321 resultados para Return-based pricing kernel

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)


Relevância:

30.00% 30.00%

Publicador:

Resumo:

Objective: We carry out a systematic assessment on a suite of kernel-based learning machines while coping with the task of epilepsy diagnosis through automatic electroencephalogram (EEG) signal classification. Methods and materials: The kernel machines investigated include the standard support vector machine (SVM), the least squares SVM, the Lagrangian SVM, the smooth SVM, the proximal SVM, and the relevance vector machine. An extensive series of experiments was conducted on publicly available data, whose clinical EEG recordings were obtained from five normal subjects and five epileptic patients. The performance levels delivered by the different kernel machines are contrasted in terms of the criteria of predictive accuracy, sensitivity to the kernel function/parameter value, and sensitivity to the type of features extracted from the signal. For this purpose, 26 values for the kernel parameter (radius) of two well-known kernel functions (namely. Gaussian and exponential radial basis functions) were considered as well as 21 types of features extracted from the EEG signal, including statistical values derived from the discrete wavelet transform, Lyapunov exponents, and combinations thereof. Results: We first quantitatively assess the impact of the choice of the wavelet basis on the quality of the features extracted. Four wavelet basis functions were considered in this study. Then, we provide the average accuracy (i.e., cross-validation error) values delivered by 252 kernel machine configurations; in particular, 40%/35% of the best-calibrated models of the standard and least squares SVMs reached 100% accuracy rate for the two kernel functions considered. Moreover, we show the sensitivity profiles exhibited by a large sample of the configurations whereby one can visually inspect their levels of sensitiveness to the type of feature and to the kernel function/parameter value. Conclusions: Overall, the results evidence that all kernel machines are competitive in terms of accuracy, with the standard and least squares SVMs prevailing more consistently. Moreover, the choice of the kernel function and parameter value as well as the choice of the feature extractor are critical decisions to be taken, albeit the choice of the wavelet family seems not to be so relevant. Also, the statistical values calculated over the Lyapunov exponents were good sources of signal representation, but not as informative as their wavelet counterparts. Finally, a typical sensitivity profile has emerged among all types of machines, involving some regions of stability separated by zones of sharp variation, with some kernel parameter values clearly associated with better accuracy rates (zones of optimality). (C) 2011 Elsevier B.V. All rights reserved.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

This paper applies Hierarchical Bayesian Models to price farm-level yield insurance contracts. This methodology considers the temporal effect, the spatial dependence and spatio-temporal models. One of the major advantages of this framework is that an estimate of the premium rate is obtained directly from the posterior distribution. These methods were applied to a farm-level data set of soybean in the State of the Parana (Brazil), for the period between 1994 and 2003. The model selection was based on a posterior predictive criterion. This study improves considerably the estimation of the fair premium rates considering the small number of observations.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

This article presents a statistical model of agricultural yield data based on a set of hierarchical Bayesian models that allows joint modeling of temporal and spatial autocorrelation. This method captures a comprehensive range of the various uncertainties involved in predicting crop insurance premium rates as opposed to the more traditional ad hoc, two-stage methods that are typically based on independent estimation and prediction. A panel data set of county-average yield data was analyzed for 290 counties in the State of Parana (Brazil) for the period of 1990 through 2002. Posterior predictive criteria are used to evaluate different model specifications. This article provides substantial improvements in the statistical and actuarial methods often applied to the calculation of insurance premium rates. These improvements are especially relevant to situations where data are limited.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

This article considers alternative methods to calculate the fair premium rate of crop insurance contracts based on county yields. The premium rate was calculated using parametric and nonparametric approaches to estimate the conditional agricultural yield density. These methods were applied to a data set of county yield provided by the Statistical and Geography Brazilian Institute (IBGE), for the period of 1990 through 2002, for soybean, corn and wheat, in the State of Paran. In this article, we propose methodological alternatives to pricing crop insurance contracts resulting in more accurate premium rates in a situation of limited data.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

This study aimed to establish the optimum level of palm kernel meal in the diet of Santa Ines lambs based on the sensorial characteristics and fatty acid profile of the meat. We used 32 lambs with a starting age of 4 to 6 months and mean weight of 22 2.75 kg, kept in individual stalls. The animals were fed with Tifton-85 hay and a concentrate mixed with 0.0, 6.5, 13.0 or 19.5% of palm kernel meal based on the dry mass of the complete diet. These levels formed the treatments. Confinement lasted 80 days and on the last day the animals were fasted and slaughtered. After slaughter, carcasses were weighed and sectioned longitudinally, along the median line, into two antimeres. Half-carcasses were then sliced between the 12th and 13th ribs to collect the loin (longissimus dorsi), which was used to determine the sensorial characteristics and fatty acid profile of the meat. For sensorial evaluation, samples of meat were given to 54 judges who evaluated the tenderness, juiciness, appearance, aroma and flavor of the meat using a hedonic scale. Fatty acids were determined by gas chromatography. The addition of palm kernel meal to the diet had no effect on the sensorial characteristics of meat juiciness, appearance, aroma or flavor. However, tenderness showed a quadratic relationship with the addition of the meal to the diet. The concentration of fatty acids C12:0, C14:0 and C16:0 increased with the addition of palm kernel meal, as did the sum of medium-chain fatty acids and the atherogenicity index. Up to of 19.5% of the diet of Santa Ines lambs can be made up of palm kernel meal without causing significant changes in sensorial characteristics. However, the fatty acid profile of the meat was altered.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

This paper analyzes the factors that influence the issuing price of debentures in Brazil in the period from year 2000 to 2004, applying a factor model, in which exogenous variables explain return and price behavior. The variables in this study include: rating, choice of index, maturity, country risk, basic interest rate, long-term and short-term rate spread, the stock market index, and the foreign exchange rate. Results indicate that the index variable, probability of default and bond`s maturity influence pricing and points out associations of long-term bonds with better rating issues. (C) 2008 Elsevier Inc. All rights reserved.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

This paper presents a GIS-based multicriteria flood risk assessment and mapping approach applied to coastal drainage basins where hydrological data are not available. It involves risk to different types of possible processes: coastal inundation (storm surge), river, estuarine and flash flood, either at urban or natural areas, and fords. Based on the causes of these processes, several environmental indicators were taken to build-up the risk assessment. Geoindicators include geological-geomorphologic proprieties of Quaternary sedimentary units, water table, drainage basin morphometry, coastal dynamics, beach morphodynamics and microclimatic characteristics. Bioindicators involve coastal plain and low slope native vegetation categories and two alteration states. Anthropogenic indicators encompass land use categories properties such as: type, occupation density, urban structure type and occupation consolidation degree. The selected indicators were stored within an expert Geoenvironmental Information System developed for the State of Sao Paulo Coastal Zone (SIIGAL), which attributes were mathematically classified through deterministic approaches, in order to estimate natural susceptibilities (Sn), human-induced susceptibilities (Sa), return period of rain events (Ri), potential damages (Dp) and the risk classification (R), according to the equation R=(Sn.Sa.Ri).Dp. Thematic maps were automatically processed within the SIIGAL, in which automata cells (""geoenvironmental management units"") aggregating geological-geomorphologic and land use/native vegetation categories were the units of classification. The method has been applied to the Northern Littoral of the State of Sao Paulo (Brazil) in 32 small drainage basins, demonstrating to be very useful for coastal zone public politics, civil defense programs and flood management.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

A novel technique for selecting the poles of orthonormal basis functions (OBF) in Volterra models of any order is presented. It is well-known that the usual large number of parameters required to describe the Volterra kernels can be significantly reduced by representing each kernel using an appropriate basis of orthonormal functions. Such a representation results in the so-called OBF Volterra model, which has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a nonlinear static mapping given by the Volterra polynomial series. Aiming at optimizing the poles that fully parameterize the orthonormal bases, the exact gradients of the outputs of the orthonormal filters with respect to their poles are computed analytically by using a back-propagation-through-time technique. The expressions relative to the Kautz basis and to generalized orthonormal bases of functions (GOBF) are addressed; the ones related to the Laguerre basis follow straightforwardly as a particular case. The main innovation here is that the dynamic nature of the OBF filters is fully considered in the gradient computations. These gradients provide exact search directions for optimizing the poles of a given orthonormal basis. Such search directions can, in turn, be used as part of an optimization procedure to locate the minimum of a cost-function that takes into account the error of estimation of the system output. The Levenberg-Marquardt algorithm is adopted here as the optimization procedure. Unlike previous related work, the proposed approach relies solely on input-output data measured from the system to be modeled, i.e., no information about the Volterra kernels is required. Examples are presented to illustrate the application of this approach to the modeling of dynamic systems, including a real magnetic levitation system with nonlinear oscillatory behavior.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This study was evaluated the response of subcutaneous connective tissue of isogenic mice to calcium hydroxide-based pastes with chlorhexidine digluconate (CHX). Seventy isogenic male BALB/c mice aged 6-8 weeks and weighing 15-20 g were randomly assigned to 8 groups. The animals received polyethylene tube implants as follows: Groups I, II, and III (n=10) - Calen® paste mixed with 0.4% CHX (experimental paste; Calen/CHX) for 7, 21, and 63 days, respectively; Groups IV, V, and VI (n=10) - UltraCal™ paste mixed with 2% CHX (experimental paste supplied by Ultradent Products Inc.; Ultracal/CHX) for 7, 21, and 63 days, respectively; and Groups VII and VIII (n=5): empty tube for 7 and 21 days, respectively. At the end of the experimental periods, the implants were removed together with the surrounding tissues (skin and subcutaneous connective tissue). The biopsied tissues were subjected to routine processing for histological analysis. Using a descriptive analysis and a four-point (0-3) scoring system, the following criteria were considered for qualitative and quantitative analysis of the tissue around the implanted materials: collagen fiber formation, tissue thickness and inflammatory infiltrate. A quantitative analysis was performed by measuring the thickness (µm), area (µm²) and perimeter (µm) of the reactionary granulomatous tissue formed at the tube ends. Data were analyzed statistically by the Kruskal-Wallis test and Dunn's post-test (α=0.05). Calen/CHX showed biocompatibility with the subcutaneous and reactionary tissues, with areas of discrete fibrosis and normal conjunctive fibrous tissue, though without statistically significant difference (p>0.05) from the control groups. In Groups I to III, there was a predominance of score 1, while in Groups IV to VI scores 2 and 3 predominated for all analyzed parameters. UltraCal/CHX, on the other hand, induced the formation of an inflammatory infiltrate and abundant exudate, suggesting a persistent residual aggression from the material, even 63 days after implant placement. In conclusion, the Calen paste mixed with 0.4% CHX allowed an adequate tissue response, whereas the UltraCal paste mixed with 2% CHX showed unsatisfactory results.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

OBJECTIVE: This study evaluated the efficacy of NitrAdineTM-based disinfecting cleaning tablets for complete denture, in terms of denture biofilm removal and antimicrobial action. MATERIAL AND METHODS: Forty complete denture wearers (14 men and 26 women) with a mean age of 62.3±9.0 years were randomly assigned to two groups and were instructed to clean their dentures according to two methods: brushing (control) - 3 times a day with denture brush and tap water following meals; brushing and immersion (Experimental) - brushing the denture 3 times a day with denture brush and tap water following meals and immersion of the denture in NitrAdineTM-based denture tablets (Medical InterporousTM). Each method was used for 21 days. Denture biofilm was disclosed by a 1% neutral red solution and quantified by means of digital photos taken from the internal surface before and after the use of the product. Microbiological assessment was conducted to quantify Candida sp. RESULTS: An independent t-test revealed a significant lower biofilm percentage for the experimental group (4.7, 95% CI 2.4 to 7.9) in comparison with the control group (mean 37.5, 95% CI 28.2 to 48.1) (t38=7.996, p<0.001). A significant reduction of yeast colony forming units could be found after treatment with Medical InterporousTM denture tablets as compared to the control group (Mann-Whitney test, Z=1.90; p<0.05). CONCLUSION: The present findings suggest that NitrAdineTM-based disinfecting cleaning tablets are efficient in removal of denture biofilm. In addition, a clear antimicrobial action was demonstrated. Therefore, they should be recommended as a routine denture maintenance method for the prevention of the development of microbial biofilm induced denture stomatitis.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This article reports the case of a 55-year-old female patient who presented with unsatisfactory temporary crowns in the right mandibular premolars and molars, and a premolar-to-molar fixed partial denture in the left side. The clinical and radiographic examinations revealed a fracture of the left first premolar that was a retainer of the fixed partial denture and required extraction. Initially, the acrylic resin crowns were replaced by new ones, and a provisional RPD was made using acrylic resin and orthodontic wire clasps to resolve the problem arising from the loss of the fixed partial denture. Considering the patient's high esthetic demands, the treatment options for the definitive prosthetic treatment were discussed with her and rehabilitation with implant-supported dentures was proposed because the clinical conditions of the residual alveolar ridge were suitable for implant installation, and the patient's general health was excellent. However, the patient did not agree because she knew of a failed case of implant-retained denture in a diabetic individual and was concerned. The patient was fully informed that implant installation was the best indication for her case, but the arguments were not sufficient to change her decision. The treatment possibilities were presented and the patient opted for a clasp-retained removable partial denture (RPD) associated with the placement of crowns in the pillar teeth. The temporary RPD was replaced by the definitive RPD constructed subsequently. Although RPD was not the first choice, satisfactory esthetic and functional outcomes were achieved, overcaming the patient's expectations. This case report illustrates that the dentist must be prepared to deal with situations where, for reasons that cannot be managed, the patient does not accept the treatment considered as the most indicated for his/her case. Alternatives must be proposed and the functional and esthetic requirements must be fulfilled in the best possible manner.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The aim of this in vitro study was to determine the maximum inhibitory dilution (MID) of four cetylpyridinium chloride (CPC)-based mouthwashes: CPC+Propolis, CPC+Malva, CPC+Eucaliptol+Juá+Romã+Propolis (Natural Honey®) and CPC (Cepacol®), against 28 Staphylococcus aureus field strains, using the agar dilution method. Decimal dilutions ranging from 1/10 to 1/655,360 were prepared and added to Mueller Hinton Agar. Strains were inoculated using Steers multipoint inoculator. The inocula were seeded onto the surface of the culture medium in Petri dishes containing different dilutions of the mouthwashes. The dishes were incubated at 37ºC for 24 h. For readings, the MID was considered as the maximum dilution of mouthwash still capable of inhibiting microbial growth. The obtained data showed that CPC+Propolis had antimicrobial activity against 27 strains at 1/320 dilution and against all 28 strains at 1/160 dilution, CPC+Malva inhibited the growth of all 28 strains at 1/320 dilution, CPC+Eucaliptol+Juá+Romã+Propolis inhibited the growth of 2 strains at 1/640 dilution and all 28 strains at 1/320 dilution, and Cepacol® showed antimicrobial activity against 3 strains at 1/320 dilution and against all 28 strains at 1/160 dilution. Data were submitted to Kruskal-Wallis test, showing that the MID of Cepacol® was lower than that determined for the other products (p<0.05). In conclusion, CPC-mouthwashes showed antimicrobial activity against S. aureus and the addition of other substances to CPC improved its antimicrobial effect.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

OBJECTIVE: This study evaluated in vitro the influence of an eugenol-based sealer (EndoFill) on the retention of stainless steel prefabricated posts cemented with zinc phosphate and resin-based (Panavia F) cements after different periods of root canal obturation, using the pull-out test. MATERIAL AND METHODS: Sixty upper canines were decoronated and the roots were embedded in resin blocks. The specimens were distributed into 3 groups, according to the period elapsed between canal obturation and post cementation: Group I - immediately; Group II - 72 h and Group III - 4 months. The groups were subdivided according to the type of cement used for post cementation: A - zinc phosphate and B - Panavia F. Following the experimental periods, specimens were subjected to pullout test in an Instron machine with application of tensile force at a crosshead speed of 0.5 mm/min until post dislodgement. The maximum forces required for post removal were recorded (kN) and means were subjected to statistical analysis by 2-way ANOVA and Tukey-Kramer test (α=0.001) RESULTS: There were statistically significant differences (p<0.01) between the posts cemented with zinc phosphate cement (0.2112 kN) and Panavia F (0.0501 kN). However, no statistically significant differences (p>0.05) were found between the three post cementation periods, regardless of the cement. CONCLUSIONS: It was concluded that the eugenol-based sealer influenced the tensile strength of the posts cemented with the resin cement, but had no influence on the time waited between root canal obturation and post space preparation/post cementation.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Current scientific knowledge provides clear evidence that alcohol-based mouthwashes can be beneficial in a daily oral health routine, including dental hygiene and plaque control. Several issues are worth discussing, in spite of the wealth of supporting evidence. Despite some undesirable effects to some people, like burning sensation, and some contraindications, like the use by infants, alcohol addicts and patients with mucosal injuries, there is no reason to avoid the use of alcohol-containing mouthwashes as long as they are used following proper guidance by dental professionals and the manufacturers' instructions. The alleged correlation between oral cancer and alcohol-based mouthrinses presents so little, weak, inconsistent and even contradictory evidence in the literature that any kind of risk warning to patients would be uncalled for. Antimicrobial mouthrinses are safe and effective in reducing plaque and gingivitis, and should be part of a comprehensive oral health care regimen that includes brushing, flossing and rinsing to prevent or minimize periodontal disease.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Considering that oral preparations made with peel green bananas (e.g. flour and extracts) demonstrated healing effects on mucous membranes and skin, this study evaluated the healing and the antimicrobial property of a topical preparation based on extract of Musa sapientum L., Musaceae, (apple banana) in surgically induced wounds in the skin of male Wistar rats, 100 g. The extract was obtained by decoction, the presence of tannins was detected by phytochemical screening and 10% of the extract was incorporated into the carbopol gel (CMS gel). The processes of healing and bacterial isolation were evaluated in the following experimental groups: control (no treatment), treatment with placebo or with the CMS gel. The healing of surgical wounds treated with the CMS gel was faster when compared with the control and placebo groups and the treatment with CMS gel also inhibited the growth of pyogenic bacteria and enterobacteria in the wounds. The results indicate that the extract of Musa sapientum epicarp has healing and antimicrobial properties (in vivo), probably, due to tannins.