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Probing microscopic origins of confined subdiffusion by first-passage observables
Subdiffusive motion of tracer particles in complex crowded environments, such as biological cells, has been shown to be widespread. This deviation from Brownian motion is usually characterized by a sublinear time dependence of the mean square displacement (MSD). However, subdiffusive behavior can stem from different microscopic scenarios that cannot be identified solely by the MSD data. In this article we present a theoretical framework that permits the analytical calculation of first-passage observables (mean first-passage times, splitting probabilities, and occupation times distributions) in disordered media in any dimensions. This analysis is applied to two representative microscopic models of subdiffusion: continuous-time random walks with heavy tailed waiting times and diffusion on fractals. Our results show that first-passage observables provide tools to unambiguously discriminate between the two possible microscopic scenarios of subdiffusion. Moreover, we suggest experiments based on first-passage observables that could help in determining the origin of subdiffusion in complex media, such as living cells, and discuss the implications of anomalous transport to reaction kinetics in cells.
Journal Article
Operational Risk Modeling in Financial Services
Transform your approach to oprisk modelling with a proven, non-statistical methodology Operational Risk Modeling in Financial Services provides risk professionals with a forward-looking approach to risk modelling, based on structured management judgement over obsolete statistical methods. Proven over a decade’s use in significant banks and financial services firms in Europe and the US, the Exposure, Occurrence, Impact (XOI) method of operational risk modelling played an instrumental role in reshaping their oprisk modelling approaches; in this book, the expert team that developed this methodology offers practical, in-depth guidance on XOI use and applications for a variety of major risks. The Basel Committee has dismissed statistical approaches to risk modelling, leaving regulators and practitioners searching for the next generation of oprisk quantification. The XOI method is ideally suited to fulfil this need, as a calculated, coordinated, consistent approach designed to bridge the gap between risk quantification and risk management. This book details the XOI framework and provides essential guidance for practitioners looking to change the oprisk modelling paradigm. Survey the range of current practices in operational risk analysis and modelling Track recent regulatory trends including capital modelling, stress testing and more Understand the XOI oprisk modelling method, and transition away from statistical approaches Apply XOI to major operational risks, such as disasters, fraud, conduct, legal and cyber risk The financial services industry is in dire need of a new standard — a proven, transformational approach to operational risk that eliminates or mitigates the common issues with traditional approaches. Operational Risk Modeling in Financial Services provides practical, real-world guidance toward a more reliable methodology, shifting the conversation toward the future with a new kind of oprisk modelling.
eBook
Long-term implant failure in patients treated for oral cancer by external radiotherapy: a retrospective monocentric study
Introduction: The placement of dental implants in irradiated bone has allowed functional rehabilitation for many oral cancer patients. Nonetheless, there is only few data about implant failure in irradiated tissues and their consequences. This retrospective study aims to highlight the rate and circumstances of implant failure. Material and method: Patients treated with external radiotherapy for oral carcinoma and who received dental implants were included. Patients reconstructed with free bone flaps were excluded. Results: Eighteen patients were included. Forty implants were placed between 2004 and 2007, 8 failed, of whom one osteoradionecrosis was observed. Time interval between radiotherapy and implantation was 44.6 (6–182) months. Mean dose was 51.8 (50–66) Gy. Discussion: In the series, the implant failure rate is 20%, which corroborates the literature's data. Failures occur more often for doses over 50 Gy. The placement of dental implant in irradiated bone leads to soft tissue complications but also increases the risk of osteoradionecrosis. The recent reimbursement of dental implants in oral cancer patients by the National Social Health system will probably increase the indications. Multidisciplinary staffs should be aware of benefit/risk ratio for each patient.
Journal Article
Operational risk modeling in financial services
Transform your approach to oprisk modelling with a proven, non-statistical methodology Operational Risk Modeling in Financial Services provides risk professionals with a forward-looking approach to risk modelling, based on structured management judgement over obsolete statistical methods.
eBook
First-passage times in complex scale-invariant media
How long does it take a random walker to reach a given target point? This quantity, known as a first-passage time (FPT), has led to a growing number of theoretical investigations over the past decade. The importance of FPTs originates from the crucial role played by first encounter properties in various real situations, including transport in disordered media, neuron firing dynamics, spreading of diseases or target search processes. Most methods of determining FPT properties in confining domains have been limited to effectively one-dimensional geometries, or to higher spatial dimensions only in homogeneous media. Here we develop a general theory that allows accurate evaluation of the mean FPT in complex media. Our analytical approach provides a universal scaling dependence of the mean FPT on both the volume of the confining domain and the source-target distance. The analysis is applicable to a broad range of stochastic processes characterized by length-scale-invariant properties. Our theoretical predictions are confirmed by numerical simulations for several representative models of disordered media, fractals, anomalous diffusion and scale-free networks.
Journal Article
Definition and Scope of Operational Risk
This chapter analyses existing risk taxonomies to try to get a reasonable definition and scope of operational risks. The three components proposed in the ISO definition of risk can help to envision the axes that could be used for taxonomies: taxonomies based on the nature of the objective/effect variable; taxonomies based on the nature of resources used to reach the objectives, or on the nature of the events that can harm these resources; and taxonomies based on the nature of the uncertainty. In addition, there can also be a combination or a refinement of one of the three dimensions. Revenue and profit are the most straightforward financial objectives, but stability of revenue, or geographic balance of revenue, can also be part of the objectives. Resources can be categorized as strategic, tactical, and execution. The chapter also briefly looks at the Basel definition of operational risk, as proposed by the Bank for International Settlement.
Book Chapter
A Scenario in Internal Fraud
Employees having access to specific functions could potentially perpetrate a fraud in their domain. Traders can take unauthorized positions to cover past losses, or even create fictitious positions to accumulate profit. This chapter analyses in more detail the “Rogue Trading” scenario. The history of Rogue Trading cases goes back to the nineties with the Baring's case, and significant cases are publicly disclosed on a regular basis. The chapter lists the most significant cases from 1995. The fact that rogue trading activities can also lead to a profit suggests that some major cases may not have been disclosed. This eXposure, Occurrence, Impact (XOI) scenario is a stylized representation of the recent cases of rogue trading. The calculation of the potential loss uses some typical market risk assumptions. Using this structured decomposition, the quantification approach is straightforward, although the quantification of some drivers will require expert judgment.
Book Chapter
Bayesian Networks for Risk Measurement
This chapter uses a nonfinancial example to illustrate the application of Bayesian networks for risk management. It considers a risk manager addressing the road accident risk for the company's truck fleet. He wants to represent the three parameters (exposure, occurrence, and impact) of this risk using a Bayesian network. Using the distance covered as a measure of exposure is only acceptable because people will analyse further the risk for each individual kilometer. The chapter examines whether this kilometer is covered by an experienced driver, on a freeway or on a minor road, and so on. Introducing a dependency in a Bayesian network should be considered only if one can quantify it. The chapter shows the Bayesian network for the truck fleet risk, augmented with “monitor windows\", that is, distribution windows. Inference in a Bayesian network is simply using the Bayes theorem.
Book Chapter