Long-term CD4+ T-cell count evolution after switching from regimens including HIV nucleoside reverse transcriptase inhibitors (NRTI) plus protease inhibitors to regimens containing NRTI plus non-NRTI or only NRTI

BACKGROUND: Data regarding CD4+ recovery after switching from protease inhibitor (PI)-based regimens to regimens not containing PI are scarce. METHODS: Subjects with virological success on first-PI-regimens who switched to NNRTI therapy (NNRTI group) or to nucleoside reverse transcriptase (NRTI)-only (NRTI group) were studied. The effect of the switch on the ongoing CD4+ trend was assessed by two-phase linear regression (TPLR), allowing us to evaluate whether a change in the CD4+ trend (hinge) occurred and the time of its occurrence. Furthermore, we described the evolution of the frequencies in CD4-count classes across four relevant time-points (baseline, before and immediately after the switch, and last visit). Finally, we explored whether the CD4+ counts evolved differently in patients who switched to NNRTI or NRTI-only regimens by considering: the overall CD4+ trends, the time to CD4+ 65 500/mm3 after the switch, and the area-under-the-curve (AUC) of the CD4+ after the switch. RESULTS: Eight hundred and ninety-six patients, followed for a median of 2,121 days, were included. At TPLR, hinges occurred in 581/844 (68.9%), but in only 40/581 (6.9%) within a time interval (180 days) compatible with a possible relationship to the switch; furthermore, in 19/40 cases, CD4+ counts appeared to decrease after the hinges. In comparison with the NNRTI group, the NRTI group showed CD4+ count greater at baseline (P = 0.0234) and before the switch (P 64 0.0001), superior CD4+ T-cell increases after HAART was started, lower probability of not achieving CD4+ 65 500/mm3 (P = 0.0024), and, finally, no significant differences in the CD4+ T-cell AUC after the switch after adjusting for possible confounders (propensity score and pre-switch AUC). Persistence at CD4+ < 200/mm3 was observed in 34/435 (7.5%) patients, and a decrease below this level was found in only 10/259 (3.9%) with baseline CD4+ 65 350/mm3. CONCLUSIONS: Switching from first-line PI to NNRTI- or NRTI-based regimens did not seem to impair CD4+ trend over long-term follow-up. Although the greater CD4+ increases in patients who switched to the NRTI-only regimen was due to higher CD4+ counts before the switch, several statistical analyses consistently showed that switching to this regimen did not damage the ongoing immune-reconstitution. Lastly, the observation that CD4+ T-cell counts remained low or decreased in the long term despite virological success merits further investigation

Closed-loop Control of a Vibrant Duct Gravimetric Feeder

Abstract -In this work the control system for a gravimetric feeder with vibrant duct for polymer extrusion process has been designed. The plant considered in this paper is a blending machine that mixes up to six components: each component is measured by a dedicated vibrant duct. All components are mixed directly in the chambers of the extruder screw. The mass delivered by each meter is measured by a load cell. The control objectives are: accurate mass flow estimate on the basis of the weight; accurate mass flow regulation; minimum settling time; robustness of the controller parameters against the variation of material and structure of meter

Oil prices and stock returns : nonlinear links across sectors

We present evidence of an asymmetric relationship between oil prices and stock returns. The two regime multivariate Markov switching vector autoregressive (MSVAR) model allow us to capture the state shifts in the relationship between regional stock markets and sectors. Results suggest that oil price risk is significantly priced in the sample used. The impact is asymmetric with respect to market phases, and regimes have been associated with world economic, social and political events. Our study also suggests asymmetric responses of sector stock returns to oil price changes and different transmission impacts depending on the sector analyzed. There is a high causality from oil to sectors like Industrials and Oil & Gas. Companies inside the Utilities sector were more able to hedge against oil price increases between 2007 and 2012. Historical crisis events between 1992–1998 and 2003–2007 do not seem to have affected the relationship between oil and sector stock returns, given the higher probability of remaining smoother. For all sectors there seems to be a turn back to stability from 2012 onwards. Finally, investors gain more through portfolio diversification benefits built across, rather than within sectors.info:eu-repo/semantics/publishedVersio

Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries

In this study, we investigate the financial and monetary policy responses to oil price shocks using a Structural VAR framework. We distinguish between net oil-importing and net oil-exporting countries. Since the 80s, a significant number of empirical studies have been published investigating the effect of oil prices on macroeconomic and financial variables. Most of these studies though, do not make a distinction between oil-importing and oil-exporting economies. Overall, our results indicate that the level of inflation in both net oil-exporting and net oil-importing countries is significantly affected by oil price innovations. Furthermore, we find that the response of interest rates to an oil price shock depends heavily on the monetary policy regime of each country. Finally, stock markets operating in net oil-importing countries exhibit a negative response to increased oil prices. The reverse is true for the stock market of the net oil-exporting countries. We find evidence that the magnitude of stock market responses to oil price shocks is higher for the newly established and/or less liquid stock market