983 resultados para Mean-Reverting Process
Resumo:
We carried out a descriptive, retrospective study with a sample side of 121 patients with Legión® prosthesis replacement in our Vírgen del Rocío hospital area, in the city of Seville, from May of 2008 until March of 2011. This study included epidemiological data as well as technical information about the process performed, including post-operative pain, mobility and functional results using a functional assessment scale and series of radiological studies. Average follow-up was 19 months, with a mean age of 71 years and 87% women. We obtained an average of 20.41º for articular balance obtained, correction of prior deformities by restoring the tibia-femoral axis to the anatomic e balance articular angle; we resolved bone loss prior to replacement and carried out an adequate balance of the inter-lineal joint. 66% of the patients continued with no post-operative pain, with the other 33% reporting slight to moderate pain. With regards to pain at the point of the stem, we have found no significant relationship with the incidence angle of the stem on the cortical or with the type of cement. We observed a 74% rate of intervention without complications, with complications being rupture of the patellar tendon in one patient, one case of peri-prosthesis fracture, two iatrogenic avulsion fractures of the anterior tibial tuberosity and seven infections (4 were diagnosed previously).
Resumo:
Peri-urban infestations with triatomine bugs, their sources and their dynamics have rarely been investigated. Here, we corroborated the reported occurrence of Triatoma infestans in a peri-urban area and in neighbouring rural houses in Pampa del Indio, in the Argentine Chaco, and identified its putative sources using spatial analysis and demographic questionnaires. Peri-urban householders reported that 10% of their premises had triatomines, whereas T. infestans was collected by timed manual searches or community-based surveillance in only nine (3%) houses. Trypanosoma cruzi-infected T. infestans and Triatoma sordida were collected indoors only in peri-urban houses and were infected with TcV and TcI, respectively. The triatomines fed on chickens, cats and humans. Peri-urban infestations were most frequent in a squatter settlement and particularly within the recently built mud houses of rural immigrants, with large-sized households, more dogs and cats and more crowding. Several of the observed infestations were most likely associated with passive bug transport from other sources and with active bug dispersal from neighbouring foci. Thus, the households in the squatter settlement were at a greater risk of bug invasion and colonisation. In sum, the incipient process of domestic colonisation and transmission, along with persistent rural-to-urban migratory flows and unplanned urbanisation, indicate the need for active vector surveillance and control actions at the peri-urban interface of the Gran Chaco.
Resumo:
Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of one of the biggest financial markets such as the New York Stock Exchange (NYSE). However, there is not a signi cant amount of academic literature devoted to it due to the private nature of investment banks and hedge funds. This projects aims to review the literature and discuss the models available in a subject that publications are scarce and infrequently. We review the basic and fundamental mathematical concepts needed for modeling financial markets such as: stochastic processes, stochastic integration and basic models for prices and spreads dynamics necessary for building quantitative strategies. We also contrast these models with real market data with minutely sampling frequency from the Dow Jones Industrial Average (DJIA). Quantitative strategies try to exploit two types of behavior: trend following or mean reversion. The former is grouped in the so-called technical models and the later in the so-called pairs trading. Technical models have been discarded by financial theoreticians but we show that they can be properly cast into a well defined scientific predictor if the signal generated by them pass the test of being a Markov time. That is, we can tell if the signal has occurred or not by examining the information up to the current time; or more technically, if the event is F_t-measurable. On the other hand the concept of pairs trading or market neutral strategy is fairly simple. However it can be cast in a variety of mathematical models ranging from a method based on a simple euclidean distance, in a co-integration framework or involving stochastic differential equations such as the well-known Ornstein-Uhlenbeck mean reversal ODE and its variations. A model for forecasting any economic or financial magnitude could be properly defined with scientific rigor but it could also lack of any economical value and be considered useless from a practical point of view. This is why this project could not be complete without a backtesting of the mentioned strategies. Conducting a useful and realistic backtesting is by no means a trivial exercise since the \laws" that govern financial markets are constantly evolving in time. This is the reason because we make emphasis in the calibration process of the strategies' parameters to adapt the given market conditions. We find out that the parameters from technical models are more volatile than their counterpart form market neutral strategies and calibration must be done in a high-frequency sampling manner to constantly track the currently market situation. As a whole, the goal of this project is to provide an overview of a quantitative approach to investment reviewing basic strategies and illustrating them by means of a back-testing with real financial market data. The sources of the data used in this project are Bloomberg for intraday time series and Yahoo! for daily prices. All numeric computations and graphics used and shown in this project were implemented in MATLAB^R scratch from scratch as a part of this thesis. No other mathematical or statistical software was used.
Resumo:
The aim of this experimental study is to evaluate the feasibility and the outcome of total endovascular stent implantation in the aortic arch. Indications for this operation-technique would be acute or chronic dissection of the aortic arch (non-A-non-B dissection) or type B dissection with retrograde extension. Four pigs were canulated via the distal abdominal aorta and a retrograde placement of a Djumbodis arch stent (4-9 cm) was controlled by using intravascular ultrasound and intracardiac ultrasound by the inferior cava vein and under radioscopic control. Cerebral perfusion, by using a flow meter placed on one prepared carotid artery, were controlled before, immediate post-procedural (<1 min), and in the early follow-up after aortic arch stent implantation. During the implantation process, especially during balloon inflation and deflation, mean carotid perfusion decreases slightly. A reactive increase of carotid perfusion after stent placements indicates transitory cerebral hypo-perfusion. Non-covered aortic arch stent implantation is technically feasible and could be a potential treatment option in otherwise inoperable arch dissections. The time required for balloon inflation and deflation causes an important risk of cerebral ischemia. The latter can be reduced by transaxillary perfusion.
Resumo:
In this study we evaluate the dynamics of the biophile element phosphorus (P) in the catchment and proglacial areas of the Rhone and Oberaar glaciers (central Switzerland). We analysed erosion and dissolution rates of P-containing minerals in the subglacial environment by sampling water and suspended sediment in glacier outlets during three ablation and two accumulation seasons. We also quantified biogeochemical weathering rates of detrital P in proglacial sedimentary deposits using two chronosequences of samples of fresh, suspended, material obtained from the Oberaar and Rhone water outlets, Little-Ice-Age (LIA) moraines and Younger Dryas (YD) tills in each catchment. Subglacial P weathering is mainly a physical process and detrital P represents more than 99%, of the precipitation-corrected total P denudation flux (234 and 540 kg km(-2) yr(-1) for the Rhone and Oberaar catchments, respectively). The calculated detrital P flux rates are three to almost five times higher than the world average flux. The precipitation-corrected soluble reactive P (SRP) flux corresponds to 1.88-1.99 kg km(-2) yr(-1) (Rhone) and 2.12-2.44 kg km(-2) yr(-1) (Oberaar), respectively. These fluxes are comparable to those of tropical rivers draining transport-limited, tectonically inactive weathering areas. In order to evaluate the efficiency of detrital P weathering in the Rhone and Oberaar proglacial areas, we systematically graded apatite grains extracted from the chronosequence in each catchment relative to weathering-induced changes in their surface morphologies (grades 1-4). Fresh apatite grains are heavily indented and dissolution rounded (grade 1). LIA grains from two 0-10 cm deep moraine samples show extensive dissolution etching, similar to surface grains from the YD profile (mean grades 2.7, 3.5 and 3.5, respectively). In these proglacial deposits, the weathering front deepens progressively as a function of time due to biocorrosion in the evolving acidic pedosphere, with mechanical indentations on grains acting as sites of preferential dissolution. We also measured iron-bound, organic and detrital P concentrations in the chronosequence and show that organic and iron-bound P has almost completely replaced detrital P in the top layers of the YD profiles. Detrital P weathering rates are calculated as 3 10 and 280 kg km(-2) yr(-1) for LIA moraines and 10 kg km(-2) yr(-1) for YD tills. During the first 300 years of glacial sediment exposure P dissolution rates are shown to be approximately 70 times higher than the mean global dissolved P flux from ice-free continents. After 11.6 kyr the flux is 2.5 times the global mean. These data strengthen the argument for substantial changes in the global dissolved P flux on glacial-interglacial timescales. A crude extrapolation from the data described here suggests that the global dissolved P flux may increase by 40-45% during the first few hundred years of a deglaciation phase
Resumo:
The protective effect of infectious agents against allergic reactions has been thoroughly investigated. Current studies have demonstrated the ability of some helminths to modulate the immune response of infected hosts. The objective of the present study was to investigate the relationship between Toxocara canis infection and the development of an allergic response in mice immunised with ovalbumin (OVA). We determined the total and differential blood and bronchoalveolar lavage fluid cells using BALB/c mice as a model. To this end, the levels of interleukin (IL)-4, IL-5 and IL-10 and anti-OVA-IgE were measured using an ELISA. The inflammatory process in the lungs was observed using histology slides stained with haematoxylin and eosin. The results showed an increase in the total number of leukocytes and eosinophils in the blood of infected and immunised animals at 18 days after infection. We observed a slight lymphocytic inflammatory infiltrate in the portal space in all infected mice. Anti-OVA-IgE levels were detected in smaller proportions in the plasma of immunised and infected mice compared with mice that were only infected. Therefore, we concluded that T. canis potentiates inflammation in the lungs in response to OVA, although anti-OVA-IgE levels suggest a potential reduction of the inflammatory process through this mechanism.
Resumo:
BACKGROUND The purpose of the present study is to translate and validate the "Hip and Knee Outcomes Questionnaire", developed in English, into Spanish. The 'Hip and Knee Outcomes Questionnaire is a questionnaire planned to evaluate the impact in quality of life of any problem related to the human musculoskeletal system. 10 scientific associations developed it. METHODS The questionnaire underwent a validated translation/retro-translation process. Patients undergoing primary knee arthroplasty, before and six months postoperative, tested the final version in Spanish. Psychometric properties of feasibility, reliability, validity and sensitivity to change were assessed. Convergent validity with SF-36 and WOMAC questionnaires was evaluated. RESULTS 316 patients were included. Feasibility: a high number of missing items in questions 3, 4 and 5 were observed. The number of patients with a missing item was 171 (51.35%) in the preoperative visit and 139 (44.0%) at the postoperative. Internal validity: revision of coefficients in the item-rest correlation recommended removing question 6 during the preoperative visit (coefficient <0.20). Convergent validity: coefficients of correlation with WOMAC and SF-36 scales confirm the questionnaire's validity. Sensitivity to change: statistically significant differences were found between the mean scores of the first visit compared to the postoperative. CONCLUSION The proposed translation to Spanish of the 'Hip and Knee Questionnaire' is found to be reliable, valid and sensible to changes produced at the clinical practice of patients undergoing primary knee arthroplasty. However, some changes at the completion instructions are recommended. LEVEL OF EVIDENCE Level I. Prognostic study.
Resumo:
BACKGROUND Health-related quality of life (HRQoL) is gaining importance as a valuable outcome measure in oral cancer area. The aim of this study was to assess the general and oral HRQoL of oral and oropharyngeal cancer patients 6 or more months after treatment and compare them with a population free from this disease. METHODS A cross-sectional study was carried out with patients treated for oral cancer at least 6 months post-treatment and a gender and age group matched control group. HRQoL was measured with the 12-Item Short Form Health Survey (SF-12); oral HRQoL (OHRQoL) was evaluated using the Oral Health Impact Profile (OHIP-14) and the Oral Impacts on Daily Performances (OIDP). Multivariable regression models assessed the association between the outcomes (SF-12, OHIP-14 and OIDP) and the exposure (patients versus controls), adjusting for sex, age, social class, functional tooth units and presence of illness. RESULTS For patients (n = 142) and controls (n = 142), 64.1% were males. The mean age was 65.2 (standard deviation (sd): 12.9) years in patients and 67.5 (sd: 13.7) years in controls. Patients had worse SF-12 Physical Component Summary scores than controls even in fully the adjusted model [β-coefficient = -0.11 (95% CI: -5.12-(-0.16)]. The differences in SF-12 Mental Component Summary were not statistically significant. Regarding OHRQoL patients had 11.63 (95% CI: 6.77-20.01) higher odds for the OHIP-14 and 21.26 (95% CI: 11.54-39.13) higher odds for OIDP of being in a worse category of OHRQoL compared to controls in the fully adjusted model. CONCLUSION At least 6 months after treatment, oral cancer patients had worse OHRQoL, worse physical HRQoL and similar psychological HRQoL than the general population.
Resumo:
One of the tantalising remaining problems in compositional data analysis lies in how to deal with data sets in which there are components which are essential zeros. By anessential zero we mean a component which is truly zero, not something recorded as zero simply because the experimental design or the measuring instrument has not been sufficiently sensitive to detect a trace of the part. Such essential zeros occur inmany compositional situations, such as household budget patterns, time budgets,palaeontological zonation studies, ecological abundance studies. Devices such as nonzero replacement and amalgamation are almost invariably ad hoc and unsuccessful insuch situations. From consideration of such examples it seems sensible to build up amodel in two stages, the first determining where the zeros will occur and the secondhow the unit available is distributed among the non-zero parts. In this paper we suggest two such models, an independent binomial conditional logistic normal model and a hierarchical dependent binomial conditional logistic normal model. The compositional data in such modelling consist of an incidence matrix and a conditional compositional matrix. Interesting statistical problems arise, such as the question of estimability of parameters, the nature of the computational process for the estimation of both the incidence and compositional parameters caused by the complexity of the subcompositional structure, the formation of meaningful hypotheses, and the devising of suitable testing methodology within a lattice of such essential zero-compositional hypotheses. The methodology is illustrated by application to both simulated and real compositional data
Resumo:
BACKGROUND Migraine is a chronic neurologic disease that can severely affect the patient's quality of life. Although in recent years many randomised studies have been carried out to investigate the effectiveness of acupuncture as a treatment for migraine, it remains a controversial issue. Our aim is to determine whether acupuncture, applied under real conditions of clinical practice in the area of primary healthcare, is more effective than conventional treatment. METHODS/DESIGN The design consists of a pragmatic multi-centre, three-armed randomised controlled trial, complemented with an economic evaluation of the results achieved, comparing the effectiveness of verum acupuncture with sham acupuncture, and with a control group receiving normal care only. Patients eligible for inclusion will be those presenting in general practice with migraine and for whom their General Practitioner (GP) is considering referral for acupuncture. Sampling will be by consecutive selection, and by randomised allocation to the three branches of the study, in a centralised way following a 1:1:1 distribution (verum acupuncture; sham acupuncture; conventional treatment). Secondly, one patient in three will be randomly selected from each of the acupuncture (verum or sham) groups for a brain perfusion study (by single photon emission tomography). The treatment with verum acupuncture will consist of 8 treatment sessions, once a week, at points selected individually by the acupuncturist. The sham acupuncture group will receive 8 sessions, one per week, with treatment being applied at non-acupuncture points in the dorsal and lumbar regions, using the minimal puncture technique. The control group will be given conventional treatment, as will the other two groups. DISCUSSION This trial will contribute to available evidence on acupuncture for the treatment of migraine. The primary endpoint is the difference in the number of days with migraine among the three groups, between the baseline period (the 4 weeks prior to the start of treatment) and the period from weeks 9 to 12. As a secondary aspect, we shall record the index of laterality and the percentage of change in the mean count per pixel in each region of interest measured by the brain perfusion tomography, performed on a subsample of the patients within the real and sham acupuncture groups. TRIAL REGISTRATION Current Controlled Trials ISRCTN98703707.
Resumo:
BACKGROUND Little is known about the healthcare process for patients with prostate cancer, mainly because hospital-based data are not routinely published. The main objective of this study was to determine the clinical characteristics of prostate cancer patients, the, diagnostic process and the factors that might influence intervals from consultation to diagnosis and from diagnosis to treatment. METHODS We conducted a multicentre, cohort study in seven hospitals in Spain. Patients' characteristics and diagnostic and therapeutic variables were obtained from hospital records and patients' structured interviews from October 2010 to September 2011. We used a multilevel logistic regression model to examine the association between patient care intervals and various variables influencing these intervals (age, BMI, educational level, ECOG, first specialist consultation, tumour stage, PSA, Gleason score, and presence of symptoms) and calculated the odds ratio (OR) and the interquartile range (IQR). To estimate the random inter-hospital variability, we used the median odds ratio (MOR). RESULTS 470 patients with prostate cancer were included. Mean age was 67.8 (SD: 7.6) years and 75.4 % were physically active. Tumour size was classified as T1 in 41.0 % and as T2 in 40 % of patients, their median Gleason score was 6.0 (IQR:1.0), and 36.1 % had low risk cancer according to the D'Amico classification. The median interval between first consultation and diagnosis was 89 days (IQR:123.5) with no statistically significant variability between centres. Presence of symptoms was associated with a significantly longer interval between first consultation and diagnosis than no symptoms (OR:1.93, 95%CI 1.29-2.89). The median time between diagnosis and first treatment (therapeutic interval) was 75.0 days (IQR:78.0) and significant variability between centres was found (MOR:2.16, 95%CI 1.45-4.87). This interval was shorter in patients with a high PSA value (p = 0.012) and a high Gleason score (p = 0.026). CONCLUSIONS Most incident prostate cancer patients in Spain are diagnosed at an early stage of an adenocarcinoma. The period to complete the diagnostic process is approximately three months whereas the therapeutic intervals vary among centres and are shorter for patients with a worse prognosis. The presence of prostatic symptoms, PSA level, and Gleason score influence all the clinical intervals differently.
Resumo:
OBJECTIVE To study the factors associated with choice of therapy and prognosis in octogenarians with severe symptomatic aortic stenosis (AS). STUDY DESIGN Prospective, observational, multicenter registry. Centralized follow-up included survival status and, if possible, mode of death and Katz index. SETTING Transnational registry in Spain. SUBJECTS We included 928 patients aged ≥80 years with severe symptomatic AS. INTERVENTIONS Aortic-valve replacement (AVR), transcatheter aortic-valve implantation (TAVI) or conservative therapy. MAIN OUTCOME MEASURES All-cause death. RESULTS Mean age was 84.2 ± 3.5 years, and only 49.0% were independent (Katz index A). The most frequent planned management was conservative therapy in 423 (46%) patients, followed by TAVI in 261 (28%) and AVR in 244 (26%). The main reason against recommending AVR in 684 patients was high surgical risk [322 (47.1%)], other medical motives [193 (28.2%)], patient refusal [134 (19.6%)] and family refusal in the case of incompetent patients [35 (5.1%)]. The mean time from treatment decision to AVR was 4.8 ± 4.6 months and to TAVI 2.1 ± 3.2 months, P < 0.001. During follow-up (11.2-38.9 months), 357 patients (38.5%) died. Survival rates at 6, 12, 18 and 24 months were 81.8%, 72.6%, 64.1% and 57.3%, respectively. Planned intervention, adjusted for multiple propensity score, was associated with lower mortality when compared with planned conservative treatment: TAVI Hazard ratio (HR) 0.68 (95% confidence interval [CI] 0.49-0.93; P = 0.016) and AVR HR 0.56 (95% CI 0.39-0.8; P = 0.002). CONCLUSION Octogenarians with symptomatic severe AS are frequently managed conservatively. Planned conservative management is associated with a poor prognosis.
Resumo:
OBJECTIVE: The objective of our study was to report the MRI findings in dorsal fractures of the triquetrum, with an emphasis on dorsal carpal ligament injuries. MATERIALS AND METHODS: A total of 21 patients (16 men, five women; mean age, 41.9 years) with acute or subacute (≤ 6 weeks) dorsal triquetral fractures on radiography and MRI were included in this two-center retrospective study. MRI of the wrist was performed on 3-T units with transverse T1-weighted, coronal or transverse (or both) fat-suppressed T2weighted, transverse gadolinium-enhanced fat-suppressed T1-weighted turbo spin-echo, and 3D gadolinium-enhanced fat-suppressed T1-weighted gradient-recalled echo sequences. Three musculoskeletal radiologists evaluated the ulnar styloid process index (USPI) on radiographs and the following MRI features: fracture pattern (types 1-6), bone fragment size and displacement, bone marrow edema distribution, and dorsal carpal ligament tears. RESULTS: Eight type 1, one type 2, six type 3, five type 4, and one type 5 fractures were identified. These fractures were associated with 14 (66.7%), 17 (81.0%), and 16 (76.2%) tears of the dorsal radiocarpal, ulnotriquetral, and intercarpal ligaments, respectively. There was no correlation between bone marrow edema distribution and dorsal carpal ligament injuries (all p > 0.05). The mean (± SD) bone fragment volume and displacement were 205 ± 157 mm(3) and 1.0 ± 1.1 mm, respectively. The mean USPI was 0.21 ± 0.10. CONCLUSION: Dorsal fractures of the triquetrum are frequently associated with dorsal carpal ligament injuries. Bone marrow edema distribution is not correlated with these ligament tears.