conclusions the use of smoothing methods helps us to eliminate non-linear effects but it is more appropriate to use cox proportional hazards model in medical data because of its’ ease of interpretation and capability of modeling both continuous and discrete covariates. also, cox proportional hazards model and smoothing methods analysis identified that age at diagnosis and tumor size were indepe...

Background: In many studies, Cox regression was used to assess the important factors that affect the survival of cancer patients based on demographic and clinical variables. The aim of this study was to determine the factors affecting the survival of patients with Hodgkin's lymphoma using the random survival forest (RSF) method and compare it with the Cox model. Methods: In this retrospective ...

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 ...

In this paper we are interested in term structure models for pricing zero coupon bonds under rapidly oscillating stochastic volatility. We analyze solutions to the generalized Cox–Ingersoll-Ross two factors model describing clustering of interest rate volatilities. The main goal is to derive an asymptotic expansion of the bond price with respect to a singular parameter representing the fast sca...

JOSEPH F. Ross, M.D., Editor

Instructional design models provide for a systematic approach of implementing the instructional design process for a specific educational initiative (Morrison, Ross, & Kemp, 2004). This paper will briefly describe the purpose and what instructional models are followed by process of three selected models: (a) the Dick and Carey systems approach; (b) Morrison, Ross and Kemp model (also known as t...

We solve a Dixit and Pindyck type irreversible investment problem in continuous time under the assumption that the project value follows a Cox–Ingersoll–Ross process. This setup works well for modeling foreign direct investment in the framework of real options, when the exchange rate is uncertain and the project value fixed in a foreign currency. We indicate how the solution qualitatively diffe...

JOSEPH F. Ross, M.D. , Editor

In this paper, we show how to calculate the price of zerocoupon bonds for many Gaussian and Lévy one-factor and multi-factor models of r(t) using change of time method. These models include, in particular, Ornshtein-Uhlenbeck (1930), Vasicek (1977), Cox-Ingersoll-Ross (1985), continuous-time GARCH, Ho-Lee (1986), Hull-White (1990) and HeathJarrrow-Morton (1992) models and their various combinat...