Modelo de covariância bayesiana para seleção de protfólios de investimentos

The portfolio theory is a field of study devoted to investigate the decision-making by investors of resources. The purpose of this process is to reduce risk through diversification and thus guarantee a return. Nevertheless, the classical Mean-Variance has been criticized regarding its parameters and it is observed that the use of variance and covariance has sensitivity to the market and parameter estimation. In order to reduce the estimation errors, the Bayesian models have more flexibility in modeling, capable of insert quantitative and qualitative parameters about the behavior of the market as a way of reducing errors. Observing this, the present study aimed to formulate a new matrix model using Bayesian inference as a way to replace the covariance in the MV model, called MCB - Covariance Bayesian model. To evaluate the model, some hypotheses were analyzed using the method ex post facto and sensitivity analysis. The benchmarks used as reference were: (1) the classical Mean Variance, (2) the Bovespa index's market, and (3) in addition 94 investment funds. The returns earned during the period May 2002 to December 2009 demonstrated the superiority of MCB in relation to the classical model MV and the Bovespa Index, but taking a little more diversifiable risk that the MV. The robust analysis of the model, considering the time horizon, found returns near the Bovespa index, taking less risk than the market. Finally, in relation to the index of Mao, the model showed satisfactory, return and risk, especially in longer maturities. Some considerations were made, as well as suggestions for further work

Estimação clássica e Bayesiana em modelos de sobrevida com fração de cura

In Survival Analysis, long duration models allow for the estimation of the healing fraction, which represents a portion of the population immune to the event of interest. Here we address classical and Bayesian estimation based on mixture models and promotion time models, using different distributions (exponential, Weibull and Pareto) to model failure time. The database used to illustrate the implementations is described in Kersey et al. (1987) and it consists of a group of leukemia patients who underwent a certain type of transplant. The specific implementations used were numeric optimization by BFGS as implemented in R (base::optim), Laplace approximation (own implementation) and Gibbs sampling as implemented in Winbugs. We describe the main features of the models used, the estimation methods and the computational aspects. We also discuss how different prior information can affect the Bayesian estimates

Filogenia molecular de fungos gasteroides das ordens Phallales e Geastrales (Phallomycetidae)

Gasteroids fungi are characterized by the basidiospores maturation inside the basidioma, from which spores liberation occurs in a passive manner. These fungi were once seen as a well definite class of Basidiomycota, but nowadays they are considered an artificial assemblage, because the organisms have independent evolutionary histories forming a polyphyletic group with a vast morphological variety. Despite their diversity, studies with this group in the tropics are incipient, and the phylogenetic relationships of the species from temperate climate remain unknown. Thus, this work aimed to elucidate the phylogenetic relationships of gasteroids fungi from the Geastrales and Phallales orders, with the inclusion of tropical and temperate species, and with these analyses suggest a systematic position of species like Aseroë floriformis and Phallus roseus, as well as to verify if the lignicolous habit can indicate parental relationship in the Geastrum genus. For this, basidiomata were collected at Atlantic rain forest areas, during the rainy season, and the specimen identification followed specific literature for gasteroid fungi. The phylogenetic analyses were performed with Maximum Parsimony and Bayesian Analysis, making use of RPB2 and 28S nuclear genes and atp6 mitochondrial gene. It could be observed on the Phallales dendogram, that Aseroë floriformis did not cluster with A. rubra, and that it has an anterior divergence from all others species of the family Clathraceae used in this analysis, assuming a basal position in the clade. Phallus roseus, which once was recognized as Itajahya, has previous divergence from the group formed by Phallus species. At the Geastrales dendogram, in the group corresponding to Geastrum genus, it could be observed that species with lignicolous habitat clustered in a clade with high support values. So, the results suggest the creation of a new genus to accommodate A. floriformis, and the revalidation of Itajahya, as well as it can be affirmed that the lignicolous habitat on the Geastrum genus in fact indicates parental relationships, and that it has arised only once at the evolutionary history of the genus

Mortalidade infantil e condições socioeconômicas nas microrregiões do Nordeste Brasileiro

The study aims to answer the following question: what are the different profiles of infant mortality, according to demographic, socioeconomic, infrastructure and health care, for the micro-regions at the Northeast of Brazil? Thus, the main objective is to analyze the profiles or typologies associated mortality levels sociodemographic conditions of the micro-regions, in the year 2010. To this end, the databases of birth and death certificates of SIM and SINASC (DATASUS/MS), were taken from the 2010 population Census microdata and from SIDRA/IBGE. As a methodology, a weighted multiple linear regression model was used in the analysis in order to find the most significant variables in the explanation child mortality for the year 2010. Also a cluster analysis was performed, seeking evidence, initially, of homogeneous groups of micro-regions, from of the significant variables. The logit of the infant mortality rate was used as dependent variable, while variables such as demographic, socioeconomic, infrastructure and health care in the micro-regions were taken as the independent variables of the model. The Bayesian estimation technique was applied to the database of births and deaths, due to the inconvenient fact of underreporting and random fluctuations of small quantities in small areas. The techniques of Spatial Statistics were used to determine the spatial behavior of the distribution of rates from thematic maps. In conclusion, we used the method GoM (Grade of Membership), to find typologies of mortality, associated with the selected variables by micro-regions, in order to respond the main question of the study. The results points out to the formation of three profiles: Profile 1, high infant mortality and unfavorable social conditions; Profile 2, low infant mortality, with a median social conditions of life; and Profile 3, median and high infant mortality social conditions. With this classification, it was found that, out of 188 micro-regions, 20 (10%) fits the extreme profile 1, 59 (31.4%) was characterized in the extreme profile 2, 34 (18.1%) was characterized in the extreme profile 3 and only 9 (4.8%) was classified as amorphous profile. The other micro-regions framed up in the profiles mixed. Such profiles suggest the need for different interventions in terms of public policies aimed to reducing child mortality in the region

Estudo Comparativo de Métricas de Pontuação para Aprendizagem Estrutural de Redes Bayesianas

Bayesian networks are powerful tools as they represent probability distributions as graphs. They work with uncertainties of real systems. Since last decade there is a special interest in learning network structures from data. However learning the best network structure is a NP-Hard problem, so many heuristics algorithms to generate network structures from data were created. Many of these algorithms use score metrics to generate the network model. This thesis compare three of most used score metrics. The K-2 algorithm and two pattern benchmarks, ASIA and ALARM, were used to carry out the comparison. Results show that score metrics with hyperparameters that strength the tendency to select simpler network structures are better than score metrics with weaker tendency to select simpler network structures for both metrics (Heckerman-Geiger and modified MDL). Heckerman-Geiger Bayesian score metric works better than MDL with large datasets and MDL works better than Heckerman-Geiger with small datasets. The modified MDL gives similar results to Heckerman-Geiger for large datasets and close results to MDL for small datasets with stronger tendency to select simpler network structures

Rotação diferencial em estrelas do tipo solar

Stellar differential rotation is an important key to understand hydromagnetic stellar dynamos, instabilities, and transport processes in stellar interiors as well as for a better treatment of tides in close binary and star-planet systems. The space-borne high-precision photometry with MOST, CoRoT, and Kepler has provided large and homogeneous datasets. This allows, for the first time, the study of differential rotation statistically robust samples covering almost all stages of stellar evolution. In this sense, we introduce a method to measure a lower limit to the amplitude of surface differential rotation from high-precision evenly sampled photometric time series such as those obtained by space-borne telescopes. It is designed for application to main-sequence late-type stars whose optical flux modulation is dominated by starspots. An autocorrelation of the time series is used to select stars that allow an accurate determination of spot rotation periods. A simple two-spot model is applied together with a Bayesian Information Criterion to preliminarily select intervals of the time series showing evidence of differential rotation with starspots of almost constant area. Finally, the significance of the differential rotation detection and a measurement of its amplitude and uncertainty are obtained by an a posteriori Bayesian analysis based on a Monte Carlo Markov Chain (hereafter MCMC) approach. We apply our method to the Sun and eight other stars for which previous spot modelling has been performed to compare our results with previous ones. The selected stars are of spectral type F, G and K. Among the main results of this work, We find that autocorrelation is a simple method for selecting stars with a coherent rotational signal that is a prerequisite to a successful measurement of differential rotation through spot modelling. For a proper MCMC analysis, it is necessary to take into account the strong correlations among different parameters that exists in spot modelling. For the planethosting star Kepler-30, we derive a lower limit to the relative amplitude of the differential rotation. We confirm that the Sun as a star in the optical passband is not suitable for a measurement of the differential rotation owing to the rapid evolution of its photospheric active regions. In general, our method performs well in comparison with more sophisticated procedures used until now in the study of stellar differential rotation

Estudo das propriedades psicométricas da escala WHOQOLold em idosos da região Nordeste

The population aging process increases the number of elderly people worldwide. In Brazil, a country of continental size, this process began in the 40s and happens with specific features in each of the different region s realities. This way, this thesis aimed to evaluate the psychometric properties of a elderly s quality of life (QOL) scale, the WHOQOL-old, in a population of the Northeast of Brazil. We sought to investigate the congruence between the content covered by the scale and the ones deemed as relevant by the participants. It aimed also study the validity evidences of the instrument s internal structure. To achieve the research objectives we adopted the design of multiple methods. The research was organized in two studies. For data collection, both studies used a sociodemographic questionnaire to obtain a profile of the participants and the Mini Mental State Exam (MMSE), used as exclusion criterion. A number of 18 elderly residents of the cities of Natal-RN and Campina Grande-PB, mean age of 73.3 years (SD = 5.9) took part od the study, They were organized into three focal groups (FG) in witch they discussed about the concept of QOL, what enhance and what hinders QOL. For Study II, a quantitative approach, 335 elderly from Campina Grande responded scale WHOQOL-old. They are between 65 and 99 years (M = 74.17, SD = 6.5). The FG data were analyzed by categorical thematic content. For the data analysis of the WHOQOL-old scale were used exploratory factor analysis and calculation of the Akaike and Bayesian information criteria. The results of both studies were triangulated. According to the discussions in the FG, health and social participation have central roles in quality of life. Social participation is related to all the other QOL s influences raised. The participants indicated the relevance of religiosity and were divided about the importance of sexual activity. Exploratory factor analysis (EFA) extracted a model of six factors. Two items (OLD_3 and OLD_9), not loaded on any factor and were excluded. The other items had factor loadings > 0.3. The response categories were reduced from five to three. After the scale changes, the empirical model showed better fit (-2loglikelihood = 8993.90, BIC and AIC = 9183.90 = 9546.24) than the theoretical model (-2loglikelihood = 18390.88, AIC = 18678.88 and BIC = 19228.11). Despite the best information criterion values, the RMESA remained above the ideal (0.06). We conclude that the WHOQOL-old presents psychometric parameters below the ideal when used with the Northeast population, but the improvements made the scale s use acceptable. The WHOQOL-old uses observable variables that matches with the participants' perceptions on quality of life. However, new strategies must be tested for a better sacale refinement

Conservação genética da orquídea Cattleya granulosa Lindley

Cattleya granulosa Lind is a large and endemic orchid in Atlantic Forest fragments in Northeast Brazil. The facility of collecting, uniqueness of their flowers, which have varying colors between green and reddish brown, and distribution in coastal areas of economic interest make their populations a constant target of predation, which also suffer from environmental degradation. Due to the impact on their populations, the species is threatened. In this study, we evaluate the levels of spatial aggregation in a preserved population, analyze the phylogenetic relationships of C. granulosa Lindl. with four other Laeliinae species (Brassavola tuberculata, C. bicolor, C. labiata and C. schofieldiana) and also to evaluate the genetic diversity of 12 remaining populations of C. granulosa Lindl. through ISSR. There was specificity of epiphytic C. granula Lindl. with a single host tree, species of Eugenia sp. C. granulosa Lindl. own spatial pattern, with the highest density of neighbors within up to 5 m. Regarding the phylogenetic relationships and genetic patterns with other species of the genus, C. bicolor exhibited the greatest genetic diversity (HE = 0.219), while C. labiata exhibited the lowest level (HE = 0.132). The percentage of genetic variation among species (AMOVA) was 23.26%. The principal component analysis (PCA) of ISSR data showed that unifoliate and bifoliolate species are genetically divergent. PCA indicated a close relationship between C. granulosa Lindl. and C. schofieldiana, a species considered to be a variety of C. granulosa Lindl. by many researchers. Population genetic analysis using ISSR showed all polymorphic loci. The high genetic differentiation between populations (ФST = 0.391, P < 0.0001) determined the structure into nine groups according to log-likelihood of Bayesian analysis, with a similar pattern in the dendrogram (UPGMA) and PCA. A positive and significant correlation between geographic and genetic distances between populations was identified (r = 0.794, P = 0.017), indicating isolation by distance. Patterns of allelic diversity suggest the occurrence of population bottlenecks in most populations of C. granulosa Lindl. (n = 8). Genetic data indicate that enable the maintenance of genetic diversity of the species is complex and is directly related to the conservation of different units or groups that are spatially distant.

Filogenia molecular das enzimas isocitrato liase e malato sintase e sua evolução em Viridiplanta

The plant metabolism consists of a complex network of physical and chemical events resulting in photosynthesis, respiration, synthesis and degradation of organic compounds. This is only possible due to the different kinds of responses to many environmental variations that a plant could be subject through evolution, leading also to conquering new surroundings. The glyoxylate cycle is a metabolic pathway found in glyoxysomes plant, which has unique role in the seedling establishment. Considered as a variation of the citric acid cycle, it uses an acetyl coenzyme A molecule, derived from lipids beta-oxidation to synthesize compounds which are used in carbohydrate synthesis. The Malate synthase (MLS) and Isocitrate lyase (ICL) enzyme of this cycle are unique and essential in regulating the biosynthesis of carbohydrates. Because of the absence of decarboxylation steps as rate-limiting steps, detailed studies of molecular phylogeny and evolution of these proteins enables the elucidation of the effects of this route presence in the evolutionary processes involved in their distribution across the genome from different plant species. Therefore, the aim of this study was to establish a relationship between the molecular evolution of the characteristics of enzymes from the glyoxylate cycle (isocitrate lyase and malate synthase) and their molecular phylogeny, among green plants (Viridiplantae). For this, amino acid and nucleotide sequences were used, from online repositories as UniProt and Genbank. Sequences were aligned and then subjected to an analysis of the best-fit substitution models. The phylogeny was rebuilt by distance methods (neighbor-joining) and discrete methods (maximum likelihood, maximum parsimony and Bayesian analysis). The identification of structural patterns in the evolution of the enzymes was made through homology modeling and structure prediction from protein sequences. Based on comparative analyzes of in silico models and from the results of phylogenetic inferences, both enzymes show significant structure conservation and their topologies in agreement with two processes of selection and specialization of the genes. Thus, confirming the relevance of new studies to elucidate the plant metabolism from an evolutionary perspective

Mortalidade segundo sua causa de morte e seus determinantes: uma análise para as capitais brasileiras e municípios do nordeste do Brasil, 2000 e 2010

This dissertation considered the development of two papers, both related to mortality in Brazil. In the first article, "The context of mortality according to the three broad groups of causes of death in Brazilian capitals, 2000 and 2010", the objective was to analyze the mortality rate according to the three major groups of causes of death in Brazilian capitals. In the second article, "Typology and characteristics of mortality from external causes in the municipalities in the Northeast of Brazil, 2000 and 2010", it was built up a typology for the Northeastern municipalities taking into account information on mortality from external causes and a set of indicators related to socioeconomic, demographic, and infrastructure aspects of such municipalities, both articles for the years 2000 and 2010. Thus, we used data from the Mortality Information System of the Ministry of Health. Furthermore, it was used information from the Demographic Census for those years. The variables relating to socioeconomic and demographic conditions used in this study were those available on the home page of the United Nations Program for Development. The variables relating to socioeconomic and demographic conditions used in this study were those available on the home page of the United Nations Program for Development. Was used in Article 1 the pro-rata distribution method to accomplish the redistribution of ill-defined causes. Moreover, made use of the technique of cluster analysis with the aim of grouping the capital that had proportions of deaths from ill-defined causes similar to each other. Already in Section 2, we used the technique of Empirical Bayesian estimation; spatial statistics technique; and finally, the Grade of Membership method to find types of municipalities from information on mortality from external causes associated with socioeconomic, demographic and infrastructure variables. As the main results, it stands out in Article 1, in relation to data quality, we observed the formation of four groups of similar capital between themselves, as the proportion of illdefined causes. Regarding the behavior of mortality, according to the three major groups of causes of death, it was noted both for 2000 and for 2010 the prevalence of deaths from noncommunicable diseases for both sexes, although the reduction was identified rates in some of the capitals. Communicable diseases stood out as the second cause of death among women. Also, we found that deaths due to external causes are responsible for the second cause of death among men, as well as presenting an increase among women. As for the Article 2, stands out, in general, not just an extension of mortality from external causes in the municipalities, as well as an enlargement of the configurator stain existence of external cause deaths for the whole area of Northeast. Regarding the typology of municipalities, three vi extreme profiles were buit: the profile 1, which comprises municipalities with high rates of mortality from external causes and the best social indicators; the profile 2, that was composed of municipalities that are characterized by having low mortality rates from external causes and the lowest social indicators; and the profile 3, that brings together municipalities with intermediate mortality rates and median values considered in relation to social indicators. Although we have not seen changes in the characteristics of the profiles, we observed an increase in the proportion of municipalities that belong to the extreme profile 3, taking into account the mixed profiles.

Filogenia molecular do gênero Morganella Zeller (Fungi, Basidiomycota) utilizando marcadores ITS

With the development and improvement of techniques for molecular studies and their subsequent application to the systematic, significant changes occurred in the classification of gasteroid fungi. The genus Morganella belongs to the family Lycoperdaceae, and is characterized mainly by lignicolous habit and presence of paracapilicium. Recent data demonstrate the discovery of new species for the group and the existence of a wide variety of species occurring in tropical ecosystems. However, the phylogenetic relationships of the genus, as well as the taxonomic classification, still require revisions to be better understood, the literature studies that address this issue are still very scarce. Thus, the objective of this study was to conduct studies of molecular phylogeny with species of the genus Morganella, to enhance understanding of the phylogeny of the group by including tropical species data. For this, the specimens used both for DNA extractions as for morphological review were obtained from Brazilian and foreign herbaria. For morphological analysis were observed characters relevant to the group's taxonomy. For phylogenetic analysis the Maximum Parsimony and Bayesian Analyzes were used, using the internal transcribed spacer (ITS) of nuclear ribosomal DNA. In phylogenetic analyzes, representatives from Morganella form a monophyletic clade with good support value and based on these results the genus should not be included as subgenus of Lycoperdon. The analysis indicated that M. pyriformis was not grouped with other representatives of Morganella, and therefore should not be included in the group as representative of Apioperdon subgenus because it is a Lycoperdon representative. Moreover, M. fuliginea, M. nuda, M. albostipitata, M. velutina, M. subincarnata are grouped with high support values within the genus Morganella. Morganella arenicola based on morphological and molecular studies does not aggregate in Morganella. Morganella nuda was grouped with M. fuliginea giving indications that can be treated as an intraspecific variation. The results of the analyzes favor to a better understanding of the species of Morganella. However, additional studies using a greater number of species, as well as other molecular markers are needed for a better understanding of the phylogenetic of Morganella.

Testes cosmológicos aplicados a modelos de energia escura

A significant observational effort has been directed to investigate the nature of the so-called dark energy. In this dissertation we derive constraints on dark energy models using three different observable: measurements of the Hubble rate H(z) (compiled by Meng et al. in 2015.); distance modulus of 580 Supernovae Type Ia (Union catalog Compilation 2.1, 2011); and the observations of baryon acoustic oscilations (BAO) and the cosmic microwave background (CMB) by using the so-called CMB/BAO of six peaks of BAO (a peak determined through the Survey 6dFGS data, two through the SDSS and three through WiggleZ). The statistical analysis used was the method of the χ2 minimum (marginalized or minimized over h whenever possible) to link the cosmological parameter: m, ω and δω0. These tests were applied in two parameterization of the parameter ω of the equation of state of dark energy, p = ωρ (here, p is the pressure and ρ is the component of energy density). In one, ω is considered constant and less than -1/3, known as XCDM model; in the other the parameter of state equantion varies with the redshift, where we the call model GS. This last model is based on arguments that arise from the theory of cosmological inflation. For comparison it was also made the analysis of model CDM. Comparison of cosmological models with different observations lead to different optimal settings. Thus, to classify the observational viability of different theoretical models we use two criteria information, the Bayesian information criterion (BIC) and the Akaike information criteria (AIC). The Fisher matrix tool was incorporated into our testing to provide us with the uncertainty of the parameters of each theoretical model. We found that the complementarity of tests is necessary inorder we do not have degenerate parametric spaces. Making the minimization process we found (68%), for the Model XCDM the best fit parameters are m = 0.28 ± 0, 012 and ωX = −1.01 ± 0, 052. While for Model GS the best settings are m = 0.28 ± 0, 011 and δω0 = 0.00 ± 0, 059. Performing a marginalization we found (68%), for the Model XCDM the best fit parameters are m = 0.28 ± 0, 012 and ωX = −1.01 ± 0, 052. While for Model GS the best settings are M = 0.28 ± 0, 011 and δω0 = 0.00 ± 0, 059.

Testes cosmológicos aplicados a modelos de energia escura

A significant observational effort has been directed to investigate the nature of the so-called dark energy. In this dissertation we derive constraints on dark energy models using three different observable: measurements of the Hubble rate H(z) (compiled by Meng et al. in 2015.); distance modulus of 580 Supernovae Type Ia (Union catalog Compilation 2.1, 2011); and the observations of baryon acoustic oscilations (BAO) and the cosmic microwave background (CMB) by using the so-called CMB/BAO of six peaks of BAO (a peak determined through the Survey 6dFGS data, two through the SDSS and three through WiggleZ). The statistical analysis used was the method of the χ2 minimum (marginalized or minimized over h whenever possible) to link the cosmological parameter: m, ω and δω0. These tests were applied in two parameterization of the parameter ω of the equation of state of dark energy, p = ωρ (here, p is the pressure and ρ is the component of energy density). In one, ω is considered constant and less than -1/3, known as XCDM model; in the other the parameter of state equantion varies with the redshift, where we the call model GS. This last model is based on arguments that arise from the theory of cosmological inflation. For comparison it was also made the analysis of model CDM. Comparison of cosmological models with different observations lead to different optimal settings. Thus, to classify the observational viability of different theoretical models we use two criteria information, the Bayesian information criterion (BIC) and the Akaike information criteria (AIC). The Fisher matrix tool was incorporated into our testing to provide us with the uncertainty of the parameters of each theoretical model. We found that the complementarity of tests is necessary inorder we do not have degenerate parametric spaces. Making the minimization process we found (68%), for the Model XCDM the best fit parameters are m = 0.28 ± 0, 012 and ωX = −1.01 ± 0, 052. While for Model GS the best settings are m = 0.28 ± 0, 011 and δω0 = 0.00 ± 0, 059. Performing a marginalization we found (68%), for the Model XCDM the best fit parameters are m = 0.28 ± 0, 012 and ωX = −1.01 ± 0, 052. While for Model GS the best settings are M = 0.28 ± 0, 011 and δω0 = 0.00 ± 0, 059.