Search results for "CTAB"
showing 10 items of 231 documents
Forecasting the Size Premium Over Different Horizons
2011
In this paper, we provide evidence that the small stock premium is predictable both in-sample and out-of-sample through the use of a set of lagged macroeconomic variables. We find that it is possible to forecast the size premium over time horizons that range from one month to one year. We demonstrate that the predictability of the size premium allows a portfolio manager to generate an economically and statistically significant active alpha.
Approximate Bayesian Computation for Forecasting in Hydrological models
2018
Approximate Bayesian Computation (ABC) is a statistical tool for handling parameter inference in a range of challenging statistical problems, mostly characterized by an intractable likelihood function. In this paper, we focus on the application of ABC to hydrological models, not as a tool for parametric inference, but as a mechanism for generating probabilistic forecasts. This mechanism is referred as Approximate Bayesian Forecasting (ABF). The abcd water balance model is applied to a case study on Aipe river basin in Columbia to demonstrate the applicability of ABF. The predictivity of the ABF is compared with the predictivity of the MCMC algorithm. The results show that the ABF method as …
The Role of Attitudes Toward Medication and Treatment Adherence in the Clinical Response to LAIs: Findings From the STAR Network Depot Study
2021
Background: Long-acting injectable (LAI) antipsychotics are efficacious in managing psychotic symptoms in people affected by severe mental disorders, such as schizophrenia and bipolar disorder. The present study aimed to investigate whether attitude toward treatment and treatment adherence represent predictors of symptoms changes over time.Methods: The STAR Network “Depot Study” was a naturalistic, multicenter, observational, prospective study that enrolled people initiating a LAI without restrictions on diagnosis, clinical severity or setting. Participants from 32 Italian centers were assessed at three time points: baseline, 6-month, and 12-month follow-up. Psychopathological symptoms, att…
Resilience as a predictor of Quality of Life in participants with borderline personality disorder before and after treatment.
2021
Abstract Background Studies have suggested that psychotherapy improves the Quality of Life (QoL) of participants with Borderline Personality Disorder (BPD). However, there are no studies on the differential efficacy of treatments on the QoL of participants with BPD. Moreover, the relationship between QoL and resilience has rarely been studied in participants with BPD. Objectives: a) to examine whether people with BPD have worse QoL than the non-clinical population; b) to examine whether there are statistically significant differences between Dialectical Behavioural Therapy (DBT), Systems Training for Emotional Predictability and Problem Solving (STEPPS), or Cognitive Behavioural Therapy-Tre…
Exploring single polarization X-band weather radar potentials for local meteorological and hydrological applications
2015
Summary The aim of this study is to evaluate the potential use of a low-cost single polarization X-band weather radar, verified by a disdrometer and a dense rain gauge network, installed as a supporting tool for hydrological applications and for monitoring the urban area of Palermo (Italy). Moreover, this study focuses on studying the temporal variability of the Z–R relation for Mediterranean areas. The radar device is provided with an automatic operational ground-clutter filter developed by the producer. Attention has been paid to the development of blending procedures between radar measurements and other auxiliary instruments and to their suitability for both meteorological and hydrologic…
NEONAX trial: Neoadjuvant plus adjuvant or only adjuvant nab-paclitaxel plus gemcitabine for resectable pancreatic cancer, a phase II study of the AI…
2019
4128 Background: Survival in pancreatic cancer (PDAC) is still poor even after curatively intended resection. Perioperative treatment approaches improve outcome in various tumor entities. Data on perioperative treatment in resectable PDAC are limited and there is a debate whether neoadjuvant treatment might impair subsequent surgery by adding perioperative morbidity or mortality. Methods: NEONAX is a randomized phase II study (planned 166 patients) of perioperative gemcitabine/nab-paclitaxel (Arm A: 2 pre- and 4 post-operative cycles, Arm B: 6 cycles adjuvant) for patients with primarily resectable PDAC. Primary objective is DFS at 18 months after randomization. Secondary objectives are 3-…
Quantifying unpredictability: A multiple-model approach based on satellite imagery data from Mediterranean ponds.
2017
Fluctuations in environmental parameters are increasingly being recognized as essential features of any habitat. The quantification of whether environmental fluctuations are prevalently predictable or unpredictable is remarkably relevant to understanding the evolutionary responses of organisms. However, when characterizing the relevant features of natural habitats, ecologists typically face two problems: (1) gathering long-term data and (2) handling the hard-won data. This paper takes advantage of the free access to long-term recordings of remote sensing data (27 years, Landsat TM/ETM+) to assess a set of environmental models for estimating environmental predictability. The case study inclu…
Yeast vectors for the integration/expression of any sequence at theTYR1 locus
2007
We have constructed new yeast vectors for targeted integration and conditional expression of any sequence at the Saccharomyces cerevisiae TYR1 locus which becomes disrupted. We show that vector integration is not neutral, causing prototrophy for tyrosine and auxotrophy for the vector's selectable marker (uracil or leucine, depending on the vector used). This feature allows a double screening of transformed yeast cells, improving the identification of colonies with the desired chromosomal structure. The GAL10 gene promoter has been added to drive conditional expression of cloned sequences. Using these vectors, chromosomal structure verification of recombinant clones is no longer necessary, s…
Mutual nonlinear prediction as a tool to evaluate coupling strength and directionality in bivariate time series: Comparison among different strategie…
2008
We compare the different existing strategies of mutual nonlinear prediction regarding their ability to assess the coupling strength and directionality of the interactions in bivariate time series. Under the common framework of $k$-nearest neighbor local linear prediction, we test three approaches based on cross prediction, mixed prediction, and predictability improvement. The measures of interdependence provided by these approaches are first evaluated on short realizations of bivariate time series generated by coupled Henon models, investigating also the effects of noise. The usefulness of the three mutual nonlinear prediction schemes is then assessed in a common physiological application d…
Quantifying the complexity of short-term heart period variability through K nearest neighbor local linear prediction
2008
The complexity of short-term heart period (HP) variability was quantified exploiting the paradigm that associates the degree of unpredictability of a time series to its dynamical complexity. Complexity was assessed through k-nearest neighbor local linear prediction. A proper selection of the parameter k allowed us to perform either linear or nonlinear prediction, and the comparison of the two approaches to infer the presence of nonlinear dynamics. The method was validated on simulations reproducing linear and nonlinear time series with varying levels of predictability. It was then applied to HP variability series measured from healthy subjects during head-up tilt test, showing that short-te…