Reactive power planning under conditional-value-at-risk assessment using chance-constrained optimisation

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

Associação do padrão de ingestão lípidica com a qualidade da dieta, resistência insulínica e homocisteinemia em adultos

Objectives: To evaluate the association between the consumption of different dietary fats with the quality of the diet, insulin resistance, and hyperhomocysteinemia in adults. Methods: Cross-sectional study conducted with 624 overweight subjects (73.7% females). Assessments of food intake (24h food recall and health eating index-HEI), anthropometry, and biochemical assays of fasting glucose, insulin (HOMA-IR and β calculus) and homocysteinemia were performed. Results: The low quality of diet was associated with the vegetable oil at 3rd quintile (≥1.5-2.0 servings) showed risk 2.9 times and cholesterol at quintiles 2nd, 3rd, and 4th was 2.0 times. HOMA-IR was higher at 5th quintile of saturated fat (≥10,7% - total caloric value) with risk of 60% and hyperhomocysteinemia the vegetable oil at 3rd quintile (>1.5-2.0 servings) with risk of 12.0 times and 5th (≥3.5 servings) 7.1 times. However, significance disappeared when adjusted for anthropometric variables. Conclusion: Dietary fats were associated with the harm diet quality, insulin resistance, and hyperhomocysteinemia. However, associations are dependant of demographic variables, dietetic, and nutritional state. © 2011 CELOM.

Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns

Parametric VaR (Value-at-Risk) is widely used due to its simplicity and easy calculation. However, the normality assumption, often used in the estimation of the parametric VaR, does not provide satisfactory estimates for risk exposure. Therefore, this study suggests a method for computing the parametric VaR based on goodness-of-fit tests using the empirical distribution function (EDF) for extreme returns, and compares the feasibility of this method for the banking sector in an emerging market and in a developed one. The paper also discusses possible theoretical contributions in related fields like enterprise risk management (ERM). © 2013 Elsevier Ltd.

Mapeamento de áreas de risco para ocorrência da ferrugem do eucalipto no Espírito Santo e extremo sul da Bahia

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

Aplicação da moderna teoria do Portfólio em ativos não financeiros

The Markowitz's objective functions, Value-at-Risk and Conditional Value-at-Risk, are largely used tools in the financial Market for portfolio optimization. This paper tries to analyze these functions having as a target to adapt them for application in non-financial assets portfolios. The paper uses as an example the Electricity Market to analyze and optimize a fictitious investment portfolio of a possible electric power utility. Showing that, besides being possible, which considerations must be taken and which analysis must be made to apply the Modern Portfolio Theory in the non-financial universe

Suposição de normalidade e gestão de risco: uma aplicação do var paramétrico via teste de aderência

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

Mercury and DDT exposure risk to fish-eating human populations in Amazon

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Maintaining Tissue Perfusion in High-Risk Surgical Patients: A Systematic Review of Randomized Clinical Trials

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Calcium intake and its relationship with risk of overweight and obesity in adolescents

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

Using the current Brazilian value for the biological exposure limit applied to blood lead level as a lead poisoning diagnostic criterion

Tradicionalmente, os limites de tolerância biológica são utilizados exclusivamente para a promoção e a preservação da saúde dos trabalhadores, não sendo aplicados com fins diagnósticos. Entretanto, com relação a algumas intoxicações profissionais, o assunto é polêmico. Neste artigo, defende-se a utilização do limite de tolerância aplicado atualmente no Brasil à plumbemia como um critério importante para a realização do diagnóstico da intoxicação profissional pelo chumbo. Argumenta-se que, em oposição ao tradicional critério clínico, deve-se abordar o problema do diagnóstico da intoxicação pelo chumbo sob um ponto de vista epidemiológico, utilizando-se o atual valor do limite de tolerância para a plumbemia como um marcador de risco relativo significativamente aumentado.

Occurrence and risk factors associated with canine leptospirosis

Leptospirosis is a globally distributed emerging zoonosis. Dogs are commonly affected and although other serovars can cause canine leptospirosis, Leptospira interrogans serovar Canicola is primary found in these animals. A retrospective study was conducted using a database of 1195 dogs tested for Leptospira infection from 2003 to 2010 at the Laboratory of Zoonosis Diagnosis at the Veterinary Hospital of São Paulo State University (UNESP) in Botucatu, São Paulo state, Brazil. The seroprevalence of infected dogs was 20.08% (240/1195), and the most prevalent serovars were Canicola (6.7%), Copenhageni (5.0%), Icterohaemorrhagiae (2.9%), Autumnalis (2.9%), Pyrogenes (2.8%), Pomona (2.0%), Hardjo (2.0%), Australis (1.8%), Bratislava (1.6%), Cynopteri (1.4%), Grippotyphosa (1.3%) and Djasiman (1.0%). By univariate analysis, the variables age and breed were not statistically related to the infection, while gender and season were. The effects of gender were also noticeable related to serovars Australis, Canicola and Hardjo. In multivariate analysis, the level of significance (p-value) of season was suppressed by gender, indicating possible collinearity between those two variables.

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

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Establishing the risk of neonatal mortality using a fuzzy predictive model

O objetivo do artigo foi avaliar o uso da lógica fuzzy para estimar possibilidade de óbito neonatal. Desenvolveu-se um modelo computacional com base na teoria dos conjuntos fuzzy, tendo como variáveis peso ao nascer, idade gestacional, escore de Apgar e relato de natimorto. Empregou-se o método de inferência de Mamdani, e a variável de saída foi o risco de morte neonatal. Criaram-se 24 regras de acordo com as variáveis de entrada, e a validação do modelo utilizou um banco de dados real de uma cidade brasileira. A acurácia foi estimada pela curva ROC; os riscos foram comparados pelo teste t de Student. O programa MATLAB 6.5 foi usado para construir o modelo. Os riscos médios foram menores para os que sobreviveram (p < 0,001). A acurácia do modelo foi 0,90. A maior acurácia foi com possibilidade de risco igual ou menor que 25% (sensibilidade = 0,70, especificidade = 0,98, valor preditivo negativo = 0,99 e valor preditivo positivo = 0,22). O modelo mostrou acurácia e valor preditivo negativo bons, podendo ser utilizado em hospitais gerais.

Influence of lower cutoff values for 100-g oral glucose tolerance test and glycemic profile for identification of pregnant women at excessive fetal growth risk

Objective: To evaluate data from patients with normal oral glucose tolerance test (OGTT) results and a normal or impaired glycemic profile (GP) to determine whether lower cutoff values for the OGTT and GP (alone or combined) could identify pregnant women at risk for excessive fetal growth. Methods: We classified 701 pregnant women with positive screening for gestational diabetes mellitus (GDM) into 2 categories - (1) normal 100-g OGTT and normal GP and (2) normal 100-g OGTT and impaired GP - to evaluate the influence of lower cutoff points in a 100-g OGTT and GP (alone or in combination) for identification of pregnant women at excessive fetal growth risk. The OGTT is considered impaired if 2 or more values are above the normal range, and the GP is impaired if the fasting glucose level or at least 1 postprandial glucose value is above the normal range. To establish the criteria for the OGTT (for fasting and 1, 2, and 3 hours after an oral glucose load, respectively), we considered the mean (75 mg/dL, 120 mg/dL, 113 mg/dL, and 97 mg/dL), mean plus 1 SD (85 mg/dL, 151 mg/dL, 133 mg/dL, and 118 mg/dL), and mean plus 2 SD (95 mg/dL, 182 mg/dL, 153 mg/dL, and 139 mg/dL); and for the GP, we considered the mean and mean plus 1 SD (78 mg/dL and 92 mg/dL for fasting glucose levels and 90 mg/dL and 130 mg/dL for 1- or 2-hour postprandial glucose levels, respectively). Results: Subsequently, the women were reclassified according to the new cutoff points for both tests (OGTT and GP). Consideration of values, in isolation or combination, yielded 6 new diagnostic criteria. Excessive fetal growth was the response variable for analysis of the new cutoff points. Odds ratios and their respective confidence intervals were estimated, as were the sensitivity and specificity related to diagnosis of excessive fetal growth for each criterion. The new cutoff points for the tests, when used independently rather than collectively, did not help to predict excessive fetal growth in the presence of mild hyperglycemia. Conclusion: Decreasing the cutoff point for the 100-g OGTT (for fasting and 1, 2, and 3 hours) to the mean (75 mg/dL, 120 mg/dL, 113 mg/dL, and 97 mg/dL) in association with the GP (mean or mean plus 1 SD-78 mg/dL and 92 mg/dL for the fasting state and 90 mg/dL and 130 mg/dL for 1- or 2-hour postprandial values-increased the sensitivity and specificity, and both criteria had statistically significant predictive power for detection of excessive fetal growth. © 2008 AACE.

Supply chain risk management: An exploratory research in Brazilian aerospace industry

This paper aimed to analyse supply chain risk factors in aerospace industry. It was conducted an exploratory research at an important Brazilian aerospace company. This company has a major role at the global aerospace industry. Senior managers assessed risk factors such as quality, productivity, supply chain, business strategy, organisation, environmental and natural political, indicators, product management, and information system. Analytic hierarchy process was applied to prioritise these factors. The most relevant were quality and productivity. Copyright © 2011 Inderscience Enterprises Ltd.