Machine learning analysis and modeling of interest rate curves

The present research deals with the review of the analysis and modeling of Swiss franc interest rate curves (IRC) by using unsupervised (SOM, Gaussian Mixtures) and supervised machine (MLP) learning algorithms. IRC are considered as objects embedded into different feature spaces: maturities; maturity-date, parameters of Nelson-Siegel model (NSM). Analysis of NSM parameters and their temporal and clustering structures helps to understand the relevance of model and its potential use for the forecasting. Mapping of IRC in a maturity-date feature space is presented and analyzed for the visualization and forecasting purposes.

Archives curieuses de l'histoire de France.... 1re série. Tome 4e

Comprend : Lettres du roy et de la reine-mère au parlement de Paris, au sujet du tumulte arrivé à la porte Sainct-Anthoine de cette Ville, et arrests donnez par cette cour par rapport à ce tumulte et à celui arrivé à Sainct-Médard ; Arret du parlement de Paris, portant qu'il sera fait une procession générale pour l'expiation des sacrilèges commis par les Huguenots dans l'église de Sainct-Médard ; Discours faits dans le parlement de Paris par le duc de Guise et le connétable de Montmorency, sur l'enregistrement de la déclaration du 11 d'avril 1562, sur le tumulte de Vassy, et sur ce qui est arrivé depuis ; Lettre de Catherine de Médicis au cardinal de Chastillon ; Lettre du seigneur baron des Adretz à la Roine-Mère, touchant la mort de La Motte-Gondrin ; Discours des premiers troubles advenus à Lyon, avec l'Apologie pour la ville de Lyon, contre le libelle faucement intitulé : "La Juste et saincte défence de la ville de Lyon", par M. Gabriel de Saconay,... ; Discours sur le saccagement des églises catholiques, par les hérétiques anciens et nouveaux calvinistes, en l'an 1562... par F. Claude de Sainctes,... ; Discours des guerres de la comté de Venayscin et de la Provence, ensemble quelques incidentz... / par le seigneur Loys de Perussiis,...

La police et reiglement du grand bureau des pauvres de la ville & faulxbourgs de Paris... ([Reprod.]) / par M. Iean Martin,...

Collection : French books before 1601 ; 326.4

The Limits of Issue Ownership Dynamics : The Constraining Effect of Party Preference

Issue ownership theory argues that when a voter considers a party to be the most competent amongst others to deal with an issue (that is, the party "owns" the issue), chances are the voter will vote for that party. Recent work has shown that perceptions of issue ownership are dynamic: they are affected by the media coverage of party messages. However, based on the broad literature on partisan bias, we predict that parties' efforts to change issue ownership perceptions will have a difficult time breaching the perceptual screen created by a voter's party preference. Using two separate experiments with a similar design we show that the effect of partisan issue messages on issue competence is moderated by party preference. The effect of issue messages is reinforced when people already like a party, and blocked when people dislike a party.

Self reported physical activity, public health, and perceived environment: results from a comparative European study

The focus of physical activity promotion is moving from methods for increasing health enhancing physical activity on the individual level to higher level strategies including environmental and policy approaches. Scientific inquiry, traditionally related to individual-based strategies, requires adaptation and refinement when environmental and policy changes become more relevant. The objective of this study is to investigate the significance for behaviour and health of community-based environments that encourage physical activity. DESIGN AND SETTING The article presents data and results from a cross sectional comparative survey of the general population in six European countries (Belgium, Finland, Germany (East and West), Netherlands, Spain, Switzerland). Specifically, the relation between perceived community-based opportunities for physical activity, self reported physical activity, and self rated health status is investigated. PARTICIPANTS Representative samples of general populations (adults 18 years or older). Overall response rate: 53.5%. Sample sizes realised: Belgium: n=389; Finland: n=400; Germany (East): n = 913; Germany (West): n=489; Netherlands: n=366; Spain: n=380; Switzerland: n=406. MAIN RESULTS Analyses show that best opportunities are reported by people who are lightly to moderately physically active. People's self rated health is moderately, but significantly associated with both perceived opportunities, and physical activity itself. These predictors interact in that especially for women, the health impact of physical activity is more pronounced in case of good opportunities. CONCLUSIONS The paper shows the potential of opportunities within residential and community environments with regard to physical activity, both for behaviour and health. Opportunities may enable the population, especially women, to develop an active lifestyle, and thus improve their health. Future studies with objective indicators for physical activity related environments should test the findings that are based on perceptions.

Large-scale clustering through functional embedding

We present a new framework for large-scale data clustering. The main idea is to modify functional dimensionality reduction techniques to directly optimize over discrete labels using stochastic gradient descent. Compared to methods like spectral clustering our approach solves a single optimization problem, rather than an ad-hoc two-stage optimization approach, does not require a matrix inversion, can easily encode prior knowledge in the set of implementable functions, and does not have an ?out-of-sample? problem. Experimental results on both artificial and real-world datasets show the usefulness of our approach.

Multifractal portrayal of the distribution of the Swiss population

The present research studies the spatial patterns of the distribution of the Swiss population (DSP). This description is carried out using a wide variety of global spatial structural analysis tools such as topological, statistical and fractal measures, which enable the estimation of the spatial degree of clustering of a point pattern. A particular attention is given to the analysis of the multifractality to characterize the spatial structure of the DSP at different scales. This will be achieved by measuring the generalized q-dimensions and the singularity spectrum. This research is based on high quality data of the Swiss Population Census of the Year 2000 at a hectometric resolution (grid 100 x 100 m) issued by the Swiss Federal Statistical Office (FSO).

What can we learn from international comparisons of costs by DRG ?

OBJECTIVES: The objective of this study was to compare costs data by diagnosis related group (DRG) between Belgium and Switzerland. Our hypotheses were that differences between countries can probably be explained by methodological differences in cost calculations, by differences in medical practices and by differences in cost structures within the two countries. METHODS: Classifications of DRG used in the two countries differ (AP-DRGs version 1.7 in Switzerland and APR-DRGs version 15.0 in Belgium). The first step of this study was to transform Belgian summaries into Swiss AP-DRGs. Belgian and Swiss data were calculated with a clinical costing methodology (full costing). Belgian and Swiss costs were converted into US$ PPP (purchasing power parity) in order to neutralize differences in purchasing power between countries. RESULTS: The results of this study showed higher costs in Switzerland despite standardization of cost data according to PPP. The difference is not explained by the case-mix index because this was similar for inliers between the two countries. The length of stay (LOS) was also quite similar for inliers between the two countries. The case-mix index was, however, higher for high outliers in Belgium, as reflected in a higher LOS for these patients. Higher costs in Switzerland are thus probably explained mainly by the higher number of agency staff by service in this country or because of differences in medical practices. CONCLUSIONS: It is possible to make international comparisons but only if there is standardization of the case-mix between countries and only if comparable accountancy methodologies are used. Harmonization of DRGs groups, nomenclature and accountancy is thus required.

Bortezomib(Velcade®)-Thalidomide-Dexamethasone (VTD) Is Superior to Thalidomide-Dexamethasone (TD) In Patients with Multiple Myeloma (MM) Progressing or Relapsing After Autologous Transplantation

Introduction: The Thalidomide-Dexamethasone (TD) regimen has provided encouraging results in relapsed MM. To improve results, bortezomib (Velcade) has been added to the combination in previous phase II studies, the so called VTD regimen. In January 2006, the European Group for Blood and Marrow Transplantation (EBMT) and the Intergroupe Francophone du Myélome (IFM) initiated a prospective, randomized, parallel-group, open-label phase III, multicenter study, comparing VTD (arm A) with TD (arm B) for MM patients progressing or relapsing after autologous transplantation. Patients and Methods: Inclusion criteria: patients in first progression or relapse after at least one autologous transplantation, including those who had received bortezomib or thalidomide before transplant. Exclusion criteria: subjects with neuropathy above grade 1 or non secretory MM. Primary study end point was time to progression (TTP). Secondary end points included safety, response rate, progression-free survival (PFS) and overall survival (OS). Treatment was scheduled as follows: bortezomib 1.3 mg/m2 was given as an i.v bolus on Days 1, 4, 8 and 11 followed by a 10-Day rest period (days 12 to 21) for 8 cycles (6 months) and then on Days 1, 8, 15, 22 followed by a 20-Day rest period (days 23 to 42) for 4 cycles (6 months). In both arms, thalidomide was scheduled at 200 mg/Day orally for one year and dexamethasone 40 mg/Day orally four days every three weeks for one year. Patients reaching remission could proceed to a new stem cell harvest. However, transplantation, either autologous or allogeneic, could only be performed in patients who completed the planned one year treatment period. Response was assessed by EBMT criteria, with additional category of near complete remission (nCR). Adverse events were graded by the NCI-CTCAE, Version 3.0.The trial was based on a group sequential design, with 4 planned interim analyses and one final analysis that allowed stopping for efficacy as well as futility. The overall alpha and power were set equal to 0.025 and 0.90 respectively. The test for decision making was based on the comparison in terms of the ratio of the cause-specific hazards of relapse/progression, estimated in a Cox model stratified on the number of previous autologous transplantations. Relapse/progression cumulative incidence was estimated using the proper nonparametric estimator, the comparison was done by the Gray test. PFS and OS probabilities were estimated by the Kaplan-Meier curves, the comparison was performed by the Log-Rank test. An interim safety analysis was performed when the first hundred patients had been included. The safety committee recommended to continue the trial. Results: As of 1st July 2010, 269 patients had been enrolled in the study, 139 in France (IFM 2005-04 study), 21 in Italy, 38 in Germany, 19 in Switzerland (a SAKK study), 23 in Belgium, 8 in Austria, 8 in the Czech republic, 11 in Hungary, 1 in the UK and 1 in Israel. One hundred and sixty nine patients were males and 100 females; the median age was 61 yrs (range 29-76). One hundred and thirty six patients were randomized to receive VTD and 133 to receive TD. The current analysis is based on 246 patients (124 in arm A, 122 in arm B) included in the second interim analysis, carried out when 134 events were observed. Following this analysis, the trial was stopped because of significant superiority of VTD over TD. The remaining patients were too premature to contribute to the analysis. The number of previous autologous transplants was one in 63 vs 60 and two or more in 61 vs 62 patients in arm A vs B respectively. The median follow-up was 25 months. The median TTP was 20 months vs 15 months respectively in arm A and B, with cumulative incidence of relapse/progression at 2 years equal to 52% (95% CI: 42%-64%) vs 70% (95% CI: 61%-81%) (p=0.0004, Gray test). The same superiority of arm A was also observed when stratifying on the number of previous autologous transplantations. At 2 years, PFS was 39% (95% CI: 30%-51%) vs 23% (95% CI: 16%-34%) (A vs B, p=0.0006, Log-Rank test). OS in the first two years was comparable in the two groups. Conclusion: VTD resulted in significantly longer TTP and PFS in patients relapsing after ASCT. Analysis of response and safety data are on going and results will be presented at the meeting.