Os efeitos das variações das taxas de juro na volatilidade dos mercados bolsistas

Mestrado em Controlo de Gestão e dos Negócios

Contratos de futuros sobre taxas de juro : estudo de caso sobre a Euribor a 3 meses

Mestrado em Contabilidade e Análise Financeira

Contratos futuros sobre o petróleo: um estudo sobre a assimetria na volatilidade

Mestrado em Contabilidade e Análise Financeira

Comparison of body fat content and distribution of familial amyloidotic polyneuropathy patients versus healthy subjects

The deposition of amyloid fibers at the peripheral nervous system can induce motor neuropathy in Familial Amiloidotic Polyneuropethy (FAP) patients. This produces progressive reductions in functional capacity. The only treatment for FAP is a liver transplant, followed by aggressive medication that can affect patients' metabolism. To our knowledge, there are no data on body fat distribution or comparison between healthy and FAP subjects, which may be important for clinical assessment and management of this disease. PURPOSE: To analyze body fat content and distribution between FAP patients and healthy subjects. METHODS: Body fat content and distribution were measured through Double Energy X-ray Densitometry (DXA) in two groups. Group 1 consisted of 43 Familial Amyloidotic Polyneuropathy patients (19 males, 32 + 8 Yrs, and 24 females, 37 + 5 yrs), who had liver transplant less than 2 months before. Group 2 consisted of 18 healthy subjects of similar age (8 males, 36 + 7 yrs, and 10 females, 39 + 5 yrs). RESULTS: Healthy subjects showed higher values than FAP patients for: BMI (24,2+2,3kg/m2 vs 22,3+3,8 kg/m2 respectively, p<0,05), % trunk BF (26,21+8,34kg vs 20,78+9,05kg respectively, p<0,05), % visceral BF (24,43+7,97% vs 19,21+9,30% respectively, p<0,05), % abdominal BF (26,63+8,51% vs 20,63+10,35% respectively, p<0,05) abdominal subcutaneous BF (0,533+0,421kg vs 0,353+0,257kg respectively, p=0,05), abdominal BF/BF ratio (0,09+0,02 vs 0,08+0,02 respectively, p<0,05) and abdominal BF/trunk BF ratio (0,19+0,03 vs 0,17+0,03 respectively, p<0,05). CONCLUSIONS: These results showed that FAP patients soon after liver transplantation exhibited a healthier body fat profile compared to controls. However, fat content and distribution varied widely in FAP subjects, suggesting an individualized approach for assessment and intervention rather than general guidelines. Future research is needed to investigate the long term consequences on body fat following liver transplant in this population.

Comparison of body fat content and distribution of familial amyloidotic polyneuropathy patients versus healthy subjects

The deposition of amyloid fibers at the peripheral nervous system can induce motor neuropathy in Familial Amiloidotic Polyneuropethy (FAP) patients. This produces progressive reductions in functional capacity. The only treatment for FAP is a liver transplant, followed by aggressive medication that can affect patients' metabolism. To our knowledge, there are no data on body fat distribution or comparison between healthy and FAP subjects, which may be important for clinical assessment and management of this disease.

Equilibrium self-assembly of colloids with distinct interaction sites: Thermodynamics, percolation, and cluster distribution functions

We calculate the equilibrium thermodynamic properties, percolation threshold, and cluster distribution functions for a model of associating colloids, which consists of hard spherical particles having on their surfaces three short-ranged attractive sites (sticky spots) of two different types, A and B. The thermodynamic properties are calculated using Wertheim's perturbation theory of associating fluids. This also allows us to find the onset of self-assembly, which can be quantified by the maxima of the specific heat at constant volume. The percolation threshold is derived, under the no-loop assumption, for the correlated bond model: In all cases it is two percolated phases that become identical at a critical point, when one exists. Finally, the cluster size distributions are calculated by mapping the model onto an effective model, characterized by a-state-dependent-functionality (f) over bar and unique bonding probability (p) over bar. The mapping is based on the asymptotic limit of the cluster distributions functions of the generic model and the effective parameters are defined through the requirement that the equilibrium cluster distributions of the true and effective models have the same number-averaged and weight-averaged sizes at all densities and temperatures. We also study the model numerically in the case where BB interactions are missing. In this limit, AB bonds either provide branching between A-chains (Y-junctions) if epsilon(AB)/epsilon(AA) is small, or drive the formation of a hyperbranched polymer if epsilon(AB)/epsilon(AA) is large. We find that the theoretical predictions describe quite accurately the numerical data, especially in the region where Y-junctions are present. There is fairly good agreement between theoretical and numerical results both for the thermodynamic (number of bonds and phase coexistence) and the connectivity properties of the model (cluster size distributions and percolation locus).

Tuning the spectral distribution of p-i-n a-SiC : H devices for colour detection

ZnO:Al/p (SiC:H)/i (Si:H)/n (SiC:H) large area image and colour sensor are analysed. Carrier transport and collection efficiency are investigated from dark and illuminated current-voltage (I-V) dependence and spectral response measurements under different optical and electrical bias conditions. Results show that the carrier collection depends on the optical bias and on the applied voltage. By changing the electrical bias around the open circuit voltage it is possible to filter the absorption at a given wavelength and so to tune the spectral sensitivity of the device. Transport and optical modelling give insight into the internal physical process and explain the bias control of the spectral response and the image and colour sensing properties of the devices.

Extreme Value Theory versus traditional GARCH approaches applied to financial data: a comparative evaluation

Although stock prices fluctuate, the variations are relatively small and are frequently assumed to be normal distributed on a large time scale. But sometimes these fluctuations can become determinant, especially when unforeseen large drops in asset prices are observed that could result in huge losses or even in market crashes. The evidence shows that these events happen far more often than would be expected under the generalized assumption of normal distributed financial returns. Thus it is crucial to properly model the distribution tails so as to be able to predict the frequency and magnitude of extreme stock price returns. In this paper we follow the approach suggested by McNeil and Frey (2000) and combine the GARCH-type models with the Extreme Value Theory (EVT) to estimate the tails of three financial index returns DJI,FTSE 100 and NIKKEI 225 representing three important financial areas in the world. Our results indicate that EVT-based conditional quantile estimates are much more accurate than those from conventional AR-GARCH models assuming normal or Student’s t-distribution innovations when doing out-of-sample estimation (within the insample estimation, this is so for the right tail of the distribution of returns).

Caracterização de regiões encefálicas no cérebro normal por tensor de difusão e aplicação à epilepsia pós-traumática

Mestrado em Radiações Aplicadas às Tecnologias da Saúde.

Avaliação de dados funcionais em repouso do cérebro normal: causalidade de Granger

Mestrado em Radiações Aplicadas às Tecnologias da Saúde. Área de especialização: Ressonância Magnética

Finite element studies of the mechanical behaviour of the diaphragm in normal and pathological cases

The diaphragm is a muscular membrane separating the abdominal and thoracic cavities, and its motion is directly linked to respiration. In this study, using data from a 59-year-old female cadaver obtained from the Visible Human Project, the diaphragm is reconstructed and, from the corresponding solid object, a shell finite element mesh is generated and used in several analyses performed with the ABAQUS 6.7 software. These analyses consider the direction of the muscle fibres and the incompressibility of the tissue. The constitutive model for the isotropic strain energy as well as the passive and active strain energy stored in the fibres is adapted from Humphrey's model for cardiac muscles. Furthermore, numerical results for the diaphragmatic floor under pressure and active contraction in normal and pathological cases are presented.

Size distribution of polycyclic aromatic hydrocarbons in a roadway tunnel in Lisbon, Portugal

Atmospheric aerosols of four aerodynamic size ranges were collected using high volume cascade impactors in an extremely busy roadway tunnel in Lisbon (Portugal). Dust deposited on the tunnel walls and guardrails was also collected. Average particle mass concentrations in the tunnel atmosphere were more than 30 times higher than in the outside urban background air, revealing its origins almost exclusively from fresh vehicle emissions. Most of the aerosol mass was concentrated in submicrometer fractions (65%), and polycyclic aromatic hydrocarbons (PAH) were even more concentrated in the finer particles with an average of 84% of total PAH present in sizes smaller than 0.49 mu m. The most abundant PAH were methylated phenanthrenes, fluoranthene and pyrene. About 46% of the total PAH mass was attributed to lower molecular weight compounds (two and three rings), suggesting a strong influence of diesel vehicle emissions on the production of local particulate PAH. The application of diagnostic ratios confirmed the relevance of this source of PAH in the tunnel ambient air. Deposited dust presented PAH profiles similar to the coarser aerosol size range, in agreement with the predominant origin of coarser aerosol particles from soil dust resuspension and vehicle wear products. (c) 201 1 Elsevier Ltd. All rights reserved.

Factors related with adiponectinemia in obese and normal-weight women and with its variation in weight loss programs

Objective: To assess different factors influencing adiponectinemia in obese and normal-weight women; to identify factors associated with the variation (Δ) in adiponectinemia in obese women following a 6-month weight loss program, according to surgical/non-surgical interventions. Methods: We studied 100 normal-weight women and 112 obese premenopausal women; none of them was on any medical treatment. Women were characterized for anthropometrics, daily macronutrient intake, smoking status, contraceptives use, adiponectin as well as IL-6 and TNF-α serum concentrations. Results: Adiponectinemia was lower in obese women (p < 0.001), revealing an inverse association with waist-to-hip ratio (p < 0.001; r = –0.335). Normal-weight women presented lower adiponectinemia among smokers (p = 0.041); body fat, waist-to-hip ratio, TNF-α levels, carbohydrate intake, and smoking all influence adiponectinemia (r 2 = 0.436). After weight loss interventions, a significant modification in macronutrient intake occurs followed by anthropometrics decrease (chiefly after bariatric procedures) and adiponectinemia increase (similar after surgical and non-surgical interventions). After bariatric intervention, Δ adiponectinemia was inversely correlated to Δ waist circumference and Δ carbohydrate intake (r 2 = 0.706). Conclusion: Anthropometrics, diet, smoking, and TNF-α levels all influence adiponectinemia in normal-weight women, although explaining less than 50% of it. In obese women, anthropometrics modestly explain adiponectinemia. Opposite to non-surgical interventions, after bariatric surgery adiponectinemia increase is largely explained by diet composition and anthropometric changes.

Comparison of different breast planning techniques and algorithms for radiation therapy treatment

This work aims at investigating the impact of treating breast cancer using different radiation therapy (RT) techniques – forwardly-planned intensity-modulated, f-IMRT, inversely-planned IMRT and dynamic conformal arc (DCART) RT – and their effects on the whole-breast irradiation and in the undesirable irradiation of the surrounding healthy tissues. Two algorithms of iPlan BrainLAB treatment planning system were compared: Pencil Beam Convolution (PBC) and commercial Monte Carlo (iMC). Seven left-sided breast patients submitted to breast-conserving surgery were enrolled in the study. For each patient, four RT techniques – f-IMRT, IMRT using 2-fields and 5-fields (IMRT2 and IMRT5, respectively) and DCART – were applied. The dose distributions in the planned target volume (PTV) and the dose to the organs at risk (OAR) were compared analyzing dose–volume histograms; further statistical analysis was performed using IBM SPSS v20 software. For PBC, all techniques provided adequate coverage of the PTV. However, statistically significant dose differences were observed between the techniques, in the PTV, OAR and also in the pattern of dose distribution spreading into normal tissues. IMRT5 and DCART spread low doses into greater volumes of normal tissue, right breast, right lung and heart than tangential techniques. However, IMRT5 plans improved distributions for the PTV, exhibiting better conformity and homogeneity in target and reduced high dose percentages in ipsilateral OAR. DCART did not present advantages over any of the techniques investigated. Differences were also found comparing the calculation algorithms: PBC estimated higher doses for the PTV, ipsilateral lung and heart than the iMC algorithm predicted.

Particle agglomeration study in rf silane plasmas: In situ study by polarization-sensitive laser light scattering

To determine self-consistently the time evolution of particle size and their number density in situ multi-angle polarization-sensitive laser light scattering was used. Cross-polarization intensities (incident and scattered light intensities with opposite polarization) measured at 135 degrees and ex situ transmission electronic microscopy analysis demonstrate the existence of nonspherical agglomerates during the early phase of agglomeration. Later in the particle time development both techniques reveal spherical particles again. The presence of strong cross-polarization intensities is accompanied by low-frequency instabilities detected on the scattered light intensities and plasma emission. It is found that the particle radius and particle number density during the agglomeration phase can be well described by the Brownian free molecule coagulation model. Application of this neutral particle coagulation model is justified by calculation of the particle charge whereby it is shown that particles of a few tens of nanometer can be considered as neutral under our experimental conditions. The measured particle dispersion can be well described by a Brownian free molecule coagulation model including a log-normal particle size distribution. (C) 1996 American Institute of Physics.