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Publications

  • Statistical Works

  • Clinical Works

Research Interests

  • Mathematical Statistics

    • Nonparametric Statistics
    • Rank-based Procedures
    • Cluster Data
    • Multiple Testing
  • Economics

    • Portfolio Theory
    • Asset Allocation
  • Biology and Medicine

    • Neurosurgery
    • Oncology
Statistical Works

A General Framework for the Multiple Nonparametric Behrens-Fisher Problem With Dependent Replicates

Statistics in Medicine, 2024

In many trials and experiments, subjects are not only observed once but multiple times, resulting in a cluster of possibly correlated observations (e.g., brain regions per patient). Observations often do not fulfill model assumptions of mixed models and require the use of nonparametric methods. In this article, we develop and present a purely nonparametric rank-based procedure that flexibly allows the unbiased and consistent estimation of the Wilcoxon–Mann–Whitney effect P(X < Y) + 0.5 P(X = Y) in clustered data designs. Compared with existing methods, we allow flexible weights to be used in effect estimation. Additionally, we develop global and multiple contrast test procedures to test null hypotheses formulated regarding the generalized Mann–Whitney effects and for the computation of range-preserving simultaneous confidence intervals in a unified way. Extensive simulation studies show that these methods control the type-I error rate well and have reasonable power to detect alternatives in various situations.

Evaluation of Multi-Asset Investment Strategies with Digital Assets

Digital Finance, 2021

The drastic growth of the cryptocurrencies market capitalization boosts investigation of their diversification benefits in portfolio construction. In this paper with a set of classical and modern measurement tools, we assess the out-of-sample performance of eight portfolio allocation strategies relative to the naive 1/N rule applied to traditional and crypto-assets investment universe.

Evaluated strategies include a range from classical Markowitz rule to the recently introduced LIBRO approach (Trimborn et al. in Journal of Financial Econometrics 1–27, 2019). Furthermore, we also compare three extensions for strategies with respect to input estimators applied.

The results show that in the presence of alternative assets, such as cryptocurrencies, mean–variance strategies underperform the benchmark portfolio. In contrast, CVaR optimization tends to outperform the benchmark as well as geometric optimization, although we find a strong dependence of the former’s success on trading costs.

Furthermore, we find evidence that liquidity-bounded strategies tend to perform very well. Thus, our findings underscore the non-normal distribution of returns and the necessity to control for liquidity constraints at alternative asset markets.

Clinical Works

The impact of time between surgery and adjuvant chemoradiotherapy in advanced oral cavity squamous cell carcinoma

Frontiers in Oncology, 2024
Objective: In advanced oral squamous cell carcinoma (OSCC), adjuvant therapy (AT) is an important part of the treatment to ensure extended locoregional control after primary surgical resection. The impact of the time interval between surgery and AT on the oncological prognosis remains unclear, particularly in high-risk constellations. The aim of this study is to categorize treatment delays and to determine their impact on the oncological prognosis within the context of the histopathological risk parameters of patients with advanced OSCC.In this single-institutional retrospective cohort study, all patients treated for OSCC between 2016 and 2021 and who received postoperative chemoradiation (POCRT) were included.Patients were divided into two groups: Group I: ≤ 6 weeks between surgery and POCRT; and Group II: > 6 weeks between surgery and POCRT.Results: Overall, 202 patients were included (Group I: 156 (77.2%) vs. Group II: 46 (22.8%)). There were no statistically significant differences in epidemiological aspects and histopathological risk factors between the two groups. The maximum time to initiation of POCRT was 11 weeks. Delayed POCRT initiation had no statistically significant influence on the 5-year OS (61.6% vs. 57.3%, p = 0.89), locoregional control rate (38.6% vs. 43.3%, p = 0.57), and RFS (32.3% vs. 30.4%, p = 0.21).

Validation of the Berlin Grading System for moyamoya angiopathy with the use of [15O]H2O PET

Neurosurgical Review, 2022

Background

The Berlin Grading System assesses clinical severity of moyamoya angiopathy (MMA) by combining MRI, DSA, and cerebrovascular reserve capacity (CVRC). Our aim was to validate this grading system using [15O]H2O PET for CVRC. We retrospectively identified bilateral MMA patients who underwent [15O]H2O PET examination and were treated surgically at our department. Each hemisphere was classified using the Suzuki and Berlin Grading System. Preoperative symptoms and perioperative ischemias were collected, and a logistic regression analysis was performed. A total of 100 hemispheres in 50 MMA patients (36 women, 14 men) were included. Using the Berlin Grading System, 2 (2.8%) of 71 symptomatic hemispheres were categorized as grade I, 14 (19.7%) as grade II, and 55 (77.5%) as grade III. The 29 asymptomatic hemispheres were characterized as grade I in 7 (24.1%) hemispheres, grade II in 12 (41.4%), and grade III in 10 (34.5%) hemispheres. Berlin grades were independent factors for identifying hemispheres as symptomatic and higher grades correlated with increasing proportion of symptomatic hemispheres (p < 0.01). The Suzuki grading did not correlate with preoperative symptoms (p = 0.26). Perioperative ischemic complications occurred in 8 of 88 operated hemispheres. Overall, complications did not occur in any of the grade I hemispheres, but in 9.1% (n = 2 of 22) and 9.8% (n = 6 of 61) of grade II and III hemispheres, respectively. In this study, we validated the Berlin Grading System with the use of [15O]H2O PET for CVRC as it could stratify preoperative symptomatology. Furthermore, we highlighted its relevance for predicting perioperative ischemic complications.

Biomarker-driven therapies for metastatic uveal melanoma: A prospective precision oncology feasibility study

European Journal of Cancer, 2022

Background

Targeted therapies for metastatic uveal melanoma have shown limited benefit in biomarker-unselected populations. The Treat20 Plus study prospectively evaluated the feasibility of a precision oncology strategy in routine clinical practice.

Patients and methods

Fresh biopsies were analyzed by high-throughput genomics (whole-genome, whole-exome, and RNA sequencing). A multidisciplinary molecular and immunologic tumor board (MiTB) made individualized treatment recommendations based on identified molecular aberrations, patient situation, drug, and clinical trial availability. Therapy selection was at the discretion of the treating physician. The primary endpoint was the feasibility of the precision oncology clinical program.

Results

Molecular analyses were available for 39/45 patients (87%). The MiTB provided treatment recommendations for 40/45 patients (89%), of whom 27/45 (60%) received ≥1 matched therapy. First-line matched therapies included MEK inhibitors (n = 15), MET inhibitors (n = 10), sorafenib (n = 1), and nivolumab (n = 1). The best response to first-line matched therapy was partial response in one patient (nivolumab based on tumor mutational burden), mixed response in two patients, and stable disease in 12 patients for a clinical benefit of 56%. The matched therapy population had a median progression-free survival and overall survival of 3.3 and 13.9 months, respectively. The growth modulation index with matched therapy was >1.33 in 6/17 patients (35%) with prior systemic therapy, suggesting clinical benefit.

Conclusions

A precision oncology approach was feasible for patients with metastatic uveal melanoma, with 60% receiving a therapy matched to identify molecular aberrations. The clinical benefit after checkpoint inhibitors highlights the value of tumor mutational burden testing.