882 resultados para VaR Estimation methods, Statistical Methods, Risk managment, Investments


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BACKGROUND The role of surgery for patients with metastatic esophagogastric adenocarcinoma (EGC) is not defined. The purpose of this study was to define selection criteria for patients who may benefit from resection following systemic chemotherapy. METHODS From 1987 to 2007, 160 patients presenting with synchronous metastatic EGC (cT3/4 cNany cM0/1 finally pM1) were treated with chemotherapy followed by resection of the primary tumor and metastases. Clinical and histopathological data, site and number of metastases were analyzed. A prognostic score was established and validated in a second cohort from another academic center (n = 32). RESULTS The median survival (MS) in cohort 1 was 13.6 months. Significant prognostic factors were grading (p = 0.046), ypT- (p = 0.001), ypN- (p = 0.011) and R-category (p = 0.015), lymphangiosis (p = 0.021), clinical (p = 0.004) and histopathological response (p = 0.006), but not localization or number of metastases. The addition of grading (G1/2:0 points; G3/4:1 points), clinical response (responder: 0; nonresponder: 1) and R-category (complete:0; R1:1; R2:2) defines two groups of patients with significantly different survival (p = 0.001) [low risk group (Score 0/1), n = 22: MS 35.3 months, 3-year-survival 47.6%); high risk group (Score 2/3/4) n = 126: MS 12.0 months, 3-year-survival 14.2%]. The score showed a strong trend in the validation cohort (p = 0.063) [low risk group (MS not reached, 3-year-survival 57.1%); high risk group (MS 19.9 months, 3-year-survival 6.7%)]. CONCLUSION We observed long-term survival after resection of metastatic EGC. A simple clinical score may help to identify a subgroup of patients with a high chance of benefit from resection. However, the accurate estimation of achieving a complete resection, which is an integral element of the score, remains challenging.

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Attention deficit/hyperactivity disorder (ADHD) is an increasingly recognized comorbid condition in subjects with substance use disorders (SUDs). This paper describes the methods and study population of the International ADHD in Substance Use Disorders Prevalence (IASP) study. Objectives of the IASP are to determine the prevalence of ADHD in adult treatment seeking patients with SUD in different countries and SUD populations, determine the reliability and validity of the Adult ADHD Self-report Scale V 1.1 (ASRS) as ADHD screening instrument in SUD populations, investigate the comorbidity profile of SUD patients with and without ADHD, compare risk factors and protective factors in SUD patients with and without a comorbid diagnosis of ADHD, and increase our knowledge about the relationship between ADHD and the onset and course of SUD. In this cross-sectional, multi-centre two stage study, subjects were screened for ADHD with the ASRS, diagnosed with the Conner's Adult ADHD Diagnostic Interview for DSM-IV (CAADID), and evaluated for SUD, major depression, bipolar disorder, anti social personality disorder and borderline personality disorder. Three thousand five hundred and fifty-eight subjects from 10 countries were included. Of these 40.9% screened positive for ADHD. This is the largest international study on this population evaluating ADHD and comorbid disorders.

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We propose a new method for fully-automatic landmark detection and shape segmentation in X-ray images. Our algorithm works by estimating the displacements from image patches to the (unknown) landmark positions and then integrating them via voting. The fundamental contribution is that, we jointly estimate the displacements from all patches to multiple landmarks together, by considering not only the training data but also geometric constraints on the test image. The various constraints constitute a convex objective function that can be solved efficiently. Validated on three challenging datasets, our method achieves high accuracy in landmark detection, and, combined with statistical shape model, gives a better performance in shape segmentation compared to the state-of-the-art methods.

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Adult honey bees are maintained in vitro in laboratory cages for a variety of purposes. For example, researchers may wish to perform experiments on honey bees caged individually or in groups to study aspects of parasitology, toxicology, or physiology under highly controlled conditions, or they may cage whole frames to obtain newly emerged workers of known age cohorts. Regardless of purpose, researchers must manage a number of variables, ranging from selection of study subjects (e.g. honey bee subspecies) to experimental environment (e.g. temperature and relative humidity). Although decisions made by researchers may not necessarily jeopardize the scientific rigour of an experiment, they may profoundly affect results, and may make comparisons with similar, but independent, studies difficult. Focusing primarily on workers, we provide recommendations for maintaining adults under in vitro laboratory conditions, whilst acknowledging gaps in our understanding that require further attention. We specifically describe how to properly obtain honey bees, and how to choose appropriate cages, incubator conditions, and food to obtain biologically relevant and comparable experimental results. Additionally, we provide broad recommendations for experimental design and statistical analyses of data that arises from experiments using caged honey bees. The ultimate goal of this, and of all COLOSS BEEBOOK papers, is not to stifle science with restrictions, but rather to provide researchers with the appropriate tools to generate comparable data that will build upon our current understanding of honey bees.

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It is system dynamics that determines the function of cells, tissues and organisms. To develop mathematical models and estimate their parameters are an essential issue for studying dynamic behaviors of biological systems which include metabolic networks, genetic regulatory networks and signal transduction pathways, under perturbation of external stimuli. In general, biological dynamic systems are partially observed. Therefore, a natural way to model dynamic biological systems is to employ nonlinear state-space equations. Although statistical methods for parameter estimation of linear models in biological dynamic systems have been developed intensively in the recent years, the estimation of both states and parameters of nonlinear dynamic systems remains a challenging task. In this report, we apply extended Kalman Filter (EKF) to the estimation of both states and parameters of nonlinear state-space models. To evaluate the performance of the EKF for parameter estimation, we apply the EKF to a simulation dataset and two real datasets: JAK-STAT signal transduction pathway and Ras/Raf/MEK/ERK signaling transduction pathways datasets. The preliminary results show that EKF can accurately estimate the parameters and predict states in nonlinear state-space equations for modeling dynamic biochemical networks.

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BACKGROUND Prediction studies in subjects at Clinical High Risk (CHR) for psychosis are hampered by a high proportion of uncertain outcomes. We therefore investigated whether quantitative EEG (QEEG) parameters can contribute to an improved identification of CHR subjects with a later conversion to psychosis. METHODS This investigation was a project within the European Prediction of Psychosis Study (EPOS), a prospective multicenter, naturalistic field study with an 18-month follow-up period. QEEG spectral power and alpha peak frequencies (APF) were determined in 113 CHR subjects. The primary outcome measure was conversion to psychosis. RESULTS Cox regression yielded a model including frontal theta (HR=1.82; [95% CI 1.00-3.32]) and delta (HR=2.60; [95% CI 1.30-5.20]) power, and occipital-parietal APF (HR=.52; [95% CI .35-.80]) as predictors of conversion to psychosis. The resulting equation enabled the development of a prognostic index with three risk classes (hazard rate 0.057 to 0.81). CONCLUSIONS Power in theta and delta ranges and APF contribute to the short-term prediction of psychosis and enable a further stratification of risk in CHR samples. Combined with (other) clinical ratings, EEG parameters may therefore be a useful tool for individualized risk estimation and, consequently, targeted prevention.

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The vestibular system contributes to the control of posture and eye movements and is also involved in various cognitive functions including spatial navigation and memory. These functions are subtended by projections to a vestibular cortex, whose exact location in the human brain is still a matter of debate (Lopez and Blanke, 2011). The vestibular cortex can be defined as the network of all cortical areas receiving inputs from the vestibular system, including areas where vestibular signals influence the processing of other sensory (e.g. somatosensory and visual) and motor signals. Previous neuroimaging studies used caloric vestibular stimulation (CVS), galvanic vestibular stimulation (GVS), and auditory stimulation (clicks and short-tone bursts) to activate the vestibular receptors and localize the vestibular cortex. However, these three methods differ regarding the receptors stimulated (otoliths, semicircular canals) and the concurrent activation of the tactile, thermal, nociceptive and auditory systems. To evaluate the convergence between these methods and provide a statistical analysis of the localization of the human vestibular cortex, we performed an activation likelihood estimation (ALE) meta-analysis of neuroimaging studies using CVS, GVS, and auditory stimuli. We analyzed a total of 352 activation foci reported in 16 studies carried out in a total of 192 healthy participants. The results reveal that the main regions activated by CVS, GVS, or auditory stimuli were located in the Sylvian fissure, insula, retroinsular cortex, fronto-parietal operculum, superior temporal gyrus, and cingulate cortex. Conjunction analysis indicated that regions showing convergence between two stimulation methods were located in the median (short gyrus III) and posterior (long gyrus IV) insula, parietal operculum and retroinsular cortex (Ri). The only area of convergence between all three methods of stimulation was located in Ri. The data indicate that Ri, parietal operculum and posterior insula are vestibular regions where afferents converge from otoliths and semicircular canals, and may thus be involved in the processing of signals informing about body rotations, translations and tilts. Results from the meta-analysis are in agreement with electrophysiological recordings in monkeys showing main vestibular projections in the transitional zone between Ri, the insular granular field (Ig), and SII.

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OBJECTIVES To assess the available evidence on the effectiveness of accelerated orthodontic tooth movement through surgical and non-surgical approaches in orthodontic patients. METHODS Randomized controlled trials and controlled clinical trials were identified through electronic and hand searches (last update: March 2014). Orthognathic surgery, distraction osteogenesis, and pharmacological approaches were excluded. Risk of bias was assessed using the Cochrane risk of bias tool. RESULTS Eighteen trials involving 354 participants were included for qualitative and quantitative synthesis. Eight trials reported on low-intensity laser, one on photobiomodulation, one on pulsed electromagnetic fields, seven on corticotomy, and one on interseptal bone reduction. Two studies on corticotomy and two on low-intensity laser, which had low or unclear risk of bias, were mathematically combined using the random effects model. Higher canine retraction rate was evident with corticotomy during the first month of therapy (WMD=0.73; 95% CI: 0.28, 1.19, p<0.01) and with low-intensity laser (WMD=0.42mm/month; 95% CI: 0.26, 0.57, p<0.001) in a period longer than 3 months. The quality of evidence supporting the interventions is moderate for laser therapy and low for corticotomy intervention. CONCLUSIONS There is some evidence that low laser therapy and corticotomy are effective, whereas the evidence is weak for interseptal bone reduction and very weak for photobiomodulation and pulsed electromagnetic fields. Overall, the results should be interpreted with caution given the small number, quality, and heterogeneity of the included studies. Further research is required in this field with additional attention to application protocols, adverse effects, and cost-benefit analysis. CLINICAL SIGNIFICANCE From the qualitative and quantitative synthesis of the studies, it could be concluded that there is some evidence that low laser therapy and corticotomy are associated with accelerated orthodontic tooth movement, while further investigation is required before routine application.

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PURPOSE This paper describes the development of a forward planning process for modulated electron radiotherapy (MERT). The approach is based on a previously developed electron beam model used to calculate dose distributions of electron beams shaped by a photon multi leaf collimator (pMLC). METHODS As the electron beam model has already been implemented into the Swiss Monte Carlo Plan environment, the Eclipse treatment planning system (Varian Medical Systems, Palo Alto, CA) can be included in the planning process for MERT. In a first step, CT data are imported into Eclipse and a pMLC shaped electron beam is set up. This initial electron beam is then divided into segments, with the electron energy in each segment chosen according to the distal depth of the planning target volume (PTV) in beam direction. In order to improve the homogeneity of the dose distribution in the PTV, a feathering process (Gaussian edge feathering) is launched, which results in a number of feathered segments. For each of these segments a dose calculation is performed employing the in-house developed electron beam model along with the macro Monte Carlo dose calculation algorithm. Finally, an automated weight optimization of all segments is carried out and the total dose distribution is read back into Eclipse for display and evaluation. One academic and two clinical situations are investigated for possible benefits of MERT treatment compared to standard treatments performed in our clinics and treatment with a bolus electron conformal (BolusECT) method. RESULTS The MERT treatment plan of the academic case was superior to the standard single segment electron treatment plan in terms of organs at risk (OAR) sparing. Further, a comparison between an unfeathered and a feathered MERT plan showed better PTV coverage and homogeneity for the feathered plan, with V95% increased from 90% to 96% and V107% decreased from 8% to nearly 0%. For a clinical breast boost irradiation, the MERT plan led to a similar homogeneity in the PTV compared to the standard treatment plan while the mean body dose was lower for the MERT plan. Regarding the second clinical case, a whole breast treatment, MERT resulted in a reduction of the lung volume receiving more than 45% of the prescribed dose when compared to the standard plan. On the other hand, the MERT plan leads to a larger low-dose lung volume and a degraded dose homogeneity in the PTV. For the clinical cases evaluated in this work, treatment plans using the BolusECT technique resulted in a more homogenous PTV and CTV coverage but higher doses to the OARs than the MERT plans. CONCLUSIONS MERT treatments were successfully planned for phantom and clinical cases, applying a newly developed intuitive and efficient forward planning strategy that employs a MC based electron beam model for pMLC shaped electron beams. It is shown that MERT can lead to a dose reduction in OARs compared to other methods. The process of feathering MERT segments results in an improvement of the dose homogeneity in the PTV.

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PURPOSE To analyze the frequency of perforation of the sinus membrane during maxillary sinus floor elevation (SFE) and to assess possible risk factors. MATERIALS AND METHODS Seventy-seven cases of SFE performed with a lateral window approach were evaluated retrospectively. Clinical and radiographic variables potentially influencing the risk of sinus membrane perforation were evaluated and divided into patient-related factors (age, sex, smoking habit); surgery-related factors (type of surgical approach, side, units, sites, and technique of osteotomy); and maxillary sinus-related factors (presence and height of septum, height of residual ridge, thickness of lateral sinus wall, width of antrum, and thickness and status of sinus membrane). RESULTS The following factors presented with at least a 10% difference in rates of perforations: smokers (46.2%) versus nonsmokers (23.4%), simultaneous (32%) versus staged (18.5%) approach, mixed premolar-molar sites (41.2%) versus premolar-only sites (16.7%) versus molar-only sites (26.2%), presence of septa (42.9%) versus no septa (23.8%), and minimum height of residual ridge ≤4 mm (34.2%) versus > 4 mm (20.5%). These same parameters, except minimum height of residual ridge, also showed an odds ratio above 2. However, none of the comparisons reached statistical significance. CONCLUSION The present study failed to demonstrate any factor that statistically significantly increased the risk of sinus membrane perforation during SFE using the lateral window approach.

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OBJECTIVES To assess the literature on carotid calcifications defined from panoramic radiographs (PMX) and concurrent diagnosis of stroke and periodontitis. MATERIALS AND METHODS A literature search screening for publications using search terms such as PMX and carotid calcification, stroke and periodontitis was performed in November 2012. RESULTS A total of 189 articles were retrieved, among which 30 were included in the review. The sensitivity for PMX findings of carotid calcifications (CC) compared to a diagnosis by Doppler sonography varied between 31.1-100%. The specificity for PMX findings of carotid calcifications compared to a diagnosis by Doppler sonography varied between 21.4-87.5%. Individuals with CC findings from PMX have more periodontitis and risk for stroke. CONCLUSIONS There is a shortage of well-designed studies in older dentate individuals assessing the associations between periodontitis and radiographic evidence of CC and in relation to stroke or other cardiovascular diseases. STATEMENT OF CLINICAL RELEVANCE: Carotid calcifications are prevalent in patients with periodontitis and such individuals may have an increased risk for stroke. The absence of signs of carotid calcification on panoramic radiographs is indicative of no calcification of carotid arteries.

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Aims: The reported rate of stent thrombosis (ST) after drug-eluting stent (DES) implantation varies among registries. To investigate differences in baseline characteristics and clinical outcome in European and Japanese all-comers registries, we performed a pooled analysis of patient-level data. Methods and results: The j-Cypher registry (JC) is a multicentre observational study conducted in Japan, including 12,824 patients undergoing SES implantation. From the Bern-Rotterdam registry (BR) enrolled at two academic hospitals in Switzerland and the Netherlands, 3,823 patients with SES were included in the current analysis. Patients in BR were younger, more frequently smokers and presented more frequently with ST-elevation myocardial infarction (MI). Conversely, JC patients more frequently had diabetes and hypertension. At five years, the definite ST rate was significantly lower in JC than BR (JC 1.6% vs. BR 3.3%, p<0.001), while the unadjusted mortality tended to be lower in BR than in JC (BR 13.2% vs. JC 14.4%, log-rank p=0.052). After adjustment, the j-Cypher registry was associated with a significantly lower risk of all-cause mortality (HR 0.56, 95% CI: 0.49-0.64) as well as definite stent thrombosis (HR 0.46, 95% CI: 0.35-0.61). Conclusions: The baseline characteristics of the two large registries were different. After statistical adjustment, JC was associated with lower mortality and ST.

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OBJECTIVE The number of suicides assisted by right-to-die associations has increased in recent years in Switzerland. The aim of our study was to compare time trends in rates of assisted and unassisted suicide from 1991-2008. METHODS The Swiss National Cohort is a longitudinal study of mortality in the Swiss population; based on linkage of census data with mortality records up to 2008. The Federal Statistical Office coded suspected assisted suicides from 1998 onwards; and from 2003 onwards right-to-die associations reported the suicides they assisted. We used Poisson regression to analyse trends in rates of suicide per 100'000 person-years, by gender and age groups (15-34, 35-64, 65-94 years). RESULTS A total of 7'940'297 individuals and 24'842 suicides were included. In women, rates changed little in the younger age groups but increased in 65-94-year-olds, due to an increase in suicide by poisoning (from 5.1 to 17.2 per 100'000; p <0.001). An increase in suicides by poisoning was also observed in older men (from 8.6 to 18.2; p<0.001). Most suicides by poisoning were assisted. In men, suicide rates declined in all age groups, driven by declines in suicide with firearms. CONCLUSIONS Research is needed to gain a better understanding of the reasons for the tripling of assisted suicide rates in older women, and the doubling of rates in older men, of attitudes and vulnerabilities of those choosing assisted suicide, and of access to palliative care. Rates of assisted suicide should be monitored; including data on patient characteristics and underlying comorbidities.

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The paper considers panel data methods for estimating ordered logit models with individual-specific correlated unobserved heterogeneity. We show that a popular approach is inconsistent, whereas some consistent and efficient estimators are available, including minimum distance and generalized method-of-moment estimators. A Monte Carlo study reveals the good properties of an alternative estimator that has not been considered in econometric applications before, is simple to implement and almost as efficient. An illustrative application based on data from the German Socio-Economic Panel confirms the large negative effect of unemployment on life satisfaction that has been found in the previous literature.

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OBJECTIVES To examine whether circulating levels of matrix metalloproteinase 9 (MMP-9) were associated with ultrasound-assessed intima-media thickness (IMT) and echolucent plaques in the carotid and femoral arteries. To examine preanalytical sources of variability in MMP-9 concentrations related to sampling procedures. SUBJECTS AND DESIGN Plasma and serum MMP-9 levels were compared with ultrasound assessed measures of femoral and carotid atherosclerosis, in a cross-sectional study of 61-year-old men (n = 473). Preanalytical sources of variability in MMP-9 levels were examined in 10 healthy subjects. Main outcome measures were circulating levels of MMP-9 in serum and plasma, IMT of the carotid and femoral arteries, and plaque status based on size and echolucency. SETTING Research unit at university hospital. RESULTS Plasma concentrations of total and active MMP-9 were associated with femoral artery IMT independently of traditional cardiovascular risk factors, and were higher in subjects with moderate to large femoral plaques. Plasma MMP-9 concentration was higher in men with echolucent femoral plaques (P = 0.006) compared with subjects without femoral plaques. No similar associations were found for carotid plaques. MMP-9 concentrations were higher in serum than in plasma, and higher when sampling was performed with Vacutainer than with syringe. MMP-9 levels in serum were more strongly associated with peripheral neutrophil count compared with MMP-9 levels in plasma. CONCLUSIONS Plasma MMP-9 levels were associated with atherosclerosis in the femoral artery, and total MMP-9 concentration was higher in men with echolucent femoral plaques. The choice of sample material and sampling method affect the measurements of circulating MMP-9 levels.