In this work, we develop a kinetic model of tumour growth taking into account the effects of clinical uncertainties characterising the tumours’ progression. The action of therapeutic protocols trying ...to steer the tumours’ volume towards a target size is then investigated by means of suitable selective-type controls acting at the level of cellular dynamics. By means of classical tools of statistical mechanics for many-agent systems, we are able to prove that it is possible to dampen clinical uncertainties across the scales. To take into account the scarcity of clinical data and the possible source of error in the image segmentation of tumours’ evolution, we estimated empirical distributions of relevant parameters that are considered to calibrate the resulting model obtained from real cases of primary glioblastoma. Suitable numerical methods for uncertainty quantification of the resulting kinetic equations are discussed and, in the last part of the paper, we compare the effectiveness of the introduced control approaches in reducing the variability in tumours’ size due to the presence of uncertain quantities.
•New kinetic model for tumour growth with clinical uncertainties.•The action of therapeutic protocols steers the tumours’ volume towards a target size.•The introduced therapies reduce the variability due to uncertain quantities.•Calibration of the model based on MRI scans.•Examples based on UQ methods for kinetic equations.
Statistical merging of rating models Figini, S; Giudici, P
The Journal of the Operational Research Society,
06/2011, Letnik:
62, Številka:
6
Journal Article
Recenzirano
In this paper we introduce and discuss statistical models aimed at predicting default probabilities of Small and Medium Enterprises (SME). Such models are based on two separate sources of ...information: quantitative balance sheet ratios and qualitative information derived from the opinion mining process on unstructured data. We propose a novel methodology for data fusion in longitudinal and survival duration models using quantitative and qualitative variables separately in the likelihood function and then combining their scores linearly by a weight, to obtain the corresponding probability of default for each SME. With a real financial database at hand, we have compared the results achieved in terms of model performance and predictive capability using single models and our own proposal. Finally, we select the best model in terms of out-of-sample forecasts considering key performance indicators.
Following the increasing use of external and internal credit ratings made by the Bank regulation, credit risk concentration has become one of the leading topics in modern finance. In order to measure ...separately single-name and sectoral concentration risk, the literature proposes specific concentration indexes and models, which we review in this paper. Following the guideline proposed by Basel 2 on risk integration, we believe that standard approaches could be improved by studying a new measure of risk that integrates single-name and sectoral credit risk concentration in a coherent way. The main objective of this paper is to propose a novel index useful to measure credit risk concentration integrating single-name and sectoral components. From a theoretical point of view, our measure of risk shows interesting mathematical properties; empirical evidences are given on the basis of a data set. Finally, we have compared the results achieved following our proposal with respect to the common procedures proposed in the literature.
We developed a new simple test to evaluate the global function of the activated factor II–antithrombin system. The new test measures the clotting time of plasma samples after the addition of a ...reagent containing a snake venom (Echis carinatus) that can activate prothrombin, with (Ta) and without (To) heparin. The prolongation of clotting times (Ta − To) is directly related to the function of the activated factor II–antithrombin system. The presence of quantitative or functional defects of the natural inhibitors (antithrombin and heparin co-factor II), or high levels of factor II and/or fibrinogen, can trigger a resistance to the inhibition of activated factor II. This new test was used to examine 134 thrombophilic patients as well as 157 normal subjects as controls. The results obtained confirm that the presence of abnormalities relating to the activated factor II–antithrombin system causes a resistance to activated factor II inhibition even if a significant number of patients was found to have a resistance that could not be accounted for. Since the new test can be easily performed automatically and has a good inter- and intra-assay variation coefficient (CV < 4%) it is useful for evaluating the global function of the activated factor II–antithrombin system in screening thrombophilic patients, alongside the tests already known and used to diagnose these patients.