922 resultados para model with default Vasicek model and Cir model for the short rate


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BACKGROUND: Pediatric rheumatic diseases have a significant impact on children's quality of life and family functioning. Disease control and management of the symptoms are important to minimize disability and pain. Specialist clinical nurses play a key role in supporting medical teams, recognizing poor disease control and the need for treatment changes, providing a resource to patients on treatment options and access to additional support and advice, and identifying best practices to achieve optimal outcomes for patients and their families. This highlights the importance of investigating follow-up telenursing (TN) consultations with experienced, specialist clinical nurses in rheumatology to provide this support to children and their families. METHODS/DESIGN: This randomized crossover, experimental longitudinal study will compare the effects of standard care against a novel telenursing consultation on children's and family outcomes. It will examine children below 16 years old, recently diagnosed with inflammatory rheumatic diseases, who attend the pediatric rheumatology outpatient clinic of a tertiary referral hospital in western Switzerland, and one of their parents. The telenursing consultation, at least once a month, by a qualified, experienced, specialist nurse in pediatric rheumatology will consist of providing affective support, health information, and aid to decision-making. Cox's Interaction Model of Client Health Behavior serves as the theoretical framework for this study. The primary outcome measure is satisfaction and this will be assessed using mixed methods (quantitative and qualitative data). Secondary outcome measures include disease activity, quality of life, adherence to treatment, use of the telenursing service, and cost. We plan to enroll 56 children. DISCUSSION: The telenursing consultation is designed to support parents and children/adolescents during the course of the disease with regular follow-up. This project is novel because it is based on a theoretical standardized intervention, yet it allows for individualized care. We expect this trial to confirm the importance of support by a clinical specialist nurse in improving outcomes for children and adolescents with inflammatory rheumatisms. TRIAL REGISTRATION: ClinicalTrial.gov identifier: NCT01511341 (December 1st, 2012).

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PURPOSE To develop a score predicting the risk of adverse events (AEs) in pediatric patients with cancer who experience fever and neutropenia (FN) and to evaluate its performance. PATIENTS AND METHODS Pediatric patients with cancer presenting with FN induced by nonmyeloablative chemotherapy were observed in a prospective multicenter study. A score predicting the risk of future AEs (ie, serious medical complication, microbiologically defined infection, radiologically confirmed pneumonia) was developed from a multivariate mixed logistic regression model. Its cross-validated predictive performance was compared with that of published risk prediction rules. Results An AE was reported in 122 (29%) of 423 FN episodes. In 57 episodes (13%), the first AE was known only after reassessment after 8 to 24 hours of inpatient management. Predicting AE at reassessment was better than prediction at presentation with FN. A differential leukocyte count did not increase the predictive performance. The score predicting future AE in 358 episodes without known AE at reassessment used the following four variables: preceding chemotherapy more intensive than acute lymphoblastic leukemia maintenance (weight = 4), hemoglobin > or = 90 g/L (weight = 5), leukocyte count less than 0.3 G/L (weight = 3), and platelet count less than 50 G/L (weight = 3). A score (sum of weights) > or = 9 predicted future AEs. The cross-validated performance of this score exceeded the performance of published risk prediction rules. At an overall sensitivity of 92%, 35% of the episodes were classified as low risk, with a specificity of 45% and a negative predictive value of 93%. CONCLUSION This score, based on four routinely accessible characteristics, accurately identifies pediatric patients with cancer with FN at risk for AEs after reassessment.

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This paper presents several applications to interest rate risk managementbased on a two-factor continuous-time model of the term structure of interestrates previously presented in Moreno (1996). This model assumes that defaultfree discount bond prices are determined by the time to maturity and twofactors, the long-term interest rate and the spread (difference between thelong-term rate and the short-term (instantaneous) riskless rate). Several newmeasures of ``generalized duration" are presented and applied in differentsituations in order to manage market risk and yield curve risk. By means ofthese measures, we are able to compute the hedging ratios that allows us toimmunize a bond portfolio by means of options on bonds. Focusing on thehedging problem, it is shown that these new measures allow us to immunize abond portfolio against changes (parallel and/or in the slope) in the yieldcurve. Finally, a proposal of solution of the limitations of conventionalduration by means of these new measures is presented and illustratednumerically.

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We study the BPE (Brownian particle equation) model of the Burgers equationpresented in the preceeding article [6]. More precisely, we are interestedin establishing the existence and uniqueness properties of solutions usingprobabilistic techniques.

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A welfare analysis of unemployment insurance (UI) is performed in a generalequilibrium job search model. Finitely-lived, risk-averse workers smooth consumption over time by accumulating assets, choose search effort whenunemployed, and suffer disutility from work. Firms hire workers, purchasecapital, and pay taxes to finance worker benefits; their equity is the assetaccumulated by workers. A matching function relates unemployment, hiringexpenditure, and search effort to the formation of jobs. The model is calibrated to US data; the parameters relating job search effort to the probability of job finding are chosen to match microeconomic studies ofunemployment spells. Under logarithmic utility, numerical simulation shows rather small welfaregains from UI. Even without UI, workers smooth consumption effectivelythrough asset accumulation. Greater risk aversion leads to substantiallylarger welfare gains from UI; however, even in this case much of its welfareimpact is due not to consumption smoothing effects, but rather to decreased work disutility, or to a variety of externalities.

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Plant circadian clock controls a wide variety of physiological and developmental events, which include the short-days (SDs)-specific promotion of the elongation of hypocotyls during de-etiolation and also the elongation of petioles during vegetative growth. In A. thaliana, the PIF4 gene encoding a phytochrome-interacting basic helix-loop-helix (bHLH) transcription factor plays crucial roles in this photoperiodic control of plant growth. According to the proposed external coincidence model, the PIF4 gene is transcribed precociously at the end of night specifically in SDs, under which conditions the protein product is stably accumulated, while PIF4 is expressed exclusively during the daytime in long days (LDs), under which conditions the protein product is degraded by the light-activated phyB and also the residual proteins are inactivated by the DELLA family of proteins. A number of previous reports provided solid evidence to support this coincidence model mainly at the transcriptional level of the PIF 4 and PIF4-traget genes. Nevertheless, the diurnal oscillation profiles of PIF4 proteins, which were postulated to be dependent on photoperiod and ambient temperature, have not yet been demonstrated. Here we present such crucial evidence on PIF4 protein level to further support the external coincidence model underlying the temperature-adaptive photoperiodic control of plant growth in A. thaliana.

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BACKGROUND: Multiple risk prediction models have been validated in all-age patients presenting with acute coronary syndrome (ACS) and treated with percutaneous coronary intervention (PCI); however, they have not been validated specifically in the elderly. METHODS: We calculated the GRACE (Global Registry of Acute Coronary Events) score, the logistic EuroSCORE, the AMIS (Acute Myocardial Infarction Swiss registry) score, and the SYNTAX (Synergy between Percutaneous Coronary Intervention with TAXUS and Cardiac Surgery) score in a consecutive series of 114 patients ≥75 years presenting with ACS and treated with PCI within 24 hours of hospital admission. Patients were stratified according to score tertiles and analysed retrospectively by comparing the lower/mid tertiles as an aggregate group with the higher tertile group. The primary endpoint was 30-day mortality. Secondary endpoints were the composite of death and major adverse cardiovascular events (MACE) at 30 days, and 1-year MACE-free survival. Model discrimination ability was assessed using the area under receiver operating characteristic curve (AUC). RESULTS: Thirty-day mortality was higher in the upper tertile compared with the aggregate lower/mid tertiles according to the logistic EuroSCORE (42% vs 5%; odds ratio [OR] = 14, 95% confidence interval [CI] = 4-48; p <0.001; AUC = 0.79), the GRACE score (40% vs 4%; OR = 17, 95% CI = 4-64; p <0.001; AUC = 0.80), the AMIS score (40% vs 4%; OR = 16, 95% CI = 4-63; p <0.001; AUC = 0.80), and the SYNTAX score (37% vs 5%; OR = 11, 95% CI = 3-37; p <0.001; AUC = 0.77). CONCLUSIONS: In elderly patients presenting with ACS and referred to PCI within 24 hours of admission, the GRACE score, the EuroSCORE, the AMIS score, and the SYNTAX score predicted 30 day mortality. The predictive value of clinical scores was improved by using them in combination.

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Background and Aims: Genetic polymorphisms near IL28Bhave been associated with spontaneous and treatment-inducedclearance of hepatitis C virus (HCV). This is believed to proceed viathe appropriate activation of innate and adaptive immune responsestargeting infected hepatocytes. Intrahepatic inflammation is thereflection of the host cell immune response, but its relationshipwith IL28B polymorphisms has yet to be fully appreciated.Methods: We analyzed the association of IL28B polymorphismswith Metavir activity (≥1) and fibrosis scores (≥2) in 1114 HCVinfectedCaucasian patients enrolled in the Swiss Hepatitis C CohortStudy (629, 127, 268 and 110 infected with HCV genotype 1, 2, 3and 4, respectively). In a subgroup of 915 patients with an estimateddate of infection, the association between IL28B polymorphismsand fibrosis progression rate (FPR > median) was assessed. Singlenucleotide polymorphisms (SNPs) of interest were extracted froma dataset generated in a genome-wide association study and/orgenotyped by TaqMan assay. Associations of alleles with differentdegrees of activity and fibrosis were evaluated using an additivemodel of inheritance by multivariate logistic regression, accountingfor all relevant covariates.Results: The rare G allele at marker rs8099917 was associated withlower activity (P = 0.008) and fibrosis (P = 0.01), as well as slower FPR(P = 0.02). Most striking associations were observed among patientsinfected with non-1 genotypes (P = 0.002 for activity, P = 0.002 forfibrosis and P = 0.005 for FPR). In genotype 1-infected patients, theassociation with activity was observed only in the recessive model(P = 0.04), whereas other associations were not significant (P = 0.7for fibrosis and P = 0.4 for FPR).Conclusions: In chronic hepatitis C, IL28B polymorphisms linkedwith a poor virological response to therapy are also associated withreduced intrahepatic necroinflammation and slower liver diseaseprogression. These observations underscore the role played by thehost immune response in clearing HCV, especially in patients withHCV genotypes non-1.

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En este artículo, a partir de la inversa de la matriz de varianzas y covarianzas se obtiene el modelo Esperanza-Varianza de Markowitz siguiendo un camino más corto y matemáticamente riguroso. También se obtiene la ecuación de equilibrio del CAPM de Sharpe.

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In studies of the natural history of HIV-1 infection, the time scale of primary interest is the time since infection. Unfortunately, this time is very often unknown for HIV infection and using the follow-up time instead of the time since infection is likely to provide biased results because of onset confounding. Laboratory markers such as the CD4 T-cell count carry important information concerning disease progression and can be used to predict the unknown date of infection. Previous work on this topic has made use of only one CD4 measurement or based the imputation on incident patients only. However, because of considerable intrinsic variability in CD4 levels and because incident cases are different from prevalent cases, back calculation based on only one CD4 determination per person or on characteristics of the incident sub-cohort may provide unreliable results. Therefore, we propose a methodology based on the repeated individual CD4 T-cells marker measurements that use both incident and prevalent cases to impute the unknown date of infection. Our approach uses joint modelling of the time since infection, the CD4 time path and the drop-out process. This methodology has been applied to estimate the CD4 slope and impute the unknown date of infection in HIV patients from the Swiss HIV Cohort Study. A procedure based on the comparison of different slope estimates is proposed to assess the goodness of fit of the imputation. Results of simulation studies indicated that the imputation procedure worked well, despite the intrinsic high volatility of the CD4 marker.

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A deformed-jellium model is used to calculate the fission barrier height of positive doubly charged sodium clusters within an extended Thomas-Fermi approximation. The fissioning cluster is continuously deformed from the parent configuration until it splits into two fragments. Although the shape of the fission barrier obviously depends on the parametrization of the fission path, we have found that remarkably, the maximum of the barrier corresponds to a configuration in which the emerging fragments are already formed and rather well apart. The implication of this finding in the calculation of critical numbers for fission is illustrated in the case of multiply charged Na clusters.

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Signal transducer and activator of transcription (STAT)-3 inhibitors play an important role in regulating immune responses. Galiellalactone (GL) is a fungal secondary metabolite known to interfere with the binding of phosphorylated signal transducer and activator of transcription (pSTAT)-3 as well of pSTAT-6 dimers to their target DNA in vitro. Intra nasal delivery of 50 μg GL into the lung of naive Balb/c mice induced FoxP3 expression locally and IL-10 production and IL-12p40 in RNA expression in the airways in vivo. In a murine model of allergic asthma, GL significantly suppressed the cardinal features of asthma, such as airway hyperresponsiveness, eosinophilia and mucus production, after sensitization and subsequent challenge with ovalbumin (OVA). These changes resulted in induction of IL-12p70 and IL-10 production by lung CD11c(+) dendritic cells (DCs) accompanied by an increase of IL-3 receptor α chain and indoleamine-2,3-dioxygenase expression in these cells. Furthermore, GL inhibited IL-4 production in T-bet-deficient CD4(+) T cells and down-regulated the suppressor of cytokine signaling-3 (SOCS-3), also in the absence of STAT-3 in T cells, in the lung in a murine model of asthma. In addition, we found reduced amounts of pSTAT-5 in the lung of GL-treated mice that correlated with decreased release of IL-2 by lung OVA-specific CD4(+) T cells after treatment with GL in vitro also in the absence of T-bet. Thus, GL treatment in vivo and in vitro emerges as a novel therapeutic approach for allergic asthma by modulating lung DC phenotype and function resulting in a protective response via CD4(+)FoxP3(+) regulatory T cells locally.

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BACKGROUND & AIMS: Age is frequently discussed as negative host factor to achieve a sustained virological response (SVR) to antiviral therapy of chronic hepatitis C. However, elderly patients often show advanced fibrosis/cirrhosis as known negative predictive factor. The aim of this study was to assess age as an independent predictive factor during antiviral therapy. METHODS: Overall, 516 hepatitis C patients were treated with pegylated interferon-α and ribavirin, thereof 66 patients ≥60 years. We analysed the impact of host factors (age, gender, fibrosis, haemoglobin, previous hepatitis C treatment) and viral factors (genotype, viral load) on SVR per therapy course by performing a generalized estimating equations (GEE) regression modelling, a matched pair analysis and a classification tree analysis. RESULTS: Overall, SVR per therapy course was 42.9 and 26.1%, respectively, in young and elderly patients with hepatitis C virus (HCV) genotypes 1/4/6. The corresponding figures for HCV genotypes 2/3 were 74.4 and 84%. In the GEE model, age had no significant influence on achieving SVR. In matched pair analysis, SVR was not different in young and elderly patients (54.2 and 55.9% respectively; P = 0.795 in binominal test). In classification tree analysis, age was not a relevant splitting variable. CONCLUSIONS: Age is not a significant predictive factor for achieving SVR, when relevant confounders are taken into account. As life expectancy in Western Europe at age 60 is more than 20 years, it is reasonable to treat chronic hepatitis C in selected elderly patients with relevant fibrosis or cirrhosis but without major concomitant diseases, as SVR improves survival and reduces carcinogenesis.

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En este artículo, a partir de la inversa de la matriz de varianzas y covarianzas se obtiene el modelo Esperanza-Varianza de Markowitz siguiendo un camino más corto y matemáticamente riguroso. También se obtiene la ecuación de equilibrio del CAPM de Sharpe.

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PURPOSE: To derive a prediction rule by using prospectively obtained clinical and bone ultrasonographic (US) data to identify elderly women at risk for osteoporotic fractures. MATERIALS AND METHODS: The study was approved by the Swiss Ethics Committee. A prediction rule was computed by using data from a 3-year prospective multicenter study to assess the predictive value of heel-bone quantitative US in 6174 Swiss women aged 70-85 years. A quantitative US device to calculate the stiffness index at the heel was used. Baseline characteristics, known risk factors for osteoporosis and fall, and the quantitative US stiffness index were used to elaborate a predictive rule for osteoporotic fracture. Predictive values were determined by using a univariate Cox model and were adjusted with multivariate analysis. RESULTS: There were five risk factors for the incidence of osteoporotic fracture: older age (>75 years) (P < .001), low heel quantitative US stiffness index (<78%) (P < .001), history of fracture (P = .001), recent fall (P = .001), and a failed chair test (P = .029). The score points assigned to these risk factors were as follows: age, 2 (3 if age > 80 years); low quantitative US stiffness index, 5 (7.5 if stiffness index < 60%); history of fracture, 1; recent fall, 1.5; and failed chair test, 1. The cutoff value to obtain a high sensitivity (90%) was 4.5. With this cutoff, 1464 women were at lower risk (score, <4.5) and 4710 were at higher risk (score, >or=4.5) for fracture. Among the higher-risk women, 6.1% had an osteoporotic fracture, versus 1.8% of women at lower risk. Among the women who had a hip fracture, 90% were in the higher-risk group. CONCLUSION: A prediction rule obtained by using quantitative US stiffness index and four clinical risk factors helped discriminate, with high sensitivity, women at higher versus those at lower risk for osteoporotic fracture.