4 research outputs found
Organizacija v financah izhajajoč iz stohasticnih diferencialnih enačb in nelinearnih modelov zvezne optimizacije
No full textA central element in organization of financal means by a person, a company or societal group consists in the constitution, analysis and optimization of portfolios. This requests the time-depending modeling of processes. Likewise many processes in nature, technology and economy, financial processes suffer from stochastic fluctuations. Therefore, we consider stochastic differential equations (Kloeden, Platen and Schurz, 1994) since in reality, especially, in the financial sector, many processes are affected with noise. As a drawback, these equations are hard to represent by a computer and hard to resolve. In our paper, we express them in simplified manner of approximation by both a discretization and additive models based on splines. Our parameter estimation refers to the linearly involved spline coefficients as prepared in (Taylan and Weber, 2007) and the partially nonlinearly involved probabilistic parameters. We construct a penalized residual sum of square for this model and face occuring nonlinearities by Gauss-Newton’s and Levenberg-Marquardt’s method on determining the iteration step. We also investigate when the related minimization program can be written as a Tikhonov regularization problem (sometimes called ridge regression), and we treat it using continuous optimization techniques. In particular, we prepare access to the elegant framework of conic quadratic programming. These convex optimation problems are very well-structured, herewith resembling linear programs and, hence, permitting the use of interior point methods (Nesterov and Nemirovskii, 1993).Osrednji element v organizaciji finančnih sredstev, tako sredstev posameznika kot tudi podjetja ali družbene skupine, je oblikovanje, analiza in optimizacija portfelja. To zahteva modeliranje časovno spremenljivih procesov. Tako kot na mnoge procese v naravi, tehniki ali gospodarstvu tudi na finančne procese vplivajo naključne fluktuacije. Zato smo uporabili stohastične diferencialne enačbe, saj v realnosti, še posebej v finančnem sektorju, na mnoge procese vpliva naključni šum. Pomanjkljivost tega načina pa je, da je te enačbe težko predstaviti v obliki primerni za računalnik, in jih je težko reševati. V tem članku smo jih izrazili na poenostavljen način, tako, da smo uporabili aproksimacijo tako z diskretizacijo in kot tudi aditivnimi modeli, ki temeljijo na zlepkih. Določanje parametrov se nanaša na linearne koeficiente zlepkov in delno nelinearne probabilistične parametre. Izgradili smo penalizirano residualno vsoto kvadratov za ta model in obravnavali nelinearnosti, ki os se pojavljale, z Gauss-Newtonovo in Levenberg-Marquardt-ovo metodo za določanje iteracijskih korakov. Raziskovali smo tudi kdaj je s tem povezani program za minimizacijo lahko napisan kot Tikhonov problem regularizacije , in ga obravnavamo z uporabo zveznih optimizacijskih tehnik. Bolj natančno, pripravimo dostop do elegantnega okvirja koničnega kvadratnega programiranja. Ti konveksni optimizacijski problemi so zelo dobro strukturirani, zato so podobni linearnim programom, torej omogočajo uporabo metod interne točke
Do UK based weight management programmes cause weight loss maintenance in adults? A systematic review
Get PDFThe aim of this dissertation was to examine whether UK based weight management programmes promote weight loss maintenance (follow up of 12 months to assess effectiveness of intervention in weight loss) in adults through the process of a systematic review. The World Health Organisation (WHO) has described obesity as a "global epidemic". Weight management comprises two phases; weight loss and weight loss maintenance. The latter phase is the true goal for obesity and the most difficult element of weight management to achieve. However much less is know about this as compared with the weight loss phase. There is little purpose in committing time and money to reducing obesity if the weight is regained. This is counter-productive and weight loss maintenance is essential to combat the obesity epidemic. Searches were made for relevant information from a variety of scientific online databases and journals,. Seven articles met the inclusion criteria and were analysed in the review. All studies incorporated a multi-component (diet, exercise, behaviur modification) intervention approach. All control and internvetion groups reported weight loss at 12 months when compared with baseline. All groups recieved an intervention. One study reported a significant difference (P<0.05) between groups. Four studies reported on at least one component (diet, physical activity, behaviour modification) however there was not enough information to conclude whether they complied with national guidelines (NICE CG43 and SIGN 115). High attrition rates and loss to follow up are problematic for each study except one. Analysis on an intention to treat basis was common however this is problematic and there are alternative methods which may be more suitable for dealing with missing data
Gay men and suicidality : an exploration of the significant biographical experiences fore-grounded during childhood, adolescence and early adulthood of some gay men who have engaged in suicidality
Get PDFInternational epidemiological studies note that gay men are 4 times more likely to report a serious suicide attempt than their heterosexual counterparts. Data on completed suicides, usually derived from mortality statistics, misrepresent the rate of suicides amongst homosexual populations. However, an increasing number of studies comparing representative samples of gay, lesbian and bisexual youths with heterosexual controls, report increased rates of mental health problems and subsequent suicide among the homosexual population. Whilst current healthcare policy in England is concerned with suicides among young people, the importance of research findings relating to gay people and their mental health needs are often not acknowledged. Additionally, addressing the problem through a public health agenda, the juxtaposition of trying to reduce the rate of suicide among young gay men in a social climate of heterosexism often compounds the negative mental health consequences for this group of people. This thesis explores possible psychosocial experiences that might have contributed to the suicidality of four gay men. A qualitative approach, using single case studies, was used to gain an in-depth understanding of the individual's experience. This methodology was psychoanalytically informed, and used free association narrative interviewing as a means of data collection. Initial data analysis involved interpretation of the Gestalt of each of the case studies. Subsequent analysis explored the shared experiences that are to be found in each of the individual narratives. Thematically, these are described as 'knowing and not knowing', 'the centrality of the father-son relationship' 'the loneliness of 'outsiderness', 'leading a double life' and 'crime and punishment'. The exploration of the significance of the life, experiences these themes illustrated revealed why some gay men might not only experience long term mental health problems but also engage in suicidality. Individually and collectively the analyses provide important insights for health professionals becoming more attuned to specific aspects of a gay man's story and thus, as a consequence, providing sensitive mental health care, at a primary, secondary and tertiary level, to those who have a gay sexual orientation
Association entre les traumatismes de l'enfance et les troubles de la personnalité : étude comparative entre la France et le Togo
No full textLes traumatismes de l'enfance (TE) s'associent souvent à l'épisode dépressif majeur (EDM) et/ou aux troubles de la personnalité (TP) à l'âge adulte. Très peu d'études ont été réalisées en Afrique Subsaharienne francophone dont le Togo, pour examiner ces relations. Des différences liées à la culture, interviennent dans la perception et la réaction face à un événement traumatique. Notre étude a pour objectifs de comparer entre les groupes de participants, les scores et/ou les fréquences des TE, des TP et des dimensions de la personnalité (DP), d'évaluer l'association entre les TE et les TP et d'examiner le rôle médiateur des DP entre les TE et les TP. Méthodes : il s'agit d'une étude transversale réalisée en France et au Togo auprès d'un échantillon composé de deux groupes de patients soignés pour un EDM (l'un en France, n = 89 et l'autre au Togo, n = 91) et d'un troisième groupe constitué de témoins togolais sans antécédents psychiatriques (n = 90). L'évaluation des TE est faite avec la version à 28 items du Childhood Trauma Questionnaire. Le Questionnaire de Diagnostic de la Personnalité (PDQ-4+) et l'International Personality Item Pool (IPIP-50) ont permis d'évaluer les TP et les DP respectivement. Résultats : 270 sujets, d'âge moyen 34,1 ans (ET = 12,0) ont été évalués. Les patients soignés au Togo rapportaient plus de TE que leurs homologues de France et les témoins du Togo pour tous les types d'abus (p < 0,01). Il existait une différence entre les trois groupes quant au nombre de symptômes des TP (p < 0,001) et à la dimension stabilité émotionnelle (F(2, 267) = 87,71, p < 0,001). Dans l'échantillon total, le score à l'abus total était positivement corrélé avec le score du PDQ-4+ (r(270) = 0,36, p < 0,01). Chez les patients soignés en France, la négligence physique prédit les TP du cluster A et le TP narcissique. Chez les patients du Togo, l'abus physique était un prédicteur des TP antisociale, obsessionnelle-compulsive et négativiste. Au Togo, l'instabilité émotionnelle jouait un rôle de médiation totale dans la population clinique et exerçait un effet médiateur partiel chez les témoins dans l'association entre les TE et les TP alors qu'en France, aucune DP n'établit le lien entre les TE et les TP. Conclusion : il existe une différence dans l'association et le parcours des TE aux TP dans notre population d'étude. Une évaluation systématique des TE, des DP et des TP chez des patients soignés pour un EDM pourrait contribuer à l'amélioration de leur prise en charge.Childhood trauma (CT) is often related to major depressive disorder (MDD) and/or to personality disorders (PD) in adulthood. Little research has been carried out in french-speaking sub-Saharan Africa such as Togo, in order to examine these relations. Cultural differences occur in the perception and the reaction facing traumatic events. Our study aimed to compare among participants' groups, the frequencies of CT, PD and personality dimensions (Pd), to assess the relationship between CT and PD and to examine the mediating role of Pd between CT and PD. Methods: It is about a cross-study carried out in France and Togo on a sample composed of two groups of patients treated for a current MDD (a group in France, n = 89 and a group in Togo, n = 91) and a third group made up of witnesses without psychiatric history in Togo (n = 90). The 28-item Childhood Trauma Questionnaire was used to evaluate CT. The Personality Diagnostic Questionnaire (PDQ-4+) and the Internatioanl Personality Item Pool (IPIP-50) were used to assess the PD and the Pd, respectively. Results: 270 participants of mean age: 34.1 years (SD = 12.0), have been evaluated. Patients treated in Togo reported more CT than their counterparts in France and the togolese witnesses for all types of abuse (p < 0.01). There was a difference among the three groups concerning the number of PD symptoms (p < 0.001) and the emotional stability dimension (F(2, 267) = 87.71, p < 0.001). On the whole sample, the total score of child abuse was positively correlated to the score of the PDQ-4+ (r(270) = 0.36, p < 0.01). With the patients treated in France, the physical neglect predicted the presence of cluster A PD, and narcissistic personality disorder. With the patients treated in Togo, physical abuse was a predictor of antisocial, obsessive-compulsive and negativist PD. In Togo, emotional instability mediated fully with the clinical population and partially with the witnesses the relationship between CT and PD while in France none of the Pd mentioned the link between CT and PD.
Conclusion: There is a difference in the association and the pathway of CT to PD in our study population. A systematic evaluation of CT, PD and Pd carried out on patients treated for MDD would allow this population to have an optimal treatment
