937 resultados para Algoritmic pairs trading, statistical arbitrage, Kalman filter, mean reversion.


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Predicted area under curve (AUC), mean transit time (MTT) and normalized variance (CV2) data have been compared for parent compound and generated metabolite following an impulse input into the liver, Models studied were the well-stirred (tank) model, tube model, a distributed tube model, dispersion model (Danckwerts and mixed boundary conditions) and tanks-in-series model. It is well known that discrimination between models for a parent solute is greatest when the parent solute is highly extracted by the liver. With the metabolite, greatest model differences for MTT and CV2 occur when parent solute is poorly extracted. In all cases the predictions of the distributed tube, dispersion, and tasks-in-series models are between the predictions of the rank and tube models. The dispersion model with mixed boundary conditions yields identical predictions to those for the distributed tube model (assuming an inverse gaussian distribution of tube transit times). The dispersion model with Danckwerts boundary conditions and the tanks-in series models give similar predictions to the dispersion (mixed boundary conditions) and the distributed tube. The normalized variance for parent compound is dependent upon hepatocyte permeability only within a distinct range of permeability values. This range is similar for each model but the order of magnitude predicted for normalized variance is model dependent. Only for a one-compartment system is the MIT for generated metabolite equal to the sum of MTTs for the parent compound and preformed metabolite administered as parent.

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The hepatic disposition and metabolite kinetics of a homologous series of diflunisal O-acyl esters (acetyl, butanoyl, pentanoyl, anti hexanoyl) were determined using a single-pass perfused in situ rat liver preparation. The experiments were conducted using 2% BSA Krebs-Henseleit buffer (pH 7.4), and perfusions were performed at 30 mL/min in each liver. O-Acyl esters of diflunisal and pregenerated diflunisal were injected separately into the portal vein. The venous outflow samples containing the esters and metabolite diflunisal were analyzed by high performance liquid chromatography (HPLC). The normalized outflow concentration-time profiles for each parent ester and the formed metabolite, diflunisal, were analyzed using statistical moments analysis and the two-compartment dispersion model. Data (presented as mean +/- standard error for triplicate experiments) was compared using ANOVA repeated measures, significance level P < 0.05. The hepatic availability (AUC'), the fraction of the injected dose recovered in the outflowing perfusate, for O-acetyldiflunisal (C2D = 0.21 +/- 0.03) was significantly lower than the other esters (0.34-0.38). However, R-N/f(u), the removal efficiency number R-N divided by the unbound fraction in perfusate f(u), which represents the removal efficiency of unbound ester by the liver, was significantly higher for the most lipophilic ester (O-hexanoyldiflunisal, C6D = 16.50 +/- 0.22) compared to the other members of the series (9.57 to 11.17). The most lipophilic ester, C6D, had the largest permeability surface area (PS) product (94.52 +/- 38.20 mt min-l g-l liver) and tissue distribution value VT (35.62 +/- 11.33 mL g(-1) liver) in this series. The MTT of these O-acyl esters of diflunisal were not significantly different from one another. However, the metabolite diflunisal MTTs tended to increase with the increase in the parent ester lipophilicity (11.41 +/- 2.19 s for C2D to 38.63 +/- 9.81 s for C6D). The two-compartment dispersion model equations adequately described the outflow profiles for the parent esters and the metabolite diflunisal formed from the O-acyl esters of diflunisal in the liver.

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Multiple sampling is widely used in vadose zone percolation experiments to investigate the extent in which soil structure heterogeneities influence the spatial and temporal distributions of water and solutes. In this note, a simple, robust, mathematical model, based on the beta-statistical distribution, is proposed as a method of quantifying the magnitude of heterogeneity in such experiments. The model relies on fitting two parameters, alpha and zeta to the cumulative elution curves generated in multiple-sample percolation experiments. The model does not require knowledge of the soil structure. A homogeneous or uniform distribution of a solute and/or soil-water is indicated by alpha = zeta = 1, Using these parameters, a heterogeneity index (HI) is defined as root 3 times the ratio of the standard deviation and mean. Uniform or homogeneous flow of water or solutes is indicated by HI = 1 and heterogeneity is indicated by HI > 1. A large value for this index may indicate preferential flow. The heterogeneity index relies only on knowledge of the elution curves generated from multiple sample percolation experiments and is, therefore, easily calculated. The index may also be used to describe and compare the differences in solute and soil-water percolation from different experiments. The use of this index is discussed for several different leaching experiments. (C) 1999 Elsevier Science B.V. All rights reserved.

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Objective: From Census data, to document the distribution of general practitioners in Australia and to estimate the number of general practitioners needed to achieve an equitable distribution accounting for community health need. Methods: Data on location of general practitioners, population size and crude mortality by statistical division (SD) were obtained from the Australian Bureau of Statistics. The number of patients per general practitioner by SD was calculated and plotted. Using crude mortality to estimate community health need, a ratio of the number of general practitioners per person:mortality was calculated for all Australia and for each SD (the Robin Hood Index). From this, the number of general practitioners needed to achieve equity was calculated. Results: In all, 26,290 general practitioners were identified in 57 SDs. The mean number of people per general practitioner is 707, ranging from 551 to 1887. Capital city SDs have most favourable ratios. The Robin Hood Index for Australia is 1, and ranges from 0.32 (relatively under-served) to 2.46 (relatively over-served). Twelve SDs (21%) including all capital cities and 65% of all Australians, have a Robin Hood Index > 1. To achieve equity per capita 2489 more general practitioners (10% of the current workforce) are needed. To achieve equity by the Robin Hood Index 3351 (13% of the current workforce) are needed. Conclusions: The distribution of general practitioners in Australia is skewed. Nonmetropolitan areas are relatively underserved. Census data and the Robin Hood Index could provide a simple means of identifying areas of need in Australia.

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The temperature dependence of the transport properties of the metallic phase of a frustrated Hubbard model on the hypercubic lattice at half-filling is calculated. Dynamical mean-held theory, which maps the Hubbard model onto a single impurity,Anderson model that is solved self-consistently, and becomes exact in the limit of large dimensionality, is used. As the temperature increases there is a smooth crossover from coherent Fermi liquid excitations at low temperatures to incoherent excitations at high temperatures. This crossover leads to a nonmonotonic temperature dependence for the resistance, thermopower, and Hall coefficient, unlike in conventional metals. The resistance smoothly increases from a quadratic temperature dependence at low temperatures to large values which can exceed the Mott-Ioffe-Regel value ha/e(2) (where a is a lattice constant) associated with mean free paths less than a lattice constant. Further signatures of the thermal destruction of quasiparticle excitations are a peak in the thermopower and the absence of a Drude peak in the optical conductivity. The results presented here are relevant to a wide range of strongly correlated metals, including transition metal oxides, strontium ruthenates, and organic metals.

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Objective. A 6 month prospective randomized double blind study was conducted to investigate hydroxychloroquine dose concentration-effect relationships in people with rheumatoid arthritis. Methods. Patients were randomized in 2 groups: one group received 200 mg hydroxychloroquine sulfate daily (A) and one group received 400 mg daily (B). Each month, 8 disease variables were assessed, adverse events recorded, and hydroxychloroquine blood concentrations determined. Results. Twenty-three patients were included: 10 in group A and 13 in group B. After 6 months of therapy, a significant improvement in disease activity was noted for 6 criteria with no statistical differences between groups: pain (assessed by a visual analog scale), joint scores (swelling and tenderness), impairment in daily Living activity (18 activities graded 0 to 8), patient assessment of disease state, and erythrocyte sedimentation rate. Hydroxychloroquine steady-state blood concentrations (Month 6) were significantly different between groups (mean +/- SD): 450.6 +/- 285.3 ng/ml (A) vs 870.3 +/- 329.3 ng/ml(B) (p = 0.0001). Steady-state concentrations were correlated with the daily dose (r = 0.63, p = 0.005), the improvement in activity of daily living (r = 0.49, p = 0.03), and the improvement in joint tenderness score (r = 0.47, p = 0.038). Conclusion. The data indicate that hydroxychloroquine is an effective therapy, but there were no further improvements observed in the group receiving 400 mg daily compared to those receiving 200 mg. There were some correlations between hydroxychloroquine steady-state blood concentrations and effects.

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We previously described significant changes in GH-binding protein (GHBP) in pathological human pregnancy. There was a substantial elevation of GHBP in cases of noninsulin-dependent diabetes mellitus and a reduction in insulin-dependent diabetes mellitus. GHBP has the potential to modulate the proportion of free placental GH (PGH) and hence the impact on the maternal GH/insulin-like growth factor I (IGF-I) axis, fetal growth, and maternal glycemic status. The present study was undertaken to investigate the relationship among glycemia, GHBP, and PGH during pregnancy and to assess the impact of GHBP on the concentration of free PGH. We have extended the analysis of specimens to include measurements of GHBP, PGH, IGF-I, IGF-II, IGF-binding protein-1 (IGFBP-1), IGFSP-2, and IGFBP-3 and have related these to maternal characteristics, fetal growth, and glycemia. The simultaneous measurement of GHBP and PGH has for the first time allowed calculation of the free component of PGH and correlation of the free component to indexes of fetal growth and other endocrine markers. PGH, free PGH, IGF-I, and IGF-II were substantially decreased in IUGR at 28-30 weeks gestation (K28) and 36-38 weeks gestation (K36). The mean concentration (+/-SEM) of total PGH increased significantly from K28 to K36 (30.0 +/- 2.2 to 50.7 +/- 6.2 ng/mL; n = 40), as did the concentration of free PGH (23.4 +/- 2.3 to 43.7 +/- 6.0 ng/mL; n = 38). The mean percentage of free PGH was significantly less in IUGR than in normal subjects (67% vs. 79%; P < 0.01). Macrosomia was associated with an increase in these parameters that did not reach statistical significance. Multiple regression analysis revealed that PGH/IGF-I and IGFBP-5 account for 40% of the variance in birth weight. IGFBP-3 showed a significant correlation with IGF-I, IGF-II, and free and total PGK at K28 and K36. Noninsulin-dependent diabetes mellitus patients had a lower mean percentage of free PGH (65%; P < 0.01), and insulin-dependent diabetics had a higher mean percentage of free PGH (87%; P < 0.01) than normal subjects. Mean postprandial glucose at K28 correlated positively with PGH and free PGH (consistent with the hyperglycemic action of GH). GHBP correlated negatively with both postprandial and fasting glucose. Although GHBP correlated negatively with PGH (r = -0.52; P

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OBJECTIVE: To describe variation in all cause and selected cause-specific mortality rates across Australia. METHODS: Mortality and population data for 1997 were obtained from the Australian Bureau of Statistics. All cause and selected cause-specific mortality rates were calculated and directly standardised to the 1997 Australian population in 5-year age groups. Selected major causes of death included cancer, coronary artery disease, cerebrovascular disease, diabetes, accidents and suicide. Rates are reported by statistical division, and State and Territory. RESULTS: All cause age-standardised mortality was 6.98 per 1000 in 1997 and this varied 2-fold from a low in the statistical division of Pilbara, Western Australia (5.78, 95% confidence interval 5.06-6.56), to a high in Northern Territory-excluding Darwin (11.30, 10.67-11.98). Similar mortality variation (all p&lt;0.0001) exists for cancer (1.01-2.23 per 1000) and coronary artery disease (0.99-2.23 per 1000), the two biggest killers. Larger variation (all p&lt;0.0001) exists for cerebrovascular disease (0.7-11.8 per 10,000), diabetes (0.7-6.9 per 10,000), accidents (1.7-7.2 per 10,000) and suicide (0.6-3.8 per 10,000). Less marked variation was observed when analysed by State and Territory. but Northern Territory consistently has the highest age-standardised mortality rates. CONCLUSIONS: Analysed by statistical division, substantial mortality gradients exist across Australia, suggesting an inequitable distribution of the determinants of health. Further research is required to better understand this heterogeneity.

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Objective: To document trends in the distribution of general practitioners (GPs) in Australia between 1986 and 1996, adjusted for community need. Methods: Data on the location of GPs, population size and crude mortality in statistical divisions (SD) were obtained from the Australian Bureau of Statistics Census of Population and Housing in 1986 and 1996. From these data, we calculated measures of distribution equality (number of people sharing each GP in each SD) and distribution equity (number of people sharing each GP divided by the crude mortality rate; the Robin Hood Index), and analysed temporal changes in the distribution of GPs. Results: Nationally the number of people sharing each GP fell 11% from 1,038 in 1986 to 921 in 1996. However, in 41 of 57 SDs (72%, p=0.01) the number of people sharing a GP actually increased over this time, and the average Robin Hood Index across SDs fell from 0.943 to 0.783 (p=0.004), indicating increasingly inequitable distribution. Comparing the Robin Hood index values of all SDs ranked in pairs, the value fell in 53 of 57 (93%, p&lt;0.001) paired SDs over the decade. These patterns demonstrate increasing inequity over the decade. The number of people sharing each GP was consistently and substantially lower in the capital city SDs and the Robin Hood Index values were consistently and substantially higher (overserved) compared with country SDs. Conclusions: Despite there being more GPs per capita in Australia, their distribution became increasingly unequal and inequitable between 1986 and 1996, such that rural and remote areas became increasingly poorly served.

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In this paper, the minimum-order stable recursive filter design problem is proposed and investigated. This problem is playing an important role in pipeline implementation sin signal processing. Here, the existence of a high-order stable recursive filter is proved theoretically, in which the upper bound for the highest order of stable filters is given. Then the minimum-order stable linear predictor is obtained via solving an optimization problem. In this paper, the popular genetic algorithm approach is adopted since it is a heuristic probabilistic optimization technique and has been widely used in engineering designs. Finally, an illustrative example is sued to show the effectiveness of the proposed algorithm.

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Small area health statistics has assumed increasing importance as the focus of population and public health moves to a more individualised approach of smaller area populations. Small populations and low event occurrence produce difficulties in interpretation and require appropriate statistical methods, including for age adjustment. There are also statistical questions related to multiple comparisons. Privacy and confidentiality issues include the possibility of revealing information on individuals or health care providers by fine cross-tabulations. Interpretation of small area population differences in health status requires consideration of migrant and Indigenous composition, socio-economic status and rural-urban geography before assessment of the effects of physical environmental exposure and services and interventions. Burden of disease studies produce a single measure for morbidity and mortality - disability adjusted life year (DALY) - which is the sum of the years of life lost (YLL) from premature mortality and the years lived with disability (YLD) for particular diseases (or all conditions). Calculation of YLD requires estimates of disease incidence (and complications) and duration, and weighting by severity. These procedures often mean problematic assumptions, as does future discounting and age weighting of both YLL and YLD. Evaluation of the Victorian small area population disease burden study presents important cross-disciplinary challenges as it relies heavily on synthetic approaches of demography and economics rather than on the empirical methods of epidemiology. Both empirical and synthetic methods are used to compute small area mortality and morbidity, disease burden, and then attribution to risk factors. Readers need to examine the methodology and assumptions carefully before accepting the results.

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Since dilute Bose gas condensates were first experimentally produced, the Gross-Pitaevskii equation has been successfully used as a descriptive tool. As a mean-field equation, it cannot by definition predict anything about the many-body quantum statistics of condensate. We show here that there are a class of dynamical systems where it cannot even make successful predictions about the mean-field behavior, starting with the process of evaporative cooling by which condensates are formed. Among others are parametric processes, such as photoassociation and dissociation of atomic and molecular condensates.

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This article deals with the efficiency of fractional integration parameter estimators. This study was based on Monte Carlo experiments involving simulated stochastic processes with integration orders in the range]-1,1[. The evaluated estimation methods were classified into two groups: heuristics and semiparametric/maximum likelihood (ML). The study revealed that the comparative efficiency of the estimators, measured by the lesser mean squared error, depends on the stationary/non-stationary and persistency/anti-persistency conditions of the series. The ML estimator was shown to be superior for stationary persistent processes; the wavelet spectrum-based estimators were better for non-stationary mean reversible and invertible anti-persistent processes; the weighted periodogram-based estimator was shown to be superior for non-invertible anti-persistent processes.

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In a decentralized setting the game-theoretical predictions are that only strong blockings are allowed to rupture the structure of a matching. This paper argues that, under indifferences, also weak blockings should be considered when these blockings come from the grand coalition. This solution concept requires stability plus Pareto optimality. A characterization of the set of Pareto-stable matchings for the roommate and the marriage models is provided in terms of individually rational matchings whose blocking pairs, if any, are formed with unmatched agents. These matchings always exist and give an economic intuition on how blocking can be done by non-trading agents, so that the transactions need not be undone as agents reach the set of stable matchings. Some properties of the Pareto-stable matchings shared by the Marriage and Roommate models are obtained.

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Ancestry informative markers (AIMs) are genetic loci with large frequency differences between the major ethnic groups and are very useful in admixture estimation. However, their frequencies are poorly known within South American indigenous populations, making it difficult to use them in admixture studies with Latin American populations, such as the trihybrid Brazilian population. To minimize this problem, the frequencies of the AIMs FY-null RB2300, LPL, AT3-1/1), Sb19.3, APO, and PV92 were determined via PCR and PCR-RFLP in four tribes from Brazilian Amazon (Tikuna, Kashinawa, Baniwa, and Kanamari), to evaluate their potential for discriminating indigenous populations from Europeans and Africans, as well as discriminating each tribe from the others. Although capable of differentiating tribes, as evidenced by the exact test of population differentiation, a neighbor-joining tree suggests that the AIMs are useless in obtaining reliable reconstructions of the biological relationships and evolutionary history that characterize the villages and tribes studied. The mean allele frequencies from these AIMs were very similar to those observed for North American natives. They discriminated Amerindians from Africans, but not from Europeans. On the other hand, the neighbor-joining dendrogram separated Africans and Europeans from Amerindians with a high statistical support (bootstrap = 0.989). The relatively low diversity (GST = 0.042) among North American natives and Amerindians from Brazilian Amazon agrees with the lack of intra-ethnic variation previously reported for these markers. Despite genetic drift effects, the mean allelic frequencies herein presented could be used as Amerindian parental frequencies in admixture estimates in urban Brazilian populations.