Cervical necrotising fasciitis and descending mediastinitis secondary to unilateral tonsillitis: a case report

<p>Abstract</p> <p>Introduction</p> <p>Cervical necrotizing fasciitis is an aggressive infection with high morbidity and mortality. We present a case of cervical necrotizing fasciitis and descending mediastinitis in a healthy young man, caused by unilateral tonsillitis with a successful outcome without aggressive debridement.</p> <p>Case presentation</p> <p>A 41-year-old man was admitted to our unit with a diagnosis of severe acute unilateral tonsillitis. On admission, he had painful neck movements and the skin over his neck was red, hot and tender. Computed tomography scan of his neck and chest showed evidence of cervical necrotizing fasciitis and descending mediastinitis secondary to underlying pharyngeal disease. He was treated with broad-spectrum intravenous antibiotics. His condition improved over the next 3 days but a tender and fluctuant swelling appeared in the suprasternal region. A repeat scan showed the appearance of an abscess extending from the pretracheal region to the upper mediastinum which was drained through a small transverse anterior neck incision. After surgery, the patient's condition quickly improved and he was discharged on the 18th day of admission.</p> <p>Conclusion</p> <p>Less invasive surgical techniques may replace conventional aggressive debridement as the treatment of choice for cervical necrotizing fasciitis and descending necrotizing mediastinitis.</p

Effect of monetary policy on the Nigerian stock market: A smooth transition autoregressive approach

This paper examines the nonlinear effect of monetary policy decisions on the performance of the Nigerian Stock Exchange market, by employing the Smooth Transition Autoregressive (STAR) model on monthly data from 2013 M4 to 2019 M12 for All Share Index and monetary policy instrument. This study considers the two regimes characterizing the stock market, which are the lower regime (the bear market) and the upper regime (the bull market). The results show evidence of nonlinear effect of monetary policy on the stock exchange market. Monetary policy rate, money supply, lagged monetary policy rate and lagged treasury bill rate are found to have significant positive effects on the stock exchange market in the lower regime while current treasury bill rate shows a negative effect. In the upper regime, money supply and lagged treasury bill rate have significant negative effect on the stock market. The current treasury bill rate is found to have a positive effect on the stock exchange market. It is recommended that the Central Bank of Nigeria should maintain a stable money supply growth that is consistent with increased activities in the Nigerian stock market

Metric dimensions of bicyclic graphs

The distance d(va, vb) between two vertices of a simple connected graph G is the length of the shortest path between va and vb. Vertices va, vb of G are considered to be resolved by a vertex v if d(va, v) 6= d(vb, v). An ordered set W = fv1, v2, v3, . . . , vsg V(G) is said to be a resolving set for G, if for any va, vb 2 V(G), 9 vi 2 W 3 d(va, vi) 6= d(vb, vi). The representation of vertex v with respect to W is denoted by r(vjW) and is an s-vector(s-tuple) (d(v, v1), d(v, v2), d(v, v3), . . . , d(v, vs)). Using representation r(vjW), we can say that W is a resolving set if, for any two vertices va, vb 2 V(G), we have r(vajW) 6= r(vbjW). A minimal resolving set is termed a metric basis for G. The cardinality of the metric basis set is called the metric dimension of G, represented by dim(G). In this article, we study the metric dimension of two types of bicyclic graphs. The obtained results prove that they have constant metric dimension

Subsample stability, change detection and dynamics of oil and metal markets: A recursive approach

The analysis of historical price data for patterns and using such patterns for predictions and policy recommendations has become ubiquitous in the existing economics literature. These predictions and recommendations are premised on the stability of the statistical properties and inter-variable dynamics for which a single regime or few number of regimes can capture. This, however, is a strong assumption with serious repercussions if violated. In this study, the appropriateness of the stability assumption is questioned using various recursive regressions to test stability, consistency of stationarity and stability in inter-variable dynamics between crude oil, gold, silver, and platinum prices. Using monthly data sourced from the World Bank Commodity Price Data (Pink Sheet) from January 1, 9960 to March 2022, our empirical analysis found level prices of oil, gold, and platinum to be consistently non-stationary with rare exceptions. The level price of silver however is found to be inconsistent with multiple regime switches while the logged series of all variables yielded non-stationarity. The default is stationarity for all the variables when price series are logged differenced and/or differenced for oil, silver, and platinum. Differenced gold prices resulted in inconsistent stationarity with multiple regime changes. Even if rare, the stationarity of all the variables is dependent on time and sample size due to the inconsistence in the stationarity verdict. On the bi-variate relationship in the long run, only level silver prices are found to be cointegrated with oil while logged silver prices are inconsistently cointegrated with logged oil prices. Also, in the short-run, only log of oil prices is found to Granger cause log of silver prices. It is thus recommended that researchers and policy makers be tempered in extrapolating statistical findings in general and the price and interprice dynamics of oil, gold, silver and platinum into the future

The language of sustainability: Exploring the implications of metaphors on environmental action and finance

The relationship between humans and the environment is complex. To capture this complex relationship, metaphors/concepts have always been used. The most prominent of these metaphors/conceptions is the limits concept. This views the natural environment in terms of its carrying capacity and contend that human actions must be controlled so as not to overwhelm the environment. For overburdening the environment will result in a collapse of the natural system. The environmental optimists on the other hand discount the carrying capacity contending that human ingenuity and the market mechanism will overcome any temporary environmental problems that may arise. A tempered version of both is the political-ecological class of metaphors/conceptions which emphasize the political, cultural, and economic factors responsible for environmental decay and/or restoration. In this study, the implications of these metaphors/conceptions on environmental action and environmental finance are examined. It is concluded that, the limits conception views environmental action as a top-bottom endeavor and places governmental and multilateral organizations at the center of environmental and climate finance. The neoclassical and technological optimist concepts contend that, the current capitalist structure is well suited to tackle environmental externalities and government policy should encourage eco-innovation preferable through public-private partnerships. The tapestry and the political-ecological class of metaphors envisages a role for central authorities as well as private local individuals with crowdfunding and corporate social/environmental responsibilities along with governmental and multilateral aid and public-private partnerships being some of the main sources of funds for environmental protection and restoration

Roommate effects in health outcomes

We use randomized roommate assignment in dormitories in a college in Kolkata in India to examine peer effects in weight gains among roommates. We use administrative data on weight, height, and test scores of students at the time of college admission and then survey these students at the end of their first and second years in college. We do not find any significant roommate specific peer effect in weight gain. Our results rather suggest that an obese roommate reduces the probability that the other roommates become obese in subsequent years. We examine potential mechanism using survey data on students' eating habits, smoking, exercise, and sleeping patterns. We find that obese roommates sleep longer, which in turn improves the sleep pattern of others, which might explain the weak negative effect of obese roommates on the weight of others in the same room

A survey of hardware implementations of elliptic curve cryptographic systems

Elliptic Curve Cryptography (ECC) has gained much recognition over the last decades and has established itself among the well known public-key cryptography schemes, not least due its smaller key size and relatively lower computational effort compared to RSA. The wide employment of Elliptic Curve Cryptography in many different application areas has been leading to a variety of implementation types and domains ranging from pure software approaches over hardware implemenations to hardware/software co-designs. The following review provides an overview of state of the art hardware implemenations of ECC, specifically in regard to their targeted design goals. In this context the suitability of the hardware/software approach in regard to the security challenges opposed by the low-end embedded devices of the Internet of Things is briefly examined. The paper also outlines ECC’s vulnerability against quantum attacks and references one possible solution to that problem

A Monte Carlo Comparative Simulation Study for Identification of the Best Performing Panel Cointegration Tests

In this paper the performance of nine panel cointegration tests, having the null hypothesis of no cointegration, with respect to weighted average rank scores under the whole space of alternative using Monte Carlo simulations have been carried out. Our results indicate that PdPtp, PAWS and PdP_V tests are the only three best performing tests among all panel cointegration tests whether time and cross sectional dimensions are small, medium or large. However, PDFTstar, PDFTrhostar and PdGtp panel cointegration tests have also identified as best performer at large cross sectional dimensions

A comparative assessment of frequentist forecasting models: Evidence from the S&P 500 pharmaceuticals index

This paper compares three forecasting methods, the autoregressive integrated moving average (ARIMA), generalized autoregressive conditional heteroscedasticity (GARCH), and neural network autoregression (NNAR) methods, using the S&P 500 Pharmaceuticals Index. The objective is to identify the most accurate model based on the mean average forecasting error (MAFE). The results consistently show the NNAR model to outperform ARIMA and GARCH and to exhibit a significantly lower MAFE. The existing literature presents conflicting findings on forecasting model accuracy for stock indexes. While studies have explored various models, no universally applicable model exists. Therefore, a comparative analysis is crucial. The methodology includes data collection and cleaning, exploratory analysis, and model building. The daily closing prices of pharmaceutical stocks from the S&P 500 serve as the dataset. The exploratory analysis reveals an upward trend and increasing heteroscedasticity in the pharmaceuticals index, with the unit root tests confirming non-stationarity. To address this, the dataset has been transformed into stationary returns using logarithmic and differencing techniques. Model building involves splitting the dataset into training and test sets. The training set determines the best-fit models for each method. The models are then compared using MAFE on the test set, with the model possessing the lowest MAFE being considered the best. The findings provide insights into model accuracy for pharmaceutical industry indexes, aiding investor predictions, with the comparative analysis emphasizing tailored forecasting models for specific indexes and datasets