17 resultados para Sharpe ratio

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


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Objective: We investigated whether lifestyle-induced changes in dietary fat quality are related to Improvements on glucose metabolism disturbances in Japanese Brazilians at high risk of type 2 diabetes Methods: One hundred forty-eight first- and second-generation subjects with impaired glucose tolerance or impaired fasting glycemia who attended a lifestyle intervention program for 12 mo were studied in the city of Bauru. State of Sao Paulo, Brazil Dietary fatty acid intakes at baseline and after 12 mo were estimated using three 24-h recalls. The effect of dietary fat intake on glucose metabolism was investigated by multiple logistic regression models Results: At baseline, mean standard deviation age and body mass index were 60 II y and 25 5 4.2 kg/m2, respectively After 12 mo. 92 subjects had normal plasma glucose levels and 56 remained in prediabetic conditions. Using logistic regression models adjusted for age, gender, generation, basal intake of explanatory nutrient, energy intake, physical activity, and waist circumference, the odds ratios (95% confidence intervals) for reversion to normoglycemia were 3 14 (1 22-8 10) in the second wrote of total w-3 fatty acid, 4 26 (1.34-13 57) in the second tunic of eicosapentaenoic acid, and 280 (1 10-7.10) in the second tertile of linolenic acid. Similarly. subjects in the highest wrote of w-3.w-6 fatty acid ratio showed a higher chance of improving glucose disturbances (2 51, 1.01-6.37) Conclusions: Our findings support the evidence of an independent protective effect of omega-3 fatty acid and of a higher omega-3:omega-6 fatty acid ratio on the glucose metabolism of high-risk individuals (C) 2010 Elsevier Inc All rights reserved.

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The influence of the aspect ratio (building height/street canyon width) and the mean building height of cities on local energy fluxes and temperatures is studied by means of an Urban Canopy Model (UCM) coupled with a one-dimensional second-order turbulence closure model. The UCM presented is similar to the Town Energy Balance (TEB) model in most of its features but differs in a few important aspects. In particular, the street canyon walls are treated separately which leads to a different budget of radiation within the street canyon walls. The UCM has been calibrated using observations of incoming global and diffuse solar radiation, incoming long-wave radiation and air temperature at a site in So Paulo, Brazil. Sensitivity studies with various aspect ratios have been performed to assess their impact on urban temperatures and energy fluxes at the top of the canopy layer. In these simulations, it is assumed that the anthropogenic heat flux and latent heat fluxes are negligible. Results show that the simulated net radiation and sensible heat fluxes at the top of the canopy decrease and the stored heat increases as the aspect ratio increases. The simulated air temperature follows the behavior of the sensible heat flux. (C) 2010 Elsevier Ltd. All rights reserved.

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Vector field formulation based on the Poisson theorem allows an automatic determination of rock physical properties (magnetization to density ratio-MDR-and the magnetization inclination-MI) from combined processing of gravity and magnetic geophysical data. The basic assumptions (i.e., Poisson conditions) are: that gravity and magnetic fields share common sources, and that these sources have a uniform magnetization direction and MDR. In addition, the previously existing formulation was restricted to profile data, and assumed sufficiently elongated (2-D) sources. For sources that violate Poisson conditions or have a 3-D geometry, the apparent values of MDR and MI that are generated in this way have an unclear relationship to the actual properties in the subsurface. We present Fortran programs that estimate MDR and MI values for 3-D sources through processing of gridded gravity and magnetic data. Tests with simple geophysical models indicate that magnetization polarity can be successfully recovered by MDR-MI processing, even in cases where juxtaposed bodies cannot be clearly distinguished on the basis of anomaly data. These results may be useful in crustal studies, especially in mapping magnetization polarity from marine-based gravity and magnetic data. (c) 2007 Elsevier Ltd. All rights reserved.

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Unequal sex ratios lead to the loss of genetic variability, decreasing the viability of populations in the long term. Anthropogenic activities often disturb the natural habitats and can cause alterations in sex ratio and morphological characteristics of several species. Forest fragmentation is a major conservation concern, so that understanding its effects in natural populations is essential. In this study, we evaluated the sex ratio and the morphological characteristics of Rufous Gnateaters (Conopophaga lineata (Wied, 1831)) in small and large forest fragments in Minas Gerais, Brazil. Birds (n = 89) were sexed by plumage characteristics and molecular markers. The molecular analysis showed that plumage is not a totally reliable method for sexing Rufous Gnateaters. We observed that sex ratio did not differ between large and small forest fragments, but birds in small fragments had larger wings and tarsus. Wing and tarsus changes may affect the movement ability of individuals within and among forest fragments. In conclusion, Rufous Gnateaters have been able to survive in both small and large Atlantic rain forest fragments without altering their sex ratio, but morphological changes can be prejudicial to their long term survival.

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The sexual system of the symbiotic shrimp Thor amboinensis is described, along with observations on sex ratio and host-use pattern of different populations. We used a comprehensive approach to elucidate the previously unknown sexual system of this shrimp. Dissections, scanning electron microscopy, size-frequency distribution analysis, and laboratory observations demonstrated that T amboinensis is a protandric hermaphrodite: shrimp first mature as males and change into females later in life. Thor amboinensis inhabited the large and structurally heterogeneous sea anemone Stichoclactyla helianthus in large groups (up to 11 individuals) more frequently than expected by chance alone. Groups exhibited no particularly complex social structure and showed male-biased sex ratios more frequently than expected by chance alone. The adult sex ratio was male-biased in the four separate populations studied, one of them being thousands of kilometers apart from the others. This study supports predictions central to theories of resource monopolization and sex allocation. Dissections demonstrated that unusually large males were parasitized by an undescribed species of isopod (family Entoniscidae). Infestation rates were similarly low in both sexes (approximate to 11%-12%). The available information suggests that T. amboinensis uses pure search promiscuity as a mating system. This hypothesis needs to be formally tested with mating behavior observations and field measurements on the movement pattern of both sexes of the species. Further detailed studies on the lifestyle and sexual system of all the species within this genus and the development of a molecular phylogeny are necessary to elucidate the evolutionary history of gender expression in the genus Thor.

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The southern right whale (Eubalaena australis) was one of the most intensively hunted whales between the 17th and 20th centuries in the southern hemisphere. Recent estimates indicate that today there are around 7000 whales, representing 5 to 10% Of its original population. On the other hand, recent studies estimated that the population that migrates to the Brazilian coast grew by 14% from 1987 to 2003. However, there is no information about sex-ratio for adults or for calves in this region, which is an important parameter for understanding the biology of the species. We present here the first estimate Of calves` sex-ratio of southern right whales found along the southern Brazilian coast, one of the most important wintering grounds for the species. Sex was molecularly indentified for 21 biopsies collected from calves between 1998 and 2002, along the coast of Rio Grande do Sul and Santa Catarina States, in southern Brazil. The sex-ratio was two females for one male, however, it was not statistically different (chi(2) test, alpha = 0.05; df = 1) from the expected ratio of 1:1. This result is in accordance with the sex-ratio estimated for the species of all ages using external morphology (and behaviour in formation), (is well as for most species of baleen whales.

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White adipose tissue (WAT) is the source of pro- and anti-inflammatory cytokines and recently, it has been recognized as an important source of interleukin 10 (IL-10). Acute physical exercise is known to induce an anti-inflammatory cytokine profile, however, the effect of chronic physical exercise on the production of IL-10 by WAT has never been examined. We assessed IL-10 and TNF-alpha concentration in WAT of rats engaged in endurance training. Animals were randomly assigned to either a sedentary control group (S, n = 7) or an endurance trained group (T, n = 8). Trained rats ran on a treadmill 5 days/wk for 8 wk (55-65% VO(2max). Detection of IL-10 and TNF-alpha protein and mRNA expression, as well as the gene expression of PPAR-gamma, and immunocytochemistry to detect mononuclear phagocytes were carried out. A reduction in absolute retroperitoneal adipose tissue (RPAT) weight in T (44%; p < 0.01), when compared with S was observed. IL-10 concentration was increased (1.5-fold, p < 0.05), to a higher extent than that of TNF-alpha (66%. p < 0.05) in the mesenteric adipose tissue (MEAT) of the trained group, while no change related to training was observed in RPAT. In MEAT, IL-10/TNF-alpha ratio was increased in T, when compared with S (30%; p < 0.05). PPAR-gamma gene expression was increased in T (1.1-fold; p < 0.01), when compared with S in the same adipose depot. No monocyte infiltration was found. In conclusion, exercise training induced increased IL-10 expression in the mesenteric depot, resulting in a modified IL-10/TNF-alpha ratio. We also conclude that WAT presents a depot-specific response to endurance training regarding the studied aspects. (C) 2008 Elsevier Ltd. All rights reserved.

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The ruthenium compound [Ru(2)Cl(Ibp)(4)] (or RuIbp) has been reported to cause significantly greater inhibition of C6 glioma cell proliferation than the parent HIbp. The present study determined the effects of 0-72 h exposure to RuIbp upon C6 cell cycle distribution, mitochondrial membrane potential, reactive species generation and mRNA and protein expression of E2F1, cyclin D1, c-myc, pRb, p21, p27, p53, Ku70, Ku80, Bax, Bcl2, cyclooxygenase 1 and 2 (COX1 and COX2). The most significant changes in mRNA and protein expression were seen for the cyclin-dependent kinase inhibitors p21 and p27 which were both increased (p<0.05). The marked decrease in mitochondrial membrane potential (p<0.01) and modest increase in apoptosis was accompanied by a decrease in anti-apoptotic Bcl2 expression and an increase in pro-apoptotic Bax expression (p<0.05). Interestingly, COX1 expression was increased in response to a significant loss of prostaglandin E(2) production (p<0.001), most likely due to the intracellular action of Ibp. Future studies will investigate the efficacy of this novel ruthenium-ibuprofen complex in human glioma cell lines in vitro and both rat and human glioma cells growing under orthotopic conditions in vivo. (C) 2010 Elsevier Inc. All rights reserved.

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The critical behavior of the stochastic susceptible-infected-recovered model on a square lattice is obtained by numerical simulations and finite-size scaling. The order parameter as well as the distribution in the number of recovered individuals is determined as a function of the infection rate for several values of the system size. The analysis around criticality is obtained by exploring the close relationship between the present model and standard percolation theory. The quantity UP, equal to the ratio U between the second moment and the squared first moment of the size distribution multiplied by the order parameter P, is shown to have, for a square system, a universal value 1.0167(1) that is the same for site and bond percolation, confirming further that the SIR model is also in the percolation class.

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The ratio of the psi` over the J psi production cross section in the dielectron channel has been measured in root s = 200 GeV p + p collisions with the PHENIX detector at RHIC. The analysis is based on fitting of the dielectron invariant mass spectra in the area around the J psi and psi` signals in order to extract a ratio psi` over J psi of 0.019 +/- 0.005 (stat) +/- 0.002 (sys) and a fractional feed-down contribution to J psi from psi` of 8.6 +/- 2.5%.

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We developed an analytical method and constrained procedural boundary conditions that enable accurate and precise Zn isotope ratio measurements in urban aerosols. We also demonstrate the potential of this new isotope system for air pollutant source tracing. The procedural blank is around 5 ng and significantly lower than published methods due to a tailored ion chromatographic separation. Accurate mass bias correction using external correction with Cu is limited to Zn sample content of approximately 50 ng due to the combined effect of blank contribution of Cu and Zn from the ion exchange procedure and the need to maintain a Cu/Zn ratio of approximately 1. Mass bias is corrected for by applying the common analyte internal standardization method approach. Comparison with other mass bias correction methods demonstrates the accuracy of the method. The average precision of delta(66)Zn determinations in aerosols is around 0.05% per atomic mass unit. The method was tested on aerosols collected in Sin Paulo City, Brazil. The measurements reveal significant variations in delta(66)Zn(Imperial) ranging between -0.96 and -0.37% in coarse and between -1.04 and 0.02% in fine particular matter. This variability suggests that Zn isotopic compositions distinguish atmospheric sources. The isotopic light signature suggests traffic as the main source. We present further delta(66)Zn(Imperial) data for the standard reference material NIST SRM 2783 (delta 66Z(Imperial) = 0.26 +/- 0.10%).

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The Birnbaum-Saunders regression model is becoming increasingly popular in lifetime analyses and reliability studies. In this model, the signed likelihood ratio statistic provides the basis for testing inference and construction of confidence limits for a single parameter of interest. We focus on the small sample case, where the standard normal distribution gives a poor approximation to the true distribution of the statistic. We derive three adjusted signed likelihood ratio statistics that lead to very accurate inference even for very small samples. Two empirical applications are presented. (C) 2010 Elsevier B.V. All rights reserved.

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In this paper we deal with the issue of performing accurate testing inference on a scalar parameter of interest in structural errors-in-variables models. The error terms are allowed to follow a multivariate distribution in the class of the elliptical distributions, which has the multivariate normal distribution as special case. We derive a modified signed likelihood ratio statistic that follows a standard normal distribution with a high degree of accuracy. Our Monte Carlo results show that the modified test is much less size distorted than its unmodified counterpart. An application is presented.

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Although the asymptotic distributions of the likelihood ratio for testing hypotheses of null variance components in linear mixed models derived by Stram and Lee [1994. Variance components testing in longitudinal mixed effects model. Biometrics 50, 1171-1177] are valid, their proof is based on the work of Self and Liang [1987. Asymptotic properties of maximum likelihood estimators and likelihood tests under nonstandard conditions. J. Amer. Statist. Assoc. 82, 605-610] which requires identically distributed random variables, an assumption not always valid in longitudinal data problems. We use the less restrictive results of Vu and Zhou [1997. Generalization of likelihood ratio tests under nonstandard conditions. Ann. Statist. 25, 897-916] to prove that the proposed mixture of chi-squared distributions is the actual asymptotic distribution of such likelihood ratios used as test statistics for null variance components in models with one or two random effects. We also consider a limited simulation study to evaluate the appropriateness of the asymptotic distribution of such likelihood ratios in moderately sized samples. (C) 2008 Elsevier B.V. All rights reserved.

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Likelihood ratio tests can be substantially size distorted in small- and moderate-sized samples. In this paper, we apply Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-321] adjusted likelihood ratio statistic to exponential family nonlinear models. We show that the adjustment term has a simple compact form that can be easily implemented from standard statistical software. The adjusted statistic is approximately distributed as X(2) with high degree of accuracy. It is applicable in wide generality since it allows both the parameter of interest and the nuisance parameter to be vector-valued. Unlike the modified profile likelihood ratio statistic obtained from Cox and Reid [Cox, D.R., Reid, N., 1987. Parameter orthogonality and approximate conditional inference. journal of the Royal Statistical Society B49, 1-39], the adjusted statistic proposed here does not require an orthogonal parameterization. Numerical comparison of likelihood-based tests of varying dispersion favors the test we propose and a Bartlett-corrected version of the modified profile likelihood ratio test recently obtained by Cysneiros and Ferrari [Cysneiros, A.H.M.A., Ferrari, S.L.P., 2006. An improved likelihood ratio test for varying dispersion in exponential family nonlinear models. Statistics and Probability Letters 76 (3), 255-265]. (C) 2008 Elsevier B.V. All rights reserved.