909 resultados para uncertain volatility


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Therapeutic drug monitoring (TDM), i. e., the quantification of serum or plasma concentrations of medications for dose optimization, has proven a valuable tool for the patient-matched psychopharmacotherapy. Uncertain drug adherence, suboptimal tolerability, non-response at therapeutic doses, or pharmacokinetic drug-drug interactions are typical situations when measurement of medication concentrations is helpful. Patient populations that may predominantly benefit from TDM in psychiatry are children, pregnant women, elderly patients, individuals with intelligence disabilities, forensic patients, patients with known or suspected genetically determined pharmacokinetic abnormalities or individuals with pharmacokinetically relevant comorbidities. However, the potential benefits of TDM for optimization of pharmacotherapy can only be obtained if the method is adequately integrated into the clinical treatment process. To promote an appropriate use of TDM, the TDM expert group of the Arbeitsgemeinschaft für Neuropsychopharmakologie und Pharmakopsychiatrie (AGNP) issued guidelines for TDM in psychiatry in 2004. Since then, knowledge has advanced significantly, and new psychopharmacologic agents have been introduced that are also candidates for TDM. Therefore the TDM consensus guidelines were updated and extended to 128 neuropsychiatric drugs. 4 levels of recommendation for using TDM were defined ranging from "strongly recommended" to "potentially useful". Evidence-based "therapeutic reference ranges" and "dose related reference ranges" were elaborated after an extensive literature search and a structured internal review process. A "laboratory alert level" was introduced, i. e., a plasma level at or above which the laboratory should immediately inform the treating physician. Supportive information such as cytochrome P450 substrate and inhibitor properties of medications, normal ranges of ratios of concentrations of drug metabolite to parent drug and recommendations for the interpretative services are given. Recommendations when to combine TDM with pharmacogenetic tests are also provided. Following the guidelines will help to improve the outcomes of psychopharmacotherapy of many patients especially in case of pharmacokinetic problems. Thereby, one should never forget that TDM is an interdisciplinary task that sometimes requires the respectful discussion of apparently discrepant data so that, ultimately, the patient can profit from such a joint eff ort.

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Quantifying the spatial configuration of hydraulic conductivity (K) in heterogeneous geological environments is essential for accurate predictions of contaminant transport, but is difficult because of the inherent limitations in resolution and coverage associated with traditional hydrological measurements. To address this issue, we consider crosshole and surface-based electrical resistivity geophysical measurements, collected in time during a saline tracer experiment. We use a Bayesian Markov-chain-Monte-Carlo (McMC) methodology to jointly invert the dynamic resistivity data, together with borehole tracer concentration data, to generate multiple posterior realizations of K that are consistent with all available information. We do this within a coupled inversion framework, whereby the geophysical and hydrological forward models are linked through an uncertain relationship between electrical resistivity and concentration. To minimize computational expense, a facies-based subsurface parameterization is developed. The Bayesian-McMC methodology allows us to explore the potential benefits of including the geophysical data into the inverse problem by examining their effect on our ability to identify fast flowpaths in the subsurface, and their impact on hydrological prediction uncertainty. Using a complex, geostatistically generated, two-dimensional numerical example representative of a fluvial environment, we demonstrate that flow model calibration is improved and prediction error is decreased when the electrical resistivity data are included. The worth of the geophysical data is found to be greatest for long spatial correlation lengths of subsurface heterogeneity with respect to wellbore separation, where flow and transport are largely controlled by highly connected flowpaths.

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BACKGROUND: Efavirenz and lopinavir boosted with ritonavir are both recommended as first-line therapies for patients with HIV when combined with two nucleoside reverse transcriptase inhibitors. It is uncertain which therapy is more effective for patients starting therapy with an advanced infection. METHODS: We estimated the relative effect of these two therapies on rates of virological and immunological failure within the Swiss HIV Cohort Study and considered whether estimates depended on the CD4(+) T-cell count when starting therapy. We defined virological failure as either an incomplete virological response or viral rebound after viral suppression and immunological failure as failure to achieve an expected CD4(+) T-cell increase calculated from EuroSIDA statistics. RESULTS: Patients starting efavirenz (n=660) and lopinavir (n=541) were followed for a median of 4.5 and 3.1 years, respectively. Virological failure was less likely for patients on efavirenz, with the adjusted hazard ratio (95% confidence interval) of 0.63 (0.50-0.78) then multiplied by a factor of 1.00 (0.90-1.12) for each 100 cells/mm(3) decrease in CD4(+) T-cell count below the mean when starting therapy. Immunological failure was also less likely for patients on efavirenz, with the adjusted hazard ratio of 0.68 (0.51-0.91) then multiplied by a factor of 1.29 (1.14-1.46) for each 100 cells/mm(3) decrease in CD4(+) T-cell count below the mean when starting therapy. CONCLUSIONS: Virological failure is less likely with efavirenz regardless of the CD4(+) T-cell count when starting therapy. Immunological failure is also less likely with efavirenz; however, this advantage disappears if patients start therapy with a low CD4(+) T-cell count.

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Address sustainability in all efforts. Sustainability should be at the core of all levels of homeland security and emergency management effort in Iowa. Capabilities need to be built for the long term, and without a sustainability plan in place, projects can quickly deplete uncertain levels of funding. Utilize an all-hazards methodology. Developing capabilities that are effective during a variety of disaster and emergency scenarios represents sound planning and resource management. Enhance capabilities through joint planning, training and exercise. Effective capabilities developed through coordinated planning efforts and an ongoing joint training and exercising program to ensure substantiate of prepared response. Utilize a collaborative approach to build capability. We will utilize whatever partnerships are necessary to build capability in the most effective manner possible. Regional partnerships have been, and will continue to be, in the forefront of the State of Iowa’s efforts to build and enhance capability. Enhance statewide capabilities. Whenever possible, we will identify and augment existing resources to provide statewide capability during a disaster or terrorist attack. Awareness, outreach and education. Open communication is critical to the success of any initiative. All projects implemented will have awareness, education and outreach components to ensure that all stakeholders are informed as to their responsibilities, capabilities and access. Information sharing and a common operating picture. The timely exchange of critical/actionable information is imperative to the success of every operation. The identification of a common operating picture allows decision makers to make informed decisions based on a unified understanding of the events around them.

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The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin. The process is positive definite and it is this property along with its linear character that have made Feller process a convenient candidate for the modeling of a number of phenomena ranging from single-neuron firing to volatility of financial assets. While general properties of the process have long been well known, less known are properties related to level crossing such as the first-passage and the escape problems. In this work we thoroughly address these questions.

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In this paper, some steganalytic techniques designed to detect the existence of hidden messages using histogram shifting methods are presented. Firstly, some techniques to identify specific methods of histogram shifting, based on visible marks on the histogram or abnormal statistical distributions are suggested. Then, we present a general technique capable of detecting all histogram shifting techniques analyzed. This technique is based on the effect of histogram shifting methods on the "volatility" of the histogram of differences and the study of its reduction whenever new data are hidden.

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This paper uses a database covering the universe of French firms for the period 1990-2007 to provide a forensic account of the role of individual firms in generating aggregatefluctuations. We set up a simple multi-sector model of heterogeneous firms selling tomultiple markets to motivate a theoretically-founded decomposition of firms' annualsales growth rate into different components. We find that the firm-specific componentcontributes substantially to aggregate sales volatility, mattering about as much as thecomponents capturing shocks that are common across firms within a sector or country.We then decompose the firm-specific component to provide evidence on two mechanismsthat generate aggregate fluctuations from microeconomic shocks highlighted in the recentliterature: (i) when the firm size distribution is fat-tailed, idiosyncratic shocks tolarge firms directly contribute to aggregate fluctuations; and (ii) aggregate fluctuationscan arise from idiosyncratic shocks due to input-output linkages across the economy.Firm linkages are approximately three times as important as the direct effect of firmshocks in driving aggregate fluctuations.

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The symptoms of vertigo are frequent complaints. With the anamnestic features and the quite long and tiresome clinical examination alone, the general practitioner should make the difference between a benign peripheral and a potentially fatal central pathology. A good knowledge of the anamnestic and clinical particularities and the diagnostic manoeuvres of the main types of vertigo allows in about two thirds of the cases to distinguish their origin. If a central origin is suspected or if the etiology is uncertain, the patient should be referred to a neurologist for further examination and radiological investigations.

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The objective of this work was to determine the geographic origin of the Madeiran common bean (Phaseolus vulgaris) gene pool. Phaseolin patterns of 50 accessions representing the diversity of common bean collected in Madeira, Portugal, and conserved in the ISOPlexis Germplasm Bank, were analysed using the Experion automated electrophoresis system, based on lab-on-a-chip technology. Five common bean standard varieties with typical phaseolin patterns were used to determine the phytogeographical origin of the Madeiran common bean accessions. Ninety two percent of the accessions exhibited a phaseolin pattern consistent with the one of common bean types belonging to the Andean gene pool, while the origin of the remaining 8% of the accessions was indistinguishable. The application of a similarity coefficient of 85%, based on Pearson correlations, increases the number of accessions with uncertain pattern. The analytical approach used permitted the determination of the origin of the common bean gene pool, which is Andean in 98% of the cases, and clustering of the observed variability among the Madeiran common beans.

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Therapeutic drug monitoring (TDM), i. e., the quantification of serum or plasma concentrations of medications for dose optimization, has proven a valuable tool for the patient-matched psychopharmacotherapy. Uncertain drug adherence, suboptimal tolerability, non-response at therapeutic doses, or pharmacokinetic drug-drug interactions are typical situations when measurement of medication concentrations is helpful. Patient populations that may predominantly benefit from TDM in psychiatry are children, pregnant women, elderly patients, individuals with intelligence disabilities, forensic patients, patients with known or suspected genetically determined pharmacokinetic abnormalities or individuals with pharmacokinetically relevant comorbidities. However, the potential benefits of TDM for optimization of pharmacotherapy can only be obtained if the method is adequately integrated into the clinical treatment process. To promote an appropriate use of TDM, the TDM expert group of the Arbeitsgemeinschaft für Neuropsychopharmakologie und Pharmakopsychiatrie (AGNP) issued guidelines for TDM in psychiatry in 2004. Since then, knowledge has advanced significantly, and new psychopharmacologic agents have been introduced that are also candidates for TDM. Therefore the TDM consensus guidelines were updated and extended to 128 neuropsychiatric drugs. 4 levels of recommendation for using TDM were defined ranging from "strongly recommended" to "potentially useful". Evidence-based "therapeutic reference ranges" and "dose related reference ranges" were elaborated after an extensive literature search and a structured internal review process. A "laboratory alert level" was introduced, i. e., a plasma level at or above which the laboratory should immediately inform the treating physician. Supportive information such as cytochrome P450 substrate- and inhibitor properties of medications, normal ranges of ratios of concentrations of drug metabolite to parent drug and recommendations for the interpretative services are given. Recommendations when to combine TDM with pharmacogenetic tests are also provided. Following the guidelines will help to improve the outcomes of psychopharmacotherapy of many patients especially in case of pharmacokinetic problems. Thereby, one should never forget that TDM is an interdisciplinary task that sometimes requires the respectful discussion of apparently discrepant data so that, ultimately, the patient can profit from such a joint effort.

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Decision-making in an uncertain environment is driven by two major needs: exploring the environment to gather information or exploiting acquired knowledge to maximize reward. The neural processes underlying exploratory decision-making have been mainly studied by means of functional magnetic resonance imaging, overlooking any information about the time when decisions are made. Here, we carried out an electroencephalography (EEG) experiment, in order to detect the time when the brain generators responsible for these decisions have been sufficiently activated to lead to the next decision. Our analyses, based on a classification scheme, extract time-unlocked voltage topographies during reward presentation and use them to predict the type of decisions made on the subsequent trial. Classification accuracy, measured as the area under the Receiver Operator's Characteristic curve was on average 0.65 across 7 subjects. Classification accuracy was above chance levels already after 516 ms on average, across subjects. We speculate that decisions were already made before this critical period, as confirmed by a positive correlation with reaction times across subjects. On an individual subject basis, distributed source estimations were performed on the extracted topographies to statistically evaluate the neural correlates of decision-making. For trials leading to exploration, there was significantly higher activity in dorsolateral prefrontal cortex and the right supramarginal gyrus; areas responsible for modulating behavior under risk and deduction. No area was more active during exploitation. We show for the first time the temporal evolution of differential patterns of brain activation in an exploratory decision-making task on a single-trial basis.

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Much research studies how individuals cope with disease threat by blaming out-groups and protecting the in-group. The model of collective symbolic coping (CSC) describes four stages by which representations of a threatening event are elaborated in the mass media: awareness, divergence, convergence, and normalization. We used the CSC model to predict when symbolic in-group protection (othering) would occur in the case of the avian influenza (AI) outbreak. Two studies documented CSC stages and showed that othering occurred during the divergence stage, characterized by an uncertain symbolic environment. Study 1 analysed media coverage of AI over time, documenting CSC stages of awareness and divergence. In Study 2, a two-wave repeated cross-sectional survey was conducted just after the divergence stage and a year later. Othering was measured by the number of foreign countries erroneously ticked by participants as having human victims. Individual differences in germ aversion and social dominance orientation interacted to predict othering during the divergence stage but not a year later. Implications for research on CSC and symbolic in-group protection strategies resulting from disease threat are discussed.

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In this thesis, I develop analytical models to price the value of supply chain investments under demand uncer¬tainty. This thesis includes three self-contained papers. In the first paper, we investigate the value of lead-time reduction under the risk of sudden and abnormal changes in demand forecasts. We first consider the risk of a complete and permanent loss of demand. We then provide a more general jump-diffusion model, where we add a compound Poisson process to a constant-volatility demand process to explore the impact of sudden changes in demand forecasts on the value of lead-time reduction. We use an Edgeworth series expansion to divide the lead-time cost into that arising from constant instantaneous volatility, and that arising from the risk of jumps. We show that the value of lead-time reduction increases substantially in the intensity and/or the magnitude of jumps. In the second paper, we analyze the value of quantity flexibility in the presence of supply-chain dis- intermediation problems. We use the multiplicative martingale model and the "contracts as reference points" theory to capture both positive and negative effects of quantity flexibility for the downstream level in a supply chain. We show that lead-time reduction reduces both supply-chain disintermediation problems and supply- demand mismatches. We furthermore analyze the impact of the supplier's cost structure on the profitability of quantity-flexibility contracts. When the supplier's initial investment cost is relatively low, supply-chain disin¬termediation risk becomes less important, and hence the contract becomes more profitable for the retailer. We also find that the supply-chain efficiency increases substantially with the supplier's ability to disintermediate the chain when the initial investment cost is relatively high. In the third paper, we investigate the value of dual sourcing for the products with heavy-tailed demand distributions. We apply extreme-value theory and analyze the effects of tail heaviness of demand distribution on the optimal dual-sourcing strategy. We find that the effects of tail heaviness depend on the characteristics of demand and profit parameters. When both the profit margin of the product and the cost differential between the suppliers are relatively high, it is optimal to buffer the mismatch risk by increasing both the inventory level and the responsive capacity as demand uncertainty increases. In that case, however, both the optimal inventory level and the optimal responsive capacity decrease as the tail of demand becomes heavier. When the profit margin of the product is relatively high, and the cost differential between the suppliers is relatively low, it is optimal to buffer the mismatch risk by increasing the responsive capacity and reducing the inventory level as the demand uncertainty increases. In that case, how¬ever, it is optimal to buffer with more inventory and less capacity as the tail of demand becomes heavier. We also show that the optimal responsive capacity is higher for the products with heavier tails when the fill rate is extremely high.