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A wavelet approach of investing behaviors and their effects on risk exposures

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Financial Innovation 2021年第1期7卷 498-535页

作者： roman Mestre MRE Universitéde Montpellier UFR d’économie Avenue Raymond Dugrand-Site de Richter C.S.7960634960 Montpellier Cedex 2France

Exposure to market risk is a core objective of the Capital Asset Pricing Model(CAPM)with a focus on systematic ***,traditional OLS Beta model estimations(Ordinary Least Squares)are plagued with several statistical ***,the CAPM considers only one source of risk and supposes that investors only engage in similar *** order to analyze short and long exposures to different sources of risk,we developed a time–Frequency Multi-Betas Model with ARMA-EGARCH errors(Auto Regressive Moving Average Exponential AutoRegressive Conditional Heteroskedasticity).Our model considers gold,oil,and Fama–French factors as supplementary sources of risk and wavelets *** used 30 French stocks listed on the CAC40(Cotations Assistées Continues 40)within a daily period from 2005 to *** conjugation of the wavelet decompositions and the parameters estimates constitutes decision-making support for managers by multiplying the interpretive *** the short-run,(“Noise trader”and“High-Frequency trader”)only a few equities are insensitive to Oil and Gold fluctuations,and the estimated Market Betas parameters are scant different compared to the Model without ***,in the long-run,(fundamentalists investors),Oil and Gold affect all stocks but their impact varies according to the Beta(sensitivity to the market).We also observed significant differences between parameters estimated with and without wavelets.

关键词： Risk exposures CAPM Multi-betas model time-frequency analysis MODWt Oil Gold

Wilson's disease: Prospective developments towards new therapies

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World Journal of Gastroenterology 2017年第30期23卷 5451-5456页

作者： Giusy Ranucci roman Polishchuck Raffaele Iorio Department of translational Medical Science Section of Pediatric University Federico Ⅱ telethon Institute of Genetics and Medicine

Wilson's disease(WD) is an autosomal recessive disorder of copper metabolism, caused by mutations in the AtP7 B gene. A clear demand for novel WD treatment strategies has emerged. Although therapies using zinc salts and copper chelators can effectively cure WD, these drugs exhibit limitations in a substantial pool of WD patients who develop intolerance and/or severe side effects. Several lines of research have indicated intriguing potential for novel strategies and targets for development of new therapies. Here, we review these new approaches, which comprise correction of AtP7 B mutants and discovery of new compounds that circumvent AtP7B-deficiency, as well as cell and gene therapies. We also discuss whether and when these new therapeutic strategies will be translated into clinical use, according to the key requirements for clinical trials that remain to be met. Finally, we discuss the hope for the current rapidly developing research on molecular mechanisms underlying WD pathogenesis and for the related potential therapeutic targets to provide a solid foundation for the next generation of WD therapies that may lead to an effective, tolerable and safe cure.

关键词： AtP7B Stem cell-derived hepatocyte like cells Methanobactin Heat shock protein 70 p38 JNK Correctors translational medicine Precision medicine

Preparation of large,ultra-flexible and free-standing nanomembranes of metal oxide-polymer composite and their gas permeation properties

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Clean Energy 2017年第1期1卷 80-89页

作者： Anteneh Mersha roman Selyanchyn Shigenori Fujikawa Graduate School of Engineering Kyushu UniversityFukuoka 819-0395Japan WPI International Institute for Carbon-Neutral Energy Research(WPI-I2CNER) Kyushu UniversityFukuoka 819-0395Japan Center for Molecular Systems(CMS) Kyushu UniversityFukuoka 819-0395Japan Laboratory for Chemistry and Life Science Tokyo Institute of Technology4259 NagatsutachoMidori-kuYokohama226-8503Japan

In this work,fabrication of free-standing nanomembranes of metal oxide(MO_(x))and polymers by simple spin-coating method is ***,double-layer nanomembranes containing MO_(x) and epoxy resin of polyethyleneimine and poly[(o-cresyl glycidyl ether)-co-formaldehyde]were ***-standing nanomembranes were successfully prepared,but defects formed in the metal oxide nanolayer during sharp bending of the *** overcome fragility of MO_(x) nanolayer,poly(vinyl alcohol)nanolayers were introduced between MO_(x) nanolayers by layer-by-layer(LbL)assembly *** LbL nanomembrane was also free-standing and was highly flexible during macroscopic membrane *** after transfer of the LbL nanomembrane onto a porous support,it did not have apparent cracks,confirmed by scanning electron microscopy(SEM).the LbL nanomembrane sustained low gas permeance,confirming the absence of significant defects,although it shows excellent *** believe that the presented LbL nanomembrane could be a platform useful for the design of molecular nanochannels,which is the next challenge for efficient gas separation.

关键词： nanomembranes free-standing film ultrathin film layer-by-layer assembly metal oxide gas permeation

Dominance-based rough set approach as a paradigm of knowledge discovery and granular computing

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重庆邮电大学学报（自然科学版） 2010年第6期22卷 708-719页

作者： roman Slowinski Institute of Computing Science Poznan University of Technology60-965 Poznan Systems Research Institute Polish Academy of Sciences

Dominance-based rough set approach(DRSA) permits representation and analysis of all phenomena involving monotonicity relationship between some measures or *** has also some merits within granular computing,as it extends the paradigm of granular computing to ordered data,specifies a syntax and modality of information granules which are appropriate for dealing with ordered data,and enables computing with words and reasoning about ordered *** computing with ordered data is a very general paradigm,because other modalities of information constraints,such as veristic,possibilistic and probabilistic modalities,have also to deal with ordered value sets(with qualifiers relative to grades of truth,possibility and probability),which gives DRSA a large area of applications.

关键词： rough sets dominance-based rough set approach(DRSA) ordinal classification variable-consistency DRSA monotonic decision rules granular computing

Stereotactic radiosurgery for haemorrhagic cerebral cavernous malformation:a multi-institutional,retrospective study

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Stroke & Vascular Neurology 2024年第3期9卷 221-229,I0130,I0131页

作者： Chloe Dumot Georgios Mantziaris Sam Dayawansa Zhiyuan Xu Stylianos Pikis Selcuk Peker Yavuz Samanci Gokce D Ardor Ahmed M Nabeel Wael A Reda Sameh R tawadros Khaled Abdelkarim Amr M N El-Shehaby Reem M Emad Eldin Ahmed H Elazzazi Nuria Martínez Moreno Roberto MartínezÁlvarez roman Liscak Jaromir May David Mathieu Jean-Nicolas tourigny Manjul tripathi Akshay Rajput Narendra Kumar Rupinder Kaur Piero Picozzi Andrea Franzini Herwin Speckter Wenceslao Hernandez Anderson Brito Ronald E Warnick Juan Alzate Douglas Kondziolka Greg N Bowden Samir Patel Jason Sheehan Department of Neurological Surgery Hospices Civils de LyonLyonFrance Department of Neurological Surgery University of VirginiaCharlottesvilleVirginiaUSA Department of Neurosurgery Koc University School of MedicineIstanbulTurkey Gamma-knife Center Nasser institute HospitalCairoEgypt Neurosurgery Department Benha UniversityBenhaEgypt Departments of Neurosurgery Ain Shams UniversityCairoEgypt Department of Clinical Oncology Ain Shams UniversityCairoEgypt Department of Radiation Oncology National Cancer InstituteCairo UniversityGizaEgypt Faculty of Medicine Extended Modular ProgramAin Shams UniversityCairoEgypt Department of Radiosurgery Rúber Internacional HospitalMadridSpain Department of Stereotactic and Radiation Neurosurgery Na Homolce HospitalPragueCzech Republic Neurosurgery Centre de recherche du CHUSUniversitéde SherbrookeSherbrookeQuebecCanada Neurosurgery PGIMERChandigarhChandigarhIndia Radiation therapy PGIMERChandigarhChandigarhIndia Neurosurgery IRCCS Istituto Clinico HumanitasRozzanoMilanItaly Dominican Gamma Knife Center and Radiology Department CEDIMATSanto DomingoDominican Republic Gamma Knife Center Mayfield ClinicThe Jewish Hospital-Mercy HealthCincinnatiOhioUSA Neurosurgery NYU Langone HealthNew YorkNew YorkUSA Neurosurgery University of AlbertaEdmontonAlbertaCanada Division of Radiation Oncology Department of OncologyUniversity of AlbertaEdmontonAlbertaCanada

Background Cerebral cavernous malformations(CCMs)frequently manifest with *** radiosurgery(SRS)has been employed for CCM not suitable for *** effect on reducing haemorrhage risk is still *** aim of this study was to expand on the safety and efficacy of SRS for haemorrhagic *** this retrospective multicentric study included CCM with at least one haemorrhage treated with single-session *** annual haemorrhagic rate(AHR)was calculated before and after *** event analysis and Cox regression were used to evaluate factors associated with *** radiation effects(AREs)and occurrence of new neurological deficits were *** the study included 381 patients (median age:37.5 years(Q1–Q3:25.8–51.9))with 414 *** AHR from diagnosis to SRS excluding the first haemorrhage was 11.08 per 100 CCM-years and was reduced to 2.7 per 100 CCM-years after *** recurrent event analysis,SRS,HR 0.27(95%CI 0.17 to 0.44),pted with a decreased risk of haemorrhage,and the presence of developmental venous anomaly(DVA)with an increased risk,HR 1.60(95%CI 1.07 to 2.40),p=*** cumulative risk of first haemorrhage after SRS was 9.4%(95%CI 6%to 12.6%)at 5 years and 15.6%(95%CI%9 to 21.8%)at 10 *** doses>13 Gy,HR 2.27(95%CI 1.20 to 4.32),p=0.012 and the presence of DVA,HR 2.08(95%CI 1.00 to 4.31),p=0.049 were factors associated with higher probability of post-SRS ***-SRS haemorrhage was symptomatic in 22 out of 381(5.8%)patients,presenting with transient(15/381)or permanent(7/381)neurological *** occurred in 11.1%(46/414)CCM and was responsible for transient neurological deficit in 3.9%(15/381)of the patients and permanent deficit in 1.1%(4/381)of the *** doses>13 Gy and CCM volume>0.7 cc were associated with increased risk of ARE.

关键词： doses haemorrhagic diagnosis

Problematics of neurosurgical service during the COVID-19 pandemic in Slovenia

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World Journal of Clinical Cases 2022年第34期10卷 12462-12469页

作者： Matic Munda roman Bosnjak tomaz Velnar Department of Neurosurgery University Medical Centre LjubljanaLjubljana 1000Slovenia Alma Mater Europaea AMEU-ECMMaribor 2000Slovenia

the novel coronavirus disease 2019(COVID-19)is an ongoing disease caused by severe acute respiratory syndrome coronavirus-2 that still poses an important and urgent threat to global *** Slovenia,the epidemic was declared on March 12th,2020,and since then COVID-19 has had a great impact on our health *** field of neurosurgery in particular has been experiencing difficulties in both elective and emergency *** this article,we described epidemiologic protocols and the effect that the COVID-19 pandemic had on the surgical practice and workflow of the Department of Neurosurgery at the University Medical Centre *** analyzed and compared the number of elective and emergency neurosurgical procedures in a 2-year period before and during the *** recorded a drop in cases mostly on account of elective procedures whilst emergency service remained relatively unaffected.

关键词： Neurosurgery COVID-19 Pandemic Epidemic measures Slovenia Ljubljana

Optimization of the Active Composition of the Wind Farm Using Genetic Algorithms

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Computers, Materials & Continua 2021年第12期69卷 3065-3078页

作者： Nataliya Shakhovska Mykola Medykovskyy roman Melnyk Nataliya Kryvinska Department of Artificial Intelligence Lviv Polytechnic National UniversityLviv79013Ukraine Department of Automared Systems Control Lviv Polytechnic National UniversityLviv79013Ukraine Faculty of Management Comenius UniversityBratislava81499Slovakia

the article presents the results of research on the possibilities of using genetic algorithms for solving the multicriteria optimization problem of determining the active components of a wind *** is carried out on two parameters:efficiency factor of wind farm use(integrated parameter calculated on the basis of 6 parameters of each of the wind farm),average power deviation level(average difference between the load power and energy generation capabilities of the active wind farm).that was done an analysis of publications on the use of genetic algorithms to solve multicriteria optimization *** simulations were performed,which allowed us to analyze the obtained statistical data and determine the main optimization *** was carried out a comparative analysis of the obtained results with other methods,such as the dynamic programming method;the dynamic programming method with the general increase of the set loading;the modified dynamic programming method,neural *** is established that the average power deviation for the genetic algorithm and for the modified dynamic programming method is located at the same level,33.7 and 28.8 kW,*** average value of the efficiency coefficient of wind turbine used for the genetic algorithm is 2.4%less than for the modified dynamic programming ***,the time of finding the solution by the genetic algorithm is 3.6 times less than for the modified dynamic programming *** obtained results provide an opportunity to implement an effective decision support system in energy flow management.

关键词： Wind farm genetic algorithm active composition of the wind farm optimization

Rapid Purification and Identification of Osteopontin from Human Milk by HPLC Coupled to Ft-ICR-MS

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Chemical Research in Chinese Universities 2010年第1期26卷 17-22页

作者： SHI Lei YANG tie-zheng ZUBAREV A. roman College of Public Health Jilin University Changchun 130021 P. R. China Affiliated Hospital of Changchun University of Chinese Medicine Changchun 130021 P. R. China Laboratory for Biological and Medical Mass Spectrometry BMC Uppsala University Box 583 75123 Uppsala Sweden

Milk as a key element for infant nutrition represents the only source of feeding for newborns and infants, breast-feeding milk normally contains several bioactive proteins or peptides useful for the development of the immune system that protects infants from diseases. Osteopontin（OPN） plays a distinct role during the processes of lactation, Some studies on OPN isolated and purified from the human milk via HPLC on SCX and Ca columns adopted biological mass spectrometry. After digesting the purified OPN sample with trypsin, the typical correlative polypeptide fragments GDSVVYGLR and QNLLAPQtLPSK are identified by Ft-ICR-MS. the rapid identification of OPN is assumed to be reasonably well behaving in a standard bottom-up experiment. It shows that nano-spray HPLC combined with Ft-ICR-MS and Mascot search can be used as a high efficient method for the identification of purified OPN and its polypeptide fragments. Further study will provide more academic theories of their different modifications and the bioactivity as well.

关键词： Osteopontin(OPN) Ft-ICR-MS Purification Identification

Strength of adhesive contacts: Influence of contact geometry and material gradients

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Friction 2017年第3期5卷 308-325页

作者： Valentin L.POPOV roman POHRt Qiang LI Institute of Mechanics Technische Universit(a)t Berlin Berlin 10623 GermanyNational Research Tomsk Polytechnic University Tomsk 634050 Russia Institute of Mechanics Technische Universit(a)t Berlin Berlin 10623 Germany

the strength of an adhesive contact between two bodies can strongly depend on the macroscopic and microscopic shape of the *** the past,the influence of roughness has been investigated ***,even in the presence of perfectly smooth surfaces,geometry can come into play in form of the macroscopic shape of the contacting *** we present numerical and experimental results for contacts of rigid punches with flat but oddly shaped face contacting a soft,adhesive *** it is carefully pulled off,we find that in contrast to circular shapes,detachment occurs not instantaneously but detachment fronts start at pointed comers and travel inwards,until the final configuration is reached which for macroscopically isotropic shapes is almost *** elongated indenters,the final shape resembles the original one with rounded *** describe the influence of the shape of the stamp both experimentally and *** simulations are performed using a new formulation of the boundary element method for simulation of adhesive contacts suggested by Pohrt and *** is based on a local,mesh dependent detachment criterion which is derived from the Griffith principle of balance of released elastic energy and the work of *** validation of the suggested method is made both by comparison with known analytical solutions and with *** method is applied for simulating the detachment of flat-ended indenters with square,triangle or rectangular shape of cross-section as well as shapes with various kinds of faults and to 'brushes'.the method is extended for describing power-law gradient media.

关键词： adhesion boundary element method (BEM) flat-ended indenters,gradient media