BENCHOP–SLV: the BENCHmarking project in Option Pricing–Stochastic and Local Volatility problems

In the recent project BENCHOP–the BENCHmarking project in Option Pricing we found that Stochastic and Local Volatility problems were particularly challenging. Here we continue the effort by introducing a set of benchmark problems for this type of problems. Eight different methods targeted for the Stochastic Differential Equation (SDE) formulation and the Partial Differential Equation (PDE) formulation of the problem, as well as Fourier methods making use of the characteristic function, were implemented to solve these problems. Comparisons are made with respect to time to reach a certain error level in the computed solution for the different methods. The implemented Fourier method was superior to all others for the two problems where it was implemented. Generally, methods targeting the PDE formulation of the problem outperformed the methods for the SDE formulation. Among the methods for the PDE formulation the ADI method stood out as the best performing one

POPULATION PHARMACOKINETICS OF 2-OXO-CLOPIDOGREL IN PATIENTS WITH ACUTE CORONARY SYNDROME

The aim of the study was to develop a population pharmacokinetic (PK) model for clearance of 2-oxo-clopidogrel in patients with acute coronary syndrome (ACS). Population pharmacokinetic analysis was performed by using 72 plasma concentrations from the same number of patients (mean age of 60.82±10.76 years; total body weight (TBW) of 73.63±9.67 kg) with ACS using non-linear mixed-effect modeling (NONMEM). Validation of the final PPK model was carried out through the bootstrap analysis with 200 runs and it was used to estimate the predictive performance of the pharmacokinetic model. The typical mean value for 2-oxo-clopidogrel clearance (CL), estimated by the base model (without covariates), in our population was 39.2 l h−1.The value of aspartate transaminase and co-medication with digoxin were determinants of a derived population model. The final regression model for the clearance of 2-oxo-clopidogrel was the following: CL (lh-1) = 1.7 + 1.31*AST + 115*DIGOXIN. The derived PK model describes the clearance of 2-oxo-clopidogrel in patients with ACS, showing that the value of aspartate transaminase and co-medication with digoxin are the most important covariate. This finding will provide the basis for future PK studies

Uporedna analiza koeficijenata difuzije za različite procese ekstrakcije iz tamjana

This work was aimed at analyzing the kinetics and mass transfer phenomena for different extraction processes from thyme (Thymus vulgaris L.) leaves. Different extraction processes with ethanol were studied, i.e., Soxhlet extraction and ultrasound-assisted batch extraction on the laboratory scale, as well as pilot plant batch extraction with mixing. The extraction processes with ethanol were compared to the process of supercritical carbon dioxide extraction performed at 10 MPa and 40°C. The experimental data were analyzed by a mathematical model derived from the Fick's second law to determine and compare the diffusion coefficients in the periods of constant and decreasing extraction rates. In the fast extraction period, the values of the diffusion coefficients were one to three orders of magnitude higher compared to those determined for the period of slow extraction. The highest diffusion coefficient was recorded for the fast extraction period of supercritical fluid extraction. In the cases of the extraction processes with ethanol, ultrasound, stirring and increasing extraction temperature enhanced the mass transfer rate in the washing phase. On the other hand, ultrasound contributed the most to the increase of mass transfer rate in the period of slow extraction.Cilj ovog rada bila je analiza kinetike i fenomena prenosa mase za različite procese ekstrakcije iz lista timijana (Thymus vulgaris L.). Ispitani su različiti postupci ekstrakcije sa vodenim rastvorom etanola: ekstrakcija u aparaturi po Soksletu, šaržna ultrazvučna ekstrakcija na laboratorijskom nivou kao i šaržna ekstrakcija sa mešanjem na poluindustrijskom nivou. Procesi ekstrakcije sa etanolom su poređeni sa procesom ekstrakcije sa natkritičnim ugljenik(IV)-oksidom na 10 MPa i 40°C. Eksperimentalni podaci su analizirani pomoću matematičkog modela zasnovanog na drugom Fikovom zakonu u cilju određivanja i poređenja koeficijenata difuzije u periodu konstantne i opadajuće brzine ekstrakcije. U periodu brze ekstrakcije, vrednosti koeficjenata difuzije su bile jedan do tri reda veličine veće u odnosu na vrednosti koeficijenata difuzije za period spore ekstrakcije. Najveća vrednost koeficijenta difuzije bila je određena za period brze ekstrakcije kod procesa natkritične ekstrakcije. Kod procesa ekstrakcija sa etanolom, primena ultrazvuka, mešanje i povećanje temperature su pozitivno uticali na brzinu prenosa mase u periodu ispiranja. S druge strane, najveći uticaj na povećanje brzine prenosa mase u periodu spore ekstrakcije imala je primena ultrazvuka

Markers of inflammation as risk predictors of lethal outcome in patients diagnosed with delirium

© 2016, Vojnosanitetski Pregled. All rights reserved. Background/Aim. Delirium is an acute or subacute, and most frequently reversible syndrome of higher cortical functions disturbances that is manifested as generalized disorder. If not prevented, it is associated with various adverse outcomes. The aim of this study was to determine the connection between the markers of inflammation and lethal outcome in patients diagnosed with delirium, hospitalized in the psychiatric intensive care unit. Methods. This retrospective study included 120 patients hospitalized in the psychiatric intensive care unit in whom examination of differences in inflammation markers was done. The examinees have been divided into two groups: the case group of 40 patients who died during the hospitalization, and the control group of 80 examinees who were discharged with the diagnosis Post delirium status. The following variables were taken into account: age, gender, clinical diagnosis of infection (pneumonia and urinary tract infection), laboratory parameters (total of white blood cells, granulocytes, monocytes, C-reactive protein - CRP) and type of delirium (withdrawal or organic). Results. The average age of the patients was 50.3 ± 13.1 years. The patients who survived delirium, were on the average 10.5 years younger than the deceased (p < 0.001). More than half (57.5%) of the deceased had pneumonia. There was a statistically significant correlation between pneumonia and lethal outcome in the patients with delirium (p < 0.001). The examinees with lethal outcome had significantly higher median CRP levels than the group of examinees who survived (75.6% ± 54.0 vs 30.3 ± 42.5 ng/L, p < 0.001). Conclusion. Aiming to better and more precise diagnostics of this complicated and still unclear neuropsychiatric syndrome it would be useful to consider introduction of more precise diagnostic algorithms in every unit of intensive care. That would significantly reduce the number of delirium diagnosis overlook, decrease complication of clinical features and would also reduce the unfavorable outcome rate, therefore the total cost of treatment

Chemical composition, antioxidant and antimicrobial activity of Thymus praecox supercritical extracts

The chemical composition, antimicrobial and antioxidant activity of Thymus praecox extracts obtained by fractional supercritical fluid extraction (SFE) with carbon dioxide were investigated. Properties of supercritical extracts and extracts obtained by Soxhiet extraction were compared. The chemical composition of extracts was determined using GC-FID and GC-MS analytical methods. The antimicrobial activity of extracts was evaluated against 16 pathogenic microorganisms using microdilution method. Antioxidant potential of extracts to neutralize DPPH radicals was also investigated. Investigated supercritical extracts showed better antimicrobial activity than commercial antibiotics (streptomycin and ampicillin) and commercial fungicides (bifonazol and ketoconazole) against all tested strains. For bacteria MIC and MBC were 38-200 mu g/m1 and 75-300 mu g/ml, respectively, while for fungi MIC and MFC were 17-150 mu g/ml and 35-300 mu g/ml, respectively

Improvement of supercritical CO2 and n-hexane extraction of wild growing pomegranate seed oil by microwave pretreatment

Microwave radiation was suggested as a pretreatment technique to increase the yield of pomegranate seed oil. Seeds were pretreated at 100, 250 and 600 W during 2 and 6 min and then extracted by supercritical carbon dioxide (scCO(2)) in high pressure unit as well as by n-hexane in Soxhlet apparatus. Even at the lowest microwave pretreatment parameters applied (100 W for 2 min) increased the yield of seed oil obtained by both extraction techniques compared with untreated seeds (from 27.7 to 34.0% and from 21.6 to 25.5% for Soxhlet and scCO(2) extractions, respectively). Maximal oil yield in Soxhlet extraction (36.3%) was obtained with microwave radiation of 600 W for 6 min while for scCO(2) extraction maximal oil yield (27.2%) was with 250 W for 6 min microwave radiation pretreatment. The qualitative and quantitative composition of fatty acids of the obtained oils was determined by gas chromatography/flame ionization detection and gas chromatography/mass spectrometry. Punicic acid was the most abundant fatty acid in pomegranate seed oil ( gt 60%). Microwave pretreatment of seeds showed negligible influence on profile and the amount of fatty acids in obtained extracts, compared with its significant influence on extraction yield. Our results recognize microwave pretreatment as a promising technique for intensification of oil extraction from pomegranate seeds

Changes in the Anterior Presentation in Sheep Fetuses Due to Their Ventro-Sacral Position in the Second Half of Gestation

The hypothesis tested was that fetal postural development causes anterior presentation of the sheep fetus during a period of exclusive increase in anterior presentation. Exposing fetuses to a ventro-sacral position during a period of equal incidence of anterior and posterior presentations [50th-90th gestation day (GD)] should not cause changes in fetal presentation. During a period of an exclusive increase in anterior presentation (90th-140th GD) a ventro-sacral position should cause a 1800 turn of the fetus. Singleton gestations with fetus in anterior presentation were included. Ultrasound examinations consisted of three consecutive two minute scans to determine fetal presentation, and were conducted with the ewe in the following three positions: the upright quadrupedal position, sitting position in which the ewe's trunk is vertical to the ground; and again the upright quadrupedal position. The Mann-Whitney nonparametric U-test was used. On the 83rd GD (14 fetuses), there were no changes in fetal presentation, whereas on the 86th GD (10 fetuses) (p=0.035 p<0.05) and on the 116th GD (12 fetuses) (p=0.000 p<0.05) fetuses frequently assumed a transverse presentation at the second examination position. Further experiments would require the fetuses to be artificially maintained in a ventro-sacral position for a prolonged period.Serbian Ministry of Science and Environmental Protection [175006/2011

Changes in the Anterior Presentation in Sheep Fetuses Due to Their Ventro-Sacral Position in the Second Half of Gestation

The hypothesis tested was that fetal postural development causes anterior presentation of the sheep fetus during a period of exclusive increase in anterior presentation. Exposing fetuses to a ventro-sacral position during a period of equal incidence of anterior and posterior presentations [50th-90th gestation day (GD)] should not cause changes in fetal presentation. During a period of an exclusive increase in anterior presentation (90th-140th GD) a ventro-sacral position should cause a 1800 turn of the fetus. Singleton gestations with fetus in anterior presentation were included. Ultrasound examinations consisted of three consecutive two minute scans to determine fetal presentation, and were conducted with the ewe in the following three positions: the upright quadrupedal position, sitting position in which the ewe's trunk is vertical to the ground; and again the upright quadrupedal position. The Mann-Whitney nonparametric U-test was used. On the 83rd GD (14 fetuses), there were no changes in fetal presentation, whereas on the 86th GD (10 fetuses) (p=0.035 p<0.05) and on the 116th GD (12 fetuses) (p=0.000 p<0.05) fetuses frequently assumed a transverse presentation at the second examination position. Further experiments would require the fetuses to be artificially maintained in a ventro-sacral position for a prolonged period.Serbian Ministry of Science and Environmental Protection [175006/2011

Selection of the model explaining variations of the group’s fission probability.

<p>We represented the variables included in the 12 best models that have ΔAIC≤2, with their respective AIC values, ΔAIC, their AIC weights (AIC_w) and the cumulative sum of the AIC weights (acc AIC_w). We also present the cumulative sum of the AIC_w in which each variable is presented, giving the variable’s AIC weight (w_i; in line).</p>1<p>interaction: <i>Male:Period:DomAct</i>.</p>2<p>interaction: <i>Male:Period:Gpsize</i>.</p