Multi index model - uma abordagem para aplicação ao mercado accionista em Portugal

O mercado accionista, de uma forma global, tem-se revelado nos últimos tempos uma das principais fontes de incentivo ao mercado de valores mobiliários. O seu impacto junto do público em geral é enorme e a sua importância para as empresas é vital. Interessa, então, perceber como é que a teoria financeira tem obordado a avaliação e a compreensão do processo de formação de uma cotação. Desde os anos 50 até aos dias de hoje, interessa perceber como é que os diferentes autores têm tratado esta abordagem e quais os resultados deste confronto. Interessa sobretudo perceber o abordogem de Stephen Ross e a teoria do arbitragem. Na sequência desta obordagem e com o aparecimento do Multi Index Model, passou a ser possível extimar com maior precisão a evolução da cotação, na medida em que esta estaria dependente de um vasto conjunto de variavéis, que abragem uma vasta área de influência. O contributo de Ross é por isso decisivo. No final interessa reter a melhor técnica e teoria, que defende os interesses do investidor. Face o isto resta, então, saber qual a melhor técnica estatística para proceder a estes estudos empíricos.

Uncertainty assessment approach for composite structures based on global sensitivity indices

The problem of uncertainty propagation in composite laminate structures is studied. An approach based on the optimal design of composite structures to achieve a target reliability level is proposed. Using the Uniform Design Method (UDM), a set of design points is generated over a design domain centred at mean values of random variables, aimed at studying the space variability. The most critical Tsai number, the structural reliability index and the sensitivities are obtained for each UDM design point, using the maximum load obtained from optimal design search. Using the UDM design points as input/output patterns, an Artificial Neural Network (ANN) is developed based on supervised evolutionary learning. Finally, using the developed ANN a Monte Carlo simulation procedure is implemented and the variability of the structural response based on global sensitivity analysis (GSA) is studied. The GSA is based on the first order Sobol indices and relative sensitivities. An appropriate GSA algorithm aiming to obtain Sobol indices is proposed. The most important sources of uncertainty are identified.

Anti-tumoral effect of the non-nucleoside DNMT inhibitor RG108 in human prostate cancer cells

Background: Current therapeutic strategies for advanced prostate cancer (PCa) are largely ineffective. Because aberrant DNA methylation associated with inappropriate gene-silencing is a common feature of PCa, DNA methylation inhibitors might constitute an alternative therapy. In this study we aimed to evaluate the anti-cancer properties of RG108, a novel non-nucleoside inhibitor of DNA methyltransferases (DNMT), in PCa cell lines. Methods: The anti-tumoral impact of RG108 in LNCaP, 22Rv1, DU145 and PC-3 cell lines was assessed through standard cell viability, apoptosis and cell cycle assays. Likewise, DNMT activity, DNMT1 expression and global levels of DNA methylation were evaluated in the same cell lines. The effectiveness of DNA demethylation was further assessed through the determination of promoter methylation and transcript levels of GSTP1, APC and RAR-β2, by quantitative methylation-specific PCR and RT-PCR, respectively. Results: RG108 led to a significant dose and time dependent growth inhibition and apoptosis induction in LNCaP, 22Rv1 and DU145. LNCaP and 22Rv1 also displayed decreased DNMT activity, DNMT1 expression and global DNA methylation. Interestingly, chronic treatment with RG108 significantly decreased GSTP1, APC and RAR-β2 promoter hypermethylation levels, although mRNA re-expression was only attained GSTP1 and APC. Conclusions: RG108 is an effective tumor growth suppressor in most PCa cell lines tested. This effect is likely mediated by reversion of aberrant DNA methylation affecting cancer related-genes epigenetically silenced in PCa. However, additional mechanism might underlie the anti-tumor effects of RG108. In vivo studies are now mandatory to confirm these promising results and evaluate the potential of this compound for PCa therapy.

Nonlinear dynamics of the patient’s response to drug effect during general anesthesia

In today’s healthcare paradigm, optimal sedation during anesthesia plays an important role both in patient welfare and in the socio-economic context. For the closed-loop control of general anesthesia, two drugs have proven to have stable, rapid onset times: propofol and remifentanil. These drugs are related to their effect in the bispectral index, a measure of EEG signal. In this paper wavelet time–frequency analysis is used to extract useful information from the clinical signals, since they are time-varying and mark important changes in patient’s response to drug dose. Model based predictive control algorithms are employed to regulate the depth of sedation by manipulating these two drugs. The results of identification from real data and the simulation of the closed loop control performance suggest that the proposed approach can bring an improvement of 9% in overall robustness and may be suitable for clinical practice.

Nonlinear dynamics of the patient’s response to drug effect during general anesthesia

In today’s healthcare paradigm, optimal sedation during anesthesia plays an important role both in patient welfare and in the socio-economic context. For the closed-loop control of general anesthesia, two drugs have proven to have stable, rapid onset times: propofol and remifentanil. These drugs are related to their effect in the bispectral index, a measure of EEG signal. In this paper wavelet time–frequency analysis is used to extract useful information from the clinical signals, since they are time-varying and mark important changes in patient’s response to drug dose. Model based predictive control algorithms are employed to regulate the depth of sedation by manipulating these two drugs. The results of identification from real data and the simulation of the closed loop control performance suggest that the proposed approach can bring an improvement of 9% in overall robustness and may be suitable for clinical practice.