947 resultados para Parametric VaR (Value-at-Risk)


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In recent years, the phrase 'genomic medicine' has increasingly been used to describe a new development in medicine that holds great promise for human health. This new approach to health care uses the knowledge of an individual's genetic make-up to identify those that are at a higher risk of developing certain diseases and to intervene at an earlier stage to prevent these diseases. Identifying genes that are involved in disease aetiology will provide researchers with tools to develop better treatments and cures. A major role within this field is attributed to 'predictive genomic medicine', which proposes screening healthy individuals to identify those who carry alleles that increase their susceptibility to common diseases, such as cancers and heart disease. Physicians could then intervene even before the disease manifests and advise individuals with a higher genetic risk to change their behaviour - for instance, to exercise or to eat a healthier diet - or offer drugs or other medical treatment to reduce their chances of developing these diseases. These promises have fallen on fertile ground among politicians, health-care providers and the general public, particularly in light of the increasing costs of health care in developed societies. Various countries have established databases on the DNA and health information of whole populations as a first step towards genomic medicine. Biomedical research has also identified a large number of genes that could be used to predict someone's risk of developing a certain disorder. But it would be premature to assume that genomic medicine will soon become reality, as many problems remain to be solved. Our knowledge about most disease genes and their roles is far from sufficient to make reliable predictions about a patient’s risk of actually developing a disease. In addition, genomic medicine will create new political, social, ethical and economic challenges that will have to be addressed in the near future.

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Parkinson’s disease (PD) is a progressive, degenerative, neurological disease. The progressive disability associated with PD results in substantial burdens for those with the condition, their families and society in terms of increased health resource use, earnings loss of affected individuals and family caregivers, poorer quality of life, caregiver burden, disrupted family relationships, decreased social and leisure activities, and deteriorating emotional well-being. Currently, no cure is available and the efficacy of available treatments, such as medication and surgical interventions, decreases with longer duration of the disease. Whilst the cause of PD is unknown, genetic and environmental factors are believed to contribute to its aetiology. Descriptive and analytical epidemiological studies have been conducted in a number of countries in an effort to elucidate the cause, or causes, of PD. Rural residency, farming, well water consumption, pesticide exposure, metals and solvents have been implicated as potential risk factors for PD in some previous epidemiological studies. However, there is substantial disagreement between the results of existing studies. Therefore, the role of environmental exposures in the aetiology of PD remains unclear. The main component of this thesis consists of a case-control study that assessed the contribution of environmental exposures to the risk of developing PD. An existing, previously unanalysed, dataset from a local case-control study was analysed to inform the design of the new case-control study. The analysis results suggested that regular exposure to pesticides and head injury were important risk factors for PD. However, due to the substantial limitations of this existing study, further confirmation of these results was desirable with a more robustly designed epidemiological study. A new exposure measurement instrument (a structured interviewer-delivered questionnaire) was developed for the new case-control study to obtain data on demographic, lifestyle, environmental and medical factors. Prior to its use in the case-control study, the questionnaire was assessed for test-retest repeatability in a series of 32 PD cases and 29 healthy sex-, age- and residential suburb-matched electoral roll controls. High repeatability was demonstrated for lifestyle exposures, such as smoking and coffee/tea consumption (kappas 0.70-1.00). The majority of environmental exposures, including use of pesticides, solvents and exposure to metal dusts and fumes, also showed high repeatability (kappas >0.78). A consecutive series of 163 PD case participants was recruited from a neurology clinic in Brisbane. One hundred and fifty-one (151) control participants were randomly selected from the Australian Commonwealth Electoral Roll and individually matched to the PD cases on age (± 2 years), sex and current residential suburb. Participants ranged in age from 40-89 years (mean age 67 years). Exposure data were collected in face-to-face interviews. Odds ratios and 95% confidence intervals were calculated using conditional logistic regression for matched sets in SAS version 9.1. Consistent with previous studies, ever having been a regular smoker or coffee drinker was inversely associated with PD with dose-response relationships evident for packyears smoked and number of cups of coffee drunk per day. Passive smoking from ever having lived with a smoker or worked in a smoky workplace was also inversely related to PD. Ever having been a regular tea drinker was associated with decreased odds of PD. Hobby gardening was inversely associated with PD. However, use of fungicides in the home garden or occupationally was associated with increased odds of PD. Exposure to welding fumes, cleaning solvents, or thinners occupationally was associated with increased odds of PD. Ever having resided in a rural or remote area was inversely associated with PD. Ever having resided on a farm was only associated with moderately increased odds of PD. Whilst the current study’s results suggest that environmental exposures on their own are only modest contributors to overall PD risk, the possibility that interaction with genetic factors may additively or synergistically increase risk should be considered. The results of this research support the theory that PD has a multifactorial aetiology and that environmental exposures are some of a number of factors to contribute to PD risk. There was also evidence of interaction between some factors (eg smoking and welding) to moderate PD risk.

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A participative ergonomics approach to reducing injuries associated with manual tasks is widely promoted; however only limited evidence from uncontrolled trials has been available to support the efficacy of such an approach. This paper reports on a randomized and controlled trial of PErforM, a participative ergonomics intervention designed to reduce the risks of injury associated with manual tasks. One hundred and seventeen small to medium sized food, construction, and health workplaces were audited by government inspectors using a manual tasks risk assessment tool (ManTRA). Forty-eight volunteer workplaces were then randomly assigned to Experimental and Control groups with the Experimental group receiving the PErforM program. Inspectors audited the workplaces again, 9 months following the intervention. The results showed a significant decrease in estimates of manual task risk and suggested better legal compliance in the Experimental group.

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A survey study of twenty-two Australian CEOs and their subordinates assessed relationships between Australian leader motives, Australian value based leader behaviour, subordinate tall poppy attitudes and subordinate commitment, effectiveness, motivation and satisfaction (CEMS). On the whole, the results showed general support for value based leadership processes. Subsequent regression analyses of the second main component of Value Based Leadership Theory, value based leader behaviour, revealed that the collectivistic, inspirational, integrity and visionary behaviour sub-scales of the construct were positively related with subordinate CEMS. Although the hypothesis that subordinate tall poppy attitudes would moderate value based leadership processes was not clearly supported, subsequent regression analyses found that subordinate tall poppy attitudes were negatively related with perceptions of value based leader behaviour and CEMS. These findings suggest complex relationships between the three constructs, and the proposed model for the Australian context is accordingly amended. Overall, the research supports the need to consider cultural-specific attitudes in management development.

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We give conditions on f involving pairs of lower and upper solutions which lead to the existence of at least three solutions of the two point boundary value problem y" + f(x, y, y') = 0, x epsilon [0, 1], y(0) = 0 = y(1). In the special case f(x, y, y') = f(y) greater than or equal to 0 we give growth conditions on f and apply our general result to show the existence of three positive solutions. We give an example showing this latter result is sharp. Our results extend those of Avery and of Lakshmikantham et al.

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Transient response of an adsorbing or non-adsorbing tracer injected as step or square pulse input in a diffusion cell with two flowing streams across the pellet is theoretically investigated in this paper. Exact solutions and the asymptotic solutions in the time domain and in three different limits are obtained by using an integral transform technique and a singular perturbation technique, respectively. Parametric dependence of the concentrations in the top and bottom chambers can be revealed by investigating the asymptotic solutions, which are far simpler than their exact counterpart. In the time domain investigation, it is found that the bottom-chamber concentration is very sensitive to the value of the macropore effective diffusivity. Therefore this concentration could be used to extract diffusivity by fitting in the time domain. The bottom-chamber concentration is also sensitive to flow rate, pellet length chamber volume and the type of input (step and square input).

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A modified formula for the integral transform of a nonlinear function is proposed for a class of nonlinear boundary value problems. The technique presented in this paper results in analytical solutions. Iterations and initial guess, which are needed in other techniques, are not required in this novel technique. The analytical solutions are found to agree surprisingly well with the numerically exact solutions for two examples of power law reaction and Langmuir-Hinshelwood reaction in a catalyst pellet.

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This study describes the pedagogical impact of real-world experimental projects undertaken as part of an advanced undergraduate Fluid Mechanics subject at an Australian university. The projects have been organised to complement traditional lectures and introduce students to the challenges of professional design, physical modelling, data collection and analysis. The physical model studies combine experimental, analytical and numerical work in order to develop students’ abilities to tackle real-world problems. A first study illustrates the differences between ideal and real fluid flow force predictions based upon model tests of buildings in a large size wind tunnel used for research and professional testing. A second study introduces the complexity arising from unsteady non-uniform wave loading on a sheltered pile. The teaching initiative is supported by feedback from undergraduate students. The pedagogy of the course and projects is discussed with reference to experiential, project-based and collaborative learning. The practical work complements traditional lectures and tutorials, and provides opportunities which cannot be learnt in the classroom, real or virtual. Student feedback demonstrates a strong interest for the project phases of the course. This was associated with greater motivation for the course, leading in turn to lower failure rates. In terms of learning outcomes, the primary aim is to enable students to deliver a professional report as the final product, where physical model data are compared to ideal-fluid flow calculations and real-fluid flow analyses. Thus the students are exposed to a professional design approach involving a high level of expertise in fluid mechanics, with sufficient academic guidance to achieve carefully defined learning goals, while retaining sufficient flexibility for students to construct there own learning goals. The overall pedagogy is a blend of problem-based and project-based learning, which reflects academic research and professional practice. The assessment is a mix of peer-assessed oral presentations and written reports that aims to maximise student reflection and development. Student feedback indicated a strong motivation for courses that include a well-designed project component.