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Search Results: 1 - 10 of 192304 matches for " Jeanne D. Johansen "
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Associations of Filaggrin Gene Loss-of-Function Variants and Human Papillomavirus-Related Cancer and Pre-Cancer in Danish Adults
Tea Skaaby, Lise Lotte N. Husemoen, Torben J?rgensen, Jeanne D. Johansen, Torkil Menné, Pal B. Szecsi, Steen Stender, Peter Bager, Jacob P. Thyssen, Allan Linneberg
PLOS ONE , 2014, DOI: 10.1371/journal.pone.0099437
Abstract: Purpose Filaggrin proteins are expressed in the skin, oral cavity, oesophagus, and cervical mucose. Loss-of-function mutations in the filaggrin gene (FLG) reduce filaggrin expression and cause an impaired skin barrier function. We hypothesized that FLG mutation carriers would be more susceptible to human papillomavirus (HPV) infection and thus a higher risk of HPV-related cancer and pre-cancer. We investigated the association of the FLG genotype with incidence of HPV-related cancer of cervix, vagina, vulva, penis, anus and head and neck, and pre-cancer of the cervix. Methods We included 13,376 persons from four population-based studies conducted in the same background population in Copenhagen, Denmark. Participants were genotyped for the most common FLG mutations in Europeans. Information on cancer was obtained from The Danish Cancer Registry until 11 July 2011. Results There were 489 cases of prevalent and 97 cases of incident HPV-related cancer and pre-cancer (median follow-up 11.5 years). There was a statistically significant association between FLG genotype and incident HPV-related cancer and pre-cancer with a hazard ratio, HR = 2.1 (95% confidence intervals, CI: 1.2, 3.7) for FLG mutation carriers vs. wild types. Conclusions FLG loss-of-function mutations were associated with higher incidence of HPV-related cancers and pre-cancers that are potentially screening and vaccine preventable.
Chronic hand eczema - self-management and prognosis: a study protocol for a randomised clinical trial
Annette Mollerup, Niels Kren Veien, Jeanne Duus Johansen
BMC Dermatology , 2012, DOI: 10.1186/1471-5945-12-6
Abstract: This paper describes the design of a randomised clinical trial to test a newly developed intervention of individual counselling versus conventional information. 300 patients consecutively referred to dermatologic treatment at two different settings are individually randomised to either the intervention programme, named ‘The Healthy Skin Clinic’ or to the control group. Block-wise randomisation according to setting and gender is carried out.The intervention offers a tool for self-monitoring; basic and specific individual counselling; the possibility of asynchronous communication with the intervention team; and an electronic patient dialogue forum. Primary outcome variable is objective assessment of the hand eczema severity performed at baseline prior to randomisation, and repeated at six months follow-up. Secondary outcome variables are dermatology related life quality and perceived global burden of disease.The trial aims at evaluating a newly developed guidance programme which is expected to support self-management of patients referred to dermatology treatment due to chronic hand eczema. The design of the protocol is pragmatic with blinding of neither participants nor the investigator. Thus, in the interpretation of the results, the investigator takes into account effects that may be attributed to actors of the interventions rather than the intervention per se as well of potential observer bias. Inclusion criterions are wide in order to increase transferability of the results.The trial is registered in ClinicalTrials.Gov with registration number NCT01482663.
Stock market crashes are outliers
A. Johansen,D. Sornette
Physics , 1997, DOI: 10.1007/s100510050163
Abstract: We call attention against what seems to a widely held misconception according to which large crashes are the largest events of distributions of price variations with fat tails. We demonstrate on the Dow Jones Industrial index that with high probability the three largest crashes in this century are outliers. This result supports suggestion that large crashes result from specific amplification processes that might lead to observable pre-cursory signatures.
Evidence of discrete scale invariance in DLA and time-to-failure by canonical averaging
A. Johansen,D. Sornette
Physics , 1998, DOI: 10.1142/S0129183198000339
Abstract: Discrete scale invariance, which corresponds to a partial breaking of the scaling symmetry, is reflected in the existence of a hierarchy of characteristic scales l0, c l0, c^2 l0,... where c is a preferred scaling ratio and l0 a microscopic cut-off. Signatures of discrete scale invariance have recently been found in a variety of systems ranging from rupture, earthquakes, Laplacian growth phenomena, ``animals'' in percolation to financial market crashes. We believe it to be a quite general, albeit subtle phenomenon. Indeed, the practical problem in uncovering an underlying discrete scale invariance is that standard ensemble averaging procedures destroy it as if it was pure noise. This is due to the fact, that while c only depends on the underlying physics, l0 on the contrary is realisation-dependent. Here, we adapt and implement a novel so-called ``canonical'' averaging scheme which re-sets the l0 of different realizations to approximately the same value. The method is based on the determination of a realization-dependent effective critical point obtained from, e.g., a maximum susceptibility criterion. We demonstrate the method on diffusion limited aggregation and a model of rupture.
Endogenous versus Exogenous Crashes in Financial Markets
A. Johansen,D. Sornette
Quantitative Finance , 2002,
Abstract: We perform an extended analysis of the distribution of drawdowns in the two leading exchange markets (US dollar against the Deutsmark and against the Yen), in the major world stock markets, in the U.S. and Japanese bond market and in the gold market, by introducing the concept of ``coarse-grained drawdowns,'' which allows for a certain degree of fuzziness in the definition of cumulative losses and improves on the statistics of our previous results on the existence of ``outliers'' or ``kings.'' Then, for each identified outlier, we check whether log-periodic power law signatures (LPPS) are present and take the existence of LPPS as the qualifying signature for an endogenous crash: this is because a drawdown outlier is seen as the end of a speculative unsustainable accelerating bubble generated endogenously. In the absence of LPPS, we are able to identify what seems to have been the relevant historical event, i.e., a new piece of information of such magnitude and impact that it is seems reasonable to attribute the crash to it, in agreement with the standard view of the efficient market hypothesis. Such drawdown outliers are classified as having an exogenous origin. Globally over all the markets analyzed, we identify 49 outliers, of which 25 are classified as endogenous, 22 as exogeneous and 2 as associated with the Japanese anti-bubble. Restricting to the world market indices, we find 31 outliers, of which 19 are endogenous, 10 are exogenous and 2 are associated with the Japanese anti-bubble. The combination of the two proposed detection techniques, one for drawdown outliers and the second for LPPS, provides a novel and systematic taxonomy of crashes further subtantiating the importance of LPPS.
Financial ``Anti-Bubbles'': Log-Periodicity in Gold and Nikkei collapses
A. Johansen,D. Sornette
Quantitative Finance , 1999, DOI: 10.1142/S0129183199000437
Abstract: We propose that imitation between traders and their herding behaviour not only lead to speculative bubbles with accelerating over-valuations of financial markets possibly followed by crashes, but also to ``anti-bubbles'' with decelerating market devaluations following all-time highs. For this, we propose a simple market dynamics model in which the demand decreases slowly with barriers that progressively quench in, leading to a power law decay of the market price decorated by decelerating log-periodic oscillations. We document this behaviour on the Japanese Nikkei stock index from 1990 to present and on the Gold future prices after 1980, both after their all-time highs. We perform simultaneously a parametric and non-parametric analysis that are fully consistent with each other. We extend the parametric approach to the next order of perturbation, comparing the log-periodic fits with one, two and three log-frequencies, the latter one providing a prediction for the general trend in the coming years. The non-parametric power spectrum analysis shows the existence of log-periodicity with high statistical significance, with a prefered scale ratio of $\lambda \approx 3.5$ for the Nikkei index $\lambda \approx 1.9$ for the Gold future prices, comparable to the values obtained for speculative bubbles leading to crashes.
Significance of log-periodic precursors to financial crashes
D. Sornette,A. Johansen
Quantitative Finance , 2001,
Abstract: We clarify the status of log-periodicity associated with speculative bubbles preceding financial crashes. In particular, we address Feigenbaum's [2001] criticism and show how it can be rebuked. Feigenbaum's main result is as follows: ``the hypothesis that the log-periodic component is present in the data cannot be rejected at the 95% confidence level when using all the data prior to the 1987 crash; however, it can be rejected by removing the last year of data.'' (e.g., by removing 15% of the data closest to the critical point). We stress that it is naive to analyze a critical point phenomenon, i.e., a power law divergence, reliably by removing the most important part of the data closest to the critical point. We also present the history of log-periodicity in the present context explaining its essential features and why it may be important. We offer an extension of the rational expectation bubble model for general and arbitrary risk-aversion within the general stochastic discount factor theory. We suggest guidelines for using log-periodicity and explain how to develop and interpret statistical tests of log-periodicity. We discuss the issue of prediction based on our results and the evidence of outliers in the distribution of drawdowns. New statistical tests demonstrate that the 1% to 10% quantile of the largest events of the population of drawdowns of the Nasdaq composite index and of the Dow Jones Industrial Average index belong to a distribution significantly different from the rest of the population. This suggests that very large drawdowns result from an amplification mechanism that may make them more predictable than smaller market moves.
Vitamin D Status, Filaggrin Genotype, and Cardiovascular Risk Factors: A Mendelian Randomization Approach
Tea Skaaby, Lise Lotte Nystrup Husemoen, Torben Martinussen, Jacob P. Thyssen, Michael Melgaard, Betina Heinsb?k Thuesen, Charlotta Pisinger, Torben J?rgensen, Jeanne D. Johansen, Torkil Menné, Berit Carlsen, Pal B. Szecsi, Steen Stender, Runa Vavia Fenger, Mogens Fenger, Allan Linneberg
PLOS ONE , 2013, DOI: 10.1371/journal.pone.0057647
Abstract: Background Vitamin D deficiency is associated with increased cardiovascular disease risk in observational studies. Whether these associations are causal is not clear. Loss-of-function mutations in the filaggrin gene result in up to 10% higher serum vitamin D concentrations, supposedly due to a decreased UV-protection of the keratinocytes. We used a Mendelian randomization approach to estimate the causal effect of vitamin D status on serum lipids, blood pressure, body mass index, waist circumference, and the metabolic syndrome. Methods Three population based studies were included, Monica10 (2,656 individuals aged 40–71 years), Inter99 (6,784 individuals aged 30–60 years), and Health2006 (3,471 individuals aged 18–69 years) conducted in 1993–94, 1999–2001, and 2006–2008, respectively. Participants were genotyped for the two most common filaggrin gene mutations in European descendants R501X and 2282del4, in all three studies and further for the R2447X mutation in the Inter99 and Health2006 studies. Filaggrin genotype was used as instrumental variable for vitamin D status. Baseline measurements of serum 25-hydroxyvitamin D were performed in all three studies. Results Instrumental variable analyses showed a 23.8% (95% confidence interval, CI 3.0, 48.6) higher HDL cholesterol level and a 30.5% (95% CI: 0.8, 51.3) lower serum level of triglycerides per doubling of vitamin D. These associations were, however, not statistically significant when applying the Bonferroni adjusted significance level. The remaining lipids showed non-significant changes in a favorable direction. Doubling of vitamin D gave a non-significantly lower odds ratio = 0.26 (95% CI: 0.06, 1.17) of the metabolic syndrome. There were no statistically significant causal effects of vitamin D status on blood pressure, body mass index, or waist circumference. Conclusion Our results support a causal effect of higher vitamin D status on a more favorable lipid profile, although more studies in other populations are needed to confirm our results.
Prevention of Diabetes in NOD Mice by Repeated Exposures to a Contact Allergen Inducing a Sub-Clinical Dermatitis
Kaare Engkilde,Karsten Buschard,Axel Kornerup Hansen,Torkil Menné,Jeanne Duus Johansen
PLOS ONE , 2012, DOI: 10.1371/journal.pone.0010591
Abstract: Type 1 diabetes is an autoimmune disease, while allergic contact dermatitis although immune mediated, is considered an exposure driven disease that develops due to epicutanous contact with reactive low-molecular chemicals. The objective of the present study was to experimentally study the effect of contact allergens on the development of diabetes in NOD mice. As the link between contact allergy and diabetes is yet unexplained we also examined the effect of provocation with allergens on Natural Killer T (NKT) cells, since involvement of NKT cells could suggest an innate connection between the two diseases.
A higher-order finite-volume discretization method for Poisson's equation in cut cell geometries
D. Devendran,D. T. Graves,H. Johansen
Mathematics , 2014,
Abstract: We present a method for generating higher-order finite volume discretizations for Poisson's equation on Cartesian cut cell grids in two and three dimensions. The discretization is in flux-divergence form, and stencils for the flux are computed by solving small weighted least-squares linear systems. Weights are the key in generating a stable discretization. We apply the method to solve Poisson's equation on a variety of geometries, and we demonstrate that the method can achieve second and fourth order accuracy in both truncation and solution error for these examples. We also show that the Laplacian operator has only stable eigenvalues for each of these examples.
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