4 resultados para DYNAMIC PORTFOLIO SELECTION

em Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho"


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This paper discussed the model of Nash bargaining (NASH, 1950, 1953), which its arbitration function is invariant for the linear transformations. A more robust model was proposed with respect to the incommensurable effect. The result obtained by the optimization process was not influenced by the units or the amplitude values of these measures. The risk and the return is measured in portfolios of assets and defined a risk metric, return and a method to handle the risk and return. For this, we made a review on the main characteristics of Brazilian industry funds and their evolution over the past years, in addition to treating on the risk in the financial market, the importance of portfolio selection and the Markowitz Model. Are made closing remarks, an analysis of the results, some suggests, concerns and how such concerns can be improved and / or explored in future studies

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A simulation model implemented in the programming software Delphi XE® was applied to evaluate sex selection in bovine. The hypothesis under investigation was that a dynamic model with stochastic and deterministic elements could detect the sexed semen technique to minimize pregnancy cost and to determine the adequate number of recipients required for in vivo (ET) and in vitro embryo production (IVP) in the proposed scenarios. Sex selection was compared through semen sexed using flow cytometry (C1) and density gradient centrifugation techniques (C2) in ET and IVP. Sensibility analyses were used to identify the adequate number of recipients for each scenario. This number was reinserted into the model to determine the biological and financial values that maximized ET and IVP using sexed semen (C1M and C2M). New scenarios showed that the density gradient technique minimized pregnancy cost based on the proposed scenarios. In addition, the adequate number of recipients (ET - C1M - 115 and C2M - 105)/(IVP - C1M - 145 and C2M - 140) per donor used was determined to minimize the pregnancy cost in all scenarios.

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The rule creation to clone selection in different projects is a hard task to perform by using traditional implementations to control all the processes of the system. The use of an algebraic language is an alternative approach to manage all of system flow in a flexible way. In order to increase the power of versatility and consistency in defining the rules for optimal clone selection, this paper presents the software OCI 2 in which uses process algebra in the flow behavior of the system. OCI 2, controlled by an algebraic approach was applied in the rules elaboration for clone selection containing unique genes in the partial genome of the bacterium Bradyrhizobium elkanii Semia 587 and in the whole genome of the bacterium Xanthomonas axonopodis pv. citri. Copyright© (2009) by the International Society for Research in Science and Technology.

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Background: The quasispecies composition of Hepatitis C virus (HCV) could have important implications with regard to viral persistence and response to interferon-based therapy. The complete NS5A was analyzed to evaluate whether the composition of NS5A quasispecies of HCV 1a/1b is related to responsiveness to combined interferon pegylated (PEG-IFN) and ribavirin therapy.Methods: Viral RNA was isolated from serum samples collected before, during and after treatment from virological sustained responder (SVR), non-responder (NR) and the end-of-treatment responder patients (ETR). NS5A region was amplified, cloned and sequenced. Six hundred and ninety full-length NS5A sequences were analyzed.Results: This study provides evidence that lower nucleotide diversity of the NS5A region pre-therapy is associated with viral clearance. Analysis of samples of NRs and the ETRs time points showed that genetic diversity of populations tend to decrease over time. Post-therapy population of ETRs presented higher genetic distance from baseline probably due to the bottleneck phenomenon observed for those patients in the end of treatment. The viral effective population of those patients also showed a strong decrease after therapy. Otherwise, NRs demonstrated a continuous variation or stability of effective populations and genetic diversity over time that did not seem to be related to therapy. Phylogenetic relationships concerning complete NS5A sequences obtained from patients did not demonstrate clustering associated with specific response patterns. However, distinctive clustering of pre/post-therapy sequences was observed. In addition, the evolution of quasispecies over time was subjected to purifying or relaxed purifying selection. Codons 157 (P03), 182 and 440 (P42), 62 and 404 (P44) were found to be under positive selective pressure but it failed to be related to the therapy.Conclusion: These results confirm the hypothesis that a relationship exists between NS5A heterogeneity and response to therapy in patients infected with chronic hepatitis C. © 2013 Jardim et al.; licensee BioMed Central Ltd.