185 resultados para Hedge Funds


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Extreme value models are widely used in different areas. The Birnbaum–Saunders distribution is receiving considerable attention due to its physical arguments and its good properties. We propose a methodology based on extreme value Birnbaum–Saunders regression models, which includes model formulation, estimation, inference and checking. We further conduct a simulation study for evaluating its performance. A statistical analysis with real-world extreme value environmental data using the methodology is provided as illustration.

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The receiver-operating characteristic (ROC) curve is the most widely used measure for evaluating the performance of a diagnostic biomarker when predicting a binary disease outcome. The ROC curve displays the true positive rate (or sensitivity) and the false positive rate (or 1-specificity) for different cut-off values used to classify an individual as healthy or diseased. In time-to-event studies, however, the disease status (e.g. death or alive) of an individual is not a fixed characteristic, and it varies along the study. In such cases, when evaluating the performance of the biomarker, several issues should be taken into account: first, the time-dependent nature of the disease status; and second, the presence of incomplete data (e.g. censored data typically present in survival studies). Accordingly, to assess the discrimination power of continuous biomarkers for time-dependent disease outcomes, time-dependent extensions of true positive rate, false positive rate, and ROC curve have been recently proposed. In this work, we present new nonparametric estimators of the cumulative/dynamic time-dependent ROC curve that allow accounting for the possible modifying effect of current or past covariate measures on the discriminatory power of the biomarker. The proposed estimators can accommodate right-censored data, as well as covariate-dependent censoring. The behavior of the estimators proposed in this study will be explored through simulations and illustrated using data from a cohort of patients who suffered from acute coronary syndrome.

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This paper proposes a single-phase reconfigurable battery charger for Electric Vehicle (EV) that operates in three different modes: Grid-to-Vehicle (G2V) mode, in which the traction batteries are charged from the power grid; Vehicle-to-Grid (V2G) mode, in which the traction batteries deliver part of the stored energy back to the power grid; and in Traction-to-Auxiliary (T2A) mode, in which the auxiliary battery is charged from the traction batteries. When connected to the power grid, the battery charger works with sinusoidal current in the AC side, for both G2V and V2G modes, and also regulates the reactive power. When the EV is disconnected from the power grid, the control algorithms are modified and the full-bridge AC-DC bidirectional converter works as a full-bridge isolated DC-DC converter that is used to charge the auxiliary battery of the EV, avoiding the use of an additional charger to accomplish this task. To assess the behavior of the proposed reconfigurable battery charger under different operation scenarios, a 3.6 kW laboratory prototype has been developed and experimental results are presented.

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[Excerpt] The incidence of fungal infections has greatly increased in patients under sustained immunosuppression with considerable risk associated. Difficulties regarding prompt diagnosis and the limited therapeutic options dictate high mortality rates. Available antifungals display substantial toxicity, a predictable consequence of the cellular structure of the organisms involved, reduced spectrum of activity, and drug interactions. Our group had previously identified three (Z)-5-amino-N'-aryl-1-methyl-1H-imidazole-4-carbohydrazonamides 1 [aryl= phenyl (1a), 4-fluorophenyl (1b), 3fluorophenyl (1c)] as potent antifungal agents.1 (...)

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The present paper is devoted to the study of linear maps preserving certain relations, such as the sharp partial order and the star partial order in semisimple Banach algebras and C*-algebras.

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In this paper, we characterize the existence and give an expression of the group inverse of a product of two regular elements by means of a ring unit.

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In this paper, we introduce a new notion in a semigroup $S$ as an extension of Mary's inverse. Let $a,d\in S$. An element $a$ is called left (resp. right) invertible along $d$ if there exists $b\in S$ such that $bad=d$ (resp. $dab=b$) and $b\leq_\mathcal{L}d$ (resp. $b\leq_\mathcal{R}d$). An existence criterion of this type inverse is derived. Moreover, several characterizations of left (right) regularity, left (right) $\pi$-regularity and left (right) $*$-regularity are given in a semigroup. Further, another existence criterion of this type inverse is given by means of a left (right) invertibility of certain elements in a ring. Finally we study the (left, right) inverse along a product in a ring, and, as an application, Mary's inverse along a matrix is expressed.

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In this paper, we study the recently defined notion of the inverse along an element. An existence criterion for the inverse along a product is given in a ring. As applications, we present the equivalent conditions for the existence and expressions of the inverse along a matrix.

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The purpose of this paper aims at carrying out a study in the area of Statistics for classifying Portuguese Secondary Schools (both mainland and islands: “Azores” and “Madeira”), taking into account the results achieved by their students in both national examinations and internal assessment. The main according consists of identifying groups of schools with different performance levels by considering the sub-national public and private education systems’ as well as their respective geographic location. For this, we developed an alternative educational indicator for the so-called Secondary Education indicator rankings released since 2001 by the Portuguese media.

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The theory of orthogonal polynomials of one real or complex variable is well established as well as its generalization for the multidimensional case. Hypercomplex function theory (or Clifford analysis) provides an alternative approach to deal with higher dimensions. In this context, we study systems of orthogonal polynomials of a hypercomplex variable with values in a Clifford algebra and prove some of their properties.

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Gold nanoparticles were dispersed in two different dielectric matrices, TiO2 and Al2O3, using magnetron sputtering and a post-deposition annealing treatment. The main goal of the present work was to study how the two different host dielectric matrices, and the resulting microstructure evolution (including both the nanoparticles and the host matrix itself) promoted by thermal annealing, influenced the physical properties of the films. In particular, the structure and morphology of the nanocomposites were correlated with the optical response of the thin films, namely their localized surface plasmon resonance (LSPR) characteristics. Furthermore, and in order to scan the future application of the two thin film system in different types of sensors (namely biological ones), their functional behaviour (hardness and Young's modulus change) was also evaluated. Despite the similar Au concentrations in both matrices (~ 11 at.%), very different microstructural features were observed, which were found to depend strongly on the annealing temperature. The main structural differences included: (i) the early crystallization of the TiO2 host matrix, while the Al2O3 one remained amorphous up to 800 °C; (ii) different grain size evolution behaviours with the annealing temperature, namely an almost linear increase for the Au:TiO2 system (from 3 to 11 nm), and the approximately constant values observed in the Au:Al2O3 system (4–5 nm). The results from the nanoparticle size distributions were also found to be quite sensitive to the surrounding matrix, suggesting different mechanisms for the nanoparticle growth (particle migration and coalescence dominating in TiO2 and Ostwald ripening in Al2O3). These different clustering behaviours induced different transmittance-LSPR responses and a good mechanical stability, which opens the possibility for future use of these nanocomposite thin film systems in some envisaged applications (e.g. LSPR-biosensors).

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The severity and frequency of opportunistic fungal infections still growing, concomitantly to the increasing rates of antimicrobial drugs resistance. Natural matrices have been used over years due to its multitude of health benefits, including antifungal potential. Thus, the present work aims to evaluate the anti-Candida potential of the phenolic extract and individual phenolic compounds of Glycyrrhiza glabra L. (licorice), by disc diffusion assay, followed by determination of the minimal inhibitory concentration (MIC) and minimal fungicidal concentration (MFC) for both planktonic cells and biofilms. Licorice extract evidenced inhibitory potential against the nineteen tested Candida strains, but no pronounced effect was observed by testing the most abundant individual phenolic compounds. Candida tropicalis strains were the most sensible, followed by Candida glabrata, Candida parapsilosis and, then, Candida albicans. Lower MIC and MFC values were achieved to C. glabrata and C. tropicalis, which confirms its susceptibility to licorice extract; however, for C. tropicalis strains a higher variability was observed. Anti-biofilm potential was also achieved, being most evident in some C. glabrata and C. tropicalis strains. In general, a twice concentration of the MIC was necessary for planktonic cells to obtain a similar potential to that one observed for biofilms. Thus, an upcoming approach for new antifungal agents, more effective and safer than the current ones, is stablished; notwithstanding, further studies are necessary in order to understand its mechanism of action, as also to assess kinetic parameters.

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Within a research project on «academic excellence in the state school», this paper is a contribution to the sociological reflection on the cultural and organisational characteristics of the school and its relationship with the academic success of students. The data we present stem from a case study underway at a secondary school in the north of Portugal, referring to the universe of students that since 2003 have distinguished themselves for achieving grades equal to or greater than 18 (on a scale of 0 to 20) and have thus been included in the school’s Framework of Excellence. From a contextual approach to this educational practice, we focused on the cultural characteristics of the school/subject as analytical support for the study of school and non-school dimensions in their mutual connections. To this end, we used the information from document analysis and data collected from a questionnaire survey administered to more than two-thirds of the students included in the above-mentioned Framework of Excellence. Subsequently, we will use the data from this survey to understand the extent to which academic excellence is perceived as an indivisible social construction of the school’s political and organisational matrix, particularly in terms of the educational and teaching guidelines adopted by the management body. We will conclude by questioning the meaning of the school’s management policies regarding the emphasis on educational outcomes, with particular focus on the representations of excellent students in the processes of school leadership, teaching organisation, school merit and justice.

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Publicado em "AIP Conference Proceedings" Vol. 1648

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Publicado em "AIP Conference Proceedings", Vol. 1648