Une famille de distributions symétriques et leptocurtiques représentée par la différence de deux variables aléatoires gamma

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Estimation du modèle GARCH à changement de régimes et son utilité pour quantifier le risque de modèle dans les applications financières en actuariat

Le modèle GARCH à changement de régimes est le fondement de cette thèse. Ce modèle offre de riches dynamiques pour modéliser les données financières en combinant une structure GARCH avec des paramètres qui varient dans le temps. Cette flexibilité donne malheureusement lieu à un problème de path dependence, qui a empêché l'estimation du modèle par le maximum de vraisemblance depuis son introduction, il y a déjà près de 20 ans. La première moitié de cette thèse procure une solution à ce problème en développant deux méthodologies permettant de calculer l'estimateur du maximum de vraisemblance du modèle GARCH à changement de régimes. La première technique d'estimation proposée est basée sur l'algorithme Monte Carlo EM et sur l'échantillonnage préférentiel, tandis que la deuxième consiste en la généralisation des approximations du modèle introduites dans les deux dernières décennies, connues sous le nom de collapsing procedures. Cette généralisation permet d'établir un lien méthodologique entre ces approximations et le filtre particulaire. La découverte de cette relation est importante, car elle permet de justifier la validité de l'approche dite par collapsing pour estimer le modèle GARCH à changement de régimes. La deuxième moitié de cette thèse tire sa motivation de la crise financière de la fin des années 2000 pendant laquelle une mauvaise évaluation des risques au sein de plusieurs compagnies financières a entraîné de nombreux échecs institutionnels. À l'aide d'un large éventail de 78 modèles économétriques, dont plusieurs généralisations du modèle GARCH à changement de régimes, il est démontré que le risque de modèle joue un rôle très important dans l'évaluation et la gestion du risque d'investissement à long terme dans le cadre des fonds distincts. Bien que la littérature financière a dévoué beaucoup de recherche pour faire progresser les modèles économétriques dans le but d'améliorer la tarification et la couverture des produits financiers, les approches permettant de mesurer l'efficacité d'une stratégie de couverture dynamique ont peu évolué. Cette thèse offre une contribution méthodologique dans ce domaine en proposant un cadre statistique, basé sur la régression, permettant de mieux mesurer cette efficacité.The Markov-switching GARCH model is the foundation of this thesis. This model offers rich dynamics to model financial data by allowing for a GARCH structure with time-varying parameters. This flexibility is unfortunately undermined by a path dependence problem which has prevented maximum likelihood estimation of this model since its introduction, almost 20 years ago. The first half of this thesis provides a solution to this problem by developing two original estimation approaches allowing us to calculate the maximum likelihood estimator of the Markov-switching GARCH model. The first method is based on both the Monte Carlo expectation-maximization algorithm and importance sampling, while the second consists of a generalization of previously proposed approximations of the model, known as collapsing procedures. This generalization establishes a novel relationship in the econometric literature between particle filtering and collapsing procedures. The discovery of this relationship is important because it provides the missing link needed to justify the validity of the collapsing approach for estimating the Markov-switching GARCH model. The second half of this thesis is motivated by the events of the financial crisis of the late 2000s during which numerous institutional failures occurred because risk exposures were inappropriately measured. Using 78 different econometric models, including many generalizations of the Markov-switching GARCH model, it is shown that model risk plays an important role in the measurement and management of long-term investment risk in the context of variable annuities. Although the finance literature has devoted a lot of research into the development of advanced models for improving pricing and hedging performance, the approaches for measuring dynamic hedging effectiveness have evolved little. This thesis offers a methodological contribution in this area by proposing a statistical framework, based on regression analysis, for measuring the effectiveness of dynamic hedges for long-term investment guarantees

Quality assessment of a daily diet for 1st grade in elementary school children in Bydgoszcz

The aim of the dissertation was analysis and assessment of eating manner of 1st grade children from 5 elementary schools in Bydgoszcz.The analyzed group consisted of 85 students attending to 2012/2013 school year to 1st grade of 5 elementary schools in Bydgoszcz. Data concerning products, meals and beverages consumption were obtained for each person. The quality assessment of daily menus was carried out via two methods: the Bielińska's and Szczygłowa's method. The statistical analysis was performed at a significance level of p≤0.05.The assessment by Szczygłowa's method has shown 3% of appropriate menus and 17% of satisfactory menus. High percentage of unsatisfactory menus were stated (80%). Through Bielińska's method there were 37% of good menus, 48% required improvement and 15% were inappropriate. The analysis of particular Bielińska's assessment criteria has depicted that over 90% of menus contained, recommended for children, amount of 4-5 meals and proper breaks between meals. Unfortunately, less the half of menus contained vegetables/fruit in 3 meals, and only 20% - wholemeal bread, groats and pulses. Under 80% and 75% of menus contained properly raw vegetables/fruit at least once a day and minimum of 2 portions of diary products. The quality assessment has shown the differences in nutrition quality between sex groups and analyzed schools (≤0.05). Appropriate and satisfactory menus according to Szczygłowa almost 3 times more frequently appeared in boys' than girls' menus. 1. Quality assessment of menus among 1st grade in elementary school children in Bydgoszcz has indicated inaccuracies in their content.2. Differences in quality between boys' and girls' menus and between analyzed schools have been stated.3. Indicated inaccuracies in menus' content point out the risk of minerals and vitamins shortage in children' nutrition

Impact of parents’ nutritional knowledge on the nutrition and frequency of consumption of selected products in children and adolescents practicing football in a football club in Bydgoszcz, Poland

Ameryk Monika, Świątkowski Maciej, Sikorski Piotr, Augustyniak Agnieszka, Szamocka Małgorzata. Impact of parents’ nutritional knowledge on the nutrition and frequency of consumption of selected products in children and adolescents practicing football in a football club in Bydgoszcz, Poland. Journal of Education, Health and Sport. 2016;6(11):456-472. eISSN 2391-8306. DOI http://dx.doi.org/10.5281/zenodo.179146http://ojs.ukw.edu.pl/index.php/johs/article/view/4020   The journal has had 7 points in Ministry of Science and Higher Education parametric evaluation. Part B item 755 (23.12.2015).755 Journal of Education, Health and Sport eISSN 2391-8306 7© The Author (s) 2016;This article is published with open access at Licensee Open Journal Systems of Kazimierz Wielki University in Bydgoszcz, PolandOpen Access. This article is distributed under the terms of the Creative Commons Attribution Noncommercial License which permits any noncommercial use, distribution, and reproduction in any medium,provided the original author(s) and source are credited. This is an open access article licensed under the terms of the Creative Commons Attribution Non Commercial License(http://creativecommons.org/licenses/by-nc/4.0/) which permits unrestricted, non commercial use, distribution and reproduction in any medium, provided the work is properly cited.This is an open access article licensed under the terms of the Creative Commons Attribution Non Commercial License (http://creativecommons.org/licenses/by-nc/4.0/) which permits unrestricted, non commercialuse, distribution and reproduction in any medium, provided the work is properly cited.The authors declare that there is no conflict of interests regarding the publication of this paper.Received: 02.11.2016. Revised 22.11.2016. Accepted: 28.11.2016.   Impact of parents’ nutritional knowledge on the nutrition and frequency of consumption of selected products in children and adolescents practicing football in a football club in Bydgoszcz, Poland Monika Ameryk, Maciej Świątkowski, Piotr Sikorski, Agnieszka Augustyniak, Małgorzata Szamocka Department of Gastroenterology and Nutrition Disorders, Collegium Medicum in Bydgoszcz, Nicolaus Copernicus University in Toruń Correspondence: Monika Ameryk, Department of Gastroenterology and Nutrition Disorders, Collegium Medicum in Bydgoszcz, Ujejskiego 75, 85-168 Bydgoszcz, Poland, Tel: +48 692 222 855. E-mail: [email protected]   AbstractRational diet improves the ability for intensive effort and training. Nutrition in children and adolescents depends on the nutritional knowledge of their parents.The aim of the study was to assess the parents’ nutritional knowledge and its impact on the nutrition of their children practicing football.Study group consisted of 100 football players aged 11–16. The parents’ nutritional knowledge and the nutrition of the athletes were assessed using the modified KomPAN questionnaire. The correlation between the parents’ knowledge and the frequency of consumption of selected products was determined using a χ2 test in the Statistica 12.5 software.A correlation between the parents’ nutritional knowledge and the frequency of consumption of selected products by their children was observed. Parents with insufficient knowledge less frequently served dark bread and thick groats than those with good and sufficient knowledge. Parents with good and sufficient knowledge less frequently served instant soups, canned meat, energy and isotonic drinks. No impact of the parents’ knowledge was observed with reference to white cheese, vegetable oils and sweets. Nutritional education of the parents of young athletes is necessary regardless of their nutritional knowledge. Improving eating habits can positively affect children’s development and achievements in sports. Keywords: Nutrition; Knowledge; Sport; Young Athletes; Eating habits

The role of socioeconomic factors in selected aspects of nutritional behavior of children and adolescents practicing football in a football club in Bydgoszcz

Nutrition habits of children should be adapted to their physiological needs, reflecting their demand for the appropriate nutrients. Nutrition of children and adolescents practicing sports is a particular challenge, much more complex than in their peers and adults. This is related not only with their intensive growth and development and different metabolism, but also with increased physical activity. A correlation between socioeconomic factors in families (parents’ poor education, unemployment and low income) and a poor health status with increased incidence of chronic psychosomatic and organic diseases has been reported.The aim of the study was to assess the impact of socioeconomic factors on selected aspects of nutritional behavior.   The investigated group consisted of 100 boys aged 10–16 years, practicing football in a football club in Bydgoszcz, Poland, whose parents answered questions from the KomPAN questionnaire adopted to the Polish conditions. The obtained results were developed statistically using the Statistica 12.5 software, with Chi-squared test and the statistical significance level at p < 0.005.          A significant impact of socioeconomic factors, including family economic status, on the analyzed aspects of nutritional behavior of children and adolescents practicing football in a football club in Bydgoszcz, was demonstrated. The study revealed many improper habits in the nutrition of the investigated children, which indicates the need for appropriate nutritional education at all age levels

Single Mathematical Parameter for Evaluation of the Microorganisms’ Growth as the Objective Function in the Optimization by the DOE Techniques

The cultivation of bacteria sets a ground for studying biological processes in many scientific disciplines. The development of the bacterial population is commonly described with three factors that can be used to evaluate culture conditions. However, selecting only one of them for the optimization protocol is rather problematic and may lead to unintended errors. Therefore, we proposed a novel mathematical approach to obtain a single factor that could be used as the objective function to evaluate the whole growth dynamic and support the optimization of the biomass production process. The sigmoidal-shape curve, which is the commonly used function to plot the amount of biomass versus time, was the base for the mathematical analysis. The key process parameters, such as maximal specific growth rate and lag-phase duration were established with the use of mathematical coefficients of the model curve and combined to create the single growth parameter. Moreover, this parameter was used for the exemplary optimization of the cultivation conditions of Klebsiella pneumoniae that was cultured to be further used in the production of lytic bacteriophages. The proposed growth parameter was successfully validated and used to calculate the optimal process temperature of the selected bacterial strain. The obtained results indicated that the proposed mathematical approach could be effortlessly adapted for a precise evaluation of growth curves.DFG, 248198858, GRK 2032: Grenzzonen in urbanen Wassersysteme

Hydrodynamics and Mass Transfer Analysis in BioFlow® Bioreactor Systems

Biotechnological processes involving the presence of microorganisms are realized by using various types of stirred tanks or laboratory-scale dual-impeller commercial bioreactor. Hydrodynamics and mass transfer rate are crucial parameters describing the functionality and efficiency of bioreactors. Both parameters strictly depend on mixing applied during bioprocesses conducted in bioreactors. Establishing optimum hydrodynamics conditions for the realized process with microorganisms maximizes the yield of desired products. Therefore, our main objective was to analyze and define the main operational hydrodynamic parameters (including flow field, power consumption, mixing time, and mixing energy) and mass transfer process (in this case, gas–liquid transfer) of two different commercial bioreactors (BioFlo® 115 and BioFlo® 415). The obtained results are allowed using mathematical relationships to describe the analyzed processes that can be used to predict the mixing process and mass transfer ratio in BioFlo® bioreactors. The proposed correlations may be applied for the design of a scaled-up or scaled-down bioreactors

Impact of safety-related dose reductions or discontinuations on sustained virologic response in HCV-infected patients: Results from the GUARD-C Cohort

BACKGROUND: Despite the introduction of direct-acting antiviral agents for chronic hepatitis C virus (HCV) infection, peginterferon alfa/ribavirin remains relevant in many resource-constrained settings. The non-randomized GUARD-C cohort investigated baseline predictors of safety-related dose reductions or discontinuations (sr-RD) and their impact on sustained virologic response (SVR) in patients receiving peginterferon alfa/ribavirin in routine practice. METHODS: A total of 3181 HCV-mono-infected treatment-naive patients were assigned to 24 or 48 weeks of peginterferon alfa/ribavirin by their physician. Patients were categorized by time-to-first sr-RD (Week 4/12). Detailed analyses of the impact of sr-RD on SVR24 (HCV RNA <50 IU/mL) were conducted in 951 Caucasian, noncirrhotic genotype (G)1 patients assigned to peginterferon alfa-2a/ribavirin for 48 weeks. The probability of SVR24 was identified by a baseline scoring system (range: 0-9 points) on which scores of 5 to 9 and <5 represent high and low probability of SVR24, respectively. RESULTS: SVR24 rates were 46.1% (754/1634), 77.1% (279/362), 68.0% (514/756), and 51.3% (203/396), respectively, in G1, 2, 3, and 4 patients. Overall, 16.9% and 21.8% patients experienced 651 sr-RD for peginterferon alfa and ribavirin, respectively. Among Caucasian noncirrhotic G1 patients: female sex, lower body mass index, pre-existing cardiovascular/pulmonary disease, and low hematological indices were prognostic factors of sr-RD; SVR24 was lower in patients with 651 vs. no sr-RD by Week 4 (37.9% vs. 54.4%; P = 0.0046) and Week 12 (41.7% vs. 55.3%; P = 0.0016); sr-RD by Week 4/12 significantly reduced SVR24 in patients with scores <5 but not 655. CONCLUSIONS: In conclusion, sr-RD to peginterferon alfa-2a/ribavirin significantly impacts on SVR24 rates in treatment-naive G1 noncirrhotic Caucasian patients. Baseline characteristics can help select patients with a high probability of SVR24 and a low probability of sr-RD with peginterferon alfa-2a/ribavirin