An Analysis of black-box optimization problems in reinsurance: evolutionary-based approaches

Black-box optimization problems (BBOP) are de ned as those optimization problems in which the objective function does not have an algebraic expression, but it is the output of a system (usually a computer program). This paper is focussed on BBOPs that arise in the eld of insurance, and more speci cally in reinsurance problems. In this area, the complexity of the models and assumptions considered to de ne the reinsurance rules and conditions produces hard black-box optimization problems, that must be solved in order to obtain the optimal output of the reinsurance. The application of traditional optimization approaches is not possible in BBOP, so new computational paradigms must be applied to solve these problems. In this paper we show the performance of two evolutionary-based techniques (Evolutionary Programming and Particle Swarm Optimization). We provide an analysis in three BBOP in reinsurance, where the evolutionary-based approaches exhibit an excellent behaviour, nding the optimal solution within a fraction of the computational cost used by inspection or enumeration methods.

Adaptação para a língua portuguesa e validação do Lunney Scoring Method for Rating Accuracy of Nursing Diagnoses

O Lunney Scoring Method for Rating Accuracy of Nursing Diagnoses (LSM) é uma escala de diferencial semântico que foi desenvolvida por Lunney para estimar a acurácia dos diagnósticos de enfermagem. O objetivo deste estudo foi adaptar o LSM para a língua portuguesa e avaliar as sua propriedades psicométricas. A escala original foi traduzida para o português, revertida para o inglês e as duas versões em inglês foram comparadas para ajustar a versão em português que passou a ser denominada Escala de Acurácia de Diagnóstico de Enfermagem de Lunney - EADE. Quatro enfermeiras foram orientadas sobre a EADE e a aplicaram em 159 diagnósticos formulados para 26 pacientes de três estudos primários com base nos registros de entrevista e exame físico de cada paciente. Os índices Kappa de Cohen mostraram ausência de concordância entre as avaliadoras, o que indica que o instrumento adaptado não tem confiabilidade satisfatória. Em virtude desse resultado, não foi realizada estimativa de validade.

Select-divide-and-conquer method for large-scale configuration interaction

A select-divide-and-conquer variational method to approximate configuration interaction (CI) is presented. Given an orthonormal set made up of occupied orbitals (Hartree-Fock or similar) and suitable correlation orbitals (natural or localized orbitals), a large N-electron target space S is split into subspaces S0,S1,S2,...,SR. S0, of dimension d0, contains all configurations K with attributes (energy contributions, etc.) above thresholds T0={T0egy, T0etc.}; the CI coefficients in S0 remain always free to vary. S1 accommodates KS with attributes above T1≤T0. An eigenproblem of dimension d0+d1 for S0+S 1 is solved first, after which the last d1 rows and columns are contracted into a single row and column, thus freezing the last d1 CI coefficients hereinafter. The process is repeated with successive Sj(j≥2) chosen so that corresponding CI matrices fit random access memory (RAM). Davidson's eigensolver is used R times. The final energy eigenvalue (lowest or excited one) is always above the corresponding exact eigenvalue in S. Threshold values {Tj;j=0, 1, 2,...,R} regulate accuracy; for large-dimensional S, high accuracy requires S 0+S1 to be solved outside RAM. From there on, however, usually a few Davidson iterations in RAM are needed for each step, so that Hamiltonian matrix-element evaluation becomes rate determining. One μhartree accuracy is achieved for an eigenproblem of order 24 × 106, involving 1.2 × 1012 nonzero matrix elements, and 8.4×109 Slater determinants

Simple finite field nuclear relaxation method for calculating vibrational contribution to degenerate four-wave mixing

A simple extended finite field nuclear relaxation procedure for calculating vibrational contributions to degenerate four-wave mixing (also known as the intensity-dependent refractive index) is presented. As a by-product one also obtains the static vibrationally averaged linear polarizability, as well as the first and second hyperpolarizability. The methodology is validated by illustrative calculations on the water molecule. Further possible extensions are suggested

Simple finite field method for calculation of static and dynamic vibrational hyperpolarizabilities: curvature contributions

In the static field limit, the vibrational hyperpolarizability consists of two contributions due to: (1) the shift in the equilibrium geometry (known as nuclear relaxation), and (2) the change in the shape of the potential energy surface (known as curvature). Simple finite field methods have previously been developed for evaluating these static field contributions and also for determining the effect of nuclear relaxation on dynamic vibrational hyperpolarizabilities in the infinite frequency approximation. In this paper the finite field approach is extended to include, within the infinite frequency approximation, the effect of curvature on the major dynamic nonlinear optical processes

A new efficient approach to the direct restricted active space self-consistent field method

An implicitly parallel method for integral-block driven restricted active space self-consistent field (RASSCF) algorithms is presented. The approach is based on a model space representation of the RAS active orbitals with an efficient expansion of the model subspaces. The applicability of the method is demonstrated with a RASSCF investigation of the first two excited states of indole

Using a Bayesian method to assign individuals to karyotypic taxa in shrew hybrid zones.

Individuals sampled in hybrid zones are usually analysed according to their sampling locality, morphology, behaviour or karyotype. But the increasing availability of genetic information more and more favours its use for individual sorting purposes and numerous assignment methods based on the genetic composition of individuals have been developed. The shrews of the Sorex araneus group offer good opportunities to test the genetic assignment on individuals identified by their karyotype. Here we explored the potential and efficiency of a Bayesian assignment method combined or not with a reference dataset to study admixture and individual assignment in the difficult context of two hybrid zones between karyotypic species of the Sorex araneus group. As a whole, we assigned more than 80% of the individuals to their respective karyotypic categories (i.e. 'pure' species or hybrids). This assignment level is comparable to what was obtained for the same species away from hybrid zones. Additionally, we showed that the assignment result for several individuals was strongly affected by the inclusion or not of a reference dataset. This highlights the importance of such comparisons when analysing hybrid zones. Finally, differences between the admixture levels detected in both hybrid zones support the hypothesis of an impact of chromosomal rearrangements on gene flow.

Image quality assessment in digital mammography: part I. Technical characterization of the systems.

In many European countries, image quality for digital x-ray systems used in screening mammography is currently specified using a threshold-detail detectability method. This is a two-part study that proposes an alternative method based on calculated detectability for a model observer: the first part of the work presents a characterization of the systems. Eleven digital mammography systems were included in the study; four computed radiography (CR) systems, and a group of seven digital radiography (DR) detectors, composed of three amorphous selenium-based detectors, three caesium iodide scintillator systems and a silicon wafer-based photon counting system. The technical parameters assessed included the system response curve, detector uniformity error, pre-sampling modulation transfer function (MTF), normalized noise power spectrum (NNPS) and detective quantum efficiency (DQE). Approximate quantum noise limited exposure range was examined using a separation of noise sources based upon standard deviation. Noise separation showed that electronic noise was the dominant noise at low detector air kerma for three systems; the remaining systems showed quantum noise limited behaviour between 12.5 and 380 µGy. Greater variation in detector MTF was found for the DR group compared to the CR systems; MTF at 5 mm(-1) varied from 0.08 to 0.23 for the CR detectors against a range of 0.16-0.64 for the DR units. The needle CR detector had a higher MTF, lower NNPS and higher DQE at 5 mm(-1) than the powder CR phosphors. DQE at 5 mm(-1) ranged from 0.02 to 0.20 for the CR systems, while DQE at 5 mm(-1) for the DR group ranged from 0.04 to 0.41, indicating higher DQE for the DR detectors and needle CR system than for the powder CR phosphor systems. The technical evaluation section of the study showed that the digital mammography systems were well set up and exhibiting typical performance for the detector technology employed in the respective systems.

Testing the use of two types of nest box by the common dormouse Muscardinus avellanarius

British mammalogists have used two different systems for surveying the common dormouse Muscardinus avellanarius: a modified bird nest box with the entrance facing the tree trunk, and a smaller, cheaper model called a "nest tube". However, only few data comparing different nest box systems are currently available. To determine which system is more efficient, we compared the use of the large (GB-type) and small nest boxes (DE-type, a commercial wooden mouse trap without a door) in three Swiss forest. The presence of Muscardinus, potential competitors, and any evidence of occupation were examined in 60 pairs of nest boxes based on 2,280 nest box checks conducted over 5 years. Mean annual occupation and cumulative numbers of Muscardinus present were both significantly higher for the DE than for the GB boxes (64.6% versus 32.1%, and 149 versus 67 dormice, respectively). In contrast, the annual occupation by competitors including Glis glis, Apodemus spp. and hole-nesting birds was significantly higher in the GB than in the DE boxes in all forest (19-68% versus 0-16%, depending on the species and forest). These results suggest that smaller nest boxes are preferred by the common dormouse and are rarely occupied by competitors. These boxes hence appear to be preferable for studying Muscardinus populations.

Transforming growth factor-beta: the breaking open of a black box.

Transforming growth factor-beta (TGF-beta) and its related proteins regulate broad aspects of body development, including cell proliferation, differentiation, apoptosis and gene expression, in various organisms. Deregulated TGF-beta function has been causally implicated in the generation of human fibrotic disorders and in tumor progression. Nevertheless, the molecular mechanisms of TGF-beta action remained essentially unknown until recently. Here, we discuss recent progress in our understanding of the mechanism of TGF-beta signal transduction with respect to the regulation of gene expression, the control of cell phenotype and the potential usage of TGF-beta for the treatment of human diseases.

BRAF mutation in 'sarcomas': a possible method to detect de-differentiated melanomas

AIMS: BRAF is mutated in 50-60% of melanomas, but BRAF mutation in sarcomas has not been systematically evaluated. Some melanomas are spindled and may show no immunohistochemical evidence of melanocytic differentiation. Similarly, many sarcomas are undifferentiated, i.e. undifferentiated pleomorphic sarcomas (UPS). Diagnosing melanoma versus sarcoma in an undifferentiated spindle cell malignancy can be challenging. Our aim was to evaluate the prevalence of BRAF mutation in sarcomas and the use of BRAF mutational status in the diagnosis of spindle cell malignancies. METHODS AND RESULTS: BRAF mutational analysis was performed on tissue from 104 patients: 90 with sarcoma only (50 UPS) and 14 with sarcoma and melanoma (seven UPS). In the sarcoma-only group, BRAF mutation was absent. In the sarcoma-melanoma group, three sarcomas showed BRAF mutation; all were UPS, occurred after the melanomas and did not stain for melanocytic markers. One melanoma-sarcoma pair showed identical BRAF V600E mutations. CONCLUSIONS: The presence of BRAF mutation in these tumours raises the possibility that poorly differentiated spindle cell malignancies with BRAF mutation may represent melanomas, and BRAF mutational analysis should be considered in a patient with a spindle cell malignancy and a history of melanoma, as a positive result may indicate de-differentiated melanoma.

"INTERMED": a method to assess health service needs. I. Development and reliability.

The purpose of this paper is to describe the development and to test the reliability of a new method called INTERMED, for health service needs assessment. The INTERMED integrates the biopsychosocial aspects of disease and the relationship between patient and health care system in a comprehensive scheme and reflects an operationalized conceptual approach to case mix or case complexity. The method is developed to enhance interdisciplinary communication between (para-) medical specialists and to provide a method to describe case complexity for clinical, scientific, and educational purposes. First, a feasibility study (N = 21 patients) was conducted which included double scoring and discussion of the results. This led to a version of the instrument on which two interrater reliability studies were performed. In study 1, the INTERMED was double scored for 14 patients admitted to an internal ward by a psychiatrist and an internist on the basis of a joint interview conducted by both. In study 2, on the basis of medical charts, two clinicians separately double scored the INTERMED in 16 patients referred to the outpatient psychiatric consultation service. Averaged over both studies, in 94.2% of all ratings there was no important difference between the raters (more than 1 point difference). As a research interview, it takes about 20 minutes; as part of the whole process of history taking it takes about 15 minutes. In both studies, improvements were suggested by the results. Analyses of study 1 revealed that on most items there was considerable agreement; some items were improved. Also, the reference point for the prognoses was changed so that it reflected both short- and long-term prognoses. Analyses of study 2 showed that in this setting, less agreement between the raters was obtained due to the fact that the raters were less experienced and the scoring procedure was more susceptible to differences. Some improvements--mainly of the anchor points--were specified which may further enhance interrater reliability. The INTERMED proves to be a reliable method for classifying patients' care needs, especially when used by experienced raters scoring by patient interview. It can be a useful tool in assessing patients' care needs, as well as the level of needed adjustment between general and mental health service delivery. The INTERMED is easily applicable in the clinical setting at low time-costs.

The Fry method applied to an augen orthogneiss: Problems and results

The application of the Fry method to measure strain in deformed porphyritic granites is discussed. This method requires that the distribution of markers has to satisfy at least two conditions. It has to be homogeneous and isotropic. Statistics on point distribution with the help of a Morishita diagram can easily test homogeneity. Isotropy can be checked with a cumulative histogram of angles between points. Application of these tests to undeformed (Mte Capanne granite, Elba) and to deformed (Randa orthogneiss, Alps of Switzerland) porphyritic granite reveals that their K-feldspars phenocrysts both satisfy these conditions and can be used as strain markers with the Fry method. Other problems are also examined. One is the possible distribution of deformation on discrete shear-bands. Providing several tests are met, we conclude that the Fry method can be used to estimate strain in deformed porphyritic granites. (c) 2006 Elsevier Ltd. All rights reserved.

Development of a Method to Determine Pavement Damage Due to Detours, Project 02-105, Apirl 2005

The research presented in this report provides the basis for the development of a new procedure to be used by the Iowa DOT and cities and counties in the state to deal with detours. Even though the project initially focused on investigating new tools to determine condition and compensation, the focus was shifted to traffic and the gas tax method to set the basis for the new procedure. It was concluded that the condition-based approach, even though accurate and consistent condition evaluations can be achieved, is not feasible or cost effective because of the current practices of data collection (two-year cycle) and also the logistics of the procedure (before and after determination). The gas tax method provides for a simple, easy to implement, and consistent approach to dealing with compensation for use of detours. It removes the subjectivity out of the current procedures and provides for a more realistic (traffic based) approach to the compensation determination.

A simplified method of stabilization and hemostasis for minimally invasive coronary artery bypass.

We describe a simple method to achieve both hemostasis and stabilization of the left anterior descending coronary artery during minimally invasive coronary artery bypass grafting. This technique allows the surgeon to perform a precise anastomosis of the left internal mammary artery to the target vessel on a beating heart.