scholarly journals Linear Models for the Impact of Order Flow on Prices I. Propagators: Transient vs. History Dependent Impact

2016 ◽  
Author(s):  
Damian Eduardo Taranto ◽  
Giacomo Bormetti ◽  
Jean-Philippe Bouchaud ◽  
Fabrizio Lillo ◽  
Bence Toth
Keyword(s):  
Linear Models ◽  
Order Flow ◽  
The Impact

Linear models for the impact of order flow on prices. I. History dependent impact models

2018 ◽  
Vol 18 (6) ◽  
pp. 903-915 ◽  
Author(s):  
Damian Eduardo Taranto ◽  
Giacomo Bormetti ◽  
Jean-Philippe Bouchaud ◽  
Fabrizio Lillo ◽  
Bence Tóth
Keyword(s):  
Linear Models ◽  
Order Flow ◽  
The Impact ◽  
Impact Models

scholarly journals Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model

2018 ◽  
Vol 18 (6) ◽  
pp. 917-931 ◽  
Author(s):  
Damian Eduardo Taranto ◽  
Giacomo Bormetti ◽  
Jean-Philippe Bouchaud ◽  
Fabrizio Lillo ◽  
Bence Tóth
Keyword(s):  
Linear Models ◽  
Distribution Model ◽  
Order Flow ◽  
Transition Distribution ◽  
The Impact

scholarly journals Linear Models for the Impact of Order Flow on Prices II. The Mixture Transition Distribution Model

2016 ◽  
Author(s):  
Damian Eduardo Taranto ◽  
Giacomo Bormetti ◽  
Jean-Philippe Bouchaud ◽  
Fabrizio Lillo ◽  
Bence Toth
Keyword(s):  
Linear Models ◽  
Distribution Model ◽  
Order Flow ◽  
Transition Distribution ◽  
The Impact

The impact of order flow on event study returns: New evidence from zero-leverage firms

2021 ◽  
Vol 80 ◽  
pp. 627-634
Author(s):  
Sijia Zhang ◽  
Andros Gregoriou
Keyword(s):  
Event Study ◽  
Order Flow ◽  
The Impact ◽  
New Evidence

scholarly journals Socio-economic consequences of mental distress: quantifying the impact of self-reported mental distress on the days of incapacity to work and medical costs in a two-year period: a longitudinal study in Germany

2021 ◽  
Vol 21 (1) ◽  
Author(s):  
Gerhard Müller ◽  
Manuela Bombana ◽  
Monika Heinzel-Gutenbrenner ◽  
Nikolaus Kleindienst ◽  
Martin Bohus ◽  
...  
Keyword(s):  
Mental Disorders ◽  
Mental Distress ◽  
Linear Models ◽  
Longitudinal Research ◽  
Depression Scale ◽  
Routine Data ◽  
Medical Costs ◽  
First Year ◽  
Second Year ◽  
The Impact

Abstract Background Mental disorders are related to high individual suffering and significant socio-economic burdens. However, it remains unclear to what extent self-reported mental distress is related to individuals’ days of incapacity to work and their medical costs. This study aims to investigate the impact of self-reported mental distress for specific and non-specific days of incapacity to work and specific and non-specific medical costs over a two-year span. Method Within a longitudinal research design, 2287 study participants’ mental distress was assessed using the Hospital Anxiety and Depression Scale (HADS). HADS scores were included as predictors in generalized linear models with a Tweedie distribution with log link function to predict participants’ days of incapacity to work and medical costs retrieved from their health insurance routine data during the following two-year period. Results Current mental distress was found to be significantly related to the number of specific days absent from work and medical costs. Compared to participants classified as no cases by the HADS (2.6 days), severe case participants showed 27.3-times as many specific days of incapacity to work in the first year (72 days) and 10.3-times as many days in the second year (44 days), and resulted in 11.4-times more medical costs in the first year (2272 EUR) and 6.2-times more in the second year (1319 EUR). The relationship of mental distress to non-specific days of incapacity to work and non-specific medical costs was also significant, but mainly driven from specific absent days and specific medical costs. Our results also indicate that the prevalence of presenteeism is considerably high: 42% of individuals continued to go to work despite severe mental distress. Conclusions Our results show that self-reported mental distress, assessed by the HADS, is highly related to the days of incapacity to work and medical costs in the two-year period. Reducing mental distress by improving preventive structures for at-risk populations and increasing access to evidence-based treatments for individuals with mental disorders might, therefore, pay for itself and could help to reduce public costs.

241 Skeletal Muscle Mitochondrial Capacities Are Impacted by Breed and Temperament in Young Angus and Brahman Steers

2021 ◽  
Vol 99 (Supplement_3) ◽  
pp. 127-127
Author(s):  
Chloey P Guy ◽  
Lauren T Wesolowski ◽  
Audrey L Earnhardt ◽  
Dustin Law ◽  
Don A Neuendorff ◽  
...  
Keyword(s):  
Skeletal Muscle ◽  
Fixed Effects ◽  
Linear Models ◽  
Citrate Synthase ◽  
Volume Density ◽  
Skeletal Muscle Mitochondria ◽  
Mitochondrial Volume ◽  
Mitochondrial Volume Density ◽  
Brahman Steers ◽  
The Impact

Abstract Temperament impacts skeletal muscle mitochondria in Brahman heifers, but this has not been investigated in steers or between cattle breeds. We hypothesized mitochondrial measures would be greater in Angus than Brahman, temperamental than calm steers, and the trapezius (TRAP) than the longissimus thoracis (LT) muscle. Samples from calm (n = 13 per breed), intermediate (n = 12 per breed), and temperamental (n=13 per breed) Angus and Brahman steers (mean±SD 10.0±0.8 mo) were evaluated for mitochondrial enzyme activities via colorimetry. Calm and temperamental LT samples were evaluated for oxidative phosphorylation (P) and electron transfer (E) capacities by high-resolution respirometry. Data were analyzed using linear models with fixed effects of breed, muscle, temperament, and all interactions. Brahman tended to have greater mitochondrial volume density (citrate synthase activity; CS) than Angus (P = 0.08), while intrinsic (relative to CS) mitochondrial function (cytochrome c oxidase activity) was greater in Angus than Brahman (P = 0.001) and greater in TRAP than LT (P = 0.008). Angus exhibited greater integrative (per mg tissue) and intrinsic P with complex I (PCI), P with complexes I+II (PCI+II), maximum noncoupled E, and E with complex II (ECII; P ≤ 0.04) and tended to have greater intrinsic leak (P = 0.1) than Brahman. Contribution of PCI to total E was greater in Angus than Brahman (P = 0.01), while contribution of ECII to total E was greater in Brahman than Angus (P = 0.05). A trend for the interaction of breed and temperament (P = 0.07) indicated calm Angus had the greatest intrinsic ECII (P ≤ 0.03) while intrinsic ECII was similar between temperamental Angus and calm and temperamental Brahman. Integrative PCI+II and ECII, and the contribution of PCI and PCI+II to overall E tended to be greater in temperamental than calm steers (P ≤ 0.09), while intrinsic ECII tended to be greater in calm than temperamental steers (P = 0.07). The impact of these mitochondrial differences on meat quality measures remains to be determined.

scholarly journals Impact of the pan-Canadian Oncology Drug Review on provincial concordance with respect to cancer drug funding decisions and time to funding

2017 ◽  
Vol 24 (5) ◽  
pp. 295 ◽  
Author(s):  
A. Srikanthan ◽  
H. Mai ◽  
N. Penner ◽  
E. Amir ◽  
A. Laupacis ◽  
...  
Keyword(s):  
Linear Models ◽  
Drug Product ◽  
Median Number ◽  
Cancer Drug ◽  
Cancer Drugs ◽  
Oncology Drug ◽  
Before And After ◽  
Canadian Provinces ◽  
The Impact ◽  
Drug Review

Background The pan-Canadian Oncology Drug Review (pcodr) was implemented in 2011 to address uneven drug coverage and lack of transparency with respect to the various provincial cancer drug review processes in Canada. We evaluated the impact of the pcodr on provincial decision concordance and time from Notice of Compliance (noc) to drug funding.Methods In a retrospective review, Health Canada’s Drug Product Database was used to identify new indications for cancer drugs between January 2003 and May 2014, and provincial formulary listings for drug-funding dates and decisions between 1 January 2003 and 31 December 2014 were retrieved. Multiple linear models and quantile regressions were used to evaluate changes in time to decision-making before and after the implementation of the pcodr. Agreement of decisions between provinces was evaluated using kappa statistics.Results Data were available from 9 provinces (all Canadian provinces except Quebec), identifying 88 indications that represented 51 unique cancer drugs. Two provinces lacked available data for all 88 indications at the time of data collection. Interprovincial concordance in drug funding decisions significantly increased after the pcodr’s implementation (Brennan-Prediger coefficient: 0.54 pre-pcodr vs. 0.78 post-pcodr; p = 0.002). Nationwide, the median number of days from Health Canada’s noc date to the date of funding significantly declined (to 393 days from 522 days, p < 0.001). Exploratory analyses excluding provinces with incomplete data did not change the results.Conclusions After the implementation of the pcodr, greater concordance in cancer drug funding decisions between provinces and decreased time to funding decisions were observed.

BV-VPIN: Measuring the Impact of Order Flow Toxicity and Liquidity on International Equities Markets

2016 ◽  
Author(s):  
Rand Kwong Yew Low ◽  
Te Li ◽  
Terry Marsh
Keyword(s):  
Order Flow ◽  
International Equities ◽  
The Impact

scholarly journals Impact of measurement errors on the inferred stellar asteroseismic ages

2018 ◽  
Vol 620 ◽  
pp. A168 ◽  
Author(s):  
G. Valle ◽  
M. Dell’Omodarme ◽  
P. G. Prada Moroni ◽  
S. Degl’Innocenti
Keyword(s):  
Effective Temperature ◽  
Measurement Errors ◽  
Regression Models ◽  
Linear Models ◽  
Projection Pursuit ◽  
Observational Constraints ◽  
Error Source ◽  
Projection Pursuit Regression ◽  
The Impact ◽  
Age Estimates

Aims. We aim to perform a theoretical investigation on the direct impact of measurement errors in the observational constraints on the recovered age for stars in main sequence (MS) and red giant branch (RGB) phases. We assumed that a mix of classical (effective temperature Teff and metallicity [Fe/H]) and asteroseismic (Δν and νmax) constraints were available for the objects. Methods. Artificial stars were sampled from a reference isochrone and subjected to random Gaussian perturbation in their observational constraints to simulate observational errors. The ages of these synthetic objects were then recovered by means of a Monte Carlo Markov chains approach over a grid of pre-computed stellar models. To account for observational uncertainties the grid covers different values of initial helium abundance and mixing-length parameter, that act as nuisance parameters in the age estimation. Results. The obtained differences between the recovered and true ages were modelled against the errors in the observables. This procedure was performed by means of linear models and projection pursuit regression models. The first class of statistical models provides an easily generalizable result, whose robustness is checked with the second method. From linear models we find that no age error source dominates in all the evolutionary phases. Assuming typical observational uncertainties, for MS the most important error source in the reconstructed age is the effective temperature of the star. An offset of 75 K accounts for an underestimation of the stellar age from 0.4 to 0.6 Gyr for initial and terminal MS. An error of 2.5% in νmax resulted the second most important source of uncertainty accounting for about −0.3 Gyr. The 0.1 dex error in [Fe/H] resulted particularly important only at the end of the MS, producing an age error of −0.4 Gyr. For the RGB phase the dominant source of uncertainty is νmax, causing an underestimation of about 0.6 Gyr; the offset in the effective temperature and Δν caused respectively an underestimation and overestimation of 0.3 Gyr. We find that the inference from the linear model is a good proxy for that from projection pursuit regression models. Therefore, inference from linear models can be safely used thanks to its broader generalizability. Finally, we explored the impact on age estimates of adding the luminosity to the previously discussed observational constraints. To this purpose, we assumed – for computational reasons – a 2.5% error in luminosity, much lower than the average error in the Gaia DR2 catalogue. However, even in this optimistic case, the addition of the luminosity does not increase precision of age estimates. Moreover, the luminosity resulted as a major contributor to the variability in the estimated ages, accounting for an error of about −0.3 Gyr in the explored evolutionary phases.

scholarly journals Impact of Moderate to Severe Renal Impairment on Mortality and Appropriate Shocks in Patients with Implantable Cardioverter Defibrillators

2010 ◽  
Vol 2010 ◽  
pp. 1-6 ◽  
Author(s):  
Venkata M. Alla ◽  
Kishlay Anand ◽  
Mandeep Hundal ◽  
Aimin Chen ◽  
Showri Karnam ◽  
...  
Keyword(s):  
Linear Models ◽  
Severe Renal Impairment ◽  
Medical Center ◽  
Implantable Cardioverter Defibrillators ◽  
Free Survival ◽  
Kaplan Meier ◽  
Appropriate Shocks ◽  
The Impact ◽  
Cardioverter Defibrillators

Background. Due to underrepresentation of patients with chronic kidney disease (CKD) in large Implantable-Cardioverter Defibrillator (ICD) clinical trials, the impact of ICD remains uncertain in this population.Methods. Consecutive patients who received ICD at Creighton university medical center between years 2000–2004 were included in a retrospective cohort after excluding those on maintenance dialysis. Based on baseline Glomerular filtration rate (GFR), patients were classified as severe CKD: GFR < 30 mL/min; moderate CKD: GFR: 30–59 mL/min; and mild or no CKD: GFR ≥ 60 mL/min. The impact of GFR on appropriate shocks and survival was assessed using Kaplan-Meier method and Generalized Linear Models (GLM) with log-link function.Results. There were 509 patients with a mean follow-up of 3.0 + 1.3 years. Mortality risk was inversely proportional to the estimated GFR: 2 fold higher risk with GFR between 30–59 mL/min and 5 fold higher risk with GFR < 30 mL/min. One hundred and seventy-seven patients received appropriate shock(s); appropriate shock-free survival was lower in patients with severe CKD (GFR < 30) compared to mild or no CKD group (2.8 versus 4.2 yrs).Conclusion. Even moderate renal dysfunction increases all cause mortality in CKD patients with ICD. Severe but not moderate CKD is an independent predictor for time to first appropriate shock.

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