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Uniform Asymptotics for Finite-Time Ruin Probabilities of Risk Models with Non-Stationary Arrivals and Strongly Subexponential Claim Sizes
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作者 XU Chenghao WANG Kaiyong PENG Jiangyan 《Wuhan University Journal of Natural Sciences》 CAS CSCD 2024年第1期21-28,共8页
This paper considers the one-and two-dimensional risk models with a non-stationary claim-number process.Under the assumption that the claim-number process satisfies the large deviations principle,the uniform asymptoti... This paper considers the one-and two-dimensional risk models with a non-stationary claim-number process.Under the assumption that the claim-number process satisfies the large deviations principle,the uniform asymptotics for the finite-time ruin probability of a one-dimensional risk model are obtained for the strongly subexponential claim sizes.Further,as an application of the result of onedimensional risk model,we derive the uniform asymptotics for a kind of finite-time ruin probability in a two dimensional risk model sharing a common claim-number process which satisfies the large deviations principle. 展开更多
关键词 one-dimensional risk model two-dimensional risk model large deviations principle finite-time ruin probability heavy-tailed distributions
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Validation of different personalized risk models of chemotherapy-induced nausea and vomiting:results of a randomized,double-blind,phase III trial of fosaprepitant for cancer patients treated with high-dose cisplatin 被引量:2
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作者 Yuanyuan Zhao Bing Zhao +15 位作者 Gang Chen Yinlan Chen Zijun Liao Haiming Zhang Weineng Feng Yinyin Li Heng Weng Weidong Li Yuefen Zhou Biyong Ren Yanda Lu Jianhua Chen Zhenteng Liu Zhenzhong Su Wenliang Wang Li Zhang 《Cancer Communications》 SCIE 2023年第2期246-256,共11页
Background:Highly emetogenic chemotherapy induces emesis in cancer patients without prophylaxis.The purpose of this study was to evaluate the efficacy and safety of a fosaprepitant-based triple antiemetic regimen for ... Background:Highly emetogenic chemotherapy induces emesis in cancer patients without prophylaxis.The purpose of this study was to evaluate the efficacy and safety of a fosaprepitant-based triple antiemetic regimen for the prevention of chemotherapy-induced nausea and vomiting(CINV)in patients with solid malignant tumors,determine risk factors and externally validate different personalized risk models for CINV.Methods:This phase III trial was designed to test the non-inferiority of fosaprepitant toward aprepitant in cancer patients who were to receive the first cycle of single-day cisplatin chemotherapy.The primary endpoint was complete response(CR)during the overall phase(OP)with a non-inferiority margin of 10.0%.Logistic regression modelswere used to assess the risk factors ofCRand no nausea.To validate the personalized risk models,the accuracy of the risk scoring systems was determined by measuring the specificity,sensitivity and area under the receiver operating characteristic(ROC)curve(AUC),while the predictive accuracy of the nomogram was measured using concordance index(C-index).Results:A total of 720 patients were randomly assigned.CR during the OP in the fosaprepitant group was not inferior to that in the aprepitant group(78.1%vs.77.7%,P=0.765)with a between-group difference of 0.4%(95%CI,-5.7%to 6.6%).Female sex,higher cisplatin dose(≥70 mg/m2),no history of drinking and larger body surface area(BSA)were significantly associated with nausea.The AUC for the acute and delayed CINV risk indexes was 0.68(95%CI:0.66-0.71)and 0.66(95%CI:0.61-0.70),respectively,and the C-index for nomogram CINV prediction was 0.59(95%CI,0.54-0.64).Using appropriate cutoff points,the three models could stratify patients with high-or low-risk CINV.No nausea and CR rate were significantly higher in the low-risk group than in the high-risk group(P<0.001).Conclusions:Fosaprepitant-based triple prophylaxis demonstrated non-inferior control for preventing CINV in patients treated with cisplatin-base chemotherapy.Female cancer patients without a history of alcohol consumption,with larger BSA and received high-dose cisplatin might be more vulnerable to CINV.Three personalized prediction models were well-validated and could be used to optimize antiemetic therapy for individual patients. 展开更多
关键词 APREPITANT chemotherapy-induced nausea and vomiting clinical trial fosaprepitant neurokinin-1 receptor antagonists NOMOGRAM NOMOGRAM personalized risk model
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Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims
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作者 LIU Zai-ming GENG Bing-zhen WANG Shi-jie 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2024年第1期98-113,共16页
Consider a nonstandard continuous-time bidimensional risk model with constant force of interest,in which the two classes of claims with subexponential distributions satisfy a general dependence structure and each pair... Consider a nonstandard continuous-time bidimensional risk model with constant force of interest,in which the two classes of claims with subexponential distributions satisfy a general dependence structure and each pair of the claim-inter-arrival times is arbitrarily dependent.Under some mild conditions,we achieve a locally uniform approximation of the finite-time ruin probability for all time horizon within a finite interval.If we further assume that each pair of the claim-inter-arrival times is negative quadrant dependent and the two classes of claims are consistently-varying-tailed,it shows that the above obtained approximation is also globally uniform for all time horizon within an infinite interval. 展开更多
关键词 bidimensional risk model asymptotic formula subexponential distribution consistently varying tail ruin probability
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Risk Assessment of Deep-Water Horizontal X-Tree Installation
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作者 MENG Wen-bo FU Guang-ming +3 位作者 HUANG Yi LIU Shu-jie HUANG Liang GAOYong-hai 《China Ocean Engineering》 SCIE EI CSCD 2024年第2期210-220,共11页
Due to the high potential risk and many influencing factors of subsea horizontal X-tree installation,to guarantee the successful completion of sea trials of domestic subsea horizontal X-trees,this paper established a ... Due to the high potential risk and many influencing factors of subsea horizontal X-tree installation,to guarantee the successful completion of sea trials of domestic subsea horizontal X-trees,this paper established a modular risk evaluation model based on a fuzzy fault tree.First,through the analysis of the main process oftree down and combining the Offshore&Onshore Reliability Data(OREDA)failure statistics and the operation procedure and the data provided by the job,the fault tree model of risk analysis of the tree down installation was established.Then,by introducing the natural language of expert comprehensive evaluation and combining fuzzy principles,quantitative analysis was carried out,and the fuzzy number was used to calculate the failure probability of a basic event and the occurrence probability of a top event.Finally,through a sensitivity analysis of basic events,the basic events of top events significantly affected were determined,and risk control and prevention measures for the corresponding high-risk factors were proposed for subsea horizontal X-tree down installation. 展开更多
关键词 subsea horizontal X-tree risk assessment fuzzy fault tree modular risk evaluation model
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Clinical risk factors for preterm birth and evaluating maternal psychology in the postpartum period
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作者 Jia-Jun Chen Xue-Jin Chen +2 位作者 Qiu-Min She Jie-Xi Li Qiu-Hong Luo 《World Journal of Psychiatry》 SCIE 2024年第5期661-669,共9页
BACKGROUND Although the specific pathogenesis of preterm birth(PTB)has not been thoroughly clarified,it is known to be related to various factors,such as pregnancy complications,maternal socioeconomic factors,lifestyl... BACKGROUND Although the specific pathogenesis of preterm birth(PTB)has not been thoroughly clarified,it is known to be related to various factors,such as pregnancy complications,maternal socioeconomic factors,lifestyle habits,reproductive history,environmental and psychological factors,prenatal care,and nutritional status.PTB has serious implications for newborns and families and is associated with high mortality and complications.Therefore,the prediction of PTB risk can facilitate early intervention and reduce its resultant adverse consequences.AIM To analyze the risk factors for PTB to establish a PTB risk prediction model and to assess postpartum anxiety and depression in mothers.METHODS A retrospective analysis of 648 consecutive parturients who delivered at Shenzhen Bao’an District Songgang People’s Hospital between January 2019 and January 2022 was performed.According to the diagnostic criteria for premature infants,the parturients were divided into a PTB group(n=60)and a full-term(FT)group(n=588).Puerperae were assessed by the Self-rating Anxiety Scale(SAS)and Self rating Depression Scale(SDS),based on which the mothers with anxiety and depression symptoms were screened for further analysis.The factors affecting PTB were analyzed by univariate analysis,and the related risk factors were identified by logistic regression.RESULTS According to univariate analysis,the PTB group was older than the FT group,with a smaller weight change and greater proportions of women who underwent artificial insemination and had gestational diabetes mellitus(P<0.05).In addition,greater proportions of women with reproductive tract infections and greater white blood cell(WBC)counts(P<0.05),shorter cervical lengths in the second trimester and lower neutrophil percentages(P<0.001)were detected in the PTB group than in the FT group.The PTB group exhibited higher postpartum SAS and SDS scores than did the FT group(P<0.0001),with a higher number of mothers experiencing anxiety and depression(P<0.001).Multivariate logistic regression analysis revealed that a greater maternal weight change,the presence of gestational diabetes mellitus,a shorter cervical length in the second trimester,a greater WBC count,and the presence of maternal anxiety and depression were risk factors for PTB(P<0.01).Moreover,the risk score of the FT group was lower than that of the PTB group,and the area under the curve of the risk score for predicting PTB was greater than 0.9.CONCLUSION This study highlights the complex interplay between postpartum anxiety and PTB,where maternal anxiety may be a potential risk factor for PTB,with PTB potentially increasing the incidence of postpartum anxiety in mothers.In addition,a greater maternal weight change,the presence of gestational diabetes mellitus,a shorter cervical length,a greater WBC count,and postpartum anxiety and depression were identified as risk factors for PTB. 展开更多
关键词 Preterm birth risk factors Postpartum psychological state risk model Prediction
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Analysis of risk factors leading to anxiety and depression in patients with prostate cancer after castration and the construction of a risk prediction model
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作者 Rui-Xiao Li Xue-Lian Li +4 位作者 Guo-Jun Wu Yong-Hua Lei Xiao-Shun Li Bo Li Jian-Xin Ni 《World Journal of Psychiatry》 SCIE 2024年第2期255-265,共11页
BACKGROUND Cancer patients often suffer from severe stress reactions psychologically,such as anxiety and depression.Prostate cancer(PC)is one of the common cancer types,with most patients diagnosed at advanced stages ... BACKGROUND Cancer patients often suffer from severe stress reactions psychologically,such as anxiety and depression.Prostate cancer(PC)is one of the common cancer types,with most patients diagnosed at advanced stages that cannot be treated by radical surgery and which are accompanied by complications such as bodily pain and bone metastasis.Therefore,attention should be given to the mental health status of PC patients as well as physical adverse events in the course of clinical treatment.AIM To analyze the risk factors leading to anxiety and depression in PC patients after castration and build a risk prediction model.METHODS A retrospective analysis was performed on the data of 120 PC cases treated in Xi'an People's Hospital between January 2019 and January 2022.The patient cohort was divided into a training group(n=84)and a validation group(n=36)at a ratio of 7:3.The patients’anxiety symptoms and depression levels were assessed 2 wk after surgery with the Self-Rating Anxiety Scale(SAS)and the Selfrating Depression Scale(SDS),respectively.Logistic regression was used to analyze the risk factors affecting negative mood,and a risk prediction model was constructed.RESULTS In the training group,35 patients and 37 patients had an SAS score and an SDS score greater than or equal to 50,respectively.Based on the scores,we further subclassified patients into two groups:a bad mood group(n=35)and an emotional stability group(n=49).Multivariate logistic regression analysis showed that marital status,castration scheme,and postoperative Visual Analogue Scale(VAS)score were independent risk factors affecting a patient's bad mood(P<0.05).In the training and validation groups,patients with adverse emotions exhibited significantly higher risk scores than emotionally stable patients(P<0.0001).The area under the curve(AUC)of the risk prediction model for predicting bad mood in the training group was 0.743,the specificity was 70.96%,and the sensitivity was 66.03%,while in the validation group,the AUC,specificity,and sensitivity were 0.755,66.67%,and 76.19%,respectively.The Hosmer-Lemeshow test showed aχ^(2) of 4.2856,a P value of 0.830,and a C-index of 0.773(0.692-0.854).The calibration curve revealed that the predicted curve was basically consistent with the actual curve,and the calibration curve showed that the prediction model had good discrimination and accuracy.Decision curve analysis showed that the model had a high net profit.CONCLUSION In PC patients,marital status,castration scheme,and postoperative pain(VAS)score are important factors affecting postoperative anxiety and depression.The logistic regression model can be used to successfully predict the risk of adverse psychological emotions. 展开更多
关键词 Prostate cancer CASTRATION Anxiety and depression risk factors risk prediction model
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GIS Application in Urban Flood Risk Analysis: Midar as a Case Study
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作者 Adil Akallouch Ayoub Al Mashoudi +1 位作者 Mouloud Ziani Rachid Elhani 《Open Journal of Ecology》 2024年第2期148-164,共17页
The significance of this study lies in its exploration of the advanced applications of Geographic Information Systems (GIS) in assessing urban flood risks, with a specific focus on Midar, Morocco. This research is piv... The significance of this study lies in its exploration of the advanced applications of Geographic Information Systems (GIS) in assessing urban flood risks, with a specific focus on Midar, Morocco. This research is pivotal as it showcases that GIS technology is not just a tool for mapping, but a critical component in urban planning and emergency management strategies. By meticulously identifying and mapping flood-prone areas in Midar, the study provides invaluable insights into the potential vulnerabilities of urban landscapes to flooding. Moreover, this research demonstrates the practical utility of GIS in mitigating material losses, a significant concern in flood-prone urban areas. The proactive approach proposed in this study, centered around the use of GIS, aims to safeguard Midar’s population and infrastructure from the devastating impacts of floods. This approach serves as a model for other urban areas facing similar challenges, highlighting the indispensable role of GIS in disaster preparedness and response. Overall, the study underscores the transformative potential of GIS in enhancing urban resilience, making it a crucial tool in the fight against natural disasters like floods. 展开更多
关键词 Geographic Information Systems risk Assessment models Hydrological Modeling Urban Planning Decision-Making Methods Urban Centers
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Navigating breast cancer brain metastasis:Risk factors,prognostic indicators,and treatment perspectives
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作者 Jayalingappa Karthik Amit Sehrawat +1 位作者 Mayank Kapoor Deepak Sundriyal 《World Journal of Clinical Oncology》 2024年第5期594-598,共5页
In this editorial,we comment on the article by Chen et al.We specifically focus on the risk factors,prognostic factors,and management of brain metastasis(BM)in breast cancer(BC).BC is the second most common cancer to ... In this editorial,we comment on the article by Chen et al.We specifically focus on the risk factors,prognostic factors,and management of brain metastasis(BM)in breast cancer(BC).BC is the second most common cancer to have BM after lung cancer.Independent risk factors for BM in BC are:HER-2 positive BC,triplenegative BC,and germline BRCA mutation.Other factors associated with BM are lung metastasis,age less than 40 years,and African and American ancestry.Even though risk factors associated with BM in BC are elucidated,there is a lack of data on predictive models for BM in BC.Few studies have been made to formulate predictive models or nomograms to address this issue,where age,grade of tumor,HER-2 receptor status,and number of metastatic sites(1 vs>1)were predictive of BM in metastatic BC.However,none have been used in clinical practice.National Comprehensive Cancer Network recommends screening of BM in advanced BC only when the patient is symptomatic or suspicious of central nervous system symptoms;routine screening for BM in BC is not recommended in the guidelines.BM decreases the quality of life and will have a significant psychological impact.Further studies are required for designing validated nomograms or predictive models for BM in BC;these models can be used in the future to develop treatment approaches to prevent BM,which improves the quality of life and overall survival. 展开更多
关键词 Breast cancer Brain metastasis HER2 positive Metastatic breast cancer risk factors Predictive models
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Finite Time Ruin Probabilities and Large Deviations for Generalized Compound Binomial Risk Models 被引量:7
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作者 Yi Jun HU 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2005年第5期1099-1106,共8页
In this paper, we extend the classical compound binomial risk model to the case where the premium income process is based on a Poisson process, and is no longer a linear function. For this more realistic risk model, L... In this paper, we extend the classical compound binomial risk model to the case where the premium income process is based on a Poisson process, and is no longer a linear function. For this more realistic risk model, Lundberg type limiting results for the finite time ruin probabilities are derived. Asymptotic behavior of the tail probabilities of the claim surplus process is also investigated. 展开更多
关键词 Ruin probability (Generalized) compound binomial risk model Large deviations
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Nomograms and risk score models for predicting survival in rectal cancer patients with neoadjuvant therapy 被引量:5
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作者 Fang-Ze Wei Shi-Wen Mei +6 位作者 Jia-Nan Chen Zhi-Jie Wang Hai-Yu Shen Juan Li Fu-Qiang Zhao Zheng Liu Qian Liu 《World Journal of Gastroenterology》 SCIE CAS 2020年第42期6638-6657,共20页
BACKGROUND Colorectal cancer is a common digestive cancer worldwide.As a comprehensive treatment for locally advanced rectal cancer(LARC),neoadjuvant therapy(NT)has been increasingly used as the standard treatment for... BACKGROUND Colorectal cancer is a common digestive cancer worldwide.As a comprehensive treatment for locally advanced rectal cancer(LARC),neoadjuvant therapy(NT)has been increasingly used as the standard treatment for clinical stage II/III rectal cancer.However,few patients achieve a complete pathological response,and most patients require surgical resection and adjuvant therapy.Therefore,identifying risk factors and developing accurate models to predict the prognosis of LARC patients are of great clinical significance.AIM To establish effective prognostic nomograms and risk score prediction models to predict overall survival(OS)and disease-free survival(DFS)for LARC treated with NT.METHODS Nomograms and risk factor score prediction models were based on patients who received NT at the Cancer Hospital from 2015 to 2017.The least absolute shrinkage and selection operator regression model were utilized to screen for prognostic risk factors,which were validated by the Cox regression method.Assessment of the performance of the two prediction models was conducted using receiver operating characteristic curves,and that of the two nomograms was conducted by calculating the concordance index(C-index)and calibration curves.The results were validated in a cohort of 65 patients from 2015 to 2017.RESULTS Seven features were significantly associated with OS and were included in the OS prediction nomogram and prediction model:Vascular_tumors_bolt,cancer nodules,yN,body mass index,matchmouth distance from the edge,nerve aggression and postoperative carcinoembryonic antigen.The nomogram showed good predictive value for OS,with a C-index of 0.91(95%CI:0.85,0.97)and good calibration.In the validation cohort,the C-index was 0.69(95%CI:0.53,0.84).The risk factor prediction model showed good predictive value.The areas under the curve for 3-and 5-year survival were 0.811 and 0.782.The nomogram for predicting DFS included ypTNM and nerve aggression and showed good calibration and a C-index of 0.77(95%CI:0.69,0.85).In the validation cohort,the C-index was 0.71(95%CI:0.61,0.81).The prediction model for DFS also had good predictive value,with an AUC for 3-year survival of 0.784 and an AUC for 5-year survival of 0.754.CONCLUSION We established accurate nomograms and prediction models for predicting OS and DFS in patients with LARC after undergoing NT. 展开更多
关键词 Neoadjuvant therapy Rectal cancer NOMOGRAM Overall survival Diseasefree survival risk factor score prediction model
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Risk prediction models for hepatocellular carcinoma in different populations 被引量:2
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作者 Xiao Ma Yang Yang +5 位作者 Hong Tu Jing Gao Yu-Ting Tan Jia-Li Zheng Freddie Bray Yong-Bing Xiang 《Chinese Journal of Cancer Research》 SCIE CAS CSCD 2016年第2期150-160,共11页
Hepatocellular carcinoma (HCC) is a malignant disease with limited therapeutic options due to its aggressive progression. It places heaW burden on most low and middle income countries to treat HCC patients. Nowadays... Hepatocellular carcinoma (HCC) is a malignant disease with limited therapeutic options due to its aggressive progression. It places heaW burden on most low and middle income countries to treat HCC patients. Nowadays accurate HCC risk predictions can help making decisions on the need for HCC surveillance and antiviral therapy. HCC risk prediction models based on major risk factors of HCC are useful and helpful in providing adequate surveillance strategies to individuals who have different risk levels. Several risk prediction models among cohorts of different populations for estimating HCC incidence have been presented recently by using simple, efficient, and ready-to-use parameters. Moreover, using predictive scoring systems to assess HCC development can provide suggestions to improve clinical and public health approaches, making them more cost-effective and effort-effective, for inducing personalized surveillance programs according to risk stratification. In this review, the features of risk prediction models of HCC across different populations were summarized, and the perspectives of HCC risk prediction models were discussed as well. 展开更多
关键词 risk prediction models hepatoceUular carcinoma chronic hepatitis B chronic hepatitis C CIRRHOSIS risk factors general population cohort study
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Ruin Probabilities in Cox Risk Models with Two Dependent Classes of Business 被引量:1
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作者 Jun Yi GUO Kam C.YUEN Ming ZHOU 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2007年第7期1281-1288,共8页
In this paper we consider risk processes with two classes of business in which the two claim-number processes are dependent Cox processes. We first assume that the two claim-number processes have a two-dimensional Mar... In this paper we consider risk processes with two classes of business in which the two claim-number processes are dependent Cox processes. We first assume that the two claim-number processes have a two-dimensional Markovian intensity. Under this assumption, we not only study the sum of the two individual risk processes but also investigate the two-dimensional risk process formed by considering the two individual processes separately. For each of the two risk processes we derive an expression for the ruin probability, and then construct an upper bound for the ruin probability. We next assume that the intensity of the two claim-number processes follows a Markov chain. In this case, we examine the ruin probability of the sum of the two individual risk processes. Specifically, a differential system for the ruin probability is derived and numerical results are obtained for exponential claim sizes. 展开更多
关键词 Cox risk model ruin probability Markov process infinitesimal generator
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Development of a machine learning-based model for predicting risk of early postoperative recurrence of hepatocellular carcinoma 被引量:2
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作者 Yu-Bo Zhang Gang Yang +3 位作者 Yang Bu Peng Lei Wei Zhang Dan-Yang Zhang 《World Journal of Gastroenterology》 SCIE CAS 2023年第43期5804-5817,共14页
BACKGROUND Surgical resection is the primary treatment for hepatocellular carcinoma(HCC).However,studies indicate that nearly 70%of patients experience HCC recurrence within five years following hepatectomy.The earlie... BACKGROUND Surgical resection is the primary treatment for hepatocellular carcinoma(HCC).However,studies indicate that nearly 70%of patients experience HCC recurrence within five years following hepatectomy.The earlier the recurrence,the worse the prognosis.Current studies on postoperative recurrence primarily rely on postoperative pathology and patient clinical data,which are lagging.Hence,developing a new pre-operative prediction model for postoperative recurrence is crucial for guiding individualized treatment of HCC patients and enhancing their prognosis.AIM To identify key variables in pre-operative clinical and imaging data using machine learning algorithms to construct multiple risk prediction models for early postoperative recurrence of HCC.METHODS The demographic and clinical data of 371 HCC patients were collected for this retrospective study.These data were randomly divided into training and test sets at a ratio of 8:2.The training set was analyzed,and key feature variables with predictive value for early HCC recurrence were selected to construct six different machine learning prediction models.Each model was evaluated,and the bestperforming model was selected for interpreting the importance of each variable.Finally,an online calculator based on the model was generated for daily clinical practice.RESULTS Following machine learning analysis,eight key feature variables(age,intratumoral arteries,alpha-fetoprotein,preoperative blood glucose,number of tumors,glucose-to-lymphocyte ratio,liver cirrhosis,and pre-operative platelets)were selected to construct six different prediction models.The XGBoost model outperformed other models,with the area under the receiver operating characteristic curve in the training,validation,and test datasets being 0.993(95%confidence interval:0.982-1.000),0.734(0.601-0.867),and 0.706(0.585-0.827),respectively.Calibration curve and decision curve analysis indicated that the XGBoost model also had good predictive performance and clinical application value.CONCLUSION The XGBoost model exhibits superior performance and is a reliable tool for predicting early postoperative HCC recurrence.This model may guide surgical strategies and postoperative individualized medicine. 展开更多
关键词 Machine learning Hepatocellular carcinoma Early recurrence risk prediction models Imaging features Clinical features
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The Odd Log-Logistic Weibull-G Family of Distributions with Regression and Financial Risk Models
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作者 Mahdi Rasekhi Emrah Altun +1 位作者 Morad Alizadeh Haitham M.Yousof 《Journal of the Operations Research Society of China》 EI CSCD 2022年第1期133-158,共26页
A new generalization of the Weibull-G family is proposed with two extra shape parameters.The mathematical properties are derived in great detail.Using the Weibull and normal distributions as baseline distributions,two... A new generalization of the Weibull-G family is proposed with two extra shape parameters.The mathematical properties are derived in great detail.Using the Weibull and normal distributions as baseline distributions,two models are introduced.The first model is a location-scale regression model based on a new extension of the Weibull distribution.The second model is a new two-step financial risk model to forecast the daily value at risk.The flexibility and applicability of the proposed models are investigated by means of five real data sets on the lifetime and financial returns.Empirical findings of the study show that proposed models work well and produce better results than other well-known models for financial risk modeling and censored lifetime data analysis. 展开更多
关键词 Odd log-logistic-G family Weibull-G family Regression model Value at risk SIMULATION Maximum likelihood Financial risk modeling
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Inference for accelerated bivariate dependent competing risks model based on Archimedean copulas under progressive censoring
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作者 ZHANG Chun-fang SHI Yi-min WANG Liang 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2023年第4期475-492,共18页
Dependent competing risks model is a practical model in the analysis of lifetime and failure modes.The dependence can be captured using a statistical tool to explore the re-lationship among failure causes.In this pape... Dependent competing risks model is a practical model in the analysis of lifetime and failure modes.The dependence can be captured using a statistical tool to explore the re-lationship among failure causes.In this paper,an Archimedean copula is chosen to describe the dependence in a constant-stress accelerated life test.We study the Archimedean copula based dependent competing risks model using parametric and nonparametric methods.The parametric likelihood inference is presented by deriving the general expression of likelihood function based on assumed survival Archimedean copula associated with the model parameter estimation.Combining the nonparametric estimation with progressive censoring and the non-parametric copula estimation,we introduce a nonparametric reliability estimation method given competing risks data.A simulation study and a real data analysis are conducted to show the performance of the estimation methods. 展开更多
关键词 dependent competing risks model accelerated life tests Archimedean copula nonparametric reliability estimation
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Designing a risk prognosis model based on natural killer cell-linked genes to accurately evaluate the prognosis of gastric cancer
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作者 GAOZHONG LI FUXIN LI +1 位作者 NING WEI QING JIA 《BIOCELL》 SCIE 2023年第9期2081-2099,共19页
Background:This study was aimed at identifying natural killer(NK)cell-related genes to design a risk prognosis model for the accurate evaluation of gastric cancer(GC)prognosis.Methods:We obtained NK cell-related genes... Background:This study was aimed at identifying natural killer(NK)cell-related genes to design a risk prognosis model for the accurate evaluation of gastric cancer(GC)prognosis.Methods:We obtained NK cell-related genes from various databases,followed by Cox regression analysis and molecular typing to identify prognostic genes.Various immune algorithms and enrichment analyses were used to investigate the mutations,immune status,and pathway variations among different genotypes.The key prognostic genes were assessed using the least absolute shrinkage and selection operator(Lasso)regression analysis and univariate Cox regression analysis.Thereafter,the risk score(RS)prognosis model was constructed based on the selected important prognostic genes.A Receiver Operating Characteristics(ROC)curve was plotted for analyzing the robustness of the model.Subsequently,the decision and calibration curves were used for assessing the reliability and prediction accuracy of the proposed model.The‘pRRophetic’R software package was utilized for predicting the half-maximal inhibitory concentration(IC50)of immunotherapy and chemotherapy drugs.Results:We screened 21 prognostic genes and three molecular subtypes and found that the C1 subtype had the worst prognosis.Further,the pathways promoting tumor proliferation,such as epithelial-mesenchymal transition were significantly up-regulated.The results also showed that the macrophages in the M2 stage were significantly infiltrated in the C1 subtype,and there was significant overexpression in the C1 subtype,accompanied by a severe inflammatory reaction.The C1 was highly sensitive to drugs like 5-fluorouracil and paclitaxel.The ROC,calibration curve,and decision curve showed that the risk model was robust and strongly reliable.Conclusion:Overall,our proposed NK cell-related RS model can be used as a more accurate prediction index for GC patients,providing a valuable contribution to personalized medicine. 展开更多
关键词 Natural killer cells Gastric cancer risk model Molecular typing
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Preoperative risk modelling for oesophagectomy: A systematic review
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作者 James Paul Grantham Amanda Hii Jonathan Shenfine 《World Journal of Gastrointestinal Surgery》 SCIE 2023年第3期450-470,共21页
BACKGROUND Oesophageal cancer is a frequently observed and lethal malignancy worldwide.Surgical resection remains a realistic option for curative intent in the early stages of the disease.However,the decision to under... BACKGROUND Oesophageal cancer is a frequently observed and lethal malignancy worldwide.Surgical resection remains a realistic option for curative intent in the early stages of the disease.However,the decision to undertake oesophagectomy is significant as it exposes the patient to a substantial risk of morbidity and mortality.Therefore,appropriate patient selection,counselling and resource allocation is important.Many tools have been developed to aid surgeons in appropriate decision-making.AIM To examine all multivariate risk models that use preoperative and intraoperative information and establish which have the most clinical utility.METHODS A systematic review of the MEDLINE,EMBASE and Cochrane databases was conducted from 2000-2020.The search terms applied were((Oesophagectomy)AND(Risk OR predict OR model OR score)AND(Outcomes OR complications OR morbidity OR mortality OR length of stay OR anastomotic leak)).The applied inclusion criteria were articles assessing multivariate based tools using exclusively preoperatively available data to predict perioperative patient outcomes following oesophagectomy.The exclusion criteria were publications that described models requiring intra-operative or post-operative data and articles appraising only univariate predictors such as American Society of Anesthesiologists score,cardiopulmonary fitness or pre-operative sarcopenia.Articles that exclusively assessed distant outcomes such as long-term survival were excluded as were publications using cohorts mixed with other surgical procedures.The articles generated from each search were collated,processed and then reported in accordance with PRISMA guidelines.All risk models were appraised for clinical credibility,methodological quality,performance,validation,and clinical effectiveness.RESULTS The initial search of composite databases yielded 8715 articles which reduced to 5827 following the deduplication process.After title and abstract screening,197 potentially relevant texts were retrieved for detailed review.Twenty-seven published studies were ultimately included which examined twenty-one multivariate risk models utilising exclusively preoperative data.Most models examined were clinically credible and were constructed with sound methodological quality,but model performance was often insufficient to prognosticate patient outcomes.Three risk models were identified as being promising in predicting perioperative mortality,including the National Quality Improvement Project surgical risk calculator,revised STS score and the Takeuchi model.Two studies predicted perioperative major morbidity,including the predicting postoperative complications score and prognostic nutritional index-multivariate models.Many of these models require external validation and demonstration of clinical effectiveness.CONCLUSION Whilst there are several promising models in predicting perioperative oesophagectomy outcomes,more research is needed to confirm their validity and demonstrate improved clinical outcomes with the adoption of these models. 展开更多
关键词 OESOPHAGECTOMY risk model Oesophageal cancer PREOPERATIVE MORBIDITY MORTALITY
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Online payment fraud:from anomaly detection to risk management
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作者 Paolo Vanini Sebastiano Rossi +1 位作者 Ermin Zvizdic Thomas Domenig 《Financial Innovation》 2023年第1期1788-1812,共25页
Online banking fraud occurs whenever a criminal can seize accounts and transfer funds from an individual’s online bank account.Successfully preventing this requires the detection of as many fraudsters as possible,wit... Online banking fraud occurs whenever a criminal can seize accounts and transfer funds from an individual’s online bank account.Successfully preventing this requires the detection of as many fraudsters as possible,without producing too many false alarms.This is a challenge for machine learning owing to the extremely imbalanced data and complexity of fraud.In addition,classical machine learning methods must be extended,minimizing expected financial losses.Finally,fraud can only be combated systematically and economically if the risks and costs in payment channels are known.We define three models that overcome these challenges:machine learning-based fraud detection,economic optimization of machine learning results,and a risk model to predict the risk of fraud while considering countermeasures.The models were tested utilizing real data.Our machine learning model alone reduces the expected and unexpected losses in the three aggregated payment channels by 15%compared to a benchmark consisting of static if-then rules.Optimizing the machine-learning model further reduces the expected losses by 52%.These results hold with a low false positive rate of 0.4%.Thus,the risk framework of the three models is viable from a business and risk perspective. 展开更多
关键词 Payment fraud risk management Anomaly detection Ensemble models Integration of machine learning and statistical risk modelling Economic optimization machine learning outputs
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Combined and intraoperative risk modelling for oesophagectomy:A systematic review
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作者 James Paul Grantham Amanda Hii Jonathan Shenfine 《World Journal of Gastrointestinal Surgery》 SCIE 2023年第7期1485-1500,共16页
BACKGROUND Oesophageal cancer is the eighth most common malignancy worldwide and is associated with a poor prognosis.Oesophagectomy remains the best prospect for a cure if diagnosed in the early disease stages.However... BACKGROUND Oesophageal cancer is the eighth most common malignancy worldwide and is associated with a poor prognosis.Oesophagectomy remains the best prospect for a cure if diagnosed in the early disease stages.However,the procedure is associated with significant morbidity and mortality and is undertaken only after careful consideration.Appropriate patient selection,counselling and resource allocation is essential.Numerous risk models have been devised to guide surgeons in making these decisions.AIM To evaluate which multivariate risk models,using intraoperative information with or without preoperative information,best predict perioperative oesophagectomy outcomes.METHODS A systematic review of the MEDLINE,EMBASE and Cochrane databases was undertaken from 2000-2020.The search terms used were[(Oesophagectomy)AND(Model OR Predict OR Risk OR score)AND(Mortality OR morbidity OR complications OR outcomes OR anastomotic leak OR length of stay)].Articles were included if they assessed multivariate based tools incorporating preoperative and intraoperative variables to forecast patient outcomes after oesophagectomy.Articles were excluded if they only required preoperative or any post-operative data.Studies appraising univariate risk predictors such as preoperative sarcopenia,cardiopulmonary fitness and American Society of Anesthesiologists score were also excluded.The review was conducted following the preferred reporting items for systematic reviews and meta-analyses model.All captured risk models were appraised for clinical credibility,methodological quality,performance,validation and clinical effectiveness.RESULTS Twenty published studies were identified which examined eleven multivariate risk models.Eight of these combined preoperative and intraoperative data and the remaining three used only intraoperative values.Only two risk models were identified as promising in predicting mortality,namely the Portsmouth physiological and operative severity score for the enumeration of mortality and morbidity(POSSUM)and POSSUM scores.A further two studies,the intraoperative factors and Esophagectomy surgical Apgar score based nomograms,adequately forecasted major morbidity.The latter two models are yet to have external validation and none have been tested for clinical effectiveness.CONCLUSION Despite the presence of some promising models in forecasting perioperative oesophagectomy outcomes,there is more research required to externally validate these models and demonstrate clinical benefit with the adoption of these models guiding postoperative care and allocating resources. 展开更多
关键词 OESOPHAGECTOMY risk model Oesophageal cancer PREOPERATIVE INTRAOPERATIVE MORBIDITY MORTALITY
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Development and application of hepatocellular carcinoma risk prediction model based on clinical characteristics and liver related indexes
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作者 Zhi-Jie Liu Yue Xu +4 位作者 Wen-Xuan Wang Bin Guo Guo-Yuan Zhang Guang-Cheng Luo Qiang Wang 《World Journal of Gastrointestinal Oncology》 SCIE 2023年第8期1486-1496,共11页
BACKGROUND Hepatocellular carcinoma(HCC)is difficult to diagnose with poor therapeutic effect,high recurrence rate and has a low survival rate.The survival of patients with HCC is closely related to the stage of diagn... BACKGROUND Hepatocellular carcinoma(HCC)is difficult to diagnose with poor therapeutic effect,high recurrence rate and has a low survival rate.The survival of patients with HCC is closely related to the stage of diagnosis.At present,no specific serolo-gical indicator or method to predict HCC,early diagnosis of HCC remains a challenge,especially in China,where the situation is more severe.AIM To identify risk factors associated with HCC and establish a risk prediction model based on clinical characteristics and liver-related indicators.METHODS The clinical data of patients in the Affiliated Hospital of North Sichuan Medical College from 2016 to 2020 were collected,using a retrospective study method.The results of needle biopsy or surgical pathology were used as the grouping criteria for the experimental group and the control group in this study.Based on the time of admission,the cases were divided into training cohort(n=1739)and validation cohort(n=467).Using HCC as a dependent variable,the research indicators were incorporated into logistic univariate and multivariate analysis.An HCC risk prediction model,which was called NSMC-HCC model,was then established in training cohort and verified in validation cohort.RESULTS Logistic univariate analysis showed that,gender,age,alpha-fetoprotein,and protein induced by vitamin K absence or antagonist-II,gamma-glutamyl transferase,aspartate aminotransferase and hepatitis B surface antigen were risk factors for HCC,alanine aminotransferase,total bilirubin and total bile acid were protective factors for HCC.When the cut-off value of the NSMC-HCC model joint prediction was 0.22,the area under receiver operating characteristic curve(AUC)of NSMC-HCC model in HCC diagnosis was 0.960,with sensitivity 94.40%and specificity 95.35%in training cohort,and AUC was 0.966,with sensitivity 90.00%and specificity 94.20%in validation cohort.In early-stage HCC diagnosis,the AUC of NSMC-HCC model was 0.946,with sensitivity 85.93%and specificity 93.62%in training cohort,and AUC was 0.947,with sensitivity 89.10%and specificity 98.49%in validation cohort.CONCLUSION The newly NSMC-HCC model was an effective risk prediction model in HCC and early-stage HCC diagnosis. 展开更多
关键词 Hepatocellular carcinoma risk prediction model Logistic regression model Tumour markers Metabolic markers Clinical characteristics
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