Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months

We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for inflation and a period spanning 15 years characterized by memoryless returns is chosen for the analysis. Model parameters are estimated by observing volatility scaling and correlation properties. We show that the Heston model with at least two time scales for the volatility mean reverting dynamics satisfactorily describes price fluctuations ranging from time scales larger than 20min to 160 days. At time scales shorter than 20 min we observe autocorrelated returns and power law tails incompatible with the Heston model. Despite major regulatory changes, hyperinflation and currency crises experienced by the Brazilian market in the period studied, the general success of the description provided may be regarded as an evidence for a general underlying dynamics of price fluctuations at intermediate mesoeconomic time scales well approximated by the Heston model. We also notice that the connection between the Heston model and Ehrenfest urn models could be exploited for bringing new insights into the microeconomic market mechanics. (c) 2005 Elsevier B.V. All rights reserved.

Comparison of risk factors among blood donors, volunteers and replacement individuals, infected or not by hepatitis C virus

Hepatitis C is transmitted primarily parenterally by contaminated blood and is often associated with: intravenous drug abuse, invasive procedures, blood transfusions, acupuncture, tattooing, and alcohol and tobacco use. This study aimed to quantify and evaluate the risk factors among blood donors, volunteer blood donors and replacement individuals, infected or not by the C virus. The main transmission routes of C virus were identified in 55 men and 25 women (GI) monitored by the Ambulatory Unit of the Department of Tropical Diseases, Botucatu Medical School, and in 24 men and 26 women (GII), all active blood donors at the Bauru State Hospital Transfusional Agency. Both groups were similar in: tobacco and alcohol consumption, sexual behavior, tattooing and illicit drug use. The duration of alcohol and tobacco consumption and blood transfusions in GI were longer, whereas the option for steady partners, condom use, disposable materials and piercings were predominant in GII. In conclusion, the risk factors for hepatitis C demonstrate the necessity of health policies that act on the primary and secondary prevention levels (respectively, reduction of infection incidence and hepatopathy risk).

Assessment of risk factors for low bone mineral density in Brazilian postmenopausal women

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Validation of Fingernail Fluoride Concentration as a Predictor of Risk for Dental Fluorosis

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Investigation of Risk Factors and Characteristics of Dance Injuries

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

CYP1A2*1C, CYP2E1*5B, and GSTM1 polymorphisms are predictors of risk and poor outcome in head and neck squamous cell carcinoma patients

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Socioeconomic status as determinant of risk factors for overweight in adolescents

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Case-case-control study of risk factors for nasopharyngeal colonization with methicillin-resistant Staphylococcus aureus in a medical-surgical intensive care unit

Nasopharyngeal colonization with methicillin-resistant Staphylococcus aureus (MRSA) often precedes the development of nosocomial infections. In order to identify risk factors for MRSA colonization, we conducted a case-case-control study, enrolling 122 patients admitted to a medical-surgical intensive care unit (ICU). All patients had been screened for nasopharyngeal colonization with S. aureus upon admission and weekly thereafter. Two case-control studies were performed, using as cases patients who acquired colonization with MRSA and methicillin-susceptible S. aureus (MSSA), respectively. For both studies, patients in whom colonization was not detected during ICU stay were selected as control subjects. Several potential risk factors were assessed in univariate and multivariable (logistic regression) analysis. MRSA and MSSA were recovered from nasopharyngeal samples from 27 and 10 patients, respectively. Independent risk factors for MRSA colonization were: length-of-stay in the ICU (Odds Ratio [OR]=1.12, 95%Confidence Interval[CI]=1.06-1.19, p<0.001) and use of ciprofloxacin (OR=5.05, 95%CI=1.38-21.90, p=0.015). The use of levofloxacin had a protective effect (OR=0.08, 95%CI=0.01-0.55, p=0.01). Colonization with MSSA was positively associated with central nervous system disease (OR=7.45, 95%CI=1.33-41.74, p=0.02) and negatively associated with age (OR=0.94, 95%CI=0.90-0.99, p=0.01). In conclusion, our study suggests a role for both cross-transmission and selective pressure of antimicrobials in the spread of MRSA.

Auditory processing in children and adolescents in situations of risk and vulnerability

CONTEXTO E OBJETIVO: Crianças e adolescentes que vivem em situação de vulnerabilidade social apresentam uma série de problemas de saúde. Apesar disso, ainda é controversa a afirmação sobre a existência de alterações cognitivas e/ou sensoriais. O objetivo deste estudo foi investigar aspectos relacionados ao processamento auditivo, através da aplicação de testes de potencial evocado auditivo de tronco encefálico (PEATE) e avaliação comportamental do processamento auditivo em crianças em situação de rua, comparando a um grupo controle. TIPO DE ESTUDO E LOCAL: Estudo transversal no Laboratório de Processamento Auditivo, Faculdade de Medicina da Universidade de São Paulo. MÉTODOS: Os testes de processamento auditivo foram aplicados em um grupo de 27 indivíduos, subdivididos em grupos de 11 crianças (7 a 10 anos) e 16 adolescentes (11 a 16 anos) de ambos os sexos, em situação de vulnerabilidade social, e comparado a um grupo controle, formado por 21 crianças, subdivididas em grupos de 10 crianças e 11 adolescentes, pareados por idade, sem queixas. Também se aplicou os PEATE para investigação da integridade da via auditiva. RESULTADOS: Para ambas as faixas etárias, foram encontradas diferenças significantes entre grupos estudo e controle para a maioria dos testes aplicados, sendo que o grupo estudo apresentou desempenho estatisticamente pior do que o controle para todos os testes, exceto para o teste pediatric speech intelligibility. Apenas uma criança apresentou resultado alterado para os PEATE. CONCLUSÕES: Os resultados demonstraram pior desempenho do grupo estudo (crianças e adolescentes) para os testes comportamentais de processamento auditivo, apesar de estes apresentarem integridade da via auditiva em nível de tronco encefálico, demonstrada pela normalidade nos resultados do PEATE.

Influence of risk behavior aggregation in different categories of physical activity on the occurrence of cardiovascular risk factors

Background: We aimed to verify the association of risk behavior aggregation in different categories of physical activity (PA) with the presence of cardiovascular risk factors (RF) employees at a public university. Method. We analyzed data of 376 employees, which were visited in their workplace for measurement of weight, height and questionnaires to identify the risk behaviors and risk factors. Chi-square test was used to analyze the association between the dependent and independent variables and binary logistic regression was used to construct a multivariate model for the observed associations. Results: Associations were found between the aggregation of following risk behaviors: smoking, alcohol consumption and physical inactivity, considered in different categories of PA, and the increase in RF, except for the presence of hypertriglyceridemia. Individuals with two or more risk behaviors in occupational PA category are more likely to be hypertensive (3.04 times) and diabetes (3.44 times). For the free time PA category, these individuals were 3.18 times more likely to have hypercholesterolemia and for locomotion PA, more likely to be hypertensive (2.42 times) and obese (2.51 times). Conclusion: There are association between the aggregation of two or more risk behaviors and the presence of cardiovascular RF. © 2013 Bernardo et al.; licensee BioMed Central Ltd.

Prevalence of risk factors for stuttering among boys: analytical cross-sectional study

CONTEXTO E OBJETIVO:Há poucos estudos sobre os fatores de risco para os subgrupos de gagueira. O objetivo deste estudo foi caracterizar os fatores de risco para a gagueira desenvolvimental familial em meninos que gaguejam e que não gaguejam como tipologia das disfluências, fatores qualitativos e comunicativos associados, estresse físico e emocional, atitude familiar e reação pessoal.TIPO DE ESTUDO E LOCAL:Estudo transversal analítico com um grupo controle, realizado no Laboratório de Estudo da Fluência, que faz parte do Departamento de Fonoaudiologia de uma universidade pública.MÉTODOS:Pais de 40 meninos com e sem gagueira pareados por idade fizeram parte do estudo. Os participantes foram divididos em dois grupos: crianças com gagueira e crianças sem gagueira, com idades entre 6 anos 0 meses e 11 anos 11 meses Inicialmente todos os participantes foram submetidos a uma avaliação de fluência e depois os dados foram coletados por meio do Protocolo de Risco para a Gagueira do Desenvolvimento.RESULTADOS:Não foi observada diferença nos fatores de estresse físicos e reações pessoais entre os grupos. As atitudes inadequadas familiares foram apresentadas por 95% das crianças com gagueira e 30% das crianças sem gagueira. Quatro fatores de risco analisados não ocorreram nas crianças sem gagueira, a saber, disfluências gagas, fatores qualitativos, estresse físico e emocional.CONCLUSÕES:Os achados sugerem que a presença de disfluências gagas, fatores qualitativos e comunicativos associados, estresse emocional e atitude familiar inadequada são fatores de risco importantes para a gagueira desenvolvimental familial em meninos.

Perception of Risk of Musculoskeletal Disorders Among Brazilian Dental Students

The aim of this study was to compare the mean scores of perceived risk factors for the development of musculoskeletal disorders in dental students presently pursuing work/study, according to gender, course series, and the presence of pain/discomfort. The participants were 348 students from the undergraduate course in dentistry at a Brazilian public university. The instrument on work-related factors that could contribute to osteomuscular symptoms and part of the Nordic questionnaire were used. The psychometric properties of the first instrument were estimated. A multivariate analysis of variance (MANOVA) revealed that the instrument had a tri-factorial structure (s2 retained: 62.72 percent). The retained factors were repetitiveness, work posture, and external factors. The internal consistency and reproducibility were adequate (α=0.746 to 0.873; p=0.729 to 0.940). Lower mean scores of perceived external factors were observed for the male participants, as well as lower scores in the three dimensions of the instrument for first-year students of the course and for those who did not report pain/discomfort in the neck, feet, and ankles. The authors concluded that the perception of risk factors for musculoskeletal disorders reported in the work/study environment of dental students was significantly related to gender, the course series, and the presence of pain/discomfort.