Volatility forecasting with range models: An evaluation of new alternatives to the CARR model

The aim of this paper is to analyze the forecasting ability of the CARR model proposed by Chou (2005) using the S&P 500. We extend the data sample, allowing for the analysis of different stock market circumstances and propose the use of various range estimators in order to analyze their forecasting performance. Our results show that there are two range-based models that outperform the forecasting ability of the GARCH model. The Parkinson model is better for upward trends and volatilities which are higher and lower than the mean while the CARR model is better for downward trends and mean volatilities.

Relatório de estágio em reabilitação neurológica

Mestrado em Fisioterapia.

Molecular imaging agents for detection of β-amyloid plaques in Alzheimer’s disease

The formation of amyloid structures is a neuropathological feature that characterizes several neurodegenerative disorders, such as Alzheimer´s and Parkinson´s disease. Up to now, the definitive diagnosis of these diseases can only be accomplished by immunostaining of post mortem brain tissues with dyes such Thioflavin T and congo red. Aiming at early in vivo diagnosis of Alzheimer´s disease (AD), several amyloid-avid radioprobes have been developed for b-amyloid imaging by positron emission tomography (PET) and single-photon emission computed tomography (SPECT). The aim of this paper is to present a perspective of the available amyloid imaging agents, special those that have been selected for clinical trials and are at the different stages of the US Food and Drugs Administration (FDA) approval.

Implementation of a new reference values database for semiquantification in123I-FP-CIT brain single emission tomography

Brain dopamine transporters imaging by Single Emission Tomography (SPECT) with 123I-FP-CIT (DaTScanTM) has become an important tool in the diagnosis and evaluation of Parkinson syndromes.This diagnostic method allows the visualization of a portion of the striatum – where healthy pattern resemble two symmetric commas - allowing the evaluation of dopamine presynaptic system, in which dopamine transporters are responsible for dopamine release into the synaptic cleft, and their reabsorption into the nigrostriatal nerve terminals, in order to be stored or degraded. In daily practice for assessment of DaTScan TM, it is common to rely only on visual assessment for diagnosis. However, this process is complex and subjective as it depends on the observer’s experience and it is associated with high variability intra and inter observer. Studies have shown that semiquantification can improve the diagnosis of Parkinson syndromes. For semiquantification, analysis methods of image segmentation using regions of interest (ROI) are necessary. ROIs are drawn, in specific - striatum - and in nonspecific – background – uptake areas. Subsequently, specific binding ratios are calculated. Low adherence of semiquantification for diagnosis of Parkinson syndromes is related, not only with the associated time spent, but also with the need of an adapted database of reference values for the population concerned, as well as, the examination of each service protocol. Studies have concluded, that this process increases the reproducibility of semiquantification. The aim of this investigation was to create and validate a database of healthy controls for Dopamine transporters with DaTScanTM named DBRV. The created database has been adapted to the Nuclear Medicine Department’s protocol, and the population of Infanta Cristina’s Hospital located in Badajoz, Spain.

Criação e validação de valores de referência para semiquantificação em exames de SPECT com 123I-FP- CIT para o Hospital Infanta Cristina em Badajoz

Semiquantificação (SQ) nos exames de O DaTScanTM pode apresentar vantagens no diagnóstico de Síndromes Parkinsonianos (SP), especialmente quando os valores utilizados para referência da SQ são adaptados ao serviço em causa. Objetivo do estudo - Criação e validação de bases de dados e valores de referência (VR) adaptados na SQ para diagnóstico de SP recorrendo ao de DaTScanTM, adaptados para o Hospital Infanta Cristina em Badajoz.

Influência dos parâmetros de reconstrução por retroprojeção filtrada na semiquantificação em estudos cerebrais com 123I-FPCIT

A imagem de transportadores cerebrais da dopamina com recurso à tomografia por emissão de fotão único com 123I-FP-CIT tornou-se uma ferramenta importante no diagnóstico e avaliação de síndromes parkinsonianos. Embora o algoritmo de reconstrução de imagem Ordered Subset Expectation Maximization (OSEM) seja o método mais recomendado na literatura para reconstrução da imagem, o Filtered Back Projection (FBP) é ainda usado devido à sua rapidez. O objetivo deste trabalho é investigar a influência dos parâmetros de reconstrução para FBP na semiquantificação em estudos cerebrais com 123I-FPCIT em comparação com os obtidos com a reconstrução recomendada por OSEM.