Tietojärjestelmät lähihoitajien työn tukena eri toimintaympäristöissä: kokemuksia tuotemerkeittäin 2022

Information systems are supposed to support client work and nursing. The study examines the extent to which different client information systems and electronic health records support the work of practical nurses in different work environments. Moreover, the study produced brand-specific information about user experiences related to the some of the strategic goals of Finnish eHealth and eSocial Strategy and to support the development of information systems. The data collection for the practical nurses was conducted for the first time in spring 2022 as a part of the project ‘Monitoring and assessment of social welfare and health care information system services (STePS 3.0)’ that provide information on the achievement of the national strategy for information management. An electronic survey was directed at the working-age members of trade unions [the Finnish Federation of Local and Basic Caregivers (SuPer); the Trade Union for the Public and Welfare Sectors (JHL)]. The survey was answered by 3,866 practical nurses, and most of them worked in social services. The average ratings of the system brands ranged from moderate (6) to good (8) on the scale from fail (4) to excellent (10). The practical nurses most often considered the benefit of the information systems to be found in the support they provided in regard to the continuity of care and quality of care. Regardless of the system brand, the shared experience was that the information systems take up too much working time. Summary views were only at a fairly good or weak level for many of the system brands. It was common that the same issue had to be documented in several places: in social care the range was 51−61%, in public hospitals 61−72%, in community health centre 60−73% and in private sector 47−73%. The study produced brand-specific information on user experiences to support systems development work in future. In development work, it is important to consider the different working environments. The experience of practical nurses that information systems take up too much time from client work should be taken into consideration. All possibilities to streamline practices related to documentation and work processes within the organization and counties should take to account.Tutkimuksessa arvioitiin, missä määrin asiakas- ja potilastietojärjestelmien eri tuotemerkit tukevat lähihoitajien työtä eri toimintaympäristöissä. Tutkimuksessa tuotetaan tietoa Sote-tieto hyötykäyttöön 2020 strategian arviointia varten. Tiedonkeruu lähihoitajille toteutettiin keväällä 2022 sähköisenä kyselynä, jonka ammattiliitot (Julkisten ja hyvinvointialojen liitto ja Suomen lähi- ja perushoitajaliitto) välittivät työikäisille jäsenilleen. Lähihoitajilta kysyttiin arviota tietojärjestelmien tuesta tiedonkululle, arviota tietojärjestelmien hyödyistä, sekä kokemuksia tietojärjestelmien käytöstä. Vastaajia pyydettiin antamaan arvosana pääasialliselle asiakas-/potilastietojärjestelmälle asteikolla 4 (hylätty) - (10) erinomainen. Aineistoa analysoinnissa käytettiin kuvailevia menetelmiä. Kyselyyn vastasi 3 866 lähihoitajaa. Eri tuotemerkeille annettujen arvosanojen keskiarvot vaihtelivat kohtalaisesta (6) hyvään (8). Sosiaalihuollossa DomaCare arvioitiin toimivimmaksi ja Apotti heikoimmaksi käytettyjen väittämien avulla arvioituna. Julkisessa sairaalassa Esko sai parhaat arviot ja Apotti heikoimmat. Terveydenhuollon avopalveluissa Lifecare ja Pegasos pärjäsivät tasaisesti, kun taas yksityisellä Lifecare sai parhaan arvion. Lähihoitajat liittivät tietojärjestelmien hyödyiksi useimmiten hoidon jatkuvuuden ja hoidon laadun tukemisen. Toimintaympäristöstä ja tuotemerkistä riippumaton kokemus oli, että tietojärjestelmät vievät liikaa aikaa asiakkaiden kanssa tehtävästä työstä. Arvio siitä, että sama asia piti kirjata moneen eri paikkaan, oli tavallinen kaikissa toimintaympäristöissä. Noin puolet vastaajista arvioi, että sama asia piti kirjata moneen eri paikkaan: sosiaalihuollossa vaihteluväli oli 51–61 %, julkisessa sairaalassa 61–72 %, terveydenhuollon avopalveluissa 60–73 % ja yksityisellä 47–73 %. Tutkimus tuotti tuotemerkkikohtaista tietoa käyttäjäkokemuksista järjestelmien kehittämistyön tueksi. Kehittämistyössä on tärkeää huomioida eri toimintaympäristöt. Lähihoitajien arviot siitä, että tietojärjestelmät vievät liikaa aikaa asiakastyöstä, tulisi huomioida. Edelleen tulee kehittää sujuvia toimintatapoja, jotka liittyvät niin tietojärjestelmiin kuin työprosesseihin organisaatiossa ja laajemmin hyvinvointialueilla

Multiparametric platform for profiling lipid trafficking in human leukocytes

Summary Systematic insight into cellular dysfunction can improve understanding of disease etiology, risk assessment, and patient stratification. We present a multiparametric high-content imaging platform enabling quantification of low-density lipoprotein (LDL) uptake and lipid storage in cytoplasmic droplets of primary leukocyte subpopulations. We validate this platform with samples from 65 individuals with variable blood LDL-cholesterol (LDL-c) levels, including familial hypercholesterolemia (FH) and non-FH subjects. We integrate lipid storage data into another readout parameter, lipid mobilization, measuring the efficiency with which cells deplete lipid reservoirs. Lipid mobilization correlates positively with LDL uptake and negatively with hypercholesterolemia and age, improving differentiation of individuals with normal and elevated LDL-c. Moreover, combination of cell-based readouts with a polygenic risk score for LDL-c explains hypercholesterolemia better than the genetic risk score alone. This platform provides functional insights into cellular lipid trafficking and has broad possible applications in dissecting the cellular basis of metabolic disorders.Peer reviewe

Pricing American Options Using LU Decomposition

Numerical solution methods for pricing American options are considered. We propose a second-order accurate Runge-Kutta scheme for the time discretization of the Black-Scholes partial di#erential equation with an early exercise constraint

Efficient numerical methods for pricing American options

In this thesis we study efficient numerical methods for pricing American options. We apply option pricing models which are based on the Black and Scholes theory and Heston’s stochastic volatility model. Prices for American options are modelled by linear complementarity problems with one-dimensional and two-dimensional parabolic partial differential operators. The use of numerical methods is unavoidable because of the complexity of these option pricing problems. Large scale option trading gives a motivation to develop efficient numerical procedures for solving American option pricing problems. In this work we apply a finite difference method to the discretization. After discretization, a sequence of discrete linear complementarity problems should be solved in order to obtain prices for American options. This thesis is built around two types of splitting methods. In the articles of this thesis one is referred as the operator splitting method and the other one as the componentwise splitting method. Operator splitting methods are first applied for solving basic American option pricing models and then they are applied to a solution of a model with a stochastic volatility assumption. The idea in these operator splitting methods is that at each time step a treatment of an obstacle constraint and a solution of a system of linear equations are made in separate fractional steps. Particularly, the advantage of these methods is shown when a stochastic volatility model is used. Componentwise splitting methods are applied for a solution of the American option pricing problem with a stochastic volatility setting and shown to be highly efficient. In a basic form of this splitting a discrete linear complementarity problem is divided in such a way that three linear complementarity problems with tridiagonal matrices need to be solved. The efficiency of this splitting method is based on the use of a direct solver at each fractional step. Strang symmetrization is used to increase the accuracy of this splitting method. The efficiency of the proposed numerical techniques is demonstrated with several numerical experiments. This thesis ends with an article considering a numerical solution of the American option pricing problem with the stochastic volatility assumption where an extensive comparison of efficiency of numerical methods are presented

COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY

Efficient numerical methods for pricing American options using Heston's stochastic volatility model are proposed. Based on this model the price of a European option can be obtained by solving a two-dimensional parabolic partial differential equation. For an American option the early exercise possibility leads to a lower bound for the price of the option. This price can be computed by solving a linear complementarity problem. The idea of operator splitting methods is to divide each time step into fractional time steps with simpler operators. This paper proposes componentwise splitting methods for solving the linear complementarity problem. The basic componentwise splitting decomposes the discretized problem into three linear complementarity problems with tridiagonal matrices. These problems can be efficiently solved using the Brennan and Schwartz algorithm, which was originally introduced for American options under the Black and Scholes model. The accuracy of the componentwise splitting method is increased by applying the Strang symmetrization. The good accuracy and the computational efficiency of the proposed symmetrized splitting method are demonstrated by numerical experiments.American option pricing, stochastic volatility model, linear complementarity problem, componentwise splitting method, Strang symmetrization

Operator Splitting Methods for Pricing American Options with Stochastic Volatility

Stochastic volatility models lead to more realistic option prices than the Black-Scholes model which uses a constant volatility. Based on such models a two-dimensional parabolic partial differential equation can derived for option prices. Due to the early exercise possibility of American option contracts the arising pricing problems are free boundary problems. In this paper we consider the numerical pricing of American options when the volatility follows a stochastic process. We propos

Pricing American Options Using LU Decomposition

Numerical solution methods for pricing American options are considered. We propose a second-order accurate Runge-Kutta scheme for the time discretization of the Black-Scholes partial differential equation with an early exercise constraint. We reformulate the algorithm introduced by Brennan and Schwartz into a simple form using a LU decomposition and a modified backward substitution with a projection. In addition, we describe a direct solution method given by Elliott and Ockendon and we consider the similarity of these two direct algorithms. Numerical experiments demonstrate that the Runge-Kutta scheme produces smaller errors and less oscillations to numerical solutions than the Crank-Nicolson method. Experiments also show that the Brennan and Schwartz algorithm is much faster than the projected SOR method

Efficient Numerical Methods for . . .

Five numerical methods for pricing American put options under Heston's stochastic volatility model are described and compared. The option prices are obtained as the solution of a two-dimensional parabolic partial differential inequality. A finit