| 1. |
- Andersson, Patrik, 1981-
(author)
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Four applications of stochastic processes : Contagious disease, credit risk, gambling and bond portfolios
- 2011
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Doctoral thesis (other academic/artistic)abstract
- This thesis consists of four papers on applications of stochastic processes. In Paper I we study an open population SIS (Susceptible - Infective - Susceptible) stochastic epidemic model from the time of introduction of the disease, through a possible outbreak and to extinction. The analysis uses coupling arguments and diffusion approximations. In Paper II we propose a model describing an economy where companies may default due to contagion. The features of the model are analyzed using diffusion approximations. We show that the model can reproduce oscillations in the default rates similar to what has been observed empirically. In Paper III we consider the problem of finding an optimal betting strategy for a house-banked casino card game that is played for several coups before reshuffling. A limit result for the return process is found and the optimal card counting strategy is derived. This continuous time strategy is shown to be a natural generalization of the discrete time strategy where the so called effects of removals are replaced by the infinitesimal generator of the card process. In Paper IV we study interest rate models where the term structure is given by an affine relation and in particular where the driving stochastic processes are so-called generalised Ornstein-Uhlenbeck processes. We show that the return and variance of a portfolio of bonds which are continuously rolled over, also called rolling horizon bonds, can be expressed using the cumulant generating functions of the background driving Lévy processes associated with the OU processes. We also show that if the short rate, in a risk-neutral setting, is given by a linear combination of generalised OU processes, the implied term structure can be expressed in terms of the cumulant generating functions.
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| 2. |
- Kriit, Hedi Katre, et al.
(author)
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Using Distributed Lag Non-Linear Models to Estimate Exposure Lag-Response Associations between Long-Term Air Pollution Exposure and Incidence of Cardiovascular Disease
- 2022
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In: International Journal of Environmental Research and Public Health. - : MDPI AG. - 1661-7827 .- 1660-4601. ; 19:5
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Journal article (peer-reviewed)abstract
- Long-term air pollution exposure increases the risk for cardiovascular disease, but little is known about the temporal relationships between exposure and health outcomes. This study aims to estimate the exposure-lag response between air pollution exposure and risk for ischemic heart disease (IHD) and stroke incidence by applying distributed lag non-linear models (DLNMs). Annual mean concentrations of particles with aerodynamic diameter less than 2.5 µm (PM2.5 ) and black carbon (BC) were estimated for participants in five Swedish cohorts using dispersion models. Simultaneous estimates of exposure lags 1–10 years using DLNMs were compared with separate year specific (single lag) estimates and estimates for lag 1–5-and 6–10-years using moving average exposure. The DLNM estimated no exposure lag-response between PM2.5 total, BC, and IHD. However, for PM2.5 from local sources, a 20% risk increase per 1 µg/m3 for 1-year lag was estimated. A risk increase for stroke was suggested in relation to lags 2–4-year PM2.5 and BC, and also lags 8–9-years BC. No associations were shown in single lag models. Increased risk estimates for stroke in relation to lag 1–5-and 6–10-years BC moving averages were observed. Estimates generally supported a greater contribution to increased risk from exposure windows closer in time to incident IHD and incident stroke. © 2022 by the authors. Licensee MDPI, Basel, Switzerland.
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| 3. |
- Nilsson Sommar, Johan, et al.
(author)
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Long-term exposure to particulate air pollution and black carbon in relation to natural and cause-specific mortality: a multicohort study in Sweden
- 2021
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In: Bmj Open. - : BMJ. - 2044-6055. ; 11:9
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Journal article (peer-reviewed)abstract
- Objectives To estimate concentration-response relationships for particulate matter (PM) and black carbon (BC) in relation to mortality in cohorts from three Swedish cities with comparatively low pollutant levels. Setting Cohorts from Gothenburg, Stockholm and Umea, Sweden. Design High-resolution dispersion models were used to estimate annual mean concentrations of PM with aerodynamic diameter <= 10 mu m (PM10) and <= 2.5 mu m (PM2.5), and BC, at individual addresses during each year of follow-up, 1990-2011. Moving averages were calculated for the time windows 1-5 years (lag1-5) and 6-10 years (lag6-10) preceding the outcome. Cause-specific mortality data were obtained from the national cause of death registry. Cohort-specific HRs were estimated using Cox regression models and then meta-analysed including a random effect of cohort. Participants During the study period, 7 340 cases of natural mortality, 2 755 cases of cardiovascular disease (CVD) mortality and 817 cases of respiratory and lung cancer mortality were observed among in total 68 679 individuals and 689 813 person-years of follow-up. Results Both PM10 (range: 6.3-41.9 mu g/m(3)) and BC (range: 0.2-6.8 mu g/m(3)) were associated with natural mortality showing 17% (95% CI 6% to 31%) and 9% (95% CI 0% to 18%) increased risks per 10 mu g/m(3) and 1 mu g/m(3) of lag1-5 exposure, respectively. For PM2.5 (range: 4.0-22.4 mu g/m(3)), the estimated increase was 13% per 5 mu g/m(3), but less precise (95% CI -9% to 40%). Estimates for CVD mortality appeared higher for both PM10 and PM2.5. No association was observed with respiratory mortality. Conclusion The results support an effect of long-term air pollution on natural mortality and mortality in CVD with high relative risks also at low exposure levels. These findings are relevant for future decisions concerning air quality policies.
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| 4. |
- Stockfelt, Leo, 1981, et al.
(author)
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Long-Term Exposure to Particulate Air Pollution, Black Carbon, and Their Source Components in Relation to Ischemic Heart Disease and Stroke
- 2019
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In: Journal of Environmental Health Perspectives. - Durham : National Institute of Environmental Health Sciences. - 0091-6765 .- 1552-9924. ; 127:10
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Journal article (peer-reviewed)abstract
- BACKGROUND: Long-term exposure to particulate matter (PM) in ambient air has been associated with cardiovascular mortality, but few studies have considered incident disease in relation to PM from different sources.OBJECTIVES: We aimed to study associations between long-term exposure to different types of PM and sources, and incident ischemic heart disease (IHD) and stroke in three Swedish cities.METHODS: ), and black carbon (BC) from road wear, traffic exhaust, residential heating, and other sources in Gothenburg, Stockholm, and Umeå. Registry data for participants from four cohorts were used to obtain incidence of IHD and stroke for first hospitalization or death. We constructed time windows of exposure for same-year, 1- to 5-y, and 6- to 10-y averages preceding incidence from annual averages at residential addresses. Risk estimates were based on random effects meta-analyses of cohort-specific Cox proportional hazard models.RESULTS: exposure from residential heating.DISCUSSION: Few consistent associations were observed between different particulate components and IHD or stroke. However, long-term residential exposure to locally emitted BC from traffic exhaust was associated with stroke incidence. The comparatively low exposure levels may have contributed to the paucity of associations.
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| 5. |
- Andersson, Elin M., et al.
(author)
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From risk communication about asymptomatic atherosclerosis to cognitive and emotional reactions and lifestyle modification
- 2023
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In: BMC Psychology. - : BioMed Central (BMC). - 2050-7283. ; 12:1
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Journal article (peer-reviewed)abstract
- Background: Non-adherence in the general population to preventive guidelines on cardiovascular disease calls for an interdisciplinary approach acknowledging psychological factors of relevance for risk communication and lifestyle modification. Evidence is building up regarding the advantage of sharing arterial imaging evidence of subclinical atherosclerosis with asymptomatic individuals, but there is limited understanding of how this relates to mechanisms of importance for behavioural change. Longitudinal studies on associations between patients’ reactions and lifestyle modification are missing. The population-based randomized controlled trial VIPVIZA investigates the impact of pictorial information about subclinical atherosclerosis, added to traditional risk factor-based communication. The intervention includes a personalized, colour-coded and age-related risk communication strategy and a motivational conversation, and has been shown to reduce cardiovascular disease risk. Methods: In the present study we assessed cognitive and emotional reactions to the intervention, and how these reactions are associated to lifestyle modification. The participants’ evaluation of the risk communication was assessed in the intervention group (n=1749). Lifestyle modification was assessed with a lifestyle index based on physical activity, diet, smoking and alcohol consumption at baseline and after 3 years. Associations between cognitive and emotional response and lifestyle modification were tested with analyses of covariance in a subset of participants (n=714-857).Results: The intervention increased understanding of personal CVD risk, the possibility to influence the risk, and how to influence the risk. Severity of atherosclerosis was associated with emotional reactions, but emotions of strong negative valence were uncommon. Cognitive response and emotional arousal evoked by the intervention were positively associated with lifestyle modification, whereas negative emotions in isolation were not. High level of cognitive response in combination with high level of emotional arousal was found to be most beneficial for lifestyle modification.Conclusions: The results demonstrate the potential of communicating asymptomatic atherosclerosis with a pictorial, colour-coded and age-related strategy, also including a motivational conversation. Furthermore, the results show the importance of CVD risk communication evoking engagement, and that an interaction between cognitive and emotional reactions might be central for sustained lifestyle modification. Our results also indicate that, in an asymptomatic population, atherosclerosis screening may strengthen disease prevention and health promotion.
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| 6. |
- Andersson, Markus, 1981, et al.
(author)
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Coordination of Imidazoles by Cu(II) and Zn(II) as Studied by NMR Relaxometry, EPR, far-FTIR Vibrational Spectroscopy and Ab Initio Calculations: Effect of Methyl Substitution
- 2010
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In: Journal of Physical Chemistry A. - : American Chemical Society (ACS). - 1089-5639 .- 1520-5215. ; 114:50, s. 13146-13153
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Journal article (peer-reviewed)abstract
- Synthetic imidazole ligands are typically substituted at the N-1 ((1)-Im) position while natural imidazole ligands are substituted at the C-4 ((4)-Im) position. To outline the difference in coordination properties, the methyl-substituted imidazoles Me(4)-Im and Me(1)-Im were complexed with CuCl2 and ZnCl2 and investigated by NMR relaxometry, electron paramagnetic resonance, far-Fourier transform IR vibrational spectroscopy, and ab initio calculations. Me(4)-Im, Me(1)-Im, and Im in excess form the usual tetragonal D-4h [CuL4X2] complexes with CuCl2 whereas the methylated imidazoles form pseudotetrahedral C-2v, complexes instead of the usual octahedral O-h [ZnIm(6)](2+) complex. All imidazoles display a high degree of covalence in the M-L sigma- and pi-bonds and the pi-interaction strength affects the relative energies of complexation. Opportunities to tailor complexes by the chemical properties of the substituents are envisaged due to the role of the inductive and hyperconjugative effects, rather than position.
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| 7. |
- Andersson, Patrik, 1974, et al.
(author)
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Numerical Modelling of Tyre/Road Interaction
- 2012
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In: Scientific Bulletin, Automotive Series. - 1453-1100. ; 22
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Journal article (peer-reviewed)abstract
- From November 2012 all passenger car tyres, light truck tyres and heavy duty vehicle tyres sold on the aftermarket in the European Union must have a label classifying the external rolling noise, the fuel efficiency, and the wet grip. This regulation puts a focus on optimisation of the tyre design with respect to all these parameters at once. Up to today these three parameters have been treated rather independently. There is little to no detailed information available on the relationship between rolling noise generation, rolling resistance, and grip of car tyres besides empirical data based on measurements. Today, simulation models that can simulate all these effects at once have just started to emerge. This paper gives a brief presentation of the past and the most resent development of numerical tyre/road interaction models with focus on external noise, rolling resistance, and grip. Today, the simulation models can be used to gain fundamental knowledge about the tyre/road interaction process and the resulting noise, rolling resistance, and grip. Models for combined optimisation of rolling resistance and noise emissions exists, and are just about to be used in preliminary investigations. Models that in addition give results for grip are still under development.
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| 8. |
- Andersson, Patrik, 1974, et al.
(author)
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Numerical Modelling of Tyre/Road Interaction
- 2011
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In: Exploratory Workshop: Modern Methods of Vibro-Acoustic Studies With Automotive Applications, University of Pitesti, Romania, November 24-25, 2011.
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Conference paper (other academic/artistic)abstract
- From November 2012 all passenger car tyres, light truck tyres and heavy duty vehicle tyres sold on the aftermarket in the European Union must have a label classifying the external rolling noise, the fuel efficiency, and the wet grip. This regulation puts a focus on optimisation of the tyre de- sign with respect to all these parameters at once. Up to today these three parameters have been treated rather independently. There is little to no detailed information available on the relationship between rolling noise generation, rolling resistance, and grip of car tyres besides empirical data based on measurements. Today, simulation models that can simulate all these effects at once have just started to emerge. This paper gives a brief presentation of the past and the most resent develop- ment of numerical tyre/road interaction models with focus on external noise, rolling resistance, and grip. Today, the simulation models can be used to gain fundamental knowledge about the tyre/road interaction process and the resulting noise, rolling resistance, and grip. Models for combined opti- misation of rolling resistance and noise emissions exists, and are just about to be used in preliminary investigations. Models that in addition give results for grip are still under development.
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| 9. |
- Andersson, Patrik U, 1970, et al.
(author)
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Isotope exchange and structural rearrangements in reactions between size-selected ionic water clusters, H3O+(H2O)n and NH4+(H2O)n, and D2O
- 2008
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In: Phys.Chem.Chem.Phys. - : Royal Society of Chemistry (RSC). ; 10, s. 6127-6134
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Journal article (peer-reviewed)abstract
- Hydrogen/deuterium exchange in reactions of H3O+(H2O)n and NH4+(H2O)n (1 n 30) with D2O has been studied experimentally at center-of-mass collisions energies of 0.2 eV. For a given cluster size, the cross-sections for H3O+(H2O)n and NH4+(H2O)n are similar, indicating a structural resemblance and energetics of binding. For protonated pure water clusters, H3O+(H2O)n, reacting with D2O the main H/D exchange mechanism is found to be proton catalyzed. In addition the H/D scrambling becomes close to statistically randomized for the larger clusters. For NH4+(H2O)n clusters reacting with D2O, the main mechanism is a D2O/H2O swap reaction. The lifetimes of H3O+(H2O)n clusters have been estimated using RRKM theory and a plateau in lifetime vs. cluster size is found already at n = 10.
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| 10. |
- Bergström, Per, 1981-, et al.
(author)
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Automatic in-line inspection of shape based on photogrammetry
- 2016
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In: The 7th International Swedish Production Symposium, SPS16, Conference Proceedings. - Lund : Swedish Production Academy. ; , s. 1-9
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Conference paper (peer-reviewed)abstract
- We are describing a fully automatic in-line shape inspection system for controlling the shape of moving objects on a conveyor belt. The shapes of the objects are measured using a full-field optical shape measurement method based on photogrammetry. The photogrammetry system consists of four cameras, a flash, and a triggering device. When an object to be measured arrives at a given position relative to the system, the flash and cameras are synchronously triggered to capture images of the moving object.From the captured images a point-cloud representing the measured shape is created. The point-cloud is then aligned to a CAD-model, which defines the nominal shape of the measured object, using a best-fit method and a feature-based alignment method. Deviations between the point-cloud and the CAD-model are computed giving the output of the inspection process. The computational time to create a point-cloud from the captured images is about 30 seconds and the computational time for the comparison with the CAD-model is about ten milliseconds. We report on recent progress with the shape inspection system.
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