Refine
Document Type
- Article (11)
- Conference Proceeding (4)
- Working Paper (2)
- Book (1)
- Part of a Book (1)
- Other (1)
Institute
- Forschungszentrum Business Informatics (20) (remove)
Language
- English (20) (remove)
Has Fulltext
- yes (20) (remove)
Is part of the Bibliography
- yes (20)
Keywords
ÖMG Conference 2019
(2019)
Stress testing is part of today’s bank risk management and often required by the governing regulatory authority. Performing such a stress test with stress scenarios derived from a distribution, instead of pre-defined expert scenarios, results in a systematic approach in which new severe scenarios can be discovered. The required scenario distribution is obtained from historical time series via a Vector-Autoregressive time series model. The worst-case search, i.e. finding the scenario yielding the most severe situation for the bank, can be stated as an optimization problem. The problem itself is a constrained optimization problem in a high-dimensional search space. The constraints are the box constraints on the scenario variables and the plausibility of a scenario.
The latter is expressed by an elliptic constraint. As the evaluation of the stress scenarios is performed with a simulation tool, the optimization problem can be seen as black-box optimization problem. Evolution Strategy, a well-known optimizer for black-box problems, is applied here. The necessary adaptations to the algorithm are explained and a set of different algorithm design choices are investigated. It is shown that a simple box constraint handling method, i.e. setting variables which violate a box constraint to the respective boundary of the feasible domain, in combination with a repair of implausible scenarios provides good results.
Adult muscle carnitine palmitoyltransferase (CPT) II deficiency is a rare autosomal recessive disorder of long-chain fatty acid metabolism. It is typically associated with recurrent episodes of exercise-induced rhabdomyolysis and myoglobinuria, in most cases caused by a c.338C > T mutation in the CPT2 gene. Here we present the pedigree of one of the largest family studies of CPT II deficiency caused by the c.338C > T mutation, documented so far. The pedigree comprises 24 blood relatives
of the index patient, a 32 year old female with genetically proven CPT II deficiency. In total, the mutation was detected in 20 family members, among them five homozygotes and 15 heterozygotes. Among all homozygotes, first symptoms of CPT II deficiency occurred during childhood. Additionally, two already deceased relatives of the index patient were carriers of at least one copy of the genetic variant, revealing a remarkably high prevalence of the c.338C > T mutation within the tested family. Beside the index patient, only one individual had been diagnosed with CPT II deficiency prior to this study and three cases of CPT II deficiency were newly detected by this family study, pointing
to a general underdiagnosis of the disease. Therefore, this study emphasizes the need to raise awareness of CPT II deficiency for correct diagnosis and accurate management of the disease.
For a given set of banks, how big can losses in bad economic or financial scenarios possibly get, and what are these bad scenarios? These are the two central questions of stress tests for banks and the banking system. Current stress tests select stress scenarios in a way which might leave aside many dangerous scenarios and thus create an illusion of safety; and which might consider highly implausible scenarios and thus trigger a false alarm. We show how to select scenarios systematically for a banking system in a context of multiple credit exposures. We demonstrate the application of our method in an example on the Spanish and Italian residential real estate exposures of European banks. Compared to the EBA 2016 stress test our method produces scenarios which are equally plausible as the EBA stress scenario but yield considerably worse system wide losses.
Post-operative isoflurane has been observed to be present in the end-tidal breath of patients who have undergone major surgery, for several weeks after the surgical procedures. A major new noncontrolled, non-randomized, and open-label approved study will recruit patients undergoing various surgeries under different inhalation anaesthetics, with two key objectives, namely to record the washout characteristics following surgery, and to investigate the influence of a patient’s health and the duration and type of surgery on elimination. In preparation for this breath study using proton transfer reaction time-of-flight mass spectrometry (PTR-TOF-MS), it is important to identify first the analytical product ions that need to be monitored and under what operating conditions. In this first paper of this new research programme, we present extensive PTR-TOF-MS studies of three major
anaesthetics used worldwide, desflurane (CF3CHFOCHF2), sevoflurane ((CF3)2CHOCH2F), and isoflurane (CF3CHClOCHF2) and a fourth one, which is used less extensively, enflurane (CHF2OCF2CHFCl), but is of interest because it is an isomer of isoflurane. Product ions are identified as a function of reduced electric field (E/N) over the range of approximately 80 Td to 210 Td, and the effects of operating the drift tube under ‘normal’ or ‘humid’ conditions on the intensities of the product ions are presented. To aid in the analyses, density functional theory (DFT) calculations of the proton affinities and the gas-phase basicities of the anaesthetics have been determined. Calculated energies for the ion-molecule reaction pathways leading to key product ions, identified as ideal for monitoring the inhalation anaesthetics in breath with a high sensitivity and selectivity, are also presented.
Product ion distributions resulting from the primary reactions of H3O+ with nine D-labeled volatile organic compounds and the subsequent sequential reactions with H2O have been determined using a Proton Transfer Reaction Time of Flight Mass Spectrometer (PTR-TOF 8000 (IONICON Analytik GmbH)) at various reduced electric field (E/N) values ranging from 80 up to 150 Td and for two different absolute humidity levels of air sample < 0.1% and 5%. The specific D-labeled compounds used in this study are acetone-d6, toluene-d8, benzene-d6, ethanol-d (C2H5OD), ethanol-d2 (CH3CD2OH), ethanol-d6, 2-propanol-d8, 2-propanol-d3 (CD3CH(OH)CH3), and isoprene-d5 (CH2CHC(CD2)CD3). With the exception of the two 2-propanol compounds, non-dissociative proton transfer is the dominant primary reaction pathway. For 2-propanol-d8 and 2-propanol-d3 the major primary reaction channel involved is dissociative proton transfer. However, unlike their undeuterated counterparts, the primary product ions undergo subsequent deuterium/hydrogen isotope exchange reactions with the ever present water in the drift tube, the extent of which of course depends on the humidity within that tube. This exchange leads to the generation of various isotopologue product ions, the product ion branching percentages of which are also
dependent on the humidity in the drift tube. This results in complex mass spectra and the distribution of product ions leads to issues of reduced sensitivity and accuracy. However, the effect of D/H exchange considerably varies between the compounds under study. In the case of acetone-d6 it is very weak (<1%), because the exchange process is not facile when the deuterium is in the methyl functional group. In comparison, the H3O+/ benzene-d6 (C6D6) reaction and sequential reactions with water result in the production of the isotopologue ions C6Dn(H7-n)+ (where n = 0–6). Changing the value of E/N and/or the humidity in the drift tube considerably affects the amount of the isotope exchange reactions and hence the resulting sequential product ion distributions. An important conclusion of the findings from this work is that care must be taken in the choice of an exogenous deuterated compound for use in breath pharmacokinetic studies using proton transfer reaction mass spectrometry; otherwise the resulting D/H exchange processes impose interpretative problems.
© 2018 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY license
(http://creativecommons.org/licenses/by/4.0/).