List of sectors/companies.
\\n\\n
IntechOpen was founded by scientists, for scientists, in order to make book publishing accessible around the globe. Over the last two decades, this has driven Open Access (OA) book publishing whilst levelling the playing field for global academics. Through our innovative publishing model and the support of the research community, we have now published over 5,700 Open Access books and are visited online by over three million academics every month. These researchers are increasingly working in broad technology-based subjects, driving multidisciplinary academic endeavours into human health, environment, and technology.
\\n\\nBy listening to our community, and in order to serve these rapidly growing areas which lie at the core of IntechOpen's expertise, we are launching a portfolio of Open Science journals:
\\n\\nAll three journals will publish under an Open Access model and embrace Open Science policies to help support the changing needs of academics in these fast-moving research areas. There will be direct links to preprint servers and data repositories, allowing full reproducibility and rapid dissemination of published papers to help accelerate the pace of research. Each journal has renowned Editors in Chief who will work alongside a global Editorial Board, delivering robust single-blind peer review. Supported by our internal editorial teams, this will ensure our authors will receive a quick, user-friendly, and personalised publishing experience.
\\n\\n"By launching our journals portfolio we are introducing new, dedicated homes for interdisciplinary technology-focused researchers to publish their work, whilst embracing Open Science and creating a unique global home for academics to disseminate their work. We are taking a leap toward Open Science continuing and expanding our fundamental commitment to openly sharing scientific research across the world, making it available for the benefit of all." Dr. Sara Uhac, IntechOpen CEO
\\n\\n"Our aim is to promote and create better science for a better world by increasing access to information and the latest scientific developments to all scientists, innovators, entrepreneurs and students and give them the opportunity to learn, observe and contribute to knowledge creation. Open Science promotes a swifter path from research to innovation to produce new products and services." Alex Lazinica, IntechOpen founder
\\n\\nIn conclusion, Natalia Reinic Babic, Head of Journal Publishing and Open Science at IntechOpen adds:
\\n\\n“On behalf of the journal team I’d like to thank all our Editors in Chief, Editorial Boards, internal supporting teams, and our scientific community for their continuous support in making this portfolio a reality - we couldn’t have done it without you! With your support in place, we are confident these journals will become as impactful and successful as our book publishing program and bring us closer to a more open (science) future.”
\\n\\nWe invite you to visit the journals homepage and learn more about the journal’s Editorial Boards, scope and vision as all three journals are now open for submissions.
\\n\\nFeel free to share this news on social media and help us mark this memorable moment!
\\n\\n\\n"}]',published:!0,mainMedia:{caption:"",originalUrl:"/media/original/237"}},components:[{type:"htmlEditorComponent",content:'
After years of being acknowledged as the world's leading publisher of Open Access books, today, we are proud to announce we’ve successfully launched a portfolio of Open Science journals covering rapidly expanding areas of interdisciplinary research.
\n\n\n\nIntechOpen was founded by scientists, for scientists, in order to make book publishing accessible around the globe. Over the last two decades, this has driven Open Access (OA) book publishing whilst levelling the playing field for global academics. Through our innovative publishing model and the support of the research community, we have now published over 5,700 Open Access books and are visited online by over three million academics every month. These researchers are increasingly working in broad technology-based subjects, driving multidisciplinary academic endeavours into human health, environment, and technology.
\n\nBy listening to our community, and in order to serve these rapidly growing areas which lie at the core of IntechOpen's expertise, we are launching a portfolio of Open Science journals:
\n\nAll three journals will publish under an Open Access model and embrace Open Science policies to help support the changing needs of academics in these fast-moving research areas. There will be direct links to preprint servers and data repositories, allowing full reproducibility and rapid dissemination of published papers to help accelerate the pace of research. Each journal has renowned Editors in Chief who will work alongside a global Editorial Board, delivering robust single-blind peer review. Supported by our internal editorial teams, this will ensure our authors will receive a quick, user-friendly, and personalised publishing experience.
\n\n"By launching our journals portfolio we are introducing new, dedicated homes for interdisciplinary technology-focused researchers to publish their work, whilst embracing Open Science and creating a unique global home for academics to disseminate their work. We are taking a leap toward Open Science continuing and expanding our fundamental commitment to openly sharing scientific research across the world, making it available for the benefit of all." Dr. Sara Uhac, IntechOpen CEO
\n\n"Our aim is to promote and create better science for a better world by increasing access to information and the latest scientific developments to all scientists, innovators, entrepreneurs and students and give them the opportunity to learn, observe and contribute to knowledge creation. Open Science promotes a swifter path from research to innovation to produce new products and services." Alex Lazinica, IntechOpen founder
\n\nIn conclusion, Natalia Reinic Babic, Head of Journal Publishing and Open Science at IntechOpen adds:
\n\n“On behalf of the journal team I’d like to thank all our Editors in Chief, Editorial Boards, internal supporting teams, and our scientific community for their continuous support in making this portfolio a reality - we couldn’t have done it without you! With your support in place, we are confident these journals will become as impactful and successful as our book publishing program and bring us closer to a more open (science) future.”
\n\nWe invite you to visit the journals homepage and learn more about the journal’s Editorial Boards, scope and vision as all three journals are now open for submissions.
\n\nFeel free to share this news on social media and help us mark this memorable moment!
\n\n\n'}],latestNews:[{slug:"webinar-introduction-to-open-science-wednesday-18-may-1-pm-cest-20220518",title:"Webinar: Introduction to Open Science | Wednesday 18 May, 1 PM CEST"},{slug:"step-in-the-right-direction-intechopen-launches-a-portfolio-of-open-science-journals-20220414",title:"Step in the Right Direction: IntechOpen Launches a Portfolio of Open Science Journals"},{slug:"let-s-meet-at-london-book-fair-5-7-april-2022-olympia-london-20220321",title:"Let’s meet at London Book Fair, 5-7 April 2022, Olympia London"},{slug:"50-books-published-as-part-of-intechopen-and-knowledge-unlatched-ku-collaboration-20220316",title:"50 Books published as part of IntechOpen and Knowledge Unlatched (KU) Collaboration"},{slug:"intechopen-joins-the-united-nations-sustainable-development-goals-publishers-compact-20221702",title:"IntechOpen joins the United Nations Sustainable Development Goals Publishers Compact"},{slug:"intechopen-signs-exclusive-representation-agreement-with-lsr-libros-servicios-y-representaciones-s-a-de-c-v-20211123",title:"IntechOpen Signs Exclusive Representation Agreement with LSR Libros Servicios y Representaciones S.A. de C.V"},{slug:"intechopen-expands-partnership-with-research4life-20211110",title:"IntechOpen Expands Partnership with Research4Life"},{slug:"introducing-intechopen-book-series-a-new-publishing-format-for-oa-books-20210915",title:"Introducing IntechOpen Book Series - A New Publishing Format for OA Books"}]},book:{item:{type:"book",id:"3321",leadTitle:null,fullTitle:"Pregnancy Thrombophilia - The Unsuspected Risk",title:"Pregnancy Thrombophilia",subtitle:"The Unsuspected Risk",reviewType:"peer-reviewed",abstract:"Learn the recent statements concerning the impact and management of mother-fetal thrombophilia, the achievement necessary for gestation complication prevention and realizing a successful pregnancy valuation. 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Mechanical axis and anatomical axis are the two alignment parameters in the lower extremity. Mechanical axis is the axis or the line of weight bearing through the bone. In the case of straight bone like the tibia, both mechanical and anatomical axes are the same. Mechanical axis of the femur is different from that of anatomical axis. The former is at 5–7° valgus to the anatomical axis (\nFigure 1\n). Mechanical tibiofemoral angle (1.3 ± 2° varus) or anatomical tibiofemoral angle (6 ± 2° valgus) can be used to denote normal knee joint alignment. Normal mechanical axis of the knee is defined as a line that passes from the centre of the hip to the centre of the ankle. Normal alignment is defined when this line passes through the centre of the knee. A line that falls towards the lateral side of the knee indicates that the lower extremity is in valgus. Varus alignment is more common in males than in females. Valgus deformity is usually defined when the anatomical tibiofemoral angle is equal to or greater than 10°. Since the weight-bearing axis of the lower limb follows the mechanical axis, a valgus alignment will increase the load in the lateral compartment of the knee. According to Paley and Tetsworth [1], the knee joint is not perpendicular to the mechanical axis of the lower limb but internally rotated at 3°.
\nThe method of measuring valgus angle at the knee.
In this chapter, let us discuss about the etiology, clinical examination, radiological examination, pre-op planning for total knee replacement, intraoperative steps and precautions to take and complications.
\nVarus or valgus malalignment has a tremendous influence on the loading of the articular surfaces of the knee. This malalignment results in an increased rate of progression of osteoarthrosis in the knee is proven in animal models. The causative factors for valgus deformity of the knee are described as many.
\nIt can be congenital or secondary to osteoarthrosis, rheumatic diseases and post-traumatic arthritis and due to an over-correction consequent to a valgus osteotomy. Valgus deformity in adults is most commonly seen in patients with inflammatory arthritis, tibial malunion, physeal arrest or tibial plateau fracture [2, 3, 4, 5, 6]. Persistence of genu valgum from childhood may exist secondary to metabolic disorders, such as rickets and renal osteodystrophy [7]. But in those patients who undergo total knee replacement, osteoarthrosis remains the most common cause.
\nThe pathologic structures which cause the valgus deformity are mainly bony and soft tissue related. Bone factors consist of lateral cartilage erosion, lateral condylar hypoplasia and metaphyseal femur and tibial plateau remodeling. Soft tissue factors include tightening of lateral structures: lateral collateral ligament, posterolateral capsule, popliteus tendon, hamstring tendons, the lateral head of the gastrocnemius and iliotibial band. Rarely, the long head of the biceps femoris is also affected. Lax medial structures (mainly MCL) can add on to the deformity. In addition, these deformities can cause tibial external rotation and to a certain extent patellar lateral subluxation [8]. All these factors in varying severity coexisting around a knee make valgus correction a challenging task during total knee replacement.
\nRanawat et al. [9] have described three grades of valgus deformity.
\nGrade I is where the deformity is less than 10° and it is not a fixed deformity. In Grade I the medial collateral ligament is intact; hence the deformity is passively correctable.
\nGrade II is featured by a range of deformity from 10 to 20°, whereas the MCL is stretched out but still functional.
\nGrade III patients have deformity more than 20°. The medial stabilizers are typically not functional, and hence it calls for a constrained implant [9, 10].
\nSince Ranawat’s classification did not take into consideration the extra-articular and multiplanar deformities, Mullaji and Shetty [11] modified it into six types:
\nType I—Correctible valgus and an intact MCL.
\nType II—Fixed valgus deformity with an intact MCL.
\nType III—Valgus and hyperextension deformity with an intact MCL.
\nType IV—Valgus and fixed flexion deformity (FFD) with an intact MCL.
\nType V—Severe valgus with a lax MCL.
\nType VI—Valgus secondary to extra-articular deformity.
\nAnother recently introduced classification system based on the bone affected and the soft tissue status is by the International Society for Technology in Arthroplasty. The JST Classification [12] of valgus knees is as follows:
\n\n
Type F1—Valgus in extension only
F1a—Intra-articular deformity, loose LCL
F1b—Extra-articular deformity, normal LCL
Type F2—Valgus in both flexion and extension: Intra-articular deformity, tight lateral collateral ligament, lateral femoral condyle hypoplasia
\n
Type T1—Intra-articular deformity, lateral tibial plateau deficiency
Type 2—Extra-articular deformity, tibial metaphyseal or shaft
From the history, the most important part is the functional disability the patient is facing and the severity of the pain. Pain, limitation of daily living activities, increasing angular deformity and worsening instability are the usual complaints. The treatment is based on the severity of the symptoms. The co-existence of other pathologies affecting joints like rheumatoid arthritis (RA) and gout has to be evaluated and treated simultaneously.
\nFirst and foremost observation while examining an end-stage degenerative knee disease is the pattern of gait. This is the best way to assess the dynamic instabilities. Due importance should be given if there is a medial thrust and recurvatum/fixed flexion deformity, the amount of deformity and its correctability. \nFigure 2\n shows the valgus deformity correctability in a varus stress test. The overall alignment should be assessed both in standing and supine positions. The range of motion (ROM) should be measured and recorded. The stability of the knee, anteroposterior laxity, range of motion, coronal and sagittal deformity, mediolateral instability, status of the extensor mechanism and patellofemoral articulation are important in the knee examination.
\nThe valgus deformity corrected with a varus stress test.
Lastly, pain due to other causes like neurovascular and lumbosacral pathologies is also to be ruled out. In fixed valgus deformity, the lateral structures are tight, and the medial ligaments are lax. So, when a standard lateral soft tissue release is done, the resulting laxity will be much more than the preoperative, and it usually requires the usage of constrained prosthesis.
\nA proper radiological evaluation for a valgus knee undergoing TKR includes weight-bearing anteroposterior, lateral, long leg standing, Rosenberg and Merchant views. Lateral views help you size the components and look for any posterior osteophytes. In case of correctable deformities, varus and valgus stress views are mandatory. The critical points to look for in these cases are the amount of bone stock, lateral distal femoral hypoplasia, posterior femoral condyle erosion, metaphyseal remodeling of proximal tibia and distal femur and the status of patella-femoral joint. Patella can be subluxed in case of severe valgus deformities. The depth of resection needs to be planned preoperatively. \nFigure 3\n shows a valgus knee with lateral tibial plateau defect. If suspecting bony erosion, a CT scan can help you assess the dimensions of the defect more accurately in order to help you plan the augments early and back it up. Also the hypoplastic lateral femoral condyle, the eroded posterior femoral condyle and the remodeled femoral or tibial metaphysis which can lead to malalignment of the femoral component can be evaluated preoperatively in a CT scan.
\nA valgus knee with lateral tibial plateau defect.
Apart from evaluating the knee, plain X-rays of the lumbosacral spine would be worthwhile as a part of ruling out any spine pathology. NCV and EMG may be advised to patients who complain of associated paraesthesia and other sensory or motor symptoms.
\nWith the X-rays available, preliminary templating should be done to have a rough idea on the level of resection, valgus angle to keep and sizing of the components. Twenty percent magnification is what most of the templates are made for. Most of the implant companies provide hard copies of TKR templates, or digital templating systems are available.
\nFor the tibia, a line is drawn along tibial anatomical axis, and then a perpendicular one is drawn at the level of the lateral tibial plateau. This will provide the depth of resection to be taken. Try to avoid overhanging. Tibial slope needs to be assessed in lateral view. Some tibial jig/inserts have inbuilt slope. So, thorough knowledge of the system you use is a must to reconstruct the slope.
\nFor measuring the valgus cut angle, the femoral anatomical axis is drawn, and then a second line is drawn from the centre of the intercondylar notch to the centre of the femoral head. The angle formed gives the desired amount of valgus cut to be taken [13] (\nFigure 4\n).
\nTemplating the bone cuts.
The sizing of the components is then conducted with the templates provided by the implant company. The femur is sized in lateral view and tibia in AP view. Try to avoid notching in the femur and overhanging in the tibia (\nFigure 5\n).
\nThe digital templates for sizing the components.
Component selection should be made based on the clinical evaluation and the radiological examination. Adequate armamentarium should be ready in the operation theatre (OT) including constrained knee/hinge knee based on the severity of the deformity and its correctability. The final decision is made after bone cuts and soft tissue balancing. If proper soft tissue balance is restored, one can get away with normal components. In a Grade-III valgus deformity, medial soft tissues are not functional, and hence, a higher constrained prosthesis is mandatory to achieve a stable knee [9].
\nOne of the main controversies is regarding the choice and design of the implant to be used in valgus deformities. There are proponents of both the cruciate retaining (CR) and posterior stabilized (PS) designs in existing literature, and they have their valid reasons too. I tend to lean towards PS designs in valgus deformities. PCL is a secondary stabilizer and it is often found contracted intraoperatively [14]. This can limit the deformity correction and almost always end up in resecting PCL too. PS designs are found more stable because of the post-cam mechanism. Also, PS designs allow better lateralization of the components which in turn improve patella tracking. PS prosthesis provides some degree of posterior stabilization as well as protection against posteromedial and posterolateral translation. But the mediolateral laxity is not supported by the PS designs.
\nExtreme valgus knees will have a deficient lateral femoral condyle. Such knees will require the use of component augmentation if the femoral component is being cemented. The lateral femoral condyle may or may not have distal femoral bone resected like in the chamfer and posterior cuts, as well.
\nThe dictum in such complex cases is “plan your work, work out your plan”. The plan starts right from the clinical examination. We need to assess whether the valgus deformity is fixed or correctable and the presence of a coexisting deformity—mostly hyperextension. Lateral release should be minimal in case of a fixed deformity because that can make the knee unstable necessitating a constrained prosthesis.
\nThe knee can be approached both anteromedial and anterolateral. Too much of debate exists on the choice of approach in extreme valgus knees and is often chosen based on the surgeon’s preference. The advantages of anterolateral approach as explained by Keblish [8] are better visualization of the tight lateral tissues; lateral release happened with the arthrotomy. Also, if a lateral retinaculum release is necessary, the patellar vascularization will not be compromised. Functional and radiological outcomes in TKA approached either ways have been studied by Sekiya et al. [15]. They found no significant differences in ROM but better postoperative flexion in the anterolateral group. The author is of the opinion that if the residual surgical valgus is more than 15°, it is easier to correct with an anterolateral approach.
\nFemur—It is useful to reduce valgus degrees of resection from 5 to 7° to 3° in order to accommodate the distal femoral metaphyseal remodeling. Lateral condyle distal femoral resection can be minimal (1–2 mm) or absent in severe valgus deformity. Femoral resection should be no more than 10 mm in the medial condyle (usually 7–8 mm). Special attention is to be given to lateral condylar hypoplasia that can determine the rotation of the components if a posterior reference is used. In cases of severe trochlear dysplasia, the Whiteside line can be extremely difficult to identify: in these cases the epicondylar axis or parallel to the tibial cut technique should be used to assess a correct femoral rotation.
\nTibia—The tibial cut has to be perpendicular to the tibial long axis. The depth of resection should be limited to 6–8 mm in the medial compartment. In cases of severe bony deformity of the tibial plateau, almost no bone is resected on the lateral side to avoid medial over-resection or malaligned cuts.
\nThe lateral structures are contracted in valgus knees, and the most important ones to be considered in deformity correction are iliotibial band, posterolateral corner, posterior cruciate ligament, lateral collateral Ligament, popliteus tendon and lateral head of gastrocnemius.
\nAgain controversy exists regarding the sequence and extent of lateral release. Krackow et al. [10] suggest ITB-LCL-popliteus-PLC sequence, whereas Ranawat [9] on the other hand advocates PCL-ITB-LCL technique. Krackow and Mihalko [16] published a cadaveric study in which they studied the amount of correction achieved with each release step of two different sequences, comparing it in flexion and extension. They concluded that LCL release caused largest correction and popliteus, and ITB should be considered to grade the release.
\nRegarding the technique of release, most of the surgeons do a subperiosteal release from the tibia. In severe valgus deformities, performing a lateral parapatellar approach automatically releases ITB from Gerdy’s tubercle and helps in deformity correction to an extent. Ranawat’s pie-crusting technique is also done widely. With the knee in extension and lamina spreaders to open up the extension gap, the tight lateral structures are palpated and released by multiple stab incisions with a No. 15 blade (\nFigure 6\n).
\nLateral epicondylar osteotomy as described by Brilhault et al. [17] can be useful in severe valgus deformities. A sliding osteotomy along with the femoral insertion of LCL and popliteus insertions is made, and the bone block is mobilized distally and fixed with screws.
\nIn case of severe valgus deformity, if MCL is attenuated, division and imbrications can be done to tighten the medial structures. Other options are distalizing the PLC insertion from the tibia and fixation with trans-osseous sutures. In all those cases requiring such measures, a constrained condylar prosthesis is the norm.
\nRanawat’s pie-crusting technique for extensive lateral release.
Based on JST Classification of valgus knees, an intraoperative algorithm is given below [12].
\nDeformity is due to tight ITB and posterior-lateral capsule instead of LCL and popliteus tendon. Releasing ITB and posterior-lateral capsule can correct the deformity. Additionally, a bony graft or a metal block may be used to augment the hypoplastic lateral distal femoral condyle.
\nDeformity is at the level of supra-condylar region. Three options are used based on the severity of deformity.
\n\n
\n
\n
F1b valgus knee is due to supra-condylar deformity; a supra-condylar osteotomy (SCO) can aid in balancing. SCO + TKA can be done in a single stage, but be careful about the cortical break while inserting the IM rod. Also femoral stem extension may be needed in such cases; hence there can be a serious compromise in the blood supply to the osteotomy site causing non-union.
\nBoth the distal and posterior parts of LFC are deficient; LCL is contracted. The release of lateral soft tissues, including LCL and popliteus, may become essential.
\nThis is rare and mostly seen in rheumatoids or post-traumatic cases. The reconstruction of the plateau can be done with augments in T1 knee, and corrective osteotomy may be required for a T2 knee.
\nApproach—Medial parapatellar approach. Careful not to release medial structures much, minimizing medial dissection to fully expose the tibia. If under anesthesia valgus correction is more than 15°; lateral parapatellar approach is preferred.
\nImplant—PS only. It is important to keep the condylar knee constrained and rotate the hinge knee as back up based on the severity and pathology of valgus.
\nFemur first—Reduce the valgus degree of resection to 3°; the entry point for IM rod in a valgus knee is usually more medial than in a standard knee. Ascertain the point with preoperative radiographs. With regard to anteroposterior cuts, watch out for hypoplasia of the lateral femoral condyle, and check the posterior condylar reference cutting block position with both Whiteside line and transepicondylar axis. Also, with the cutting blocks fixed, further check the balancing in flexion before performing the cuts.
\nPerform the tibial cut, perpendicular to the anatomical axis, allowing 3–5° posterior slope using an extramedullary rod. Try to remove the least possible bone amount, especially from the lateral side.
\nExtension gap is assessed using lamina spreaders and limited lateral release—pie crusting or ITB release is done to make it rectangular. Popliteus has to be preserved as it is a stabilizer in flexion. Varus-valgus stability is assessed in extension. Once the knee is balanced in extension, the flexion gap can be evaluated and assessed. When the knee is balanced, femoral chamfer cuts are made, and the trial components can be tested.
\nWith trial femur, tibia and insert, it is important to assess patella tracking. If needed, a lateral retinacular release can be done inside out at this stage.
\nComplications which can happen in correcting a valgus deformity in TKR include tibiofemoral instability, residual valgus deformity (most common ones), restricted ROM, wound dehiscence, patella fracture, patella maltracking and peroneal nerve palsy. Correction of a severe valgus deformity can induce peroneal nerve injury due to traction or ischemia.
\nSo, it is of utmost importance to specifically mention these complications to the patient and bystanders and get a well-informed consent prior to surgery.
\nRevision rates following TKA for valgus knees at 10–15-year follow-up have been reported at between 0 and 17% [18]. Failure rate is more when the preoperative deformity is more or the residual valgus is more. The long-term results of TKA in valgus knees are reported to be not up to that of varus knees.
\nValgus deformity correction in total knee replacement is not everyone’s cup of coffee. Associated bone defects and ligamentous contractures add to the difficulty. Sequential release of the lateral tight structures, correcting the deformity and balancing the knee, is a tricky job. A thorough planning, surgical skill, adequate implant back up and an active physiotherapy team are mandatory to achieve the desired functional results in a valgus knee TKR.
\nThere is no conflict of interest to declare.
According to Sullivan and Sheffrin [1], diversification is the process of allocating capital in a way that reduces the exposure to any particular asset or risk. Fama and Miller [2] state that the Capital Asset Pricing Model (CAPM) introduces the concepts of diversifiable and non-diversifiable risk. Synonyms for diversifiable risk are unsystematic risk and security-specific risk. Synonyms for non-diversifiable risk are systematic risk, beta risk, and market risk. Thus, the CAPM argues that investors should only be compensated for non-diversifiable risk.
According to Pasini [3], the principal Component Analysis (PCA) is a method of multivariate analysis. The idea behind the PCA is to reduce the dimensionality of a dataset in which there are a large number of interrelated variables, to maximize the variance of a linear combination of the variables. It is a method applied to data with no groupings among the observations and no partitioning of the variables into subsets
With the help of the PCA, we measure how each sector is affected by market risk, measured by the first component. This article proceeds as follows. The next section presents relevant literature on PCA and the stock market, and the third section describes our methods and data. The fourth section presents the analyses of the findings, and lastly, we present our conclusions in the fifth section.
Lakonishok and Shapiro [4] conclude that neither the traditional measure of risk (beta) nor the alternative risk measures (variance or residual standard deviation) can explain the cross-sectional variation in returns; only size seems to matter. Gencay et al. [5] propose a new approach to estimating systematic risk (the beta of an asset) and find that the relationship between the return of a portfolio and its beta becomes stronger as the wavelet scale increases. Campbell et al. [6] state that the systematic risks of individual stocks with similar accounting characteristics are primarily driven by the systematic risks of their fundamentals. Xing and Yan [7] indicate that improving accounting information quality causes the systematic risk to decrease, thus having important implications for disclosure decisions, portfolio management, and asset pricing.
Liu and Wand [8] study the Chinese stock market and find that the performance of the BP model integrating PCA is closer to that of the proposed model in a relatively large sample. Hargreaves and Mani [9], using PCA through a perceptual map, provide a clear picture of the winning stocks that should be selected for trading. Wang et al. [10] achieve a good level of fitness, using two-directional two-dimensional PCA and Radial Basis Functional Neural Networks (RBFNN) in the Shangai stock market. Zahedi and Rounaghi [11], studying the Tehran stock exchange, through the usage of artificial neural network models and PCA method, note that prices have been accurately predicted and modeled in the form of a new pattern consisting of all variables. Noby and Lee [12] analyze global financial indices in the years 1998–2012 and indicate that the dynamics of individual indices within the group increase in similarity with time, and the dynamics of indices are more similar during crises. Gao et al. [13] experiment the prediction of the closing price of the stock market with two-dimensional PCA and deep belief networks (DBNs).
Waqar et al. [14] analyze three stock exchanges and show how PCA can help to improve the predictive performance of machine learning methods while reducing the redundancy among the data. Zhing and Enke [15] forecast the daily direction of the S&P 500 Index ETF (SPY) return and show that DNNs using two PCA-represented datasets give slightly higher classification accuracy than the entire untransformed dataset. Nahil and Lyhyaoui [16] show that the structure of the investment decision system can be simplified through the application of kernel PCA. Berradi and Lazaar [17], using both PCA and recurrent neural network model, reduce the number of features from eight to six, giving a good prediction of total Maroc stock price. Cao and Wang [18] compare the performance of both PCA and backpropagation (BP) neural network algorithms and find that the latter has the highest prediction accuracy.
More recently, Wen et al. [19] demonstrate how both PCA and LTSM can accurately predict the stock price fluctuation trend of Pingon Bank. According to Liang et al. [20], using volatility information of grains and softs through PCA and FA, find significant predictive ability in forecasting the RV of the S&P 500. Xu et al. [21], through the use of PCA, investigate the Chinese A-shares market over the 2013–2019 period and find that no matter investor sentiment, stock prices react significantly to rumors as well as when the rumor goes public. Yaojie et al. [22], using PCA and other methods, show the significant ability of the combined international volatility to predict US stock volatility. The literature review shows how PCA has been useful in dimensionality reduction, predicting prices, and other features of the stock market, in particular, this paper applies this mathematical technique in an innovative way, namely measuring the systematic risk in various sectors of the US stock market.
According to Ross et al. [23], systematic risk is the one that influences a large number of assets, thus having market-wide effects. On the other hand, unsystematic risk is the one that affects a single asset or a group of assets. Since the former cannot be eliminated through diversification is called non-diversifiable risk, whereas the latter is called diversifiable risk because it can be eliminated through portfolio diversification.
According to [24], PCA is a technique that may be useful where explanatory variables are closely related. In specific, if there are
Where
We gather all data from yahoo finance, where we include 10 sectors of the US stock market, choosing the biggest five companies per stock by market capitalization (Table 1), taking daily log returns of stock prices, and dividing the periods of study into two—the pre-COVID-19 era—January 10 to May 10, 2021.
Ticker | Company |
---|---|
UNH | UnitedHealth Group |
ANTM | Anthem Inc |
MMC | Marsh & McLennon Companies |
CI | Cigna Corp |
PGR | The Progressive Corp |
BURL | Burlington Stores Inc |
COLM | Columbia Sportswear |
SFIX | Stitch Fix Inc |
BOOT | Boot Barn Holdings |
ANF | Abercombie & Fitch Co. |
AAPL | Apple |
MSFT | Microsoft |
GOOGL | Alphabet |
ADBE | Adobe |
CRM | Salesforce.com, Inc |
PM | Philip Morris |
MO | Altria Group |
BTI | British American Tobacco |
XXII | 22nd Century Group |
UVV | Universal Corp |
MCD | Mc Donald’s |
CMG | Chipotle Mexican Grill |
YUM | Yum! Brands Inc |
QSR | Restaurants Brands International |
DRI | Darden Restaurants Inc |
UNH | UnitedHealth Group |
CVS | CVS Health Group |
HCA | HCA Healthcare Inc |
MCK | Merck |
ABC | Amerisource Bergen Corp |
JPM | JP Morgan Chase |
BAC | Bank of America |
WFC | Wells Fargo |
MS | Morgan Stanley |
C | Citigroup |
MAR | Marriot |
HLT | Hilton |
LVS | Las Vegas Sands Corp |
MGM | MGM Resorts International |
WYNN | Wynn Resorts Limited |
LUV | Southwest |
DAL | Delta Airlines |
UAL | United Airlines |
AAL | American Airlines |
CEA | China Eastern Airlines |
TSLA | Tesla |
TM | Toyota |
F | Ford |
GM | General Motors |
HMC | Honda Motor Company |
List of sectors/companies.
Source: Yahoo Finance.
Table 2 displays the explained variance per principal component by sector, in specific we consider the first principal component to be representative of the systematic risk, whereas the other two are representative of non-systematic risk, that is, the diversifiable risk. The three principal components embody the majority of the variance, having a range from 86.3% (restaurants), to 95.5% (airlines) during the pre-COVID period, in contrast, during the COVID period, the range goes from 88.1% (clothing) to 97.1% (banks). Figure 1 shows the overall results for the explained variance by the first principal component of all sectors analyzed. Before the pandemic, the three sectors with the highest systematic risk are—measured by the first principal component—banks, energy, and airlines; and the sectors with the lowest systematic risk are restaurants, healthcare, and automakers. Nevertheless, during the COVID-19, the three sectors that augmented the exposure to systematic risk are the restaurants’ sector with an increase of 39.3%, clothing with 22.2%, and insurance with 14.5%. On the other hand, the sectors that presented a reduction of systematic risk during COVID-19 are automakers with 13.2% and tobacco with 10.3%.
Sector | Pre-COVID | COVID | ||||||
---|---|---|---|---|---|---|---|---|
First component | Second component | Third component | Total | First component | Second component | Third component | Total | |
Insurance | 69.1 | 15.8 | 7.3 | 92.2 | 79.3 | 9.0 | 5.4 | 93.7 |
Clothing | 45.4 | 22.9 | 19.2 | 87.5 | 55.2 | 25.1 | 7.8 | 88.1 |
Software | 71.5 | 11.9 | 7.7 | 91.1 | 79.1 | 9.7 | 5.1 | 93.9 |
Tobacco | 77.9 | 13.0 | 4.6 | 95.5 | 70.1 | 21.7 | 3.5 | 95.3 |
Restaurants | 56.3 | 17.0 | 13.0 | 86.3 | 78.1 | 9.5 | 5.5 | 93.1 |
Healthcare | 62.8 | 17.0 | 9.0 | 88.8 | 66.1 | 19.0 | 7.5 | 92.6 |
Banks | 87.7 | 5.0 | 3.6 | 96.3 | 90.8 | 3.4 | 2.9 | 97.1 |
Hotels | 77.3 | 10.3 | 6.8 | 94.4 | 84.6 | 6.7 | 5.1 | 96.4 |
Airlines | 85.0 | 6.1 | 4.5 | 95.6 | 83.1 | 7.3 | 5.3 | 95.7 |
Automakers | 67.8 | 21.8 | 5.8 | 95.4 | 58.6 | 29.4 | 6.2 | 94.2 |
Explained variation per principal component in percentage by sector.
Source: Python.
Explained variance by first component pre-COVID and during COVID by sectors. Source: Own elaboration.
The interpretation of the results is that according to our proposed metric of systematic risk, the sectors that are affected the most due to crises such pandemics are the restaurants, the clothing, and the insurance sector; in contrast, the sectors that show reliability during the pandemic are the automakers and tobacco. Due to these results, it seems advisable for practitioners to rely more on stocks that are both in the automakers and tobacco sectors, due to lesser exposure to systematic risk.
The innovation of this research is twofold—first, we apply PCA to measure systematic risk, and second, we discern systematic risk before and during COVID-19. In particular, the sectors that increase the most in terms of exposure to systematic risk are—the restaurants, clothing, and insurance sectors; in contrast, the sectors that show a decrease in systematic risk during the pandemic are—automakers and tobacco sectors, showing resilience during the pandemic. The results indicate that for portfolio managers it is better to pick stocks that belong to sectors, such as automakers and tobacco sectors in times of health crises such as pandemics, enhancing the benefits of diversification, and creating a shield against the increase of systematic risk due to these kinds of shocks. Consequently, further research could use the methodology proposed in this paper to measure systematic risk to better protect against crises such as COVID-19, thus having practical implications around the world (Video, https://youtu.be/o5SIhEHrRW8).
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This study therefore examined land acquisition and use in Nigeria within the context of food and livelihood security. The chapter used secondary data obtained from the World Bank website, National Bureau of Statistics (NBS) and other sources. It was found that there are gender, location and income-group considerations in the allocation of land in Nigeria. While the urban land market is relatively more formal, the rural land market is informal and the transactions were not documented in most cases. The study found that bureaucratic bottlenecks, high cost of registering land and long registration procedures, and inconsistent policy regimes impede the development of land market in Nigeria. Based on the findings of the study, it was recommended that the government should reduce and make the processes to be completed in registering lands in Nigeria easier. The Land Use Act 1978 should be amended to capture the prevailing realities around customary laws and informal markets. 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A viral disease can be defined as an infectious disease that has recently appeared within a population or exists in nature with the rapid expansion of incident or geographic range. 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Biochemistry examines macromolecules - proteins, nucleic acids, carbohydrates, and lipids – and their building blocks, structures, functions, and interactions. Much of biochemistry is devoted to enzymes, proteins that catalyze chemical reactions, enzyme structures, mechanisms of action and their roles within cells. Biochemistry also studies small signaling molecules, coenzymes, inhibitors, vitamins, and hormones, which play roles in life processes. Biochemical experimentation, besides coopting classical chemistry methods, e.g., chromatography, adopted new techniques, e.g., X-ray diffraction, electron microscopy, NMR, radioisotopes, and developed sophisticated microbial genetic tools, e.g., auxotroph mutants and their revertants, fermentation, etc. More recently, biochemistry embraced the ‘big data’ omics systems. Initial biochemical studies have been exclusively analytic: dissecting, purifying, and examining individual components of a biological system; in the apt words of Efraim Racker (1913 –1991), “Don’t waste clean thinking on dirty enzymes.” Today, however, biochemistry is becoming more agglomerative and comprehensive, setting out to integrate and describe entirely particular biological systems. The ‘big data’ metabolomics can define the complement of small molecules, e.g., in a soil or biofilm sample; proteomics can distinguish all the comprising proteins, e.g., serum; metagenomics can identify all the genes in a complex environment, e.g., the bovine rumen. 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Dr. Blumenberg’s research is focused on the epidermis, expression of keratin genes, transcription profiling, keratinocyte differentiation, inflammatory diseases and cancers, and most recently the effects of the microbiome on the skin. 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In recent years, the application of chemistry to biological molecules has gained significant interest in medicinal and pharmacological studies. This topic will be devoted to understanding the interplay between biomolecules and chemical compounds, their structure and function, and their potential applications in related fields. Being a part of the biochemistry discipline, the ideas and concepts that have emerged from Chemical Biology have affected other related areas. 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Behind these definitions are hidden all the aspects of normal and pathological functioning of all processes that the topic ‘Metabolism’ will cover within the Biochemistry Series. 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Thus proteomics, an area of research that detects all protein forms expressed in an organism, including splice isoforms and post-translational modifications, is more suitable than genomics for a comprehensive understanding of the biochemical processes that govern life. The most common proteomics applications are currently in the clinical field for the identification, in a variety of biological matrices, of biomarkers for diagnosis and therapeutic intervention of disorders. From the comparison of proteomic profiles of control and disease or different physiological states, which may emerge, changes in protein expression can provide new insights into the roles played by some proteins in human pathologies. Understanding how proteins function and interact with each other is another goal of proteomics that makes this approach even more intriguing. Specialized technology and expertise are required to assess the proteome of any biological sample. Currently, proteomics relies mainly on mass spectrometry (MS) combined with electrophoretic (1 or 2-DE-MS) and/or chromatographic techniques (LC-MS/MS). MS is an excellent tool that has gained popularity in proteomics because of its ability to gather a complex body of information such as cataloging protein expression, identifying protein modification sites, and defining protein interactions. The Proteomics topic aims to attract contributions on all aspects of MS-based proteomics that, by pushing the boundaries of MS capabilities, may address biological problems that have not been resolved yet.",annualVolume:11414,isOpenForSubmission:!0,coverUrl:"https://cdn.intechopen.com/series_topics/covers/18.jpg",editor:{id:"200689",title:"Prof.",name:"Paolo",middleName:null,surname:"Iadarola",fullName:"Paolo Iadarola",profilePictureURL:"https://s3.us-east-1.amazonaws.com/intech-files/0030O00002bSCl8QAG/Profile_Picture_1623568118342",institutionString:null,institution:{name:"University of Pavia",institutionURL:null,country:{name:"Italy"}}},editorTwo:{id:"201414",title:"Dr.",name:"Simona",middleName:null,surname:"Viglio",fullName:"Simona Viglio",profilePictureURL:"https://s3.us-east-1.amazonaws.com/intech-files/0030O00002bRKDHQA4/Profile_Picture_1630402531487",institutionString:null,institution:{name:"University of Pavia",institutionURL:null,country:{name:"Italy"}}},editorThree:null,editorialBoard:[{id:"72288",title:"Dr.",name:"Arli Aditya",middleName:null,surname:"Parikesit",fullName:"Arli Aditya Parikesit",profilePictureURL:"https://mts.intechopen.com/storage/users/72288/images/system/72288.jpg",institutionString:null,institution:{name:"Indonesia International Institute for Life Sciences",institutionURL:null,country:{name:"Indonesia"}}},{id:"40928",title:"Dr.",name:"Cesar",middleName:null,surname:"Lopez-Camarillo",fullName:"Cesar Lopez-Camarillo",profilePictureURL:"https://mts.intechopen.com/storage/users/40928/images/3884_n.png",institutionString:null,institution:{name:"Universidad Autónoma de la Ciudad de México",institutionURL:null,country:{name:"Mexico"}}},{id:"81926",title:"Dr.",name:"Shymaa",middleName:null,surname:"Enany",fullName:"Shymaa Enany",profilePictureURL:"https://s3.us-east-1.amazonaws.com/intech-files/0030O00002bRqB9QAK/Profile_Picture_1626163237970",institutionString:null,institution:{name:"Suez Canal University",institutionURL:null,country:{name:"Egypt"}}}]}]}},libraryRecommendation:{success:null,errors:{},institutions:[]},route:{name:"profile.detail",path:"/profiles/427073",hash:"",query:{},params:{id:"427073"},fullPath:"/profiles/427073",meta:{},from:{name:null,path:"/",hash:"",query:{},params:{},fullPath:"/",meta:{}}}},function(){var e;(e=document.currentScript||document.scripts[document.scripts.length-1]).parentNode.removeChild(e)}()