Ultrasound-based motion analysing system in the assessment of children’s spinal curves in the sagittal plane

A gyermekkori tartásvizsgálat során gyakran felmerül az a kérdés, hogy indokolt-e röntgenvizsgálatot végezni. Szűrővizsgálatoknál és bármilyen ellenjavallat esetén a röntgenfelvétel készítése szóba sem jöhet, ekkor a fizikális vizsgálat mellett non-invasive, alternatív vizsgálati lehetőségek közül kell választani. A gyermekek gerincállapotának a felmérésére a Spinal Mouse és az ultrahang-alapú Zebris gerincvizsgáló eszköz egyaránt jól használható.A kutatás elsődleges célja, hogy az iskoláskorú gyermekek sagittalis síkú gerincgörbületeit alternatív, non-invasive sugárterheléssel nem járó vizsgáló módszerrel határozzuk meg: Az életkor és a testmagasság függvényében a háti kyphosis (TK), az ágyéki lordosis (LL), valamint a sagittalis síkú törzsdőlés (TTI) és a lateralis dőlés (LI) normáltartományát 530 helyes (fiziológiás) tartású és 394 hanyag testtartású 6-15 év közötti egészséges gyermek esetén adjuk meg.  Megállapítható, hogy a testmagasság szerinti (120 cm és 180 cm között 5 cm-enként) normálértékek megadása a célszerű. A kapott eredmények azt is mutatják, hogy mind a helyes-, mind a hanyag testtartású gyermekek esetén a fiúk és lányok gerincalakját jellemző paraméterek között a különbség szignifikáns, azaz a normáltartományok megadása a nemek szerinti bontásban indokolt. A vizsgálatok azt is bizonyítják, hogy a normál (fiziológiás) testtartású és a hanyag testtartású gyermekek összehasonlításakor a gerinc alakját leíró két szög (TK és LL) szignifikánsan eltérő. DOI: 10.17489/biohun/2015/2/05 In children’s posture examinations the question often arises whether an X-ray examination is necessary or appropriate. The use of X-ray is not an option in screenings or in case of any contraindication. In that case in addition to a physical examination a non-invasive, alternative examination method must be chosen. Both Spinal Mouse and Zebris ultrasound-based spine measuring instrument could be used to measure the shapes of the children’s spines. The main aim of the study is to determine the shape of the school-age children’s spines in the sagittal plane with an alternative, non-invasive, radiation-free measuring method. Normal ranges of kyphosis (TK), lordosis (LL) and thoracal and lateral inclination (TTI and LI) values are determined geared to age and height. The subjects were 530 healthy and 394 bad postured children between the ages of 6 and 15. In their case it can be stated that the normal values should be determined according to height (they were divided into groups according to their height between 120 and 180 cm with 5 cm long intervals). The results also showed that in both groups (in healthy children and in children with bad posture) there were a significant differences between the values of males and females, so normal values should be divided according to gender. The measurement results also indicated that comparing healthy children to bad postured children the two angels determining the shape of the spine (TK and LL) show significant differences.DOI: 10.17489/biohun/2015/2/0

Sztochasztikus Rendszerek és Pénzügyi Piacok Modellezése = Stochastic Systems and Modelling of Financial Markets

A kutatások célja a sztochasztikus rendszerek legkorszerűbb módszereinek az alkalmazása a pénzügyi piacok modellezésében és maguknak a módszereknek a továbbfejlesztése. A pénzügyi matematika ma egyik legnagyobb kihívása jó fedezeti stratégiák kialakítása nem-teljes piacokon. Ez matematikailag egy sajátos sztochasztikus adaptív kontrol problémát jelent, ahol a dinamikát egy sokdimenziós switching diffúziós folyamat írja le. Ehhez az általános problémához számos részprobléma köthető. . Kutatásaink javarészt PhD hallgatók által is megoldható módszertani problémákhoz kötődnek. A fő területek: rejtett Markov-folyamatok, tőzsdemodellek, sztochasztikus volatilitás, valamint a kontroll elmélet és az opcióárazás kapcsolata. Ezen túl munkáinkban a sztochasztikus adaptív kontrol néhány alapvető kérdését is vizsgáltuk. | The objective of this research was to apply and develop advanced methods of stochastic systems for modelling financial markets. A current challenge in financial mathematics is the development of reliable hedging strategies for incomplete markets. Mathematically this is a stochastic asptive control problem in which the dynamics of the system is described by a multivariable switching diffusion process. This major problem could be related to a number of simpler problems. Most of our research topics were releated to technical problems that could be handled within the framework of a PhD program. The main areas were: hidden Markov models, models for a stock exchange, stochastic volatility and the relationship between stochastic control and option pricing. In addition we have studied a few fundamental problems of stochastic adaptiv control

Lq-stability of products of block-triangular stationary random matrices

The purpose of this paper is to extend a recent result on the Lyapunov-exponent of a stationary, ergodic sequence of block-triangular random matrices to the problem of L_q-stability for i.i.d. sequences of block-triangular random matrices. A known sufficient condition for L_q-stability of an i.i.d. sequence of random matrices A_n, with q even, is that rho [ E(A^{otimes q})] <1, where rho is the spectral radius. It is shown that the validity of this condition for the diagonal blocks of A implies its validity for the full matrix, see Theorem 1.1. A brief survey of results on L_q-stability, and a simple proof of the above sufficient condition will be given. Two major area of applications, modelling and estimation of bilinear time series and stochastic volatility processes will be also briefly described

On the top-Lyapunov exponent of block-triangular stationary random matrices

The objective of this note is to prove a useful, non-trivial technical lemma that is needed in the statistical analysis of linear stochastic systems with random system matrices. This study is motivated by the study of the quasi-maximum-likelihood identification method of certain stochastic volatility processes, called the GARCH (Generalized Autoregressive Conditional Heteroscedasticity) processes

Inhomogeneous Financial Markets in a Low Interest Rate Environment&mdash;A Cluster Analysis of Eurozone Economies

In the present paper, we investigate the financial homogeneity of the euro area economies by contrasting eurozone countries&rsquo; responses to monetary policy steps to the theoretical assumptions of the liquidity trap phenomenon. Our assumption is that the euro area economies are not completely homogeneous. Hence, in a zero-interest rate environment, the asset holding decisions of economic agents exhibit detectable differences across countries. We verify our assumptions using Eurostat data. We use the financial asset stocks of the euro area countries to cluster the countries concerned. Previous literature has not examined changes in the ratio of financial assets to GDP, nor differences in structural changes in the total stock of financial assets under the zero lower bound. The paper uses k-centers cluster analysis based on Euclidean distance for detecting changes in the portfolio holdings of eurozone economic actors owing to economic crises and monetary policy responses. The results confirm that euro area financial markets are fragmented. There are significant differences across asset markets of different Eurozone countries, both during and after the crisis. Despite some similarities in the portfolio rearrangement across countries, the ECB&rsquo;s monetary policy does not have a uniform impact on euro area financial markets, and notable differences prevail in the financial asset structures of the economies concerned

Inhomogeneous Financial Markets in a Low Interest Rate Environment—A Cluster Analysis of Eurozone Economies

In the present paper, we investigate the financial homogeneity of the euro area economies by contrasting eurozone countries’ responses to monetary policy steps to the theoretical assumptions of the liquidity trap phenomenon. Our assumption is that the euro area economies are not completely homogeneous. Hence, in a zero-interest rate environment, the asset holding decisions of economic agents exhibit detectable differences across countries. We verify our assumptions using Eurostat data. We use the financial asset stocks of the euro area countries to cluster the countries concerned. Previous literature has not examined changes in the ratio of financial assets to GDP, nor differences in structural changes in the total stock of financial assets under the zero lower bound. The paper uses k-centers cluster analysis based on Euclidean distance for detecting changes in the portfolio holdings of eurozone economic actors owing to economic crises and monetary policy responses. The results confirm that euro area financial markets are fragmented. There are significant differences across asset markets of different Eurozone countries, both during and after the crisis. Despite some similarities in the portfolio rearrangement across countries, the ECB’s monetary policy does not have a uniform impact on euro area financial markets, and notable differences prevail in the financial asset structures of the economies concerned