Final MA Portfolio

MA Portfolio, Englis

An Artificial Neural Network For Hedging Crude Oil

A neural network model for hedging crude oil is introduced.  The NYMEX futures prices is used to investigate the effectiveness of this model. Empirical results show that the neural network model reduces price risk more than other approaches

Impact of posttransplantation G-CSF on outcomes of allogeneic hematopoietic stem cell transplantation.

International audienceGranulocyte colony-stimulating factor (G-CSF) is often administered after hematopoietic-cell transplantation (HCT) to accelerate neutrophil recovery, but it is unclear what impact G-CSF has on long-term transplantation outcomes. We analyzed within the database of the Center for International Blood and Marrow Transplant Research the impact of giving posttransplantation G-CSF on the outcomes of allogeneic HCT for acute myelogenous leukemia and chronic myelogenous leukemia in 2719 patients who underwent transplantation between 1995 and 2000. These included 1435 recipients of HLA-identical sibling bone marrow (BM), 609 recipients of HLA-identical peripheral-blood stem cells (PBSCs), and 675 recipients of unrelated donor BM transplants. Outcomes were compared between patients receiving or not receiving G-CSF within 7 days of HCT according to graft type. Median follow-up was more than 30 months (range, 2-87 months). G-CSF shortened the posttransplantation neutropenic period, but did not affect days +30 and +100 treatment-related mortality (TRM). Probabilities of acute and chronic graft-versus-host disease (GVHD), leukemia-free survival (LFS), and overall survival were similar whether or not G-CSF was given. Multivariate analyses confirmed that giving G-CSF did not affect the risk of GVHD, TRM, LFS, or survival. In conclusion, results of this study found no long-term benefit or disadvantage of giving G-CSF after transplantation to promote hematopoietic recovery

Impact of pre-transplant rituximab on survival after autologous hematopoietic stem cell transplantation for diffuse large B cell lymphoma

Incorporation of the anti-CD20 monoclonal antibody rituximab into front-line regimens to treat diffuse large B cell lymphoma (DLBCL) has resulted in improved survival. Despite this progress, however, many patients develop refractory or recurrent DLBCL and then undergo autologous hematopoietic stem cell transplantation (AuHCT). It is unclear to what extent pre-transplant exposure to rituximab affects outcomes after AuHCT Outcomes of 994 patients receiving AuHCT for DLBCL between 1996 and 2003 were analyzed according to whether rituximab was (n = 176; +R cohort) or was not (n = 818; -R cohort) administered with front-line or salvage therapy before AuHCT The +R cohort had superior progression-free survival (PFS; 50% vs 38%; P = .008) and overall survival (OS; 57% vs 45%; P = .006) at 3 years. Platelet and neutrophil engraftment were not affected by exposure to rituximab. Nonrelapse mortality (NRM) did not differ significantly between the 2 cohorts. In multivariate analysis, the +R cohort had improved PFS (relative risk of relapse/progression or death, 0.64; P <.001) and improved OS (relative risk of death, 0.74; P = .039). We conclude that pre-transplant rituximab is associated with a lower rate of progression and improved survival after AuHCT for DLBCL, with no evidence of impaired engraftment or increased NRM