Modelos de volatilidade estocástica em séries financeiras: uma aplicação para o IBOVESPA

Neste artigo apresentamos uma análise Bayesiana para o modelo de volatilidade estocástica (SV) e uma forma generalizada deste, cujo objetivo é estimar a volatilidade de séries temporais financeiras. Considerando alguns casos especiais dos modelos SV usamos algoritmos de Monte Carlo em Cadeias de Markov e o software WinBugs para obter sumários a posteriori para as diferentes formas de modelos SV. Introduzimos algumas técnicas Bayesianas de discriminação para a escolha do melhor modelo a ser usado para estimar as volatilidades e fazer previsões de séries financeiras. Um exemplo empírico de aplicação da metodologia é introduzido com a série financeira do IBOVESPA.

Análise das relações taxonômicas e sistemáticas entre espécies de triatomíneos (Hemiptera, Reduviidae) de colônias mantidas pelo Serviço Especial de Saúde de Araraquara, inferida de seqüências do 16S rDNA mitocondrial

Foram analisadas seqüências de nucleotídeos do gene 16S do rDNA mitocondrial em 14 populações de triatomíneos mantidos em colônias no insetário SESA de Araraquara- SP, comparando-as com seqüências do mesmo gene disponíveis no GenBank. Os fragmentos variaram de 311 a 317 pb com baixa variação intra-específica entre as distâncias genéticas (0% a 0,6%), exceto para os relacionamentos entre espécimes de Triatoma sordida (1%) e espécimes de T. brasiliensis (1,3%) atribuídos a populações geográficas diferentes. A parafilia de Rhodniini e do gênero Panstrongylus foi evidenciada pelas analises, confirmando resultados anteriores entre estes e os estreitos relacionamentos de R. prolixus com R. robustus e de T. infestans e T. platensis. O relacionamento entre T. maculata e T. pseudomaculata não foi solucionado, uma vez que, esses táxons apareceram tanto em monofilia quanto em parafilia: T. pseudomaculata (SESA) está agrupado com T. maculata (seqüência do GenBank) e associados a T . brasiliensis (SESA), enquanto T. maculata (SESA) aparece agrupado com T. pseudomaculata do SESA e do GenBank. Os resultados evidenciam a utilidade do gene 16S como marcador de espécies de triatomíneos e sua importância em questões de sistemática e taxonomia. Há necessidade de novos estudos envolvendo outros marcadores associados a caracteres sistemáticos clássicos de morfologia, ecologia e comportamento para decisões sistemáticas adequadas uma vez, que teriam impacto não apenas sistemático mas, para as estratégias de controle.

Black holes and wormholes in AdS branes

In this work we have derived a class of geometries which describe black holes and wormholes in Randall-Sundrum-type brane models, focusing mainly on asymptotically anti-de Sitter backgrounds. We show that by continuously deforming the usual four-dimensional vacuum background, a specific family of solutions is obtained. Maximal extensions of the solutions are presented, and their causal structures are discussed.

Gravitational signature of Schwarzschild black holes in dynamical Chern-Simons gravity

Dynamical Chern-Simons gravity is an extension of general relativity in which the gravitational field is coupled to a scalar field through a parity-violating Chern-Simons term. In this framework, we study perturbations of spherically symmetric black hole spacetimes, assuming that the background scalar field vanishes. Our results suggest that these spacetimes are stable, and small perturbations die away as a ringdown. However, in contrast to standard general relativity, the gravitational waveforms are also driven by the scalar field. Thus, the gravitational oscillation modes of black holes carry imprints of the coupling to the scalar field. This is a smoking gun for Chern-Simons theory and could be tested with gravitational-wave detectors, such as LIGO or LISA. For negative values of the coupling constant, ghosts are known to arise, and we explicitly verify their appearance numerically. Our results are validated using both time evolution and frequency domain methods.

Quasinormal modes of black holes in anti-de Sitter space: A numerical study of the eikonal limit

Using series solutions and time-domain evolutions, we probe the eikonal limit of the gravitational and scalar-field quasinormal modes of large black holes and black branes in anti-de Sitter backgrounds. These results are particularly relevant for the AdS/CFT correspondence, since the eikonal regime is characterized by the existence of long-lived modes which (presumably) dominate the decay time scale of the perturbations. We confirm all the main qualitative features of these slowly damped modes as predicted by Festuccia and Liu [G. Festuccia and H. Liu, arXiv:0811.1033.] for the scalar-field (tensor-type gravitational) fluctuations. However, quantitatively we find dimensional-dependent correction factors. We also investigate the dependence of the quasinormal mode frequencies on the horizon radius of the black hole (brane) and the angular momentum (wave number) of vector- and scalar-type gravitational perturbations.

Poly (A)(+) Transcriptome Assessment of ERBB2-Induced Alterations in Breast Cell Lines

We report the first quantitative and qualitative analysis of the poly (A)(+) transcriptome of two human mammary cell lines, differentially expressing (human epidermal growth factor receptor) an oncogene over-expressed in approximately 25% of human breast tumors. Full-length cDNA populations from the two cell lines were digested enzymatically, individually tagged according to a customized method for library construction, and simultaneously sequenced by the use of the Titanium 454-Roche-platform. Comprehensive bioinformatics analysis followed by experimental validation confirmed novel genes, splicing variants, single nucleotide polymorphisms, and gene fusions indicated by RNA-seq data from both samples. Moreover, comparative analysis showed enrichment in alternative events, especially in the exon usage category, in ERBB2 over-expressing cells, data indicating regulation of alternative splicing mediated by the oncogene. Alterations in expression levels of genes, such as LOX, ATP5L, GALNT3, and MME revealed by large-scale sequencing were confirmed between cell lines as well as in tumor specimens with different ERBB2 backgrounds. This approach was shown to be suitable for structural, quantitative, and qualitative assessment of complex transcriptomes and revealed new events mediated by ERBB2 overexpression, in addition to potential molecular targets for breast cancer that are driven by this oncogene.

Real-Time PCR in HIV/Trypanosoma cruzi Coinfection with and without Chagas Disease Reactivation: Association with HIV Viral Load and CD4(+) Level

Background: Reactivation of chronic Chagas disease, which occurs in approximately 20% of patients coinfected with HIV/Trypanosoma cruzi (T. cruzi), is commonly characterized by severe meningoencephalitis and myocarditis. The use of quantitative molecular tests to monitor Chagas disease reactivation was analyzed. Methodology: Polymerase chain reaction (PCR) of kDNA sequences, competitive (C-) PCR and real-time quantitative (q) PCR were compared with blood cultures and xenodiagnosis in samples from 91 patients (57 patients with chronic Chagas disease and 34 with HIV/T. cruzi coinfection), of whom 5 had reactivation of Chagas disease and 29 did not. Principal Findings: qRT-PCR showed significant differences between groups; the highest parasitemia was observed in patients infected with HIV/T. cruzi with Chagas disease reactivation (median 1428.90 T. cruzi/mL), followed by patients with HIV/T. cruzi infection without reactivation (median 1.57 T. cruzi/mL) and patients with Chagas disease without HIV (median 0.00 T. cruzi/mL). Spearman's correlation coefficient showed that xenodiagnosis was correlated with blood culture, C-PCR and qRT-PCR. A stronger Spearman correlation index was found between C-PCR and qRT-PCR, the number of parasites and the HIV viral load, expressed as the number of CD4(+) cells or the CD4(+)/CD8(+) ratio. Conclusions: qRT-PCR distinguished the groups of HIV/T. cruzi coinfected patients with and without reactivation. Therefore, this new method of qRT-PCR is proposed as a tool for prospective studies to analyze the importance of parasitemia (persistent and/or increased) as a criterion for recommending pre-emptive therapy in patients with chronic Chagas disease with HIV infection or immunosuppression. As seen in this study, an increase in HIV viral load and decreases in the number of CD4(+) cells/mm(3) and the CD4(+)/CD8(+) ratio were identified as cofactors for increased parasitemia that can be used to target the introduction of early, pre-emptive therapy.

Alternative splicing enriched cDNA libraries identify breast cancer-associated transcripts

Background: Alternative splicing (AS) is a central mechanism in the generation of genomic complexity and is a major contributor to transcriptome and proteome diversity. Alterations of the splicing process can lead to deregulation of crucial cellular processes and have been associated with a large spectrum of human diseases. Cancer-associated transcripts are potential molecular markers and may contribute to the development of more accurate diagnostic and prognostic methods and also serve as therapeutic targets. Alternative splicing-enriched cDNA libraries have been used to explore the variability generated by alternative splicing. In this study, by combining the use of trapping heteroduplexes and RNA amplification, we developed a powerful approach that enables transcriptome-wide exploration of the AS repertoire for identifying AS variants associated with breast tumor cells modulated by ERBB2 (HER-2/neu) oncogene expression. Results: The human breast cell line (C5.2) and a pool of 5 ERBB2 over-expressing breast tumor samples were used independently for the construction of two AS-enriched libraries. In total, 2,048 partial cDNA sequences were obtained, revealing 214 alternative splicing sequence-enriched tags (ASSETs). A subset with 79 multiple exon ASSETs was compared to public databases and reported 138 different AS events. A high success rate of RT-PCR validation (94.5%) was obtained, and 2 novel AS events were identified. The influence of ERBB2-mediated expression on AS regulation was evaluated by capillary electrophoresis and probe-ligation approaches in two mammary cell lines (Hb4a and C5.2) expressing different levels of ERBB2. The relative expression balance between AS variants from 3 genes was differentially modulated by ERBB2 in this model system. Conclusions: In this study, we presented a method for exploring AS from any RNA source in a transcriptome-wide format, which can be directly easily adapted to next generation sequencers. We identified AS transcripts that were differently modulated by ERBB2-mediated expression and that can be tested as molecular markers for breast cancer. Such a methodology will be useful for completely deciphering the cancer cell transcriptome diversity resulting from AS and for finding more precise molecular markers.

Perturbations of black p-branes

We consider black p-brane solutions of the low-energy string action, computing scalar perturbations. Using standard methods, we derive the wave equations obeyed by the perturbations and treat them analytically and numerically. We have found that tensorial perturbations obtained via a gauge-invariant formalism leads to the same results as scalar perturbations. No instability has been found. Asymptotically, these solutions typically reduce to a AdSd((p+2)) x Sd((8-p)) space which, in the framework of Maldacena's conjecture, can be regarded as a gravitational dual to a conformal field theory defined in a (p+1)-dimensional flat space-time. The results presented open the possibility of a better understanding the AdS/CFT correspondence, as originally formulated in terms of the relation among brane structures and gauge theories.

Stability, causality, and quasinormal modes of cosmic strings and cylinders

In this work we consider the evolution of a massive scalar field in cylindrically symmetric space-times. Quasinormal modes have been calculated for static and rotating cosmic cylinders. We found unstable modes in some cases. Rotating as well as static cosmic strings, i.e., without regular interior solutions, do not display quasinormal oscillation modes. We conclude that rotating cosmic cylinder space-times that present closed timelike curves are unstable against scalar perturbations.

In situ infrared (FTIR) study of the mechanism of the borohydride oxidation reaction

Early reports stated that Au was a catalyst of choice for the BOR because it would yield a near complete faradaic efficiency. However, it has recently been suggested that gold could yield to some extent the heterogeneous hydrolysis of BH(4)(-),therefore lowering the electron count per BH(4)(-), especially at low potential. Actually, the blur will exist regarding the BOR mechanism on Au as long as no physical proof regarding the reaction intermediates is not put forward. In that frame, in situ physical techniques like FTIR exhibit some interest to study the BOR. Consequently, in situ infrared reflectance spectroscopy measurements (SPAIRS technique) have been performed in 1 M NaOH/1 M NaBH(4) on a gold electrode with the aim to detect the intermediate species. We monitored several bands in B-H ((nu) over bar similar to 1180,1080 and 972 cm(-1)) and B-O bond regions ((nu) over bar =1325 and similar to 1425cm(-1)), which appear sequentially as a function of the electrode polarization. These absorption bands are assigned to BH(3), BH(2) and BO(2)(-) species. At the light of the experimental results, possible initial elementary steps of the BOR on gold electrode have been proposed and discussed according to the relevant literature data.

ON TWO-DIMENSIONAL QUASITOPOLOGICAL FIELD THEORIES

We study a class of lattice field theories in two dimensions that includes gauge theories. We show that in these theories it is possible to implement a broader notion of local symmetry, based on semisimple Hopf algebras. A character expansion is developed for the quasitopological field theories, and partition functions are calculated with this tool. Expected values of generalized Wilson loops are defined and studied with the character expansion.

Gravitational quasinormal modes of AdS black branes in d spacetime dimensions

The AdS/CFT duality has established a mapping between quantities in the bulk AdS black-hole physics and observables in a boundary finite-temperature field theory. Such a relationship appears to be valid for an arbitrary number of spacetime dimensions, extrapolating the original formulations of Maldacena`s correspondence. In the same sense properties like the hydrodynamic behavior of AdS black-hole fluctuations have been proved to be universal. We investigate in this work the complete quasinormal spectra of gravitational perturbations of d-dimensional plane-symmetric AdS black holes (black branes). Holographically the frequencies of the quasinormal modes correspond to the poles of two-point correlation functions of the field-theory stress-energy tensor. The important issue of the correct boundary condition to be imposed on the gauge-invariant perturbation fields at the AdS boundary is studied and elucidated in a fully d-dimensional context. We obtain the dispersion relations of the first few modes in the low-, intermediate- and high-wavenumber regimes. The sound-wave (shear-mode) behavior of scalar (vector)-type low- frequency quasinormal mode is analytically and numerically confirmed. These results are found employing both a power series method and a direct numerical integration scheme.

Using of the residues and wood composites for production of an electric guitar

The residues generation is a quite serious problem in several industrial areas and also in the lumbering area. The search for the elimination or reduction of the volume of generated residues is endless, however limited, resulting in the search for a proper destination or better use, instead of simply burning it. A lot of uses and services are commonly proposed, but with low aggregated value to the residue. This work shows the usage viability of different discarded residues and wood composites in the production of an electric guitar. Cupiuba, ipe and jatoba residues have been used besides wood composites of pinus. The residues and wood composites have shown appropriate resistance, surfacing quality and design terms, and could be used to substitute the traditionally wood used in the production of the instrument as well as in other products of similar characteristics and with larger aggregated value.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.