STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of the system is grounded upon a heterogeneous interacting agent model for a single risky asset market. An advantage of this construction procedure is that the resulting dynamical system becomes a macroscopic market model which mirrors the market quantities and qualities that would typically be taken into account solely at the microscopic level of modeling. The system`s parameters correspond to: (a) the proportion of speculators in a market; (b) the traders` speculative trend; (c) the degree of heterogeneity of idiosyncratic evaluations of the market agents with respect to the asset`s fundamental value; and (d) the strength of the feedback of the population excess demand on the asset price update increment. This correspondence allows us to employ our results in order to infer plausible causes for the emergence of price and demand fluctuations in a real asset market. The employment of dynamical systems for studying evolution of stochastic models of socio-economic phenomena is quite usual in the area of heterogeneous interacting agent models. However, in the vast majority of the cases present in the literature, these dynamical systems are one-dimensional. Our work is among the few in the area that construct and study analytically a two-dimensional dynamical system and apply it for explanation of socio-economic phenomena.

Stability of numerical schemes on staggered grids

This paper considers the stability of explicit, implicit and Crank-Nicolson schemes for the one-dimensional heat equation on a staggered grid. Furthemore, we consider the cases when both explicit and implicit approximations of the boundary conditions arc employed. Why we choose to do this is clearly motivated and arises front solving fluid flow equations with free surfaces when the Reynolds number can be very small. in at least parts of the spatial domain. A comprehensive stability analysis is supplied: a novel result is the precise stability restriction on the Crank-Nicolson method when the boundary conditions are approximated explicitly, that is, at t =n delta t rather than t = (n + 1)delta t. The two-dimensional Navier-Stokes equations were then solved by a marker and cell approach for two simple problems that had analytic solutions. It was found that the stability results provided in this paper were qualitatively very similar. thereby providing insight as to why a Crank-Nicolson approximation of the momentum equations is only conditionally, stable. Copyright (C) 2008 John Wiley & Sons, Ltd.

ENHANCING MULTISCALE FRACTAL DESCRIPTORS USING FUNCTIONAL DATA ANALYSIS

This work presents a novel approach in order to increase the recognition power of Multiscale Fractal Dimension (MFD) techniques, when applied to image classification. The proposal uses Functional Data Analysis (FDA) with the aim of enhancing the MFD technique precision achieving a more representative descriptors vector, capable of recognizing and characterizing more precisely objects in an image. FDA is applied to signatures extracted by using the Bouligand-Minkowsky MFD technique in the generation of a descriptors vector from them. For the evaluation of the obtained improvement, an experiment using two datasets of objects was carried out. A dataset was used of characters shapes (26 characters of the Latin alphabet) carrying different levels of controlled noise and a dataset of fish images contours. A comparison with the use of the well-known methods of Fourier and wavelets descriptors was performed with the aim of verifying the performance of FDA method. The descriptor vectors were submitted to Linear Discriminant Analysis (LDA) classification method and we compared the correctness rate in the classification process among the descriptors methods. The results demonstrate that FDA overcomes the literature methods (Fourier and wavelets) in the processing of information extracted from the MFD signature. In this way, the proposed method can be considered as an interesting choice for pattern recognition and image classification using fractal analysis.

Nutritional intervention programme among a Japanese-Brazilian community: procedures and results according to gender

Objective: To describe the results of a nutritional intervention programme among Japanese-Brazilians according to gender. Design: A non-controlled experimental study. Setting: The research included three points of clinical, nutritional and physical activity evaluation: at baseline (in 2005), after the first year and at the end of the second year (in 2007). The paired Student t test and multiple linear regression analysis were used to evaluate changes in the subjects` profile (clinical, nutritional and physical activity variables). Subjects: Japanese-Brazilians (n 575) of both genders, aged over 30 years. Results: We verified statistically significant reductions in body weight (0.9 kg), waist circumference (2.9 cm), blood pressure, fasting blood glucose (>3 mg/dl) and total cholesterol (>20 mg/dl) and its fractions, in both genders. We also found reductions in intake of energy (among men), protein (among women) and fat (both genders) and increases in intake of total fibre (among women) and carbohydrate (among men). Conclusions: The intervention programme indicated meaningful benefits for the intervention subjects, with changes in their habits that led to a `healthier` lifestyle positively impacting their nutritional and metabolic profile.

Iron Concentrations in Breast Milk and Selected Maternal Factors of Human Milk Bank Donors

The aim of this study was to evaluate the relationship between iron concentration in mature breast milk and characteristics of 136 donors of a Brazilian milk bank. Iron, vitamin A, zinc, and copper concentrations were assessed in human milk and maternal blood. Data were collected on maternal anthropometrics, obstetric, socioeconomic, demographic, and lifestyle factors. Iron, zinc, and copper in milk and zinc and copper in blood were detected by spectrophotometry. Vitamin A in milk and blood was determined by high-performance liquid chromatography. Hemoglobin was measured by electronic counting and serum iron and ferritin by colorimetry and chemoluminescence, respectively. Transferrin and ceruloplasmin were determined by nephelometry. According to multivariate linear regression analysis, iron in milk was positively associated with vitamin A in milk and with smoking but negatively associated with timing of breast milk donation (P < .001). These results indicate that iron concentration in milk of Brazilian donors may be influenced by nutritional factors and smoking. J Hum Lact. 26(2):175-179

The impact of maternal cortisol concentrations on child arterial elasticity

Epidemiological studies suggest that glucocorticoid excess in the fetus may contribute to the pathophysiology of cardiovascular diseases in adulthood. However, the impact of maternal glucocorticoid on the cardiovascular system of the offspring has not been much explored in studies involving humans, especially in childhood. The objective of this study was to assess the influence of maternal cortisol concentrations on child arterial elasticity. One hundred and thirty pregnant women followed from 1997 to 2000, and respective children 5-7 years of age followed from 2004 to 2006 were included in the study. Maternal cortisol was determined in saliva by an enzyme immunoassay utilizing the mean concentration of nine samples of saliva. Arterial elasticity was assessed by the large artery elasticity index (LAEI; the capacitive elasticity of large arteries) by recording radial artery pulse wave, utilizing the equipment HDI/PulseWave CR-2000 Cardiovascular Profiling System (R). The nutritional status of the children was determined by the body mass index (BMI). Insulin concentration was assessed by chemiluminescence, and insulin resistance by the homeostasis model assessment. Blood glucose, total cholesterol and fractions (LDL-c and HDL-c) and triglyceride concentrations were determined by automated enzymatic methods. The association between maternal cortisol and child arterial elasticity was assessed by multivariate linear regression analysis. There was a statistically significant association between maternal cortisol and LAEI (P=0.02), controlling for birth weight, age, BMI and HDL-c of the children. This study suggests that exposure to higher glucocorticoid concentrations in the prenatal period is associated to lower arterial elasticity in childhood, an earlier cardiovascular risk marker.

A Longitudinal Three-Center Study of Dental Arch Relationship in Patients With Bilateral Cleft Lip and Palate

Objective: To compare and evaluate longitudinally the dental arch relationships from 4.5 to 13.5 years of age with the Bauru-BCLP Yardstick in a large sample of patients with bilateral cleft lip and palate (BCLP). Design: Retrospective longitudinal intercenter outcome study. Patients: Dental casts of 204 consecutive patients with complete BCLP were evaluated at 6, 9, and 12 years of age. All models were identified only by random identification numbers. Setting: Three cleft palate centers with different treatment protocols. Main Outcome Measures: Dental arch relationships were categorized with the Bauru-BCLP yardstick. Increments for each interval (from 6 to 9 years, 6 to 12 years, and 9 to 12 years) were analyzed by logistic and linear regression models. Results: There were no significant differences in outcome measures between the centers at age 12 or at age 9. At age 6, center B showed significantly better results (p = .027), but this difference diminished as the yardstick score for this group increased over time (linear regression analysis), the difference with the reference category (center C, boys) for the intervals 6 to 12 and 9 to 12 years being 10.4% (p = .041) and 12.9% (p = .009), respectively. Conclusions: Despite different treatment protocols, dental arch relationships in the three centers were comparable in final scores at age 9 and 12 years. Delaying hard palate closure and employing infant orthopedics did not appear to be advantageous in the long run. Premaxillary osteotomy employed in center B appeared to be associated with less favorable development of the dental arch relationship between 9 and 12 years.

Reliability of orbital fits for resonant extrasolar planetary systems: the case of HD82943

We perform a statistical study of the process of orbital determination of the HD82943 extrasolar planetary system, using the current observational data set of N = 165 radial velocity (RV) measurements. Our aim is to analyse the dispersion of possible orbital fits leading to residuals compatible with the best solution, and to discuss the sensitivity of the results with respect to both the data set and the error distribution around the best fit. Although some orbital parameters (e.g. semimajor axis) appear well constrained, we show that the best fits for the HD82943 system are not robust, and at present it is not possible to estimate reliable solutions for these bodies. Finally, we discuss the possibility of a third planet, with a mass of 0.35M(Jup) and an orbital period of 900 d. Stability analysis and simulations of planetary migration indicate that such a hypothetical three-planet system could be locked in a double 2/1 mean-motion resonance, similar to the so-called Laplace resonance of the three inner Galilean satellites of Jupiter.

Comparison for three Classification Techniques

In this paper we show the results of a comparison simulation study for three classification techniques: Multinomial Logistic Regression (MLR), No Metric Discriminant Analysis (NDA) and Linear Discriminant Analysis (LDA). The measure used to compare the performance of the three techniques was the Error Classification Rate (ECR). We found that MLR and LDA techniques have similar performance and that they are better than DNA when the population multivariate distribution is Normal or Logit-Normal. For the case of log-normal and Sinh(-1)-normal multivariate distributions we found that MLR had the better performance.

A reduction of CETP activity, not an increase, is associated with modestly impaired postprandial lipemia and increased HDL-Cholesterol in adult asymptomatic women

Background: The relationship between CETP and postprandial hyperlipemia is still unclear. We verified the effects of varying activities of plasma CETP on postprandial lipemia and precocious atherosclerosis in asymptomatic adult women. Methods: Twenty-eight women, selected from a healthy population sample (n = 148) were classified according to three CETP levels, all statistically different: CETP deficiency (CETPd <= 4.5%, n = 8), high activity (CETPi >= 23.8, n = 6) and controls (CTL, CETP >= 4.6% and <= 23.7%, n = 14). After a 12 h fast they underwent an oral fat tolerance test (40 g of fat/m(2) of body surface area) for 8 hours. TG, TG-rich-lipoproteins (TRL), cholesterol and TRL-TG measurements (AUC, AUIC, AR, RR and late peaks) and comparisons were performed on all time points. Lipases and phospholipids transfer protein (PLTP) were determined. Correlation between carotid atherosclerosis (c-IMT) and postprandial parameters was determined. CETP TaqIB and I405V and ApoE-epsilon 3/epsilon 2/epsilon 4 polymorphisms were examined. To elucidate the regulation of increased lipemia in CETPd a multiple linear regression analysis was performed. Results: In the CETPi and CTL groups, CETP activity was respectively 9 and 5.3 higher compared to the CETPd group. Concentrations of all HDL fractions and ApoA-I were higher in the CETPd group and clearance was delayed, as demonstrated by modified lipemia parameters (AUC, AUIC, RR, AR and late peaks and meal response patterns). LPL or HL deficiencies were not observed. No genetic determinants of CETP deficiency or of postprandial lipemia were found. Correlations with c-IMT in the CETPd group indicated postprandial pro-atherogenic associations. In CETPd the regression multivariate analysis (model A) showed that CETP was largely and negatively predicted by VLDL-C lipemia (R(2) = 92%) and much less by TG, LDL-C, ApoAI, phospholipids and non-HDL-C. CETP (model B) influenced mainly the increment in ApoB-100 containing lipoproteins (R(2) = 85% negatively) and phospholipids (R(2) = 13%), at the 6(th)h point. Conclusion: The moderate CETP deficiency phenotype included a paradoxically high HDL-C and its sub fractions (as earlier described), positive associations with c-IMT, a postprandial VLDL-C increment predicting negatively CETP activity and CETP activity regulating inversely the increment in ApoB100-containing lipoproteins. We hypothesize that the enrichment of TG content in triglyceride-rich ApoB-containing lipoproteins and in TG rich remnants increases lipoproteins` competition to active lipolysis sites, reducing their catabolism and resulting on postprandial lipemia with atherogenic consequences.

Chemical profile of rums as a function of their origin. The use of chemometric techniques for their identification

To identify chemical descriptors to distinguish Cuban from non-Cuban rums, analyses of 44 samples of rum from 15 different countries are described. To provide the chemical descriptors, analyses of the the mineral fraction, phenolic compounds, caramel, alcohols, acetic acid, ethyl acetate, ketones, and aldehydes were carried out. The analytical data were treated through the following chemometric methods: principal component analysis (PCA), partial least square-discriminate analysis (PLS-DA), and linear discriminate analysis (LDA). These analyses indicated 23 analytes as relevant chemical descriptors for the separation of rums into two distinct groups. The possibility of clustering the rum samples investigated through PCA analysis led to an accumulative percentage of 70.4% in the first three principal components, and isoamyl alcohol, n-propyl alcohol, copper, iron, 2-furfuraldehyde (furfuraldehyde), phenylmethanal (benzaldehyde), epicatechin, and vanillin were used as chemical descriptors. By applying the PLS-DA technique to the whole set of analytical data, the following analytes have been selected as descriptors: acetone, sec-butyl alcohol, isobutyl alcohol, ethyl acetate, methanol, isoamyl alcohol, magnesium, sodium, lead, iron, manganese, copper, zinc, 4-hydroxy3,5-dimethoxybenzaldehyde (syringaldehyde), methaldehyde (formaldehyde), 5-hydroxymethyl-2furfuraldehyde (5-HMF), acetalclehyde, 2-furfuraldehyde, 2-butenal (crotonaldehyde), n-pentanal (valeraldehyde), iso-pentanal (isovaleraldehyde), benzaldehyde, 2,3-butanodione monoxime, acetylacetone, epicatechin, and vanillin. By applying the LIDA technique, a model was developed, and the following analytes were selected as descriptors: ethyl acetate, sec-butyl alcohol, n-propyl alcohol, n-butyl alcohol, isoamyl alcohol, isobutyl alcohol, caramel, catechin, vanillin, epicatechin, manganese, acetalclehyde, 4-hydroxy-3-methoxybenzoic acid, 2-butenal, 4-hydroxy-3,5-dimethoxybenzoic acid, cyclopentanone, acetone, lead, zinc, calcium, barium, strontium, and sodium. This model allowed the discrimination of Cuban rums from the others with 88.2% accuracy.