Instrumental variable method for the causal relationship between soluble receptor for advanced glycation end-products (sRAGE) and risk of pancreatic cancer

This thesis project is motivated by the potential problem of using observational data to draw inferences about a causal relationship in observational epidemiology research when controlled randomization is not applicable. Instrumental variable (IV) method is one of the statistical tools to overcome this problem. Mendelian randomization study uses genetic variants as IVs in genetic association study. In this thesis, the IV method, as well as standard logistic and linear regression models, is used to investigate the causal association between risk of pancreatic cancer and the circulating levels of soluble receptor for advanced glycation end-products (sRAGE). Higher levels of serum sRAGE were found to be associated with a lower risk of pancreatic cancer in a previous observational study (255 cases and 485 controls). However, such a novel association may be biased by unknown confounding factors. In a case-control study, we aimed to use the IV approach to confirm or refute this observation in a subset of study subjects for whom the genotyping data were available (178 cases and 177 controls). Two-stage IV method using generalized method of moments-structural mean models (GMM-SMM) was conducted and the relative risk (RR) was calculated. In the first stage analysis, we found that the single nucleotide polymorphism (SNP) rs2070600 of the receptor for advanced glycation end-products (AGER) gene meets all three general assumptions for a genetic IV in examining the causal association between sRAGE and risk of pancreatic cancer. The variant allele of SNP rs2070600 of the AGER gene was associated with lower levels of sRAGE, and it was neither associated with risk of pancreatic cancer, nor with the confounding factors. It was a potential strong IV (F statistic = 29.2). However, in the second stage analysis, the GMM-SMM model failed to converge due to non- concaveness probably because of the small sample size. Therefore, the IV analysis could not support the causality of the association between serum sRAGE levels and risk of pancreatic cancer. Nevertheless, these analyses suggest that rs2070600 was a potentially good genetic IV for testing the causality between the risk of pancreatic cancer and sRAGE levels. A larger sample size is required to conduct a credible IV analysis.^

Temperature-dependent vortex matter in a superconducting mesoscopic circular sector

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Estudo de filmes supercondutores de espessura finita em forma de SQUID

Pós-graduação em Ciência e Tecnologia de Materiais - FC

Numerical solution of the time dependent Ginzburg-Landau equations for mixed (d plus s)-wave superconductors

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Magnetic flux quantum in a Superconducting concave/convex disk

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

The relationship between implied and realized volatility : evidence from the Australian stock index option market

This paper examines the relationship between the volatility implied in option prices and the subsequently realized volatility by using the S&P/ASX 200 index options (XJO) traded on the Australian Stock Exchange (ASX) during a period of 5 years. Unlike stock index options such as the S&P 100 index options in the US market, the S&P/ASX 200 index options are traded infrequently and in low volumes, and have a long maturity cycle. Thus an errors-in-variables problem for measurement of implied volatility is more likely to exist. After accounting for this problem by instrumental variable method, it is found that both call and put implied volatilities are superior to historical volatility in forecasting future realized volatility. Moreover, implied call volatility is nearly an unbiased forecast of future volatility.

Leveraging the network information for evaluating answer quality in a collaborative question answering portal

Collaborative question answering (cQA) portals such as Yahoo! Answers allow users as askers or answer authors to communicate, and exchange information through the asking and answering of questions in the network. In their current set-up, answers to a question are arranged in chronological order. For effective information retrieval, it will be advantageous to have the users’ answers ranked according to their quality. This paper proposes a novel approach of evaluating and ranking the users’answers and recommending the top-n quality answers to information seekers. The proposed approach is based on a user-reputation method which assigns a score to an answer reflecting its answer author’s reputation level in the network. The proposed approach is evaluated on a dataset collected from a live cQA, namely, Yahoo! Answers. To compare the results obtained by the non-content-based user-reputation method, experiments were also conducted with several content-based methods that assign a score to an answer reflecting its content quality. Various combinations of non-content and content-based scores were also used in comparing results. Empirical analysis shows that the proposed method is able to rank the users’ answers and recommend the top-n answers with good accuracy. Results of the proposed method outperform the content-based methods, various combinations, and the results obtained by the popular link analysis method, HITS.

Orientation robust transmit polarization diversity techniques

Polarisation diversity is a technique to improve the quality of mobile communications, but its reliability is suboptimal because it depends on the mobile channel and the antenna orientations at both ends of the mobile link. A method to optimise the reliability is established by minimising the dependency on antenna orientations. While the mobile base station can have fixed antenna orientation, the mobile terminal is typically a handheld device with random orientations. This means orientation invariance needs to be established at the receiver in the downlink, and at the transmitter in the uplink. This research presents separate solutions for both cases, and is based on the transmission of an elliptically polarised signal synthesised from the channel statistics. Complete receiver orientation invariance is achieved in the downlink. Effects of the transmitter orientation are minimised in the uplink.

Nonstationary response of structures and its application to earthquake engineering

This thesis presents a simplified state-variable method to solve for the nonstationary response of linear MDOF systems subjected to a modulated stationary excitation in both time and frequency domains. The resulting covariance matrix and evolutionary spectral density matrix of the response may be expressed as a product of a constant system matrix and a time-dependent matrix, the latter can be explicitly evaluated for most envelopes currently prevailing in engineering. The stationary correlation matrix of the response may be found by taking the limit of the covariance response when a unit step envelope is used. The reliability analysis can then be performed based on the first two moments of the response obtained.

The method presented facilitates obtaining explicit solutions for general linear MDOF systems and is flexible enough to be applied to different stochastic models of excitation such as the stationary models, modulated stationary models, filtered stationary models, and filtered modulated stationary models and their stochastic equivalents including the random pulse train model, filtered shot noise, and some ARMA models in earthquake engineering. This approach may also be readily incorporated into finite element codes for random vibration analysis of linear structures.

A set of explicit solutions for the response of simple linear structures subjected to modulated white noise earthquake models with four different envelopes are presented as illustration. In addition, the method has been applied to three selected topics of interest in earthquake engineering, namely, nonstationary analysis of primary-secondary systems with classical or nonclassical dampings, soil layer response and related structural reliability analysis, and the effect of the vertical components on seismic performance of structures. For all the three cases, explicit solutions are obtained, dynamic characteristics of structures are investigated, and some suggestions are given for aseismic design of structures.

基于度量工具的软件成本估算模型使用方法

输入的主观性以及输入过多是妨碍软件成本估算模型实际应用效果的重要影响因素.针对以上问题,提出了一种基于度量工具的软件成本估算模型使用方法.该方法通过引入统计理论中的工具变量,将度量工具所采集的度量元数据自动转换为软件成本估算模型的输入.这一方面可以避免模型校准和估算过程中输入的主观性与不一致性,提高了估算结果的准确性与可靠性;另一方面能减少估算人员的手工操作,提高工作效率,增加了软件成本估算模型的可用性.结合具体实例说明了所提出方法的可行性与有效性.

Uncertainty analysis based on sensitivity applied to angle-ply composite structures

This article describes a finite element-based formulation for the statistical analysis of the response of stochastic structural composite systems whose material properties are described by random fields. A first-order technique is used to obtain the second-order statistics for the structural response considering means and variances of the displacement and stress fields of plate or shell composite structures. Propagation of uncertainties depends on sensitivities taken as measurement of variation effects. The adjoint variable method is used to obtain the sensitivity matrix. This method is appropriated for composite structures due to the large number of random input parameters. Dominant effects on the stochastic characteristics are studied analyzing the influence of different random parameters. In particular, a study of the anisotropy influence on uncertainties propagation of angle-ply composites is carried out based on the proposed approach.

Studies in molecular dynamics: new criteria for evaluation of intramolecular force fields

The present thesis deals with some studies in molecular dynamics using spectroscopic data. Two new approximation procedures the variable method and the average bonding energy criterion have been developed for a reliable calculation of molecular force fields and applied to several molecular species belonging to the xy2 type.

Corporate opacity and cost of debt for family firms

This paper uses a sample of Chinese firms to examine the impact of corporate opacity on the relationship between family control and firms’ cost of debt. We find that family control is associated with a lower cost of debt on average, and a negative impact exists mainly in firms with relatively low corporate opacity. We further provide evidence that the moderating effect of corporate opacity becomes more pronounced when investors’ perception of controlling families’ moral hazard of expropriation is higher. Our results are robust to alternative opacity proxies and controlling for endogeneity of family control using the instrumental variable method. Our study highlights that controlling families are heterogeneous in their impact on the shareholder–debtholder relationship in family firms, and debtholders view corporate opacity as an important reference in assessing the extent of potential agency conflicts in China.

Comparação entre achados clínicos e videofluoroscópicos na identificação de penetração laríngea e aspiração laringotraqueal no acidente vascular encefálico

Pós-graduação em Bases Gerais da Cirurgia - FMB

Dinâmica de vórtices em filmes finos supercondutores de superfície variável

Pós-graduação em Ciência e Tecnologia de Materiais - FC