Volatility regimes for the VIX index

This article presents a Markov chain framework to characterize the behavior of the CBOE Volatility Index (VIX index). Two possible regimes are considered: high volatility and low volatility. The specification accounts for deviations from normality and the existence of persistence in the evolution of the VIX index. Since the time evolution of the VIX index seems to indicate that its conditional variance is not constant over time, I consider two different versions of the model. In the first one, the variance of the index is a function of the volatility regime, whereas the second version includes an autoregressive conditional heteroskedasticity (ARCH) specification for the conditional variance of the index.

Building a person home behavior model based on data from smart house sensors 2015

Dissertação para a obtenção do grau de Mestre em Engenharia Electrotécnica Ramo de Energia

New physics contributions to A(FB)(t(t)over-bar) at the Tevatron

The Tevatron has measured a discrepancy relative to the standard model prediction in the forward-backward asymmetry in top quark pair production. This asymmetry grows with the rapidity difference of the two top quarks. It also increases with the invariant mass of the t (t) over bar pair, reaching, for high invariant masses, 3.4 standard deviations above the next-to-leading order prediction for the charge asymmetry of QCD. However, perfect agreement between experiment and the standard model was found in both total and differential cross section of top quark pair production. As this result could be a sign of new physics we have parametrized this new physics in terms of a complete set of dimension six operators involving the top quark. We have then used a Markov chain Monte Carlo approach in order to find the best set of parameters that fits the data, using all available data regarding top quark pair production at the Tevatron. We have found that just a very small number of operators are able to fit the data better than the standard model.

Fungal and microbial volatile organic compounds exposure assessment in a waste sorting plant

In the management of solid waste, pollutants over a wide range are released with different routes of exposure for workers. The potential for synergism among the pollutants raises concerns about potential adverse health effects, and there are still many uncertainties involved in exposure assessment. In this study, conventional (culture-based) and molecular real-time polymerase chain reaction (RTPCR) methodologies were used to assess fungal air contamination in a waste-sorting plant which focused on the presence of three potential pathogenic/toxigenic fungal species: Aspergillus flavus, A. fumigatus, and Stachybotrys chartarum. In addition, microbial volatile organic compounds (MVOC) were measured by photoionization detection. For all analysis, samplings were performed at five different workstations inside the facilities and also outdoors as a reference. Penicillium sp. were the most common species found at all plant locations. Pathogenic/toxigenic species (A. fumigatus and S. chartarum) were detected at two different workstations by RTPCR but not by culture-based techniques. MVOC concentration indoors ranged between 0 and 8.9 ppm (average 5.3 ± 3.16 ppm). Our results illustrated the advantage of combining both conventional and molecular methodologies in fungal exposure assessment. Together with MVOC analyses in indoor air, data obtained allow for a more precise evaluation of potential health risks associated with bioaerosol exposure. Consequently, with this knowledge, strategies may be developed for effective protection of the workers.

Translation termination and protein folding pathway genes are not correlated in gastric cancer

Background: The eukaryotic release factor 3 (eRF3) has been shown to affect both tubulin and actin cytoskeleton, suggesting a role in cytoskeleton assembly, mitotic spindle formation and chromosome segregation. Also, direct interactions between eRF3 and subunits of the cytosolic chaperonin CCT have been described. Moreover, both eRF3a and CCT subunits have been described to be up-regulated in cancer tissues. Our aim was to evaluate the hypothesis that eRF3 expression levels are correlated with the expression of genes encoding proteins involved in the tubulin folding pathways. Methods: Relative expression levels of eRF1, eRF3a/GSPT1, PFDN4, CCT2, CCT4, and TBCA genes in tumour samples relative to their adjacent normal tissues were investigated using real time-polymerase chain reaction in 20 gastric cancer patients. Results: The expression levels of eRF3a/GSPT1 were not correlated with the expression levels of the other genes studied. However, significant correlations were detected between the other genes, both within intestinal and diffuse type tumours. Conclusions: eRF3a/GSPT1 expression at the mRNA level is independent from both cell translation rates and from the expression of the genes involved in tubulin-folding pathways. The differences in the patterns of expression of the genes studied support the hypothesis of genetically independent pathways in the origin of intestinal and diffuse type gastric tumours.

Fungal contamination in two Portuguese wastewater treatment plants

The presence of filamentous fungi was detected in wastewater and air collected at wastewater treatment plants (WWTP) from several European countries. The aim of the present study was to assess fungal contamination in two WWTP operating in Lisbon. In addition, particulate matter (PM) contamination data was analyzed. To apply conventional methods, air samples from the two plants were collected through impaction using an air sampler with a velocity air rate of 140 L/min. Surfaces samples were collected by swabbing the surfaces of the same indoor sites. All collected samples were incubated at 27°C for 5 to 7 d. After lab processing and incubation of collected samples, quantitative and qualitative results were obtained with identification of the isolated fungal species. For molecular methods, air samples of 250 L were also collected using the impinger method at 300 L/min airflow rate. Samples were collected into 10 ml sterile phosphate-buffered saline with 0.05% Triton X-100, and the collection liquid was subsequently used for DNA extraction. Molecular identification of Aspergillus fumigatus and Stachybotrys chartarum was achieved by real-time polymerase chain reaction (RT-PCR) using the Rotor-Gene 6000 qPCR Detection System (Corbett). Assessment of PM was also conducted with portable direct-reading equipment (Lighthouse, model 3016 IAQ). Particles concentration measurement was performed at five different sizes: PM0.5, PM1, PM2.5, PM5, and PM10. Sixteen different fungal species were detected in indoor air in a total of 5400 isolates in both plants. Penicillium sp. was the most frequently isolated fungal genus (58.9%), followed by Aspergillus sp. (21.2%) and Acremonium sp. (8.2%), in the total underground area. In a partially underground plant, Penicillium sp. (39.5%) was also the most frequently isolated, also followed by Aspergillus sp. (38.7%) and Acremonium sp. (9.7%). Using RT-PCR, only A. fumigatus was detected in air samples collected, and only from partial underground plant. Stachybotrys chartarum was not detected in any of the samples analyzed. The distribution of particle sizes showed the same tendency in both plants; however, the partially underground plant presented higher levels of contamination, except for PM2.5. Fungal contamination assessment is crucial to evaluating the potential health risks to exposed workers in these settings. In order to achieve an evaluation of potential health risks to exposed workers, it is essential to combine conventional and molecular methods for fungal detection. Protective measures to minimize worker exposure to fungi need to be adopted since wastewater is the predominant internal fungal source in this setting.

Assessment of fungal contamination in waste sorting and incineration: case study in Portugal

Organic waste is a rich substrate for microbial growth, and because of that, workers from waste industry are at higher risk of exposure to bioaerosols. This study aimed to assess fungal contamination in two plants handling solid waste management. Air samples from the two plants were collected through an impaction method. Surface samples were also collected by swabbing surfaces of the same indoor sites. All collected samples were incubated at 27◦C for 5 to 7 d. After lab processing and incubation of collected samples, quantitative and qualitative results were obtained with identification of the isolated fungal species. Air samples were also subjected to molecular methods by real-time polymerase chain reaction (RT PCR) using an impinger method to measure DNA of Aspergillus flavus complex and Stachybotrys chartarum. Assessment of particulate matter (PM) was also conducted with portable direct-reading equipment. Particles concentration measurement was performed at five different sizes (PM0.5; PM1; PM2.5; PM5; PM10). With respect to the waste sorting plant, three species more frequently isolated in air and surfaces were A. niger (73.9%; 66.1%), A. fumigatus (16%; 13.8%), and A. flavus (8.7%; 14.2%). In the incineration plant, the most prevalent species detected in air samples were Penicillium sp. (62.9%), A. fumigatus (18%), and A. flavus (6%), while the most frequently isolated in surface samples were Penicillium sp. (57.5%), A. fumigatus (22.3%) and A. niger (12.8%). Stachybotrys chartarum and other toxinogenic strains from A. flavus complex were not detected. The most common PM sizes obtained were the PM10 and PM5 (inhalable fraction). Since waste is the main internal fungal source in the analyzed settings, preventive and protective measures need to be maintained to avoid worker exposure to fungi and their metabolites.

Fungal contamination assessment in Portuguese elderly care centers

Individuals spend 80-90% of their day indoors and elderly subjects are likely to spend even a greater amount of time indoors. Thus, indoor air pollutants such as bioaerosols may exert a significant impact on this age group. The aim of this study was to characterize fungal contamination within Portuguese elderly care centers. Fungi were measured using conventional as well as molecular methods in bedrooms, living rooms, canteens, storage areas, and outdoors. Bioaerosols were evaluated before and after the microenvironments' occupancy in order to understand the role played by occupancy in fungal contamination. Fungal load results varied from 32 colony-forming units CFU m(-3) in bedrooms to 228 CFU m(-3) in storage areas. Penicillium sp. was the most frequently isolated (38.1%), followed by Aspergillus sp. (16.3%) and Chrysonilia sp. (4.2%). With respect to Aspergillus genus, three different fungal species in indoor air were detected, with A. candidus (62.5%) the most prevalent. On surfaces, 40 different fungal species were isolated and the most frequent was Penicillium sp. (22.2%), followed by Aspergillus sp. (17.3%). Real-time polymerase chain reaction did not detect the presence of A. fumigatus complex. Species from Penicillium and Aspergillus genera were the most abundant in air and surfaces. The species A. fumigatus was present in 12.5% of all indoor microenvironments assessed. The living room was the indoor microenvironment with lowest fungal concentration and the storage area was highest.

Demixing instability in coil-rod blends undergoing polycondensation reactions

The authors extend their earlier work on the stability of a reacting binary polymer blend with respect to demixing [D. J. Read, Macromolecules 31, 899 (1998); P. I. C. Teixeira , Macromolecules 33, 387 (2000)] to the case where one of the polymers is rod-like and may order nematically. As before, the authors combine the random phase approximation for the free energy with a Markov chain model for the chemistry to obtain the spinodal as a function of the relevant degrees of reaction. These are then calculated by assuming a simple second-order chemical kinetics. Results are presented, for linear systems, which illustrate the effects of varying the proportion of coils and rods, their relative sizes, and the strength of the nematic interaction between the rods. (c) 2007 American Institute of Physics.

Aspergillus flavus contamination in two Portuguese wastewater treatment plants

Filamentous fungi from genus Aspergillus were previously detected in wastewater treatment plants (WWTP) as being Aspergillus flavus (A. flavus), an important toxigenic fungus producing aflatoxins. This study aimed to determine occupational exposure adverse effects due to fungal contamination produced by A. flavus complex in two Portuguese WWTP using conventional and molecular methodologies. Air samples from two WWTP were collected at 1 m height through impaction method. Surface samples were collected by swabbing surfaces of the same indoor sites. After counting A. flavus and identification, detection of aflatoxin production was ensured through inoculation of seven inoculates in coconut-milk agar. Plates were examined under long-wave ultraviolet (UV; 365 nm) illumination to search for the presence of fluorescence in the growing colonies. To apply molecular methods, air samples were also collected using the impinger method. Samples were collected and collection liquid was subsequently used for DNA extraction. Molecular identification of A. flavus was achieved by real-time polymerase chain reaction (RT-PCR) using the Rotor-Gene 6000 qPCR detection system (Corbett). Among the Aspergillus genus, the species that were more abundant in air samples from both WWTP were Aspergillus versicolor (38%), Aspergillus candidus (29.1%), and Aspergillus sydowii (12.7%). However, the most commonly species found on surfaces were A. flavus (47.3%), Aspergillus fumigatus (34.4%), and Aspergillus sydowii (10.8%). Aspergillus flavus isolates that were inoculated in coconut agar medium were not identified as toxigenic strains and were not detected by RT-PCR in any of the analyzed samples from both plants. Data in this study indicate the need for monitoring fungal contamination in this setting. Although toxigenic strains were not detected from A. flavus complex, one cannot disregard the eventual presence and potential toxicity of aflatoxins.