. 50 K above the glass transition temperatures detected by DSC. After blending, the temperature of the minimum in T-1 rho for PEO increased, while that for PVPh decreased, however, the minima, which correspond to the temperatures where the average correlation times for reorientation are close to 3.1 mu s, are separated by 45 K (in a 45% PEO-PVPh blend). These phenomena are explained in terms of the local nature of T-1 rho measurements. The motions of the individual homopolymer chains are only partially coupled in the blend. A short T-1 rho has been observed for protonated aromatic carbons, and assigned to phenyl rings undergoing large-angle oscillatory motion, The effects of blending, and temperature, on the proportion of rings undergoing oscillatory motion are analyzed.

Evaluating SVM and MLDA in the extraction of discriminant regions for mental state prediction

Pattern recognition methods have been successfully applied in several functional neuroimaging studies. These methods can be used to infer cognitive states, so-called brain decoding. Using such approaches, it is possible to predict the mental state of a subject or a stimulus class by analyzing the spatial distribution of neural responses. In addition it is possible to identify the regions of the brain containing the information that underlies the classification. The Support Vector Machine (SVM) is one of the most popular methods used to carry out this type of analysis. The aim of the current study is the evaluation of SVM and Maximum uncertainty Linear Discrimination Analysis (MLDA) in extracting the voxels containing discriminative information for the prediction of mental states. The comparison has been carried out using fMRI data from 41 healthy control subjects who participated in two experiments, one involving visual-auditory stimulation and the other based on bimanual fingertapping sequences. The results suggest that MLDA uses significantly more voxels containing discriminative information (related to different experimental conditions) to classify the data. On the other hand, SVM is more parsimonious and uses less voxels to achieve similar classification accuracies. In conclusion, MLDA is mostly focused on extracting all discriminative information available, while SVM extracts the information which is sufficient for classification. (C) 2009 Elsevier Inc. All rights reserved.

Structure optimization combining soft-core interaction functions, the diffusion equation method, and molecular dynamics

Smoothing the potential energy surface for structure optimization is a general and commonly applied strategy. We propose a combination of soft-core potential energy functions and a variation of the diffusion equation method to smooth potential energy surfaces, which is applicable to complex systems such as protein structures; The performance of the method was demonstrated by comparison with simulated annealing using the refinement of the undecapeptide Cyclosporin A as a test case. Simulations were repeated many times using different initial conditions and structures since the methods are heuristic and results are only meaningful in a statistical sense.

Optimal quantum trajectories for discrete measurements

Using the method of quantum trajectories we show that a known pure state can be optimally monitored through time when subject to a sequence of discrete measurements. By modifying the way that we extract information from the measurement apparatus we can minimize the average algorithmic information of the measurement record, without changing the unconditional evolution of the measured system. We define an optimal measurement scheme as one which has the lowest average algorithmic information allowed. We also show how it is possible to extract information about system operator averages from the measurement records and their probabilities. The optimal measurement scheme, in the limit of weak coupling, determines the statistics of the variance of the measured variable directly. We discuss the relevance of such measurements for recent experiments in quantum optics.

The Potential Impact of Using Donations After Cardiac Death on the Liver Transplantation Program and Waiting List in the State of Sao Paulo, Brazil

Liver transplantation was first performed at the University of Sao Paulo School of Medicine in 1968. Since then, the patient waiting list for liver transplantation has increased at a rate of 150 new cases per month. Liver transplantation itself rose 1.84-fold (from 160 to 295) from 1988 to 2004. However, the number of patients on the liver waiting list jumped 2.71-fold (from 553 to 1500). Consequently, the number of deaths on the liver waiting list moved to a higher level, from 321 to 671, increasing 2.09-fold. We have applied a mathematical model to analyze the potential impact of using a donation after cardiac death (DCD) policy on our liver transplantation program and on the waiting list. Five thousand one hundred people died because of accidents and other violent causes in our state in 2004; of these, only 295 were donors of liver grafts that were transplanted. The model assumed that 5% of these grafts would have been DCD. We found a relative reduction of 27% in the size of the liver transplantation waiting list if DCD had been used by assuming that 248 additional liver transplants would have been performed annually. In conclusion, the use of DCD in our transplantation program would reduce the pressure on our liver transplantation waiting list, reducing it by at least 27%. On the basis of this model, the projected number of averted deaths is about 41,487 in the next 20 years. Liver Transpl 14:1732-1736, 2008. (C) 2008 AASLD.

A Bayesian approach to fuzzy hypotheses testing for the estimation of optimal age for vaccination against measles

Fuzzy Bayesian tests were performed to evaluate whether the mother`s seroprevalence and children`s seroconversion to measles vaccine could be considered as ""high"" or ""low"". The results of the tests were aggregated into a fuzzy rule-based model structure, which would allow an expert to influence the model results. The linguistic model was developed considering four input variables. As the model output, we obtain the recommended age-specific vaccine coverage. The inputs of the fuzzy rules are fuzzy sets and the outputs are constant functions, performing the simplest Takagi-Sugeno-Kang model. This fuzzy approach is compared to a classical one, where the classical Bayes test was performed. Although the fuzzy and classical performances were similar, the fuzzy approach was more detailed and revealed important differences. In addition to taking into account subjective information in the form of fuzzy hypotheses it can be intuitively grasped by the decision maker. Finally, we show that the Bayesian test of fuzzy hypotheses is an interesting approach from the theoretical point of view, in the sense that it combines two complementary areas of investigation, normally seen as competitive. (C) 2007 IMACS. Published by Elsevier B.V. All rights reserved.

Profiles of functional deficits in mild cognitive impairment and dementia: benefits from objective measurement

The magnitude Of functional impairment that may indicate the threshold between MCI and incipient Alzheimer`s disease (AD) has not been clearly defined. The objective was to examine the pattern of functional impairment in the continuum MCI-AD. Eighty-nine older adults (32 cognitively unimpaired, 31 MCI, and 26 AD patients) were examined with the Brazilian version of the Direct Assessment of Functional Status (DAFS-BR) at a University-based memory clinic. MCI patients were sub-divided according to the progression to AD upon follow-up, and had baseline cognitive, functional and biological variables analyzed. MCI patients displayed mild deficits in functional abilities, with intermediate scores as compared to controls and AD. The DAFS-BR items that differentiated MCI from controls involved the ability to deal with finances and shopping skills. At baseline, scores obtained by MCI patients who converted to AD were not significantly different from scores of nonconverters. The magnitude of functional deficits was associated with AD-like pathological findings in the CSF. In conclusion, MCI patients present with early functional changes in complex, instrumental abilities that require the integrity of memory and executive functions. The objective measurement of the functional state may help identify older adults with increased risk of developing dementia in the MCI-AD continuum. (JINS, 2010, 16, 297-305.)

State-dependent microstructural white matter changes in bipolar I depression

Abnormalities in fronto-limbic-striatal white matter (WM) have been reported in bipolar disorder (BD), but results have been inconsistent across studies. Furthermore, there have been no detailed investigations as to whether acute mood states contribute to microstructural changes in WM tracts. In order to compare fiber density and structural integrity within WM tracts between BD depression and remission, whole-brain fractional anisotropy (FA) and mean diffusivity (MD) were assessed in 37 bipolar I disorder (BD-I) patients (16 depressed and 21 remitted), and 26 healthy individuals with diffusion tensor imaging. Significantly decreased FA and increased MD in bilateral prefronto-limbic-striatal white matter and right inferior fronto-occipital, superior and inferior longitudinal fasciculi were shown in all BD-I patients versus controls, as well as in depressed BD-I patients compared to both controls and remitted BD-I patients. Depressed BD-I patients also exhibited increased FA in the ventromedial prefrontal cortex. Remitted BD-I patients did not differ from controls in FA or MD. These findings suggest that BD-I depression may be associated with acute microstructural WM changes.

Limitations of the Mini-Mental State Examination for screening dementia in a community with low socioeconomic status

The Mini-Mental State Examination (MMSE) is the most widely used instrument for the screening of cognitive impairment worldwide, but its ability to produce valid estimates of dementia in populations of low socioeconomic status and minimal literacy skills has not been adequately established. The authors investigated the psychometric properties of the MMSE in a community-based sample of older Brazilians. Cross-sectional one-phase population-based study of all residents of pre-defined areas of the city of Sao Paulo, aged 65 years or over. The Brazilian version of the MMSE was compared with DSM-IV diagnosis of dementia assessed with a harmonized one-phase procedure developed by the 10/66 Dementia Research Group. Analyses were performed with 1,933 participants of the SPAH study. Receiver operating characteristic analysis showed that the MMSE cut-point of 14/15 was associated with 78.7% sensitivity and 77.8% specificity for the diagnosis of dementia amongst participants with no formal education, and the cut-point 17/18 with 91.9% sensitivity and 89.5% specificity for those with at least 1 year of formal education (areas under the curves 0.87 and 0.94, respectively; P = 0.03). Even with these best fitting cut-points, the MMSE estimate of the prevalence of dementia was four times higher than determined by the DSM-IV criteria. Education, age, sex and income influenced MMSE scores, independently of dementia caseness. The MMSE is an adequate tool for screening dementia in older adults with minimum literacy skills, but misclassification is unacceptably high for older adults who are illiterate, which has serious consequences for research and clinical practice in low and middle income countries, where the proportion of illiteracy among older adults is high.

Cognitive training increases platelet PLA(2) activity in healthy elderly subjects

Phospholipases A(2) (PLA(2)) are ubiquitous enzymes involved in membrane fatty acid metabolism and intracellular signalling. Recent studies have shown that PLA(2) subtypes are implicated in the modulation of pathways related to memory acquisition and retrieval. We investigated the effects of cognitive training on platelet PLA(2) activity in healthy elderly individuals. Twenty-three cognitively unimpaired older adults were randomly assigned to receive memory training or standard outpatient care only. Both groups were cognitively assessed by the same protocol, and the experimental group (EG) underwent a four-session memory training intervention. Pre- and post-test measures included prose and list recall, WAIS-III digit symbol, strategy use measures and platelet PLA(2) group activity. After cognitive training, patients in the EG group had significant increase in cytosolic, calcium-dependent PLA(2) (cPLA(2)), extracellular (or secreted), calcium-dependent PLA(2) (sPLA(2)), total platelet PLA(2) activity, and significant decrease in platelet calcium-independent PLA(2) (iPLA(2)) activity. Our results suggest that memory training may have a modulating effect in PLA(2)-mediated biological systems associated with cognitive functions and neurodegenerative diseases. (c) 2008 Elsevier Ltd. All rights reserved.