Dynamic Hedging Using Generated Genetic Programming Implied Volatility Models

The purpose of this paper is to improve the accuracy of dynamic hedging using implied volatilities generated by genetic programming. Using real data from S&P500 index options, the genetic programming's ability to forecast Black and Scholes implied volatility is compared between static and dynamic training-subset selection methods. The performance of the best generated GP implied volatilities is tested in dynamic hedging and compared with Black-Scholes model. Based on MSE total, the dynamic training of GP yields better results than those obtained from static training with fixed samples. According to hedging errors, the GP model is more accurate almost in all hedging strategies than the BS model, particularly for in-the-money call options and at-the-money put options.Comment: 32 pages,13 figures, Intech Open Scienc

Protection from single-phase partial earth through high transition resistances

The investigation is concerned with power supply systems featuring neutral point different modes. The purpose of the work is to obtain basic dependences for formulation of the requirements and to develop a selective protection from partial earth. The author has developed and implemented a criterion for earth detection therough transition resistances; has evaluated time parameters of partial earth protection devices. The author has developed a device partially disconnecting grounds through high transition resistances which improve the reliability of operation safety without a considerable reduction of power supply reliability level. The author has developed a prototype which can be used as a base for development of series and mock-up prototypes. The efficiency consists in the improvement of power supply reliability at a constant level of operational reliability. The investigation results can find application in the networks with insulated and compensated neutral pointAvailable from VNTIC / VNTIC - Scientific & Technical Information Centre of RussiaSIGLERURussian Federatio

[76] Hereditary kidney stones: An experience of a nephrology department

Objective: To determine clinical and metabolic characteristics and progression of hereditary urinary lithiasis. Genetic factors must be considered in the aetiological diagnosis of urinary lithiasis. Methods: A retrospective study was conducted between 2008 and 2018, and 53 patients were included. Patients were referred to our department for aetiological investigation in 36 cases, for chronic renal failure in eight cases, and from paediatric departments to be followed-up in adulthood in nine cases. Results: In all, 32 men and 21 women were enrolled in this study with a male/female sex ratio of 1.52. The mean (range) age at the time of diagnosis of the hereditary character of the urinary lithiasis was 29 years (4 days–63 years).The mean (range) delay between the onset of the lithiasis disease and the aetiological diagnosis was 10.5 (1–42) years. We noted 26 cases of cystinuria, 17 cases of primary hyperoxaluria type 1 with two mutations (I244T in 15 cases and 33–34 Insc in two cases), and 10 cases of renal tubulopathy. In all, 14 patients had chronic renal failure, of which five were in end-stage. Crystalluria was positive in 62% of the cases. The morpho-constitutional analysis of stones was conducted in 31 cases; oxalo-dependent lithiasis was identified in nine cases and cystine lithiasis in 22 cases. After a mean follow-up of 82 months for 43 patients, we noted normal renal function in 21 cases, chronic renal failure in 12 cases, and haemodialysis in nine cases, all with primary hyperoxaluria and transplantation in one case. Conclusion: The aetiological diagnosis of hereditary urinary lithiasis was made with considerable delay. Cystinuria was the most frequent aetiology and primary hyperoxaluria was the most serious affliction

[78] Idiopathic hypercalciuria complicated by polyuropolydipsic syndrome during pregnancy

Objective: To report on a case of idiopathic hypercalciuria complicated by polyuropolydipsic syndrome during pregnancy. Idiopathic hypercalciuria is most often manifested by urinary lithiasis and/or nephrocalcinosis. The polyuropolydipsic syndrome is a rare complication of this condition and exposes the patient to the risk of hydroelectrolytic disorders. Thiazide diuretics are indicated during this syndrome in the absence of a contraindication. Methods: We report the case of pregnancy during idiopathic hypercalciuria complicated by polyuropolydipsic syndrome. Results: A 33-year-old woman, with no personal or familial pathological history, was referred for polyuropolydipsic syndrome. She had no extra-renal manifestations and her clinical examination was normal. Her diuresis was 6 L/24 h and the biological assessment showed a hypercalciuria at 17.5 mmol/24 h persisting after adjusting the intakes of salts and proteins. Calcium, phosphataemia, 25-OH vitamin D, and parathyroid hormone were normal. The patient was put on thiazide diuretic and the evolution was marked by the normalisation of diuresis and a decrease in calciuria. Before conception the treatment was stopped, and the patient had a pregnancy without complications Conclusion: Pregnancy during idiopathic hypercalciuria with polydipsic polyuria syndrome was completed without complications in this case. The literature is poor regarding this affliction in the pregnant woman

Clinical study on autosomal dominant polycystic kidney disease among North Tunisians

Autosomal dominant polycystic kidney disease (ADPKD) is the most common hereditary renal disease, which usually manifests in adulthood. It is characterized by the development of multiple cysts in the kidneys and many other extrarenal manifestations. We aimed to determine the factors that contribute to the progression of ADPKD to end-stage renal disease (ESRD). In a retrospective multicentric study, we reviewed the records of 569 patients with ADPKD, hospitalized at a nephrology department or followed up at the outpatient department of university and regional hospitals, covering the north and center of the country, during the period 1969–2016. The mean age of the study patients was 48.54 ± 13.68 years and 14% were young adults (40 years (P = 0.009), hematuria (P = 0.034), hemoglobin >14 g/dL (P = 0.0013), high uric acid level (P = 0.001), and leukocyturia (P = 0.02). Death occurred in 59 cases (10.3%), mostly caused by infections (44.1%). In our study, ADPKD was lately diagnosed in most cases. Family screening is important, which will enable early detection and management of the complications associated with ADPKD

The Influence of Preprocessing Steps on Graph Theory Measures Derived from Resting State fMRI

Resting state functional MRI (rs-fMRI) is an imaging technique that allows the spontaneous activity of the brain to be measured. Measures of functional connectivity highly depend on the quality of the BOLD signal data processing. In this study, our aim was to study the influence of preprocessing steps and their order of application on small-world topology and their efficiency in resting state fMRI data analysis using graph theory. We applied the most standard preprocessing steps: slice-timing, realign, smoothing, filtering, and the tCompCor method. In particular, we were interested in how preprocessing can retain the small-world economic properties and how to maximize the local and global efficiency of a network while minimizing the cost. Tests that we conducted in 54 healthy subjects showed that the choice and ordering of preprocessing steps impacted the graph measures. We found that the csr (where we applied realignment, smoothing, and tCompCor as a final step) and the scr (where we applied realignment, tCompCor and smoothing as a final step) strategies had the highest mean values of global efficiency (eg). Furthermore, we found that the fscr strategy (where we applied realignment, tCompCor, smoothing, and filtering as a final step), had the highest mean local efficiency (el) values. These results confirm that the graph theory measures of functional connectivity depend on the ordering of the processing steps, with the best results being obtained using smoothing and tCompCor as the final steps for global efficiency with additional filtering for local efficiency