Global Optimization for Automatic Model Points Selection in Life Insurance Portfolios

[Abstract] Starting from an original portfolio of life insurance policies, in this article we propose a methodology to select model points portfolios that reproduce the original one, preserving its market risk under a certain measure. In order to achieve this goal, we first define an appropriate risk functional that measures the market risk associated to the interest rates evolution. Although other alternative interest rate models could be considered, we have chosen the LIBOR (London Interbank Offered Rate) market model. Once we have selected the proper risk functional, the problem of finding the model points of the replicating portfolio is formulated as a problem of minimizing the distance between the original and the target model points portfolios, under the measure given by the proposed risk functional. In this way, a high-dimensional global optimization problem arises and a suitable hybrid global optimization algorithm is proposed for the efficient solution of this problem. Some examples illustrate the performance of a parallel multi-CPU implementation for the evaluation of the risk functional, as well as the efficiency of the hybrid Basin Hopping optimization algorithm to obtain the model points portfolio.This research has been partially funded by EU H2020 MSCA-ITN-EID-2014 (WAKEUPCALL Grant Agreement 643045), Spanish MINECO (Grant MTM2016-76497-R) and by Galician Government with the grant ED431C2018/033, both including FEDER financial support. A.F., J.G. and C.V. also acknowledge the support received from the Centro de Investigación de Galicia “CITIC”, funded by Xunta de Galicia and the European Union (European Regional Development Fund- Galicia 2014-2020 Program), by grant ED431G 2019/01Xunta de Galicia; ED431C2018/03Xunta de Galicia; ED431G 2019/0

Aprendizaje activo mediante juego de roles en Ingeniería Biomédica: negociando la adquisición de un sistema de información hospitalaria

[ES] La asignatura Sistemas de Información y Telemedicina I del Grado en Ingeniería Biomédica de la Universitat Politècnica de València ofrece a los alumnos competencias en el ámbito de la informática aplicada a la medicina. Entre sus resultados de aprendizaje encontramos el diseñar y gestionar un sistema de información hospitalaria. Estos resultados requieren definir e integrar múltiples componentes software especializados en distintos dominios médicos, con una compleja interacción entre ellos, y con variabilidad asociada a las características de cada hospital. Presentamos una nueva propuesta de aprendizaje activo mediante juego de roles en la que los alumnos, representando a jefes de distintos servicios de un hospital y compañías de software, negocian la adquisición de un nuevo componente de sistemas de información en función de las necesidades de su departamento y globales al hospital, interiorizando el diseño del mismo e interacciones entre componentes, y trabajando competencias transversales como trabajo en equipo y liderazgo y comunicación efectiva. Hacia una mejora continua, recogemos mediante cuestionarios on-line retroalimentación de los alumnos sobre la actividad. Aplicada desde el curso 2018-19, la actividad ha demostrado su efectividad, cumpliendo los resultados de aprendizaje, con una buena apreciación del aprendizaje recibido por los alumnos, y una elevada tasa de retroalimentación.[EN] The Health Information Systems and Telemedicine I course of the Degree in Biomedical Engineering of the Universitat Politècnica de València, Spain, offers students competences in the field of computer science applied to medicine. Among its learning outcomes is the design and management of a hospital information system. These learning outcomes require the definition and integration of multiple software components specialized in different medical and management domains, with a complex interaction between them, and with variability associated with the characteristics of each hospital. Active learning through role-playing is a learning strategy that is well suited for learning these types of competences. We present a new proposal for active learning through role-playing in which students, representing heads of the different services of a hospital and software companies, negotiate the acquisition of a new component of information systems according to the needs of their department and global needs to the hospital, internalizing the design of components and their interactions, while working transversal competences such as teamwork and leadership and effective communication, among others. Additionally, towards a continuous improvement, after the session we collect through voluntary on-line questionnaires the students' opinions about the activity and about the perceived learning. Applied since the 2018-19 academic year, the activity has demonstrated its effectiveness, accomplishing the pedagogical objectives of the subject, with a good appreciation of the learning received by the students, and presenting a high rate of feedback.Sáez, C.; Fuster-García, E.; Ferri, P.; García-Gómez, JM. (2020). Aprendizaje activo mediante juego de roles en Ingeniería Biomédica: negociando la adquisición de un sistema de información hospitalaria. En IN-RED 2020: VI Congreso de Innovación Educativa y Docencia en Red. Editorial Universitat Politècnica de València. 516-526. https://doi.org/10.4995/INRED2020.2020.11949OCS51652

Expansion cone for the 3-inch PMTs of the KM3NeT optical modules

[EN] Detection of high-energy neutrinos from distant astrophysical sources will open a new window on the Universe. The detection principle exploits the measurement of Cherenkov light emitted by charged particles resulting from neutrino interactions in the matter containing the telescope. A novel multi-PMT digital optical module (DOM) was developed to contain 31 3-inch photomultiplier tubes (PMTs). In order to maximize the detector sensitivity, each PMT will be surrounded by an expansion cone which collects photons that would otherwise miss the photocathode. Results for various angles of incidence with respect to the PMT surface indicate an increase in collection efficiency by 30% on average for angles up to 45 degrees with respect to the perpendicular. Ray-tracing calculations could reproduce the measurements, allowing to estimate an increase in the overall photocathode sensitivity, integrated over all angles of incidence, by 27% (for a single PMT). Prototype DOMs, being built by the KM3NeT consortium, will be equipped with these expansion cones.This work is supported through the EU, FP6 Contract no. 011937, FP7 grant agreement no. 212252, and the Dutch Ministry of Education, Culture and Science.Adrián Martínez, S.; Ageron, M.; Aguilar, JA.; Aharonian, F.; Aiello, S.; Albert, A.; Alexandri, M.... (2013). Expansion cone for the 3-inch PMTs of the KM3NeT optical modules. Journal of Instrumentation. 8(3):1-19. https://doi.org/10.1088/1748-0221/8/03/T03006S1198

The prevalence of diabetes and stress hyperglycemia in the acute myocardial infarction patients

OBJETIVOS: Determinar a prevalência do diabetes melito (DM) e da hiperglicemia de estresse (HE) em pacientes com infarto agudo do miocárdio (IAM) admitidos em unidade de emergência cardiológica. MÉTODOS: Análise retrospectiva de 2.262 pacientes com IAM, avaliando, além da prevalência de diabetes referido, o diagnosticado e a hiperglicemia de estresse. RESULTADOS: Apesar de referido em 12,1% dos pacientes (H: 10,7%, M: 15,8%), o DM ocorria efetivamente em 24,8% (H: 22,9%, M: 29,7%) e a HE em 13,6% (H: 14,3%, M: 11,7%) dos indivíduos dessa população. Portanto, alterações glicêmicas ocorreram em 37,4% dos indivíduos com IAM (H: 37,2%, M: 41,4%). Nos pacientes com DM, observou-se maior precocidade etária do IAM, maior prevalência de óbitos (DM: 20,7%, ND:13,8%, HE: 13,4%) e de procedimentos cirúrgicos (ND: 33,8%, HE: 18,0%, DM: 21,7%). CONCLUSÃO: A elevada prevalência de DM e hiperglicemia de estresse observada em nosso estudo indica que as alterações glicêmicas constituem um dos mais importantes fatores de risco para o IAM.OBJECTIVES: To evaluate in our population the real prevalence of diabetes (DM) and stress hyperglycemia (HE) in patients with myocardial infarction (IAM) admitted in a cardiologic emergency unit. METHODS: A retrospective analysis of 2262 patients with AMI evaluating the prevalence of DM (referred and diagnosed) and stress hyperglycemia. RESULTS: Besides 12,1% of subjects were previously referred to be diabetic (men: 10.7% and women: 15.8%), diabetes was effectively diagnosed in 24,8% (M: 22,9%, W: 29,7%) and stress hyperglycemia in 13,6% HE of the patients (M: 14,3%, W: 11,7%) indicating that glycemic alterations were effectively observed in 37.2.% of the patients with IAM (M: 37,2%, W: 41,4%). In DM subjects IAM events occurred earlier, total intra-hospital mortality was higher (DM: 20.7%, ND: 13,8%, HE: 13,4%) and less surgical procedures were performed (ND 33.8%, DM: 21.7%, HE: 18.0%). CONCLUSION: The elevated DM and stress hyperglycemia prevalence observed in our study indicates that glycemic alterations is one of the most important risk factors for IAM

A GRFa2/Prop1/Stem (GPS) Cell Niche in the Pituitary

BACKGROUND: The adult endocrine pituitary is known to host several hormone-producing cells regulating major physiological processes during life. Some candidates to progenitor/stem cells have been proposed. However, not much is known about pituitary cell renewal throughout life and its homeostatic regulation during specific physiological changes, such as puberty or pregnancy, or in pathological conditions such as tumor development. PRINCIPAL FINDINGS: We have identified in rodents and humans a niche of non-endocrine cells characterized by the expression of GFRa2, a Ret co-receptor for Neurturin. These cells also express b-Catenin and E-cadherin in an oriented manner suggesting a planar polarity organization for the niche. In addition, cells in the niche uniquely express the pituitary-specific transcription factor Prop1, as well as known progenitor/stem markers such as Sox2, Sox9 and Oct4. Half of these GPS (GFRa2/Prop1/Stem) cells express S-100 whereas surrounding elongated cells in contact with GPS cells express Vimentin. GFRa2+-cells form non-endocrine spheroids in culture. These spheroids can be differentiated to hormone-producing cells or neurons outlining the neuroectoderm potential of these progenitors. In vivo, GPSs cells display slow proliferation after birth, retain BrdU label and show long telomeres in its nuclei, indicating progenitor/stem cell properties in vivo. SIGNIFICANCE: Our results suggest the presence in the adult pituitary of a specific niche of cells characterized by the expression of GFRa2, the pituitary-specific protein Prop1 and stem cell markers. These GPS cells are able to produce different hormone-producing and neuron-like cells and they may therefore contribute to postnatal pituitary homeostasis. Indeed, the relative abundance of GPS numbers is altered in Cdk4-deficient mice, a model of hypopituitarism induced by the lack of this cyclin-dependent kinase. Thus, GPS cells may display functional relevance in the physiological expansion of the pituitary gland throughout life as well as protection from pituitary disease

May Measurement Month 2018: a pragmatic global screening campaign to raise awareness of blood pressure by the International Society of Hypertension

Aims Raised blood pressure (BP) is the biggest contributor to mortality and disease burden worldwide and fewer than half of those with hypertension are aware of it. May Measurement Month (MMM) is a global campaign set up in 2017, to raise awareness of high BP and as a pragmatic solution to a lack of formal screening worldwide. The 2018 campaign was expanded, aiming to include more participants and countries. Methods and results Eighty-nine countries participated in MMM 2018. Volunteers (≥18 years) were recruited through opportunistic sampling at a variety of screening sites. Each participant had three BP measurements and completed a questionnaire on demographic, lifestyle, and environmental factors. Hypertension was defined as a systolic BP ≥140 mmHg or diastolic BP ≥90 mmHg, or taking antihypertensive medication. In total, 74.9% of screenees provided three BP readings. Multiple imputation using chained equations was used to impute missing readings. 1 504 963 individuals (mean age 45.3 years; 52.4% female) were screened. After multiple imputation, 502 079 (33.4%) individuals had hypertension, of whom 59.5% were aware of their diagnosis and 55.3% were taking antihypertensive medication. Of those on medication, 60.0% were controlled and of all hypertensives, 33.2% were controlled. We detected 224 285 individuals with untreated hypertension and 111 214 individuals with inadequately treated (systolic BP ≥ 140 mmHg or diastolic BP ≥ 90 mmHg) hypertension. Conclusion May Measurement Month expanded significantly compared with 2017, including more participants in more countries. The campaign identified over 335 000 adults with untreated or inadequately treated hypertension. In the absence of systematic screening programmes, MMM was effective at raising awareness at least among these individuals at risk

Anticoagulant selection in relation to the SAMe-TT2R2 score in patients with atrial fibrillation. the GLORIA-AF registry

Aim: The SAMe-TT2R2 score helps identify patients with atrial fibrillation (AF) likely to have poor anticoagulation control during anticoagulation with vitamin K antagonists (VKA) and those with scores >2 might be better managed with a target-specific oral anticoagulant (NOAC). We hypothesized that in clinical practice, VKAs may be prescribed less frequently to patients with AF and SAMe-TT2R2 scores >2 than to patients with lower scores. Methods and results: We analyzed the Phase III dataset of the Global Registry on Long-Term Oral Antithrombotic Treatment in Patients with Atrial Fibrillation (GLORIA-AF), a large, global, prospective global registry of patients with newly diagnosed AF and ≥1 stroke risk factor. We compared baseline clinical characteristics and antithrombotic prescriptions to determine the probability of the VKA prescription among anticoagulated patients with the baseline SAMe-TT2R2 score >2 and ≤ 2. Among 17,465 anticoagulated patients with AF, 4,828 (27.6%) patients were prescribed VKA and 12,637 (72.4%) patients an NOAC: 11,884 (68.0%) patients had SAMe-TT2R2 scores 0-2 and 5,581 (32.0%) patients had scores >2. The proportion of patients prescribed VKA was 28.0% among patients with SAMe-TT2R2 scores >2 and 27.5% in those with scores ≤2. Conclusions: The lack of a clear association between the SAMe-TT2R2 score and anticoagulant selection may be attributed to the relative efficacy and safety profiles between NOACs and VKAs as well as to the absence of trial evidence that an SAMe-TT2R2-guided strategy for the selection of the type of anticoagulation in NVAF patients has an impact on clinical outcomes of efficacy and safety. The latter hypothesis is currently being tested in a randomized controlled trial. Clinical trial registration: URL: https://www.clinicaltrials.gov//Unique identifier: NCT01937377, NCT01468701, and NCT01671007