Search results for "Allocation"
showing 10 items of 538 documents
Integrated simulation and optimization models for tracking international fixed income indices
2001
Portfolio managers in the international fixed income markets must address jointly the interest rate risk in each market and the exchange rate volatility across markets. This paper develops integrated simulation and optimization models that address these issues in a common framework. Monte Carlo simulation procedures generate jointly scenarios of interest and exchange rates and, thereby, scenarios of holding period returns of the available securities. The portfolio manager’s risk tolerance is incorporated either through a utility function or a (modified) mean absolute deviation function. The optimization models prescribe asset allocation weights among the different markets and also resolve b…
The value of integrative risk management for insurance products with guarantees
2001
Insurance liabilities are converging with capital markets products (e.g. derivatives and securitizations), thereby increasing the demand for integrated asset and liability management strategies. This article compares the value-added by an integrative approach-based on scenario optimization modelling-relative to traditional risk management methods. The authors present some examples of products offered by the insurance industry in Italy, and apply the results of the analysis to the design of competitive insurance policies. © Emerald Backfiles 2007.
Predictors of Early Death in Childhood Acute Promyelocytic Leukemia: Results of an International Retrospective Study
2015
Abstract Background: Acute promyelocytic leukemia (APL) is a rare subtype of childhood acute myeloid leukemia (AML). Bleeding complications occur in 80% of patients at diagnosis and contribute to a higher incidence of early death (ED) in APL compared to other AML subtypes. However, estimates of ED in pediatric APL are imprecise and factors associated with ED in children with APL are unknown. Objectives: To determine the incidence and predictors of ED, defined as death within 60 days from presentation, in childhood APL. Methods: We conducted a retrospective international analysis of children diagnosed with APL between January 1993 and December 2013. The study included 236 patients from the I…
Utility-based resource allocations in multi-hop wireless networks
2011
It is well known that CSMA (Carrier Sense Multiple Access) protocols exhibit very poor performance in case of multi-hop transmissions, because of inter-link interference due to imperfect carrier sensing. Since ad-hoc networks based on multihop packet deliveries are becoming more and more common in different application and networking scenarios, different medium access control extensions are currently considered for improving the channel utilization efficiency. In this paper, we propose a simple approach based on preallocating temporal slots in which different sets of nodes are allowed to contend for the channel access, which can significantly improve CSMA performance with limited signaling …
Content and context effects in children's and adults' conditional reasoning
2002
We have recently shown that children interpret conditional sentences with binary terms (e.g., male/female) in both the antecedent and the consequent as biconditionals (Barrouillet & Lecas, 1998). We hypothesized that the same effect can be obtained with conditionals that do not contain binary terms provided that they are embedded in a context that restricts to only two the possible values on both the antecedent and the consequent. In the present experiment, we asked 12-year-old children, 15-year-old children, and adults to draw conclusions from conditional syllogisms that involved three types of conditional sentence: (1) conditionals with binary terms (BB), (2) conditionals with non-bi…
Glycemic variability in type 2 diabetes mellitus and acute coronary syndrome: liraglutide compared with insulin glargine: a pilot study
2020
Objective To explore the glucagon-like peptide-1 analogue liraglutide in the hospital setting in patients with type 2 diabetes mellitus (T2DM) and acute coronary syndrome and to evaluate the safety and efficacy and its impact on hospitalization and short-term glycemic variability (GV). Methods A 12-week, open-label, prospective, randomized pilot clinical study with parallel groups that compared liraglutide (group 1) with glargine (group 2) and its impact on glycemic control and GV. Results Thirteen patients were included. During hospitalization, mean glucose was 164.75 mg/dL (standard deviation [SD] 19.94) in group 1 and 166.69 mg/dL (38.22) in group 2. GV determined by CV and SD was 20.98 …
A Slippery Slope: Estimated Slant of Hills Increases with Distance
2014
The slopes of hills tend to be greatly overestimated. Previous studies have found that slope estimates are significantly greater when estimated verbally than with a proprioceptive measure. It has yet to be determined whether these estimates are made for the entire extent of the slope, or whether the estimates in closest proximity are estimated using a different process. Since some parietal cortex neurons respond differently to objects within arm's reach, short-distance slope estimation may utilize these or analogous neurons. Alternatively, greater implied effort might make longer slopes seem steeper. We determined that both verbal and proprioceptive reports of slope are overestimates that …
The role of IL-1 gene cluster in longevity: a study in Italian population.
2003
In this study, we analysed the polymorphic variants of IL-1alpha (C-T transition at position -889), IL-1beta (C-T transition at position -511) and IL-1 receptor antagonist (Ra) (86-bp repeated sequence in intron 2) in 1131 subjects (453 females and 678 males) from Northern and Central Italy, including 134 centenarians, to evaluate whether IL-1 cluster alleles might be differently represented in people selected for longevity. In addition, IL-1Ra and IL-1beta plasma levels were quantified by ELISA in 130 randomly selected subjects. No significant differences in the genotype and allele frequency distributions were observed between young, elderly and centenarian subjects. IL-1Ra plasma levels s…
Adult counting is resource demanding.
2004
Several recent studies on both the development of counting and working-memory span tasks have provided results that could be interpreted as ruling out any cognitive resource model for counting. The aim of this study was to test the hypothesis that, even in adults, counting is a demanding task that requires the allocation of cognitive resources. In a first experiment, we asked adults to count arrays of dots while maintaining 5 items in memory (either digits or letters). As we predicted, the concurrent memory load did not increase the rate of errors but induced longer counting times. In a second experiment, we asked adults to count using either the numeric chain or the alphabet while they mai…
Does the Coordination of Verbal and Motor Information Explain the Development of Counting in Children?
2001
Counting is often considered to be the coordination of two actions: saying the number-words and pointing to each object. We report three experiments to test the hypothesis that this coordination requires the use of the central executive (A. D. Baddeley, 1990), and that the cost of coordination decreases with age. Participants were 5- and 9-year-old children and adults. At all ages tested, the manipulation of the difficulty of each component affected counting performance but did not make coordination more difficult. These results suggest that, at least from the age 5, counting is a procedure in which the control of coordination is not attention demanding.