Search results for "SABR volatility model"
showing 7 items of 7 documents
Stereotactic Ablative Radiation Therapy for Lung Oligometastases: Predictive Parameters of Early Response by (18)FDG-PET/CT
2017
Abstract Objectives The objective of this study was to investigate fludeoxyglucose F 18 positron emission tomography/computed tomography ( 18 FDG-PET/CT) parameters as predictive of response after stereotactic ablative radiotherapy (SABR) for lung oligometastases. Methods The inclusion criteria of the current retrospective study were as follows: (1) lung oligometastases treated by SABR, (2) presence of 18 FDG-PET/CT before and after SABR for at least two subsequent evaluations, (3) Karnofsky performance status higher than 80, and (4) life expectancy longer than 6 months. All patients were treated with a biologically equivalent dose of at least 100 Gy with an alpha/beta ratio of 10. The foll…
Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets
2013
Spot prices in energy markets exhibit special features, such as price spikes, mean reversion, stochastic volatility, inverse leverage effect, and dependencies between the commodities. In this paper a multivariate stochastic volatility model is introduced which captures these features. The second-order structure and stationarity of the model are analyzed in detail. A simulation method for Monte Carlo generation of price paths is introduced and a numerical example is presented.
Available evidence on re-irradiation with stereotactic ablative radiotherapy following high-dose previous thoracic radiotherapy for lung malignancies
2015
Patients affected with intra-thoracic recurrences of primary or secondary lung malignancies after a first course of definitive radiotherapy have limited therapeutic options, and they are often treated with a palliative intent. Re-irradiation with stereotactic ablative radiotherapy (SABR) represents an appealing approach, due to the optimized dose distribution that allows for high-dose delivery with better sparing of organs at risk. This strategy has the goal of long-term control and even cure. Aim of this review is to report and discuss published data on re-irradiation with SABR in terms of efficacy and toxicity. Results indicate that thoracic re-irradiation may offer satisfactory disease c…
Cone-beam computed tomography in lung stereotactic ablative radiation therapy: predictive parameters of early response
2016
To analyze lung lesion volume variations by contouring on cone-beam CT (CBCT) images to evaluate the early predictive parameters of stereotactic ablative radiation therapy (SABR) treatment response.The prescribed dose of SABR was varied according to the tumour site (central or peripheral) and maximum diameter of the lesions by using a strategy of risk-adapted dose prescription with a dose range between 48 and 70 Gy in 3-10 consecutive fractions. For the purpose of the analysis, the gross tumour volume (GTV) was recontoured for each patient at first and last CBCT using two lung levels/windows: (a) -600/1000 HU and (b) -1000/250 HU. Univariate analysis was performed to evaluate a correlation …
A Multicenter Large Retrospective Database on the Personalization of Stereotactic Ablative Radiotherapy for Lung Metastases From Colon-Rectal Cancer:…
2021
PURPOSE/OBJECTIVE(S): stereotactic ablative radiotherapy (SABR) has been shown to increase survival rates in oligometastatic disease (OMD), but local control of colorectal metastases still remains poor. We aimed to identify potential predictive factors of SBRT response through a multicenter large retrospective database and to investigate how lung SBRT can impact on the progression to the polymetastatic disease (PMD). MATERIALS/METHODS: the study involved 22 centers, and was approved by the Ethical Committee (Prot. Negrar 2019-ZT). 1023 lung metastases treated with SBRT in 622 patients were reported. The median BED was 105 Gy10. Lesion diameter GTV, PTV volume, dose, fractionations, and site…
Understanding the determinants of volatility clustering in terms of stationary Markovian processes
2016
Abstract Volatility is a key variable in the modeling of financial markets. The most striking feature of volatility is that it is a long-range correlated stochastic variable, i.e. its autocorrelation function decays like a power-law τ − β for large time lags. In the present work we investigate the determinants of such feature, starting from the empirical observation that the exponent β of a certain stock’s volatility is a linear function of the average correlation of such stock’s volatility with all other volatilities. We propose a simple approach consisting in diagonalizing the cross-correlation matrix of volatilities and investigating whether or not the diagonalized volatilities still kee…
Increased efficacy of stereotactic ablative radiation therapy after bevacizumab in lung oligometastases from colon cancer.
2018
Aim: Metastases from colorectal cancer are poorly responsive to stereotactic ablative radiation therapy (SABR) due to intratumoral hypoxia. Intratumoral oxygenation is improved by administration of angiogenesis inhibitors. Thus, there could be a clinical synergistic effect of SABR with bevacizumab on metastases from colorectal cancer. The aim of this study was to evaluate the feasibility and efficacy of SABR after bevacizumab in lung oligometastases from colon cancer. Methods: The data of patients with lung metastases from colon cancer who underwent SABR were retrospectively evaluated according to the following inclusion criteria: number of metastases ≤3; lung oligometastases from colon can…