859 resultados para robust hedging
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Introduction: Gamma Knife surgery (GKS) is a noninvasive neurosurgical stereotactic procedure, increasingly used as an alternative to open functional procedures. This includes the targeting of the ventrointermediate nucleus of the thalamus (e.g., Vim) for tremor. Objective: To enhance anatomic imaging for Vim GKS using high-field (7 T) MRI and Diffusion Weighted Imaging (DWI). Methods: Five young healthy subjects and two patients were scanned both on 3 and 7 T MRI. The protocol was the same in all cases, and included: T1-weighted (T1w) and DWI at 3T; susceptibility weighted images (SWI) at 7T for the visualization of thalamic subparts. SWI was further integrated into the Gamma Plan Software® (LGP, Elekta Instruments, AB, Sweden) and co-registered with 3T images. A simulation of targeting of the Vim was done using the quadrilatere of Guyot. Furthermore, a correlation with the position of the found target on SWI and also on DWI (after clustering of the different thalamic nuclei) was performed. Results: For the 5 healthy subjects, there was a good correlation between the position of the Vim on SWI, DWI and the GKS targeting. For the patients, on the pretherapeutic acquisitions, SWI helped in positioning the target. For posttherapeutic sequences, SWI supposed position of the Vim matched the corresponding contrast enhancement seen at follow-up MRI. Additionally, on the patient's follow-up T1w images, we could observe a small area of contrast-enhancement corresponding to the target used in GKS (e.g., Vim), which belongs to the Ventral-Lateral-Ventral (VLV) nuclei group. Our clustering method resulted in seven thalamic groups. Conclusion: The use of SWI provided us with a superior resolution and an improved image contrast within the central gray matter, enabling us to directly visualize the Vim. We additionally propose a novel robust method for segmenting the thalamus in seven anatomical groups based on DWI. The localization of the GKS target on the follow-up T1w images, as well as the position of the Vim on 7 T, have been used as a gold standard for the validation of VLV cluster's emplacement. The contrast enhancement corresponding to the targeted area was always localized inside the expected cluster, providing strong evidence of the VLV segmentation accuracy. The anatomical correlation between the direct visualization on 7T and the current targeting methods on 3T (e.g., quadrilatere of Guyot, histological atlases, DWI) seems to show a very good anatomical matching.
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Social insects are promising model systems for epigenetics due to their immense morphological and behavioral plasticity. Reports that DNA methylation differs between the queen and worker castes in social insects [1-4] have implied a role for DNA methylation in regulating division of labor. To better understand the function of DNA methylation in social insects, we performed whole-genome bisulfite sequencing on brains of the clonal raider ant Cerapachys biroi, whose colonies alternate between reproductive (queen-like) and brood care (worker-like) phases [5]. Many cytosines were methylated in all replicates (on average 29.5% of the methylated cytosines in a given replicate), indicating that a large proportion of the C. biroi brain methylome is robust. Robust DNA methylation occurred preferentially in exonic CpGs of highly and stably expressed genes involved in core functions. Our analyses did not detect any differences in DNA methylation between the queen-like and worker-like phases, suggesting that DNA methylation is not associated with changes in reproduction and behavior in C. biroi. Finally, many cytosines were methylated in one sample only, due to either biological or experimental variation. By applying the statistical methods used in previous studies [1-4, 6] to our data, we show that such sample-specific DNA methylation may underlie the previous findings of queen- and worker-specific methylation. We argue that there is currently no evidence that genome-wide variation in DNA methylation is associated with the queen and worker castes in social insects, and we call for a more careful interpretation of the available data.
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Peer reviewed
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One of the techniques used to detect faults in dynamic systems is analytical redundancy. An important difficulty in applying this technique to real systems is dealing with the uncertainties associated with the system itself and with the measurements. In this paper, this uncertainty is taken into account by the use of intervals for the parameters of the model and for the measurements. The method that is proposed in this paper checks the consistency between the system's behavior, obtained from the measurements, and the model's behavior; if they are inconsistent, then there is a fault. The problem of detecting faults is stated as a quantified real constraint satisfaction problem, which can be solved using the modal interval analysis (MIA). MIA is used because it provides powerful tools to extend the calculations over real functions to intervals. To improve the results of the detection of the faults, the simultaneous use of several sliding time windows is proposed. The result of implementing this method is semiqualitative tracking (SQualTrack), a fault-detection tool that is robust in the sense that it does not generate false alarms, i.e., if there are false alarms, they indicate either that the interval model does not represent the system adequately or that the interval measurements do not represent the true values of the variables adequately. SQualTrack is currently being used to detect faults in real processes. Some of these applications using real data have been developed within the European project advanced decision support system for chemical/petrochemical manufacturing processes and are also described in this paper
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Vehicle operations in underwater environments are often compromised by poor visibility conditions. For instance, the perception range of optical devices is heavily constrained in turbid waters, thus complicating navigation and mapping tasks in environments such as harbors, bays, or rivers. A new generation of high-definition forward-looking sonars providing acoustic imagery at high frame rates has recently emerged as a promising alternative for working under these challenging conditions. However, the characteristics of the sonar data introduce difficulties in image registration, a key step in mosaicing and motion estimation applications. In this work, we propose the use of a Fourier-based registration technique capable of handling the low resolution, noise, and artifacts associated with sonar image formation. When compared to a state-of-the art region-based technique, our approach shows superior performance in the alignment of both consecutive and nonconsecutive views as well as higher robustness in featureless environments. The method is used to compute pose constraints between sonar frames that, integrated inside a global alignment framework, enable the rendering of consistent acoustic mosaics with high detail and increased resolution. An extensive experimental section is reported showing results in relevant field applications, such as ship hull inspection and harbor mapping
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In the current study, we evaluated various robust statistical methods for comparing two independent groups. Two scenarios for simulation were generated: one of equality and another of population mean differences. In each of the scenarios, 33 experimental conditions were used as a function of sample size, standard deviation and asymmetry. For each condition, 5000 replications per group were generated. The results obtained by this study show an adequate type error I rate but not a high power for the confidence intervals. In general, for the two scenarios studied (mean population differences and not mean population differences) in the different conditions analysed, the Mann-Whitney U-test demonstrated strong performance, and a little worse the t-test of Yuen-Welch.
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Cognitive radio networks sense spectrum occupancy and manage themselvesto operate in unused bands without disturbing licensed users. The detection capability of aradio system can be enhanced if the sensing process is performed jointly by a group of nodesso that the effects of wireless fading and shadowing can be minimized. However, taking acollaborative approach poses new security threats to the system as nodes can report falsesensing data to reach a wrong decision. This paper makes a review of secure cooperativespectrum sensing in cognitive radio networks. The main objective of these protocols is toprovide an accurate resolution about the availability of some spectrum channels, ensuring thecontribution from incapable users as well as malicious ones is discarded. Issues, advantagesand disadvantages of such protocols are investigated and summarized.
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An LC-MS/MS method has been developed for the determination of efavirenz (EFZ) in human plasma using hydrochlorothiazide as internal standard (I.S.). An ESI negative mode with multiple reaction-monitoring was used monitoring the transitions m/z 313.88→69.24 (EFZ) and 296.02→204.76 (I.S.). Samples were extracted using liquid-liquid extraction. The total run time was 2.0 min. The separation was achieved with HPLC-RP using a monolithic column. The assay was linear in the concentration range of 100 - 5000 ng mL-1. The mean recovery was 83%. Intra- and inter-day precision were < 9.5% and < 8.9%, respectively and accuracy was in the range ± 8.33%. The method was successfully applied to a bioequivalence study.
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This thesis investigates the effectiveness of time-varying hedging during the financial crisis of 2007 and the European Debt Crisis of 2010. In addition, the seven test economies are part of the European Monetary Union and these countries are in different economical states. Time-varying hedge ratio was constructed using conditional variances and correlations, which were created by using multivariate GARCH models. Here we have used three different underlying portfolios: national equity markets, government bond markets and the combination of these two. These underlying portfolios were hedged by using credit default swaps. Empirical part includes the in-sample and out-of-sample analysis, which are constructed by using constant and dynamic models. Moreover, almost in every case dynamic models outperform the constant ones in the determination of the hedge ratio. We could not find any statistically significant evidence to support the use of asymmetric dynamic conditional correlation model. In addition, our findings are in line with prior literature and support the use of time-varying hedge ratio. Finally, we found that in some cases credit default swaps are not suitable instruments for hedging and they act more as a speculative instrument.
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En option är ett finansiellt kontrakt som ger dess innehavare en rättighet (men medför ingen skyldighet) att sälja eller köpa någonting (till exempel en aktie) till eller från säljaren av optionen till ett visst pris vid en bestämd tidpunkt i framtiden. Den som säljer optionen binder sig till att gå med på denna framtida transaktion ifall optionsinnehavaren längre fram bestämmer sig för att inlösa optionen. Säljaren av optionen åtar sig alltså en risk av att den framtida transaktion som optionsinnehavaren kan tvinga honom att göra visar sig vara ofördelaktig för honom. Frågan om hur säljaren kan skydda sig mot denna risk leder till intressanta optimeringsproblem, där målet är att hitta en optimal skyddsstrategi under vissa givna villkor. Sådana optimeringsproblem har studerats mycket inom finansiell matematik. Avhandlingen "The knapsack problem approach in solving partial hedging problems of options" inför en ytterligare synpunkt till denna diskussion: I en relativt enkel (ändlig och komplett) marknadsmodell kan nämligen vissa partiella skyddsproblem beskrivas som så kallade kappsäcksproblem. De sistnämnda är välkända inom en gren av matematik som heter operationsanalys. I avhandlingen visas hur skyddsproblem som tidigare lösts på andra sätt kan alternativt lösas med hjälp av metoder som utvecklats för kappsäcksproblem. Förfarandet tillämpas även på helt nya skyddsproblem i samband med så kallade amerikanska optioner.
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In this thesis, the main point of interest is the robust control of a DC/DC converter. The use of reactive components in the power conversion gives rise to dynamical effects in DC/DC converters and the dynamical effects of the converter mandates the use of active control. Active control uses measurements from the converter to correct errors present in the converter’s output. The controller needs to be able to perform in the presence of varying component values and different kinds of disturbances in loading and noises in measurements. Such a feature in control design is referred as robustness. This thesis also contains survey of general properties of DC/DC converters and their effects on control design. In this thesis, a linear robust control design method is studied. A robust controller is then designed and applied to the current control of a phase shifted full bridge converter. The experimental results are shown to match simulations.
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This Master’s Thesis analyses the effectiveness of different hedging models on BRICS (Brazil, Russia, India, China, and South Africa) countries. Hedging performance is examined by comparing two different dynamic hedging models to conventional OLS regression based model. The dynamic hedging models being employed are Constant Conditional Correlation (CCC) GARCH(1,1) and Dynamic Conditional Correlation (DCC) GARCH(1,1) with Student’s t-distribution. In order to capture the period of both Great Moderation and the latest financial crisis, the sample period extends from 2003 to 2014. To determine whether dynamic models outperform the conventional one, the reduction of portfolio variance for in-sample data with contemporaneous hedge ratios is first determined and then the holding period of the portfolios is extended to one and two days. In addition, the accuracy of hedge ratio forecasts is examined on the basis of out-of-sample variance reduction. The results are mixed and suggest that dynamic hedging models may not provide enough benefits to justify harder estimation and daily portfolio adjustment. In this sense, the results are consistent with the existing literature.