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Title: MULTIVARIABLE SIMULATION PLATFORM FOR TYPE 1 DIABETES AND AUTOMATIC MEAL HANDLING IN ARTIFICIAL PANCREAS SYSTEMS
Creator: Samadi, Sediqeh
Date: 2019
Description: Artificial pancreas (AP) systems are designed to automate the glucose control in type 1 diabetes mellitus (T1DM). Multivariable artificial...
Show moreArtificial pancreas (AP) systems are designed to automate the glucose control in type 1 diabetes mellitus (T1DM). Multivariable artificial pancreas systems have evolved to incorporate various additional physiological measurements beyond the conventional continuous glucose monitoring measurements to better integrate information on the metabolic state of the patients affecting the glycemic dynamics. The changes in the physiological measurements such as heart rate, energy expenditure, skin temperature, and skin conductance measured by wearable devices are indicative of the changes in the metabolic state. The controller receives the physiological measurements in the feed forward manner which accelerates the remedy control decision in response to the disturbances. Although various AP systems are proposed in the literature to accommodate these additional sources of information, the testing and evaluation of these advanced multivariable AP systems are hindered by the requirements of conducting time-consuming and expensive clinical trials. Development of a simulation platform for rapid prototyping and iterative development of AP systems is one of the main contributions of this study. Simulation platform for T1DM includes a compartmental model generating glucose concentration in response to physical activity in addition to meals and infused insulin. The proposed exercise-glucose-insulin model is an extension of the previously developed glucose-insulin model to derive transient variations in glycemic dynamics caused by physical activity and to improve the glucose prediction accuracy. Physiological variables affected by physical activity, such as heart rate, skin temperature, and blood volume pulse are generated in addition to the glucose concentration in the simulator. The simulation platform includes several virtual patients providing a reliable platform for in silico evaluation of different algorithms proposed for automation of glucose control in T1DM. The multivariable simulator will accelerate the development of next-generation artificial pancreas systems.The development of a disturbance detection algorithm is the other contribution of this study. Meals are major disturbances to the glucose homeostasis, and automated detection of meal consumption and carbohydrate estimation of the consumed meal are critical for fully automated artificial pancreas control systems. In this study, a detection algorithm integrating fuzzy logic classification and qualitative analysis is proposed. A fuzzy logic system estimates the carbohydrate content of the meal.
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Title: The Impact of Knowledge, Self-efficacy, and Stigma on STI Testing Intention among College Students
Creator: Thomas, Julia
Date: 2019
Description: Young people (ages 15-24) account for over half of the new cases of sexually transmitted infections (STIs) each year in the United States (CDC...
Show moreYoung people (ages 15-24) account for over half of the new cases of sexually transmitted infections (STIs) each year in the United States (CDC, 2016). The current study examined how knowledge, self-efficacy, and stigma are associated with STI testing intention among sexually active college students using path model analysis. Data were collected via an online survey (N = 76, 54% female). STI testing intention was measured using a 5-point Likert scale for eight STIs referenced in the Brief Sexual History Tool (CDC, 2018). These items comprised an intention scale with high internal consistency for this sample (α = .97). Path analysis was conducted using SPSS AMOS and MacKinnon’s ab product approach in RMediation was used to test mediating effects. The predicted path model fit the data well and the relationships between self-efficacy and knowledge, label avoidance, and intention were significant. Mediation analysis revealed significant indirect paths for knowledge and label avoidance on STI testing intention through self-efficacy. These findings indicate that self-efficacy directly impacts college students’ STI testing intention, while knowledge and label avoidance indirectly impact intention through self-efficacy. Findings suggest that providers and college health clinics may be able to increase the frequency of STI testing behavior by promoting strategies to increase students’ self-efficacy.
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Title: A Dynamic Model of Central Counterparty Risk and Liquidity Risk Measures
Creator: Feng, Shibi
Date: 2019
Description: The thesis consists of two major parts, and it contributes to two topics in risk models - a dynamic model of central counterparty risk and...
Show moreThe thesis consists of two major parts, and it contributes to two topics in risk models - a dynamic model of central counterparty risk and liquidity risk measures.Chapter 2 is devoted to the first part of the thesis, where we propose a dynamic model of central counterparty risk by introducing a dynamic model of the default waterfall of derivatives Central Counterparties (CCPs) and by designing a risk sensitive method for sizing the initial margin (IM), and the default fund (DF) and its allocation among clearing members. Using a Markovian structure model of joint credit migrations, our evaluation of DF takes into account the joint credit quality of clearing members as they evolve over time. Another important aspect of the proposed methodology is the use of the time consistent dynamic risk measures for computation of IM and DF. We carry out a comprehensive numerical study, where, in particular, we analyze the advantages of the proposed methodology and its comparison with the currently prevailing methods used in industry. The second part of the thesis is divided into four chapters, and the primary goal of this part is to develop a general framework for liquidity risk management in an order driven market. Chapter 3 describes the essential elements of an order driven market and introduces the notions that are of critical financial meaning, for instance, trading strategy and its corresponding value process. Moreover, we propose a model for the dynamics of the limit order book by using marked point process. Chapter 4 is devoted to the identification and measurement of liquidity risk. We describe the importance of demand for liquidity in measuring liquidity risk and we introduce the concept of liquidity provision. By considering a trader who is subject to liquidity provision only, we demonstrate that liquidity provision impacts the valuation of the portfolio through the trading costs of the foreseen transactions. Then, we propose two portfolio liquidity risk measures to account for the liquidity risk introduced by the liquidity provision. Besides measuring the liquidity risk of a portfolio, we also design a method to measure the liquidity provision adjusted risk for any contingent claim in the financial market established in Chapter 3. Chapter 5 attends to the hedging problem under liquidity provision. We prove the existence of an optimal hedging strategy in terms of minimizing the hedging error under liquidity provision. We demonstrate that the optimal hedging strategy can be solved in terms of associated Bellman equations.
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