The Lie-algebraic approach has been applied to solve the bond pricing problem in single-factor interest rate models. Four of the popular single-factor models, namely, the Vasicek model, Cox-Ingersoll-Ross model, double square-root model, and Ahn-Gao model, are investigated. By exploiting the dynamical symmetry of their bond pricing equations, analytical closed-form pricing formulae can be deriv...

INTRODUCTION Many epidemiological methods for analysing follow-up studies require the calculation of rates based on accumulating person-time and events, stratified by various factors. Managing this stratification and accumulation is often the most difficult aspect of this type of analysis. TUTORIAL We provide a tutorial on accumulating person-time and events, stratified by various factors i.e...

Background: Finding the most appropriate regression model for survival data in cancer casesin order to determine prognosis is an important issue in medical research. Here we compare Cox and parametric regression models regarding survival of children with acute leukemia in southern Iran. Methods: In a retrospective cohort study, information for 197 children with acute leukemia over 6 years was c...

BACKGROUND Aspirin has been considered to be beneficial in preventing cardiovascular diseases and cancer. Several pharmaco-epidemiology cohort studies have shown protective effects of aspirin on diseases using various statistical methods, with the Cox regression model being the most commonly used approach. However, there are some inherent limitations to the conventional Cox regression approach ...

This paper proposes an analytical approximation to price exotic options within a stochastic volatility framework. Assuming a general mean reverting process for the underlying asset and a square-root process for the volatility, we derive an approximation for option prices using a Taylor expansion around two average defined volatilities. The moments of the average volatilities are computed analyt...

In this paper, we develop a Bayesian approach to estimate a Cox proportional hazards model that allows a threshold in the regression coefficient, when some fraction of subjects are not susceptible to the event of interest. A data augmentation scheme with latent binary cure indicators is adopted to simplify the Markov chain Monte Carlo implementation. Given the binary cure indicators, the Cox cu...

Design of selective cyclooxygenase-2 (COX-2) inhibitors is still a challenging task because of active site similarities between COX isoenzymes. To help with this issue, we tried to generate a 3D-QSAR (3 dimensional quantitative structure activity relationship) model that might reflect the essential features of COX-2 active sites. Compounds in a series of resveratrol derivatives inhibitors with ...

Introduction: Neuropathy is a common complication of diabetes that can cause disability in diabetic patients. The aim of this study was to determine of affective factors in the Event Time of Neuropathy in type 2 diabetes using Cox proportional hazards model. Materials and Methods: This study included 371 patients with type II diabetes without neuropathy who were registered at Fereydunshahr diab...

MOTIVATION For the past few decades, many statistical methods in genome-wide association studies (GWAS) have been developed to identify SNP-SNP interactions for case-control studies. However, there has been less work for prospective cohort studies, involving the survival time. Recently, Gui et al. (2011) proposed a novel method, called Surv-MDR, for detecting gene-gene interactions associated w...

MOTIVATION An important application of microarray technology is to predict various clinical phenotypes based on the gene expression profile. Success has been demonstrated in molecular classification of cancer in which different types of cancer serve as categorical outcome variable. However, there has been less research in linking gene expression profile to censored survival outcome such as pati...