Universal versus selective screening for the detection, control and prognosis of gestational diabetes mellitus in Argentina

In all, 1,702 unselected pregnant women from the city of La Plata were tested for gestational diabetes mellitus (GDM) and evaluated to determine GDM prevalence and risk factors. In women with GDM, we evaluated compliance with guidelines for GDM management, and perinatal complications attributable to GDM. GDM prevalence was 5.8%, and its risk factors were pre-gestational obesity, previous hyperglycaemia, age[30 years, previous GDM (and its surrogate markers). In primi-gravida (PG) subjects, GDM was equally prevalent in the presence (4.2%) or absence (4.0%) of risk factors. In multi-gravida (MG) women, although risk factors doubled the prevalence of GDM (8.6%), in the absence of risk factors GDM prevalence was similar to that of PG women (3.9%). Half of all women with GDM received inadequate post-diagnosis obstetric control, and this induced a fourfold increase in infant perinatal complications. In conclusion, all nonhyperglycaemic 24–28-week pregnant women should be tested for GDM, although particular attention must be paid to MG women with risk factors

Characterization of amorphous In2O3: an ab initio molecular dynamics study

In this work, we report on the structural and electronic properties of amorphous In2O3 obtained with ab initio molecular dynamics. Our results show crystal-like short range InO6 polyhedra having average In-O distance consistent with x-ray spectroscopy data. Structural disorder yields band tailing and localized states, which are responsible of a strong reduction of the electronic gap. Most importantly, the appearance of a peculiar O-O bond imparts n-type character to the amorphous compound and provides contribution for interpreting spectroscopic measurements on indium based oxidized systems. Our findings portray characteristic features to attribute transparent semiconductive properties to amorphous In2O3

Market Premia for BRIC Countries: A Preliminary Analysis of Performance and Risk

A recent branch of the literature on asset pricing focuses on integrated international asset pricing, trying to assess whether standard models can perform better in a country specific or in an aggregate context. To offer new evidences on this research subject we analyse the return dynamic of BRIC countries. Our objective is twofold: first, to test the explanatory power of local model using local explanatory variables; second, to measure the relative premium attainable by an investor selecting a security portfolio based on BRIC countries. As for the first part, an influential work by Karolyi and Stulz analyses the local and global factor affecting equity prices. To this end they revise the standard CAPM model and – by contrasting a “domestic” and a “global” CAPM – try to measure and give explanations to phenomenons such as the “home bias”, that is the underweighting of foreign stocks in portfolios. Despite their relevant seminal intuitions, they conclude their understanding of the return mechanics is “quite incomplete”. In more recent times Fama and French have proposed a revised version of their own well-known three-factor model describing stock returns (in term of size, value and growth). They compare a model built with global factors with a version of the same model based on local factors, with respect to 23 countries and with a focus on small size companies, and particularly microcaps. Refocusing the analysis on small stocks, they find a statistically significant premium offered by value stocks and show that global models fail to explain regional returns. Despite the interest of the academia for this subject, most of the prominent literature does not develop those comparisons taking into proper account the impact of exchange rates. For example, Fama and French assume, among the other things, that there is a “complete purchasing power parity [i.e.] relative prices of goods are the same everywhere and an exchange rate is just the ratio of the nominal prices of any good in two countries”. This is clearly not consistent with the dynamic of modern economies. To overcome this limitations in our analysis, we compute returns using a numeraire currency and we add the relative exchange rate as an explicative factor. A further point where we try differentiating is the risk analysis. To this end we adopt the point of view of a foreigner investor willing to invest in a BRIC country. Thereafter, we test if there is a relative premium for the invested assets: that is if, considering the exchange rate effects, there is an excess return moving from a standard equity investment to a BRIC investment. On a second step, we compare the absolute performance with a measure of risk adjusted performance. To this end we propose a Sortino like measure, where the expected excess return of the BRIC investment (relative to a non-BRIC one) is scaled with a shortfall measure (semivariance). Finally it bears mentioning that, to the best of our knowledge, there are no articles on the subject matter explicitly focusing on the BRIC area. Our preliminary results show that one size does not fit all and local models can perform in many instances better than a single integrates one. The relative movement of currencies involved can affect the result obtained and permit to improve models. One point to be emphasized is that, despite we tend to bring together under a common name the BRICs, the returns’ dynamic of the BRIC countries is not at all the same, but presents quite distinctive features. While there are today no means to accept or refuse the well-known Goldman Sachs speculation , we believe that, beyond theoretical insights, analysing the economies of such a broad area is by all means of paramount importance for both scholars and practitioners

Market Premia for BRIC Countries: A Preliminary Analysis of Performance and Risk

A recent branch of the literature on asset pricing focuses on integrated international asset pricing, trying to assess whether standard models can perform better in a country specific or in an aggregate context. To offer new evidences on this research subject we analyse the return dynamic of BRIC countries. Our objective is twofold: first, to test the explanatory power of local model using local explanatory variables; second, to measure the relative premium attainable by an investor selecting a security portfolio based on BRIC countries. As for the first part, an influential work by Karolyi and Stulz analyses the local and global factor affecting equity prices. To this end they revise the standard CAPM model and – by contrasting a “domestic” and a “global” CAPM – try to measure and give explanations to phenomenons such as the “home bias”, that is the underweighting of foreign stocks in portfolios. Despite their relevant seminal intuitions, they conclude their understanding of the return mechanics is “quite incomplete”. In more recent times Fama and French have proposed a revised version of their own well-known three-factor model describing stock returns (in term of size, value and growth). They compare a model built with global factors with a version of the same model based on local factors, with respect to 23 countries and with a focus on small size companies, and particularly microcaps. Refocusing the analysis on small stocks, they find a statistically significant premium offered by value stocks and show that global models fail to explain regional returns. Despite the interest of the academia for this subject, most of the prominent literature does not develop those comparisons taking into proper account the impact of exchange rates. For example, Fama and French assume, among the other things, that there is a “complete purchasing power parity [i.e.] relative prices of goods are the same everywhere and an exchange rate is just the ratio of the nominal prices of any good in two countries”. This is clearly not consistent with the dynamic of modern economies. To overcome this limitations in our analysis, we compute returns using a numeraire currency and we add the relative exchange rate as an explicative factor. A further point where we try differentiating is the risk analysis. To this end we adopt the point of view of a foreigner investor willing to invest in a BRIC country. Thereafter, we test if there is a relative premium for the invested assets: that is if, considering the exchange rate effects, there is an excess return moving from a standard equity investment to a BRIC investment. On a second step, we compare the absolute performance with a measure of risk adjusted performance. To this end we propose a Sortino like measure, where the expected excess return of the BRIC investment (relative to a non-BRIC one) is scaled with a shortfall measure (semivariance). Finally it bears mentioning that, to the best of our knowledge, there are no articles on the subject matter explicitly focusing on the BRIC area. Our preliminary results show that one size does not fit all and local models can perform in many instances better than a single integrates one. The relative movement of currencies involved can affect the result obtained and permit to improve models. One point to be emphasized is that, despite we tend to bring together under a common name the BRICs, the returns’ dynamic of the BRIC countries is not at all the same, but presents quite distinctive features. While there are today no means to accept or refuse the well-known Goldman Sachs speculation , we believe that, beyond theoretical insights, analysing the economies of such a broad area is by all means of paramount importance for both scholars and practitioners

An exact scalarization method with multiple reference points for bi-objective integer linear optimization problems

This paper presents an exact scalarization method to solve bi-objective integer linear optimization problems. This method uses diverse reference points in the iterations, and it is free from any kind of a priori chosen weighting factors. In addition, two new adapted scalarization methods from literature and the modified Tchebycheff method are studied. Each one of them results in different ways to obtain the Pareto frontier. Computational experiments were performed with random real size instances of two special problems related to the manufacturing industry, which involve lot sizing and cutting stock problems. Extensive tests confirmed the very good performance of the new scalarization method with respect to the computational effort, the number of achieved solutions, the ability to achieve different solutions, and the spreading and spacing of solutions at the Pareto frontier2961356

Universal versus selective screening for the detection, control and prognosis of gestational diabetes mellitus in Argentina

In all, 1,702 unselected pregnant women from the city of La Plata were tested for gestational diabetes mellitus (GDM) and evaluated to determine GDM prevalence and risk factors. In women with GDM, we evaluated compliance with guidelines for GDM management, and perinatal complications attributable to GDM. GDM prevalence was 5.8%, and its risk factors were pre-gestational obesity, previous hyperglycaemia, age > 30 years, previous GDM (and its surrogate markers). In primi-gravida (PG) subjects, GDM was equally prevalent in the presence (4.2%) or absence (4.0%) of risk factors. In multi-gravida (MG) women, although risk factors doubled the prevalence of GDM (8.6%), in the absence of risk factors GDM prevalence was similar to that of PG women (3.9%). Half of all women with GDM received inadequate post-diagnosis obstetric control, and this induced a fourfold increase in infant perinatal complications. In conclusion, all non-hyperglycaemic 24-28-week pregnant women should be tested for GDM, although particular attention must be paid to MG women with risk factors.Facultad de Ciencias Exacta

Origin of the Accumulation Layer at the InN/a-In2O3Interface

We perform first-principles Density Functional Theory calculationsfortheamorphousIn2O3/InN(110̅0)heterostructure.Our results suggest that the interface between InN and its native amorphous oxide is a type “I” interface as observed in X-ray photoemission spectroscopy data for the same materials in the crystalline form. The microscopic analysis of the system reveals the presence of peculiar structural features localized at the interface, such as the formation of N−O bonds and the existence of N dangling bonds, that are responsible for donor states. These findings shed light on the origin of the electron accumulation layer occurring at the interface in spontaneously oxidized InN nanowires, recently associated with the observed increase in conductivity for such systems