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- All Subjects: Seizure
- Genre: Doctoral Dissertation
Description
One necessary condition for the two-pass risk premium estimator to be consistent and asymptotically normal is that the rank of the beta matrix in a proposed linear asset pricing model is full column. I first investigate the asymptotic properties of the risk premium estimators and the related t-test and Wald test statistics when the full rank condition fails. I show that the beta risk of useless factors or multiple proxy factors for a true factor are priced more often than they should be at the nominal size in the asset pricing models omitting some true factors. While under the null hypothesis that the risk premiums of the true factors are equal to zero, the beta risk of the true factors are priced less often than the nominal size. The simulation results are consistent with the theoretical findings. Hence, the factor selection in a proposed factor model should not be made solely based on their estimated risk premiums. In response to this problem, I propose an alternative estimation of the underlying factor structure. Specifically, I propose to use the linear combination of factors weighted by the eigenvectors of the inner product of estimated beta matrix. I further propose a new method to estimate the rank of the beta matrix in a factor model. For this method, the idiosyncratic components of asset returns are allowed to be correlated both over different cross-sectional units and over different time periods. The estimator I propose is easy to use because it is computed with the eigenvalues of the inner product of an estimated beta matrix. Simulation results show that the proposed method works well even in small samples. The analysis of US individual stock returns suggests that there are six common risk factors in US individual stock returns among the thirteen factor candidates used. The analysis of portfolio returns reveals that the estimated number of common factors changes depending on how the portfolios are constructed. The number of risk sources found from the analysis of portfolio returns is generally smaller than the number found in individual stock returns.
ContributorsWang, Na (Author) / Ahn, Seung C. (Thesis advisor) / Kallberg, Jarl G. (Committee member) / Liu, Crocker H. (Committee member) / Arizona State University (Publisher)
Created2011
Description
From time immemorial, epilepsy has persisted to be one of the greatest impediments to human life for those stricken by it. As the fourth most common neurological disorder, epilepsy causes paroxysmal electrical discharges in the brain that manifest as seizures. Seizures have the effect of debilitating patients on a physical and psychological level. Although not lethal by themselves, they can bring about total disruption in consciousness which can, in hazardous conditions, lead to fatality. Roughly 1\% of the world population suffer from epilepsy and another 30 to 50 new cases per 100,000 increase the number of affected annually. Controlling seizures in epileptic patients has therefore become a great medical and, in recent years, engineering challenge.
In this study, the conditions of human seizures are recreated in an animal model of temporal lobe epilepsy. The rodents used in this study are chemically induced to become chronically epileptic. Their Electroencephalogram (EEG) data is then recorded and analyzed to detect and predict seizures; with the ultimate goal being the control and complete suppression of seizures.
Two methods, the maximum Lyapunov exponent and the Generalized Partial Directed Coherence (GPDC), are applied on EEG data to extract meaningful information. Their effectiveness have been reported in the literature for the purpose of prediction of seizures and seizure focus localization. This study integrates these measures, through some modifications, to robustly detect seizures and separately find precursors to them and in consequence provide stimulation to the epileptic brain of rats in order to suppress seizures. Additionally open-loop stimulation with biphasic currents of various pairs of sites in differing lengths of time have helped us create control efficacy maps. While GPDC tells us about the possible location of the focus, control efficacy maps tells us how effective stimulating a certain pair of sites will be.
The results from computations performed on the data are presented and the feasibility of the control problem is discussed. The results show a new reliable means of seizure detection even in the presence of artifacts in the data. The seizure precursors provide a means of prediction, in the order of tens of minutes, prior to seizures. Closed loop stimulation experiments based on these precursors and control efficacy maps on the epileptic animals show a maximum reduction of seizure frequency by 24.26\% in one animal and reduction of length of seizures by 51.77\% in another. Thus, through this study it was shown that the implementation of the methods can ameliorate seizures in an epileptic patient. It is expected that the new knowledge and experimental techniques will provide a guide for future research in an effort to ultimately eliminate seizures in epileptic patients.
In this study, the conditions of human seizures are recreated in an animal model of temporal lobe epilepsy. The rodents used in this study are chemically induced to become chronically epileptic. Their Electroencephalogram (EEG) data is then recorded and analyzed to detect and predict seizures; with the ultimate goal being the control and complete suppression of seizures.
Two methods, the maximum Lyapunov exponent and the Generalized Partial Directed Coherence (GPDC), are applied on EEG data to extract meaningful information. Their effectiveness have been reported in the literature for the purpose of prediction of seizures and seizure focus localization. This study integrates these measures, through some modifications, to robustly detect seizures and separately find precursors to them and in consequence provide stimulation to the epileptic brain of rats in order to suppress seizures. Additionally open-loop stimulation with biphasic currents of various pairs of sites in differing lengths of time have helped us create control efficacy maps. While GPDC tells us about the possible location of the focus, control efficacy maps tells us how effective stimulating a certain pair of sites will be.
The results from computations performed on the data are presented and the feasibility of the control problem is discussed. The results show a new reliable means of seizure detection even in the presence of artifacts in the data. The seizure precursors provide a means of prediction, in the order of tens of minutes, prior to seizures. Closed loop stimulation experiments based on these precursors and control efficacy maps on the epileptic animals show a maximum reduction of seizure frequency by 24.26\% in one animal and reduction of length of seizures by 51.77\% in another. Thus, through this study it was shown that the implementation of the methods can ameliorate seizures in an epileptic patient. It is expected that the new knowledge and experimental techniques will provide a guide for future research in an effort to ultimately eliminate seizures in epileptic patients.
ContributorsShafique, Md Ashfaque Bin (Author) / Tsakalis, Konstantinos (Thesis advisor) / Rodriguez, Armando (Committee member) / Muthuswamy, Jitendran (Committee member) / Spanias, Andreas (Committee member) / Arizona State University (Publisher)
Created2016