Modellering av usikkerhet i numeriske likevektsmodeller med stokastisk scenariometode :

publishedVersio

Factors Associated with Revision Surgery after Internal Fixation of Hip Fractures

Background: Femoral neck fractures are associated with high rates of revision surgery after management with internal fixation. Using data from the Fixation using Alternative Implants for the Treatment of Hip fractures (FAITH) trial evaluating methods of internal fixation in patients with femoral neck fractures, we investigated associations between baseline and surgical factors and the need for revision surgery to promote healing, relieve pain, treat infection or improve function over 24 months postsurgery. Additionally, we investigated factors associated with (1) hardware removal and (2) implant exchange from cancellous screws (CS) or sliding hip screw (SHS) to total hip arthroplasty, hemiarthroplasty, or another internal fixation device. Methods: We identified 15 potential factors a priori that may be associated with revision surgery, 7 with hardware removal, and 14 with implant exchange. We used multivariable Cox proportional hazards analyses in our investigation. Results: Factors associated with increased risk of revision surgery included: female sex, [hazard ratio (HR) 1.79, 95% confidence interval (CI) 1.25-2.50; P = 0.001], higher body mass index (fo

Stochastic energy market equilibrium modeling with multiple agents

The energy markets are characterized by many agents simultaneously solving decision problems under uncertainty. It is argued that Monte Carlo simulations are not an adequate way to assess behavioral uncertainty; one should rather rely on stochastic modelling. Drawing on economics, decision theory and operations research, a simple guide on how to transform a deterministic energy market equilibrium model - where several agents simultaneously make decisions - into a stochastic equilibrium model is offered. With our approach, no programming of a stochastic solution algorithm is required.submittedVersio

Modellering av usikkerhet i numeriske likevektsmodeller med stokastisk scenariometode :

publishedVersio

Modellering av usikkerhet i numeriske likevektsmodeller med stokastisk scenariometode :

De fleste numeriske likevektsmodeller er deterministiske mens den økonomien de skal beskrive er preget av mange typer usikkerhet. Vi presenterer en metode for å transformere en eksisterende modell for energimarkedene i Vest-Euorpa uten stokastikk til en modell med stokastikk. Modellen benyttes til å analysere investeringer i energisektoren under alternative antakelser om kilder til usikkerhet. Vi finner at betydningen av værusikkerhet i Skandinavia er liten; forskjellen mellom den optimale løsningen under usikkerhet og en likevekt der denne type usikkerhet helt neglisjeres er beskjeden. Hvis imidlertid investorene står overfor usikre fremtidige priser på olje og kull, samt usikre vekstrater, blir det betydelige forskjeller mellom likevekten under usikkerhet og en likevekt der all usikkerhet neglisjeres

Modellering av usikkerhet i numeriske likevektsmodeller med stokastisk scenariometode :

publishedVersio