909 resultados para Conditional-value-at-risk assessment


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Editorial in the Journal of Psychiatric and Mental Health Nursing, 2015, 22(7)

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Background: Many European countries including Ireland lack high quality, on-going, population based estimates of maternal behaviours and experiences during pregnancy. PRAMS is a CDC surveillance program which was established in the United States in 1987 to generate high quality, population based data to reduce infant mortality rates and improve maternal and infant health. PRAMS is the only on-going population based surveillance system of maternal behaviours and experiences that occur before, during and after pregnancy worldwide.Methods: The objective of this study was to adapt, test and evaluate a modified CDC PRAMS methodology in Ireland. The birth certificate file which is the standard approach to sampling for PRAMS in the United States was not available for the PRAMS Ireland study. Consequently, delivery record books for the period between 3 and 5 months before the study start date at a large urban obstetric hospital [8,900 births per year] were used to randomly sample 124 women. Name, address, maternal age, infant sex, gestational age at delivery, delivery method, APGAR score and birth weight were manually extracted from records. Stillbirths and early neonatal deaths were excluded using APGAR scores and hospital records. Women were sent a letter of invitation to participate including option to opt out, followed by a modified PRAMS survey, a reminder letter and a final survey.Results: The response rate for the pilot was 67%. Two per cent of women refused the survey, 7% opted out of the study and 24% did not respond. Survey items were at least 88% complete for all 82 respondents. Prevalence estimates of socially undesirable behaviours such as alcohol consumption during pregnancy were high [>50%] and comparable with international estimates.Conclusion: PRAMS is a feasible and valid method of collecting information on maternal experiences and behaviours during pregnancy in Ireland. PRAMS may offer a potential solution to data deficits in maternal health behaviour indicators in Ireland with further work. This study is important to researchers in Europe and elsewhere who may be interested in new ways of tailoring an established CDC methodology to their unique settings to resolve data deficits in maternal health.

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PURPOSE: Risk-stratified guidelines can improve quality of care and cost-effectiveness, but their uptake in primary care has been limited. MeTree, a Web-based, patient-facing risk-assessment and clinical decision support tool, is designed to facilitate uptake of risk-stratified guidelines. METHODS: A hybrid implementation-effectiveness trial of three clinics (two intervention, one control). PARTICIPANTS: consentable nonadopted adults with upcoming appointments. PRIMARY OUTCOME: agreement between patient risk level and risk management for those meeting evidence-based criteria for increased-risk risk-management strategies (increased risk) and those who do not (average risk) before MeTree and after. MEASURES: chart abstraction was used to identify risk management related to colon, breast, and ovarian cancer, hereditary cancer, and thrombosis. RESULTS: Participants = 488, female = 284 (58.2%), white = 411 (85.7%), mean age = 58.7 (SD = 12.3). Agreement between risk management and risk level for all conditions for each participant, except for colon cancer, which was limited to those <50 years of age, was (i) 1.1% (N = 2/174) for the increased-risk group before MeTree and 16.1% (N = 28/174) after and (ii) 99.2% (N = 2,125/2,142) for the average-risk group before MeTree and 99.5% (N = 2,131/2,142) after. Of those receiving increased-risk risk-management strategies at baseline, 10.5% (N = 2/19) met criteria for increased risk. After MeTree, 80.7% (N = 46/57) met criteria. CONCLUSION: MeTree integration into primary care can improve uptake of risk-stratified guidelines and potentially reduce "overuse" and "underuse" of increased-risk services.Genet Med 18 10, 1020-1028.

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This paper describes a framework that is being developed for the prediction and analysis of electronics power module reliability both for qualification testing and in-service lifetime prediction. Physics of failure (PoF) reliability methodology using multi-physics high-fidelity and reduced order computer modelling, as well as numerical optimization techniques, are integrated in a dedicated computer modelling environment to meet the needs of the power module designers and manufacturers as well as end-users for both design and maintenance purposes. An example of lifetime prediction for a power module solder interconnect structure is described. Another example is the lifetime prediction of a power module for a railway traction control application. Also in the paper a combined physics of failure and data trending prognostic methodology for the health monitoring of power modules is discussed.

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Hurricanes are destructive storms with strong winds, intense storm surges, and heavy rainfall. The resulting impact from a hurricane can include structural damage to buildings and infrastructure, flooding, and ultimately loss of human life. This paper seeks to identify the impact of Hurricane Ivan on the aected population of Grenada, one of the Caribbean islands. Hurricane Ivan made landfall on 7th September 2004 and resulted in 80% of the population being adversely aected. The methods that were used to model these impacts involved performing hazard and risk assessments using GIS and remote sensing techniques. Spatial analyses were used to create a hazard and a risk map. Hazards were identied initially as those caused by storm surges, severe winds speeds, and flooding events related to Hurricane Ivan. These estimated hazards were then used to create a risk map. An innovative approach was adopted, including the use of hillshading to assess the damage caused by high wind speeds. This paper explains in detail the methodology used and the results produced.

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In this paper we describe how an evidential-reasoner can be used as a component of risk assessment of engineering projects using a direct way of reasoning. Guan & Bell (1991) introduced this method by using the mass functions to express rule strengths. Mass functions are also used to express data strengths. The data and rule strengths are combined to get a mass distribution for each rule; i.e., the first half of our reasoning process. Then we combine the prior mass and the evidence from the different rules; i.e., the second half of the reasoning process. Finally, belief intervals are calculated to help in identifying the risks. We apply our evidential-reasoner on an engineering project and the results demonstrate the feasibility and applicability of this system in this environment.

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The purpose of this study is to develop a decision making system to evaluate the risks in E-Commerce (EC) projects. Competitive software businesses have the critical task of assessing the risk in the software system development life cycle. This can be conducted on the basis of conventional probabilities, but limited appropriate information is available and so a complete set of probabilities is not available. In such problems, where the analysis is highly subjective and related to vague, incomplete, uncertain or inexact information, the Dempster-Shafer (DS) theory of evidence offers a potential advantage. We use a direct way of reasoning in a single step (i.e., extended DS theory) to develop a decision making system to evaluate the risk in EC projects. This consists of five stages 1) establishing knowledge base and setting rule strengths, 2) collecting evidence and data, 3) determining evidence and rule strength to a mass distribution for each rule; i.e., the first half of a single step reasoning process, 4) combining prior mass and different rules; i.e., the second half of the single step reasoning process, 5) finally, evaluating the belief interval for the best support decision of EC project. We test the system by using potential risk factors associated with EC development and the results indicate that the system is promising way of assisting an EC project manager in identifying potential risk factors and the corresponding project risks.

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Environmental Impact Assessment has gained a prominent position as a tool to evaluate the environmental effects of economic activities. However, all approaches proposed so far use a burden-oriented logic. They concentrate on the different environmental impacts in order to ascertain the overall environmental damage caused by economic activity. This paper argues that such a burden-oriented view is (a) hampered by a series of methodological shortcomings which hinders its widespread use in practice; and (b) is analytically incomplete. The paper proposes a value-oriented approach to impact assessment. For this purpose an economic analysis of the optimal use of environmental and social resources is conducted from both a burden-oriented and a value-oriented standpoint. The basic logic of a value-oriented impact assessment is explained, as well as the resulting economic conditions for an optimal use of resources. In addition, it is shown that value- and burden-oriented approaches are complementary to achieve optimality. Finally, the paper discusses the conditions under which the use of burden- or value-oriented impact assessments is appropriate, respectively.

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Value-at-risk (VaR) forecasting generally relies on a parametric density function of portfolio returns that ignores higher moments or assumes them constant. In this paper, we propose a simple approach to forecasting of a portfolio VaR. We employ the Gram-Charlier expansion (GCE) augmenting the standard normal distribution with the first four moments, which are allowed to vary over time. In an extensive empirical study, we compare the GCE approach to other models of VaR forecasting and conclude that it provides accurate and robust estimates of the realized VaR. In spite of its simplicity, on our dataset GCE outperforms other estimates that are generated by both constant and time-varying higher-moments models.