Impact on clinical practice of the preoperative screening of Covid-19 infection In surgical oncological patients. Prospective Cohort Study

Background In the oncological patient, an COVID-19-Infection, whether symptomatic or asymptomatic, a surgical procedure may carry a higher postoperative morbidity and mortality. The aim of this study was to describe the impact on clinical practice of sequential preoperative screening for COVID-19-infection in deciding whether to proceed or postpone surgery. Methods Prospective, cohort study, based on consecutive patients’ candidates for an oncological surgical intervention. Sequential preoperative screening for COVID-19-infection: two-time medical history (telematic and face-to-face), PCR and chest CT, 48 h before of surgical intervention. COVID-19-infection was considered positive if the patient had a suggestive medical history and/or PCR-positive and/or CT of pneumonia. Results Between April 15th and May 4th, 2020, 179 patients were studied, 97 were male (54%), mean (sd) age 66.7 (13,6). Sequential preoperative screening was performed within 48 h before to surgical intervention. The prevalence of preoperative COVID-19-infection was 4.5%, 95%CI:2.3–8.6% (8 patients). Of the operated patients (171), all had a negative medical history, PCR and chest CT. The complications was 14.8% (I-II) and 2.5% (III-IV). There was no mortality. The hospital stay was 3.1 (sd 2.7) days. In the 8 patients with COVID-19-infection, the medical history was suggestive in all of them, 7 presented PCR-positive and 5 had a chest CT suggestive of pneumonia. The surgical intervention was postponed between 15 and 21 days. Conclusion Preoperative screening for COVID-19-infection using medical history and PCR helped the surgeon to decide whether to go ahead or postpone surgery in oncological patients. The chest CT may be useful in unclear cases

A simple scheme for allocating capital in a foreign exchange proprietary trading firm

We present a model of capital allocation in a foreign exchange proprietary trading firm. The owner allocates capital to individual traders, who operate within strict risk limits. Traders specialize in individual currencies, but are given discretion over their choice of trading rule. The owner provides the simple formula that determines position sizes – a formula that does not require estimation of the firm-level covariance matrix. We provide supporting empirical evidence of excess risk-adjusted returns to the firm-level portfolio, and we discuss a modification of the model in which the owner dictates the choice of trading rule

Viscosities of the Gay-Berne nematic liquid crystal

We present molecular dynamics simulation measurements of the viscosities of the Gay-Berne phenomenological model of liquid crystals in the nematic and isotropic phases. The temperature dependence of the rotational and shear viscosities, including the nonmonotonic behavior of one shear viscosity are in good agreement with experimental data. The bulk viscosities are significantly larger than the shear viscosities, again in agreement with experiment.Comment: 11 pages, 4 Postscript figures, Revte

Introducing innovative technologies in higher education: An experience in using geographic information systems for the teaching‐learning process

In today's world, new technologies are being used for the teaching‐learning process in the classroom. Their use to support learning can provide significant advantages for the teaching‐learning process and have potential benefits for students, as many of these technologies are a part of the work life of many current professions. The aim of this study is to analyse the use of innovative technologies for engineering and science education after examining the data obtained from students in their learning process and experiences. The study has been focused on computational geographic information systems, which allow access to and management of large volumes of information and data, and on the assessment of this tool as a basis for a suitable methodology to enhance the teaching‐learning process, taking into account the great social impact of big data. The results allow identifying the main advantages, opportunities, and drawbacks of using these technological tools for educational purposes. Finally, a set of initiatives has been proposed to complement the teaching activity and to improve user experience in the educational field.This study was supported by the Spanish Research Agency and the European Regional Development Fund under project CloudDriver4Industry TIN2017‐89266‐R

Carbon nanotube forests as top electrode in electroacoustic resonators

We grow carbon nanotube forests on piezoelectric AlN films and fabricate and characterize nanotube-based solidly mounted bulk acoustic wave resonators employing the forests as the top electrode material. The devices show values for quality factor at anti-resonance of ∼430, and at resonance of ∼100. The effective coupling coefficient is of ∼6%, and the resonant frequencies are up to ∼800 MHz above those observed with metallic top electrodes. AlN promotes a strong catalyst-support interaction, which reduces Fe catalyst mobility, and thus enforces the growth of forests by the base growth mechanism.This work was partially supported by the European Commission through the project GRAFOL and the COST action IC1208 and by the Ministerio de Economía y Competitividad del Gobierno de España through project MAT2013-45957.This is the accepted manuscript. The final version is available at http://scitation.aip.org/content/aip/journal/apl/107/13/10.1063/1.4932197

Regularizing Portfolio Optimization

The optimization of large portfolios displays an inherent instability to estimation error. This poses a fundamental problem, because solutions that are not stable under sample fluctuations may look optimal for a given sample, but are, in effect, very far from optimal with respect to the average risk. In this paper, we approach the problem from the point of view of statistical learning theory. The occurrence of the instability is intimately related to over-fitting which can be avoided using known regularization methods. We show how regularized portfolio optimization with the expected shortfall as a risk measure is related to support vector regression. The budget constraint dictates a modification. We present the resulting optimization problem and discuss the solution. The L2 norm of the weight vector is used as a regularizer, which corresponds to a diversification "pressure". This means that diversification, besides counteracting downward fluctuations in some assets by upward fluctuations in others, is also crucial because it improves the stability of the solution. The approach we provide here allows for the simultaneous treatment of optimization and diversification in one framework that enables the investor to trade-off between the two, depending on the size of the available data set

Strategies used as spectroscopy of financial markets reveal new stylized facts

We propose a new set of stylized facts quantifying the structure of financial markets. The key idea is to study the combined structure of both investment strategies and prices in order to open a qualitatively new level of understanding of financial and economic markets. We study the detailed order flow on the Shenzhen Stock Exchange of China for the whole year of 2003. This enormous dataset allows us to compare (i) a closed national market (A-shares) with an international market (B-shares), (ii) individuals and institutions and (iii) real investors to random strategies with respect to timing that share otherwise all other characteristics. We find that more trading results in smaller net return due to trading frictions. We unveiled quantitative power laws with non-trivial exponents, that quantify the deterioration of performance with frequency and with holding period of the strategies used by investors. Random strategies are found to perform much better than real ones, both for winners and losers. Surprising large arbitrage opportunities exist, especially when using zero-intelligence strategies. This is a diagnostic of possible inefficiencies of these financial markets.Comment: 13 pages including 5 figures and 1 tabl