Allostatic load as a complex clinical construct: A case‐based computational modeling approach

Allostatic load (AL) is a complex clinical construct, providing a unique window into the cumulative impact of stress. However, due to its inherent complexity, AL presents two major measurement challenges to conventional statistical modeling (the field's dominant methodology): it is comprised of a complex causal network of bioallostatic systems, represented by an even larger set of dynamic biomarkers; and, it is situated within a web of antecedent socioecological systems, linking AL to differences in health outcomes and disparities. To address these challenges, we employed case‐based computational modeling (CBM), which allowed us to make four advances: (1) we developed a multisystem, 7‐factor (20 biomarker) model of AL's network of allostatic systems; (2) used it to create a catalog of nine different clinical AL profiles (causal pathways); (3) linked each clinical profile to a typology of 23 health outcomes; and (4) explored our results (post hoc) as a function of gender, a key socioecological factor. In terms of highlights, (a) the Healthy clinical profile had few health risks; (b) the pro‐inflammatory profile linked to high blood pressure and diabetes; (c) Low Stress Hormones linked to heart disease, TIA/Stroke, diabetes, and circulation problems; and (d) high stress hormones linked to heart disease and high blood pressure. Post hoc analyses also found that males were overrepresented on the High Blood Pressure (61.2%), Metabolic Syndrome (63.2%), High Stress Hormones (66.4%), and High Blood Sugar (57.1%); while females were overrepresented on the Healthy (81.9%), Low Stress Hormones (66.3%), and Low Stress Antagonists (stress buffers) (95.4%) profiles. © 2015 Wiley Periodicals, Inc. Complexity 21: 291–306, 2016     

基于灰色聚类分析的风险评价方法研究——以江苏民间资本进入金融领域风险评价为例

运用灰色系统理论,结合AHP方法,建立灰色聚类分析模型,对风险进行评价,并以江苏民间资本进入金融领域风险评价为例进行研究.结果表明,民间资本进入金融领域的风险属于高风险范畴,其中进入风险中的产业风险和社会风险属于高风险,信用风险属于较高风险,政治风险属于中等风险.并针对上述风险的等级,提出了相应的政策建议.模型具有一定的实用价值,它对于正确认识民间资本进入金融领域的风险和有针对性地制定相应的政策措施具有一定的理论和现实意义.     

Chromatographic determination,decline dynamic and risk assessment of sulfoxaflor in Asian pear and oriental melon

The dissipation pattern of sulfoxaflor in Asian pear cultivated in an open field conditions and in oriental melon grown under plastic house conditions was each studied in two different locations. Residues in field‐treated samples were determined using liquid chromatography coupled with an ultraviolet detector and confirmed by liquid chromatography–tandem mass spectrometry. A calibration curve for sulfoxaflor was linear over the concentration range 0.1–5.0 mg/L, with a coefficient of determination of 0.9999. The limits of detection and quantification (LOQ) were 0.007 and 0.02 mg/kg, respectively. Recoveries at three fortification levels (LOQ, 10 × LOQ and maximum residue limit) ranged from 70.5 to 86.2%, with a relative standard deviation ≤5.8%. The dissipation half‐lives were 10.8 and 7.9 days in pear and 5.4 and 5.9 days in oriental melon, at sites 1 and 2, respectively. Based on a pre‐harvest residue limit curve, it was predicted that, if the residues at 10 days before harvest in Asian pear are <0.54/0.61 mg/kg and those in oriental melon are <1.43/1.26 mg/kg, then the residue level will be below the maximum residue limit at harvest. Risk assessment at zero days showed a percentage acceptable daily intake of 10.80% in Asian pear and 1.77 and 1.55% in oriental melon, for sites 1 and 2, respectively. These values indicate that the fruits are safe for consumption.     

A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures

The recent introduction of wind power futures written on the German wind power production index has brought with it new interesting challenges in terms of modelling and pricing. Some particularities of this product are the strong seasonal component embedded in the underlying, the fact that the wind index is bounded from both above and below and also that the futures are settled against a synthetically generated spot index. Here, we consider the non-Gaussian Ornstein–Uhlenbeck type processes proposed by Barndorff-Nielsen and Shephard in the context of modelling the wind power production index. We discuss the properties of the model and estimation of the model parameters. Further, the model allows for an analytical formula for pricing wind power futures. We provide an empirical study, where the model is calibrated to 37 years of German wind power production index that is synthetically generated assuming a constant level of installed capacity. Also, based on 1 year of observed prices for wind power futures with different delivery periods, we study the market price of risk. Generally, we find a negative risk premium whose magnitude decreases as the length of the delivery period increases. To further demonstrate the benefits of our proposed model, we address the pricing of European options written on wind power futures, which can be achieved through Fourier techniques.     

Secondary mathematics teachers’ meanings for measure,slope, and rate of change

This article reports an investigation of 251 high school mathematics teachers’ meanings for slope, measurement, and rate of change. The data was collected with a validated written instrument designed to diagnose teachers' mathematical meanings. Most teachers conveyed primarily additive and formulaic meanings for slope and rate of change on written items. Few teachers conveyed that a rate of change compares the relative sizes of changes in two quantities. Teachers’ weak measurement schemes were associated with limited meanings for rate of change. Overall, the data suggests that rate of change should be a topic of targeted professional development.     

Dynamic residual pattern of azoxystrobin in Swiss chard with contribution to safety evaluation

This study aimed at quantifying the residual amount of azoxystrobin in Swiss chard samples grown under greenhouse conditions at two different locations (Gwangju and Naju, Republic of Korea). Samples were extracted with acetonitrile, separated by salting out, and subjected to purification by using solid‐phase extraction. The analyte was identified using liquid chromatography–ultraviolet detection. The linearity of the calibration range was excellent with coefficient of determination 1.00. Recovery at three different spiking levels (0.1, 0.5, and 4 mg/kg) ranged between 82.89 and 109.46% with relative standard deviation <3. The limit of quantification, 0.01 mg/kg, was considerably much lower than the maximum residue limit (50 mg/kg) set by the Korean Ministry of Food and Drug Safety. The developed methodology was successfully used for field‐treated leaves, which were collected randomly at 0–14 days following azoxystrobin application. The rate of disappearance in/on Swiss chard was ascribed to first‐order kinetics with a half‐life of 8 and 5 days, in leaves grown in Gwangju and Naju greenhouses, respectively. Risk assessments revealed that the acceptable daily intake percentage is substantially below the risk level of consumption at day 0 (in both areas), thus encouraging its safe consumption.     

Erlang(2)扩散风险模型的Gerber-Shiu期望折现惩罚函数

将由布朗运动刻画的随机干扰项加入到Erlang(2)风险模型中,在模型中引入了由Gerber和Shiu定义的期望折现惩罚函数,并给出了这类模型的Gerber-Shiu函数所满足的积分微分方程.     

Risk averse decision making under catastrophic risk

A nonstandard probabilistic setting for modeling of the risk of catastrophic events is presented. It allows random variables to take on infinitely large negative values with non-zero probability, which correspond to catastrophic consequences unmeasurable in monetary terms, e.g. loss of human lives. Thanks to this extension, the safety-first principle is proved to be consistent with traditional axioms on a preference relation, such as monotonicity, continuity, and risk aversion. Also, a robust preference relation is introduced, and an example of a monotone robust preference relation, sensitive to catastrophic events in the sense of Chichilnisky (2002), is provided. The suggested setting is demonstrated in evaluating nuclear power plant projects when the probability of a catastrophe is itself a random variable.     

含一般模糊弹性约束的广义模糊变量线性规划

建立并讨论了一类含有一般模糊弹性约束的广义模糊变量线性规划问题.首先,简单介绍了结构元方法并对结构元加权排序中权函数表征决策者风险态度进行了深入分析.然后选取风险中性的决策者来定义序关系,应用Verdegay模糊线性规划方法将含一般模糊弹性约束的广义模糊变量线性规划转化经典的线性规划问题,简化了原问题的求解.最后通过数值算例进一步说明了该方法的有效性.     

Contagion-based distortion risk measures

We propose a class of distortion measures based on contagion from an external “scenario” variable. The dependence between the scenario and the variable whose risk is measured is modeled with a copula function with horizontal concave sections. Special cases are the perfect dependence copula, which generates expected shortfall, the Marshall–Olkin family and the Placket family. As an application, we evaluate distortion measures bank liabilities with respect to a country risk scenario in the current European debt crisis.