A fractional perspective to financial indices

The application of mathematical methods and computer algorithms in the analysis of economic and financial data series aims to give empirical descriptions of the hidden relations between many complex or unknown variables and systems. This strategy overcomes the requirement for building models based on a set of ‘fundamental laws’, which is the paradigm for studying phenomena usual in physics and engineering. In spite of this shortcut, the fact is that financial series demonstrate to be hard to tackle, involving complex memory effects and a apparently chaotic behaviour. Several measures for describing these objects were adopted by market agents, but, due to their simplicity, they are not capable to cope with the diversity and complexity embedded in the data. Therefore, it is important to propose new measures that, on one hand, are highly interpretable by standard personal but, on the other hand, are capable of capturing a significant part of the dynamical effects.

Comparing clustering solutions: the use of adjusted paired indices

In the present paper we compare clustering solutions using indices of paired agreement. We propose a new method - IADJUST - to correct indices of paired agreement, excluding agreement by chance. This new method overcomes previous limitations known in the literature as it permits the correction of any index. We illustrate its use in external clustering validation, to measure the accordance between clusters and an a priori known structure. The adjusted indices are intended to provide a realistic measure of clustering performance that excludes agreement by chance with ground truth. We use simulated data sets, under a range of scenarios - considering diverse numbers of clusters, clusters overlaps and balances - to discuss the pertinence and the precision of our proposal. Precision is established based on comparisons with the analytical approach for correction specific indices that can be corrected in this way are used for this purpose. The pertinence of the proposed correction is discussed when making a detailed comparison between the performance of two classical clustering approaches, namely Expectation-Maximization (EM) and K-Means (KM) algorithms. Eight indices of paired agreement are studied and new corrected indices are obtained.

Multi-scale vegetation classification using earth observation data of the Sundarban mangrove forest, Bangladesh.

Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Two new power indices based on winning coalitions

Deegan and Packel (1979) and Holler (1982) proposed two power indices for simple games: the Deegan–Packel index and the Public Good Index. In the definition of these indices, only minimal winning coalitions are taken into account. Using similar arguments, we define two new power indices. These new indices are defined taking into account only those winning coalitions that do not contain null players. The results obtained with the different power indices are compared by means of two real-world examples taken from the political field.

Multidimensional Scaling Visualization using Parametric Similarity Indices

In this paper, we apply multidimensional scaling (MDS) and parametric similarity indices (PSI) in the analysis of complex systems (CS). Each CS is viewed as a dynamical system, exhibiting an output time-series to be interpreted as a manifestation of its behavior. We start by adopting a sliding window to sample the original data into several consecutive time periods. Second, we define a given PSI for tracking pieces of data. We then compare the windows for different values of the parameter, and we generate the corresponding MDS maps of ‘points’. Third, we use Procrustes analysis to linearly transform the MDS charts for maximum superposition and to build a global MDS map of “shapes”. This final plot captures the time evolution of the phenomena and is sensitive to the PSI adopted. The generalized correlation, the Minkowski distance and four entropy-based indices are tested. The proposed approach is applied to the Dow Jones Industrial Average stock market index and the Europe Brent Spot Price FOB time-series.

Affinity and diversity indices for anopheline immature forms

As for the entire Amazon Region, malaria continues to be a major health public problem in Roraima that presented an Annual Parasitic Index of 85.4 in 2005, the highest in Brazil. Information on anopheline breeding sites is an essential component in malaria control strategies. Aiming to contribute to the limited knowledge on anopheline immature forms in Roraima, collections and breeding site observations were performed in 10 breeding sites around the capital city Boa Vista. Collections were carried out in the rainy and dry season periods between April 2004 and January 2005. Breeding sites comprised natural and artificial water reservoirs. A total of 623 immature forms were collected belonging to Anopheles albitarsis s.l., An.triannulatus s.l., An. nuneztovari/dunhami, An. braziliensis, An. evansae, An. oswaldoi s.l., An. strodei and An. darlingi. An. albitarsis and An. braziliensis were the most frequently found species. Eight larvae of An. darlingi were found in only one breeding site located in the forest. An. triannulatus/An. nuneztovari and An. albitarsis/An. braziliensis were the pairs of species that mostly occurred together. Both pair of species displayed the highest affinity index what might indicate a high compatibility for the same breeding conditions and/or a synergistic co-occurrence. Species diversity index was higher for the dry season.

Power indices applied to Portuguese Parliament

In this paper, we apply the following four power indices to the Portuguese Parliament: Shapley–Shubik index, Banzhaf index, Deegan–Packel index and Public Good Index. We also present the main notions related with simple games and discuss the features of each power index by means of their axiomatic characterizations.

Spatial and temporal analysis of recent drought using vegetation temperature condition index: case of Somali regional state of Ethiopia

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Recent droughts and the impact of North Atlantic Oscillation in Iberia; a spatiotemporal analysis based on vegetation temperature condition Index (VTCI)

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

O Valor dos Indices Plaquetários na Púrpura Trombocitopénica Imune e Leucémia Linfo e Mieloblástica Aguda. Bases Clínico-Laboratoriais no Contributo para o Diagnóstico Diferencial Entre Estas Duas Patologias

Os autores apresentam um trabalho onde se pretende avaliar a utilidade dos índices plaquetários — volume plaquetário médio (VPM) e o coeficiente de variação do diâmetro plaquetário (CVDP ou PDW = Platelet Distribution Width) — e do número de plaquetas (PLAQ) no diagnóstico diferencial da trombocitopénia na púrpura trombocitopénica aguda (PTI) e na leucémia linfoblástica ou mieloblástica aguda (LLAULMA). Do mesmo modo, estudam comparativamente os dados clínicos e laboratoriais nestes dois grupos de doentes. Caracterizam 59 casos de doentes em idade pediátrica com PTI e 19 casos com LLA/LMA, seguidos na Unidade de Hematologia Infantil do Hospital de Dona Estefânia. Concluem não existir diferenças significativas entre as variáveis VPM e PDW entre os dois grupos de doentes. Com base nas três variáveis (VPM, PDW, PLAQ) foi construída uma regra de discriminação que fornece uma boa separação entre os grupos. Da caracterização clínico-laboratorial ressaltaram diferenças significativas entre as duas entidades nosológicas, o que permitiria prescindir a realização do mielograma para exclusão do diagnóstico de LLA/LMA numa criança com trombocitopénia significativa isolada.

Evaluation of the predictive indices for candidemia in an adult intensive care unit

INTRODUCTION: To evaluate predictive indices for candidemia in an adult intensive care unit (ICU) and to propose a new index. METHODS: A prospective cohort study was conducted between January 2011 and December 2012. This study was performed in an ICU in a tertiary care hospital at a public university and included 114 patients staying in the adult ICU for at least 48 hours. The association of patient variables with candidemia was analyzed. RESULTS: There were 18 (15.8%) proven cases of candidemia and 96 (84.2%) cases without candidemia. Univariate analysis revealed the following risk factors: parenteral nutrition, severe sepsis, surgical procedure, dialysis, pancreatitis, acute renal failure, and an APACHE II score higher than 20. For the Candida score index, the odds ratio was 8.50 (95% CI, 2.57 to 28.09); the sensitivity, specificity, positive predictive value, and negative predictive value were 0.78, 0.71, 0.33, and 0.94, respectively. With respect to the clinical predictor index, the odds ratio was 9.45 (95%CI, 2.06 to 43.39); the sensitivity, specificity, positive predictive value, and negative predictive value were 0.89, 0.54, 0.27, and 0.96, respectively. The proposed candidemia index cutoff was 8.5; the sensitivity, specificity, positive predictive value, and negative predictive value were 0.77, 0.70, 0.33, and 0.94, respectively. CONCLUSIONS: The Candida score and clinical predictor index excluded candidemia satisfactorily. The effectiveness of the candidemia index was comparable to that of the Candida score.

Vegetation near Santa Teresinha, NE Mato Grosso.

The Santa Tenesinha region in northeaster Mato Grosso has a varied vegetation which is principally hammock pantanal. The flat clayey alluvial ground between the hummocks is coveted with a continuous non-cerrado ground cover dominated by grasses but which harbors sedges and a lange herb flora. No woody plants grow in it. The tops of the 10-20m wide, slightly elliptical hummocks, 1.5-2 m high, 10-40 per hectare, are covered with cerrado plants: herbs, semlshrubs, thin- and thick-stemmed shrubs and low trees. For 4-5 months during the latter part of the rainy season, the regional water table rises to the surface and the ground between the hummocks becomes saturated or floods up to 1.5-2 m deep. The tops of the hummocks almost always remain above high water level. In the dry season the surface soil dries out completely. This alternation of saturation or shallow flooding and dryness, prevents woody plant, growth between the hummocks, and except for a few tolerant species, also prevents woody plant. growth on the lower part of the hummochs. The gallery forests in the pantanal are seasonally flooded more deeply but their soil does not dry out so thonoughly in the dry season so woody plant growth is not prevented.

TRANSFERTS DE QUANTITE DE MOUVEMENT AU-DESSUS ET A L'INTERIEUR DE LA VEGETATION

The aborptlon of momentum by the vegetation Is studied In this work through an analytical approach which also provides the appropriate formulations to describe wind velocity and drffusivities profiles above and Inside the space occupied by the foliage elements. A first comparison between the observed and calculated profiles of wind volocity for Amazonian forest (Réserva Pucke, Manaus - AM) is presented to test the realism of the model.

THE VEGETATION OF A SEASONAL VÁRZEA FOREST IN THE LOWER SOLIMÕES RIVER, BRAZILIAN AMAZONIA

The species composition of the seasonal várzea forest growing on a bank of the Ilha de Marchantaria / lower Solimões-Amazonas River, Brazil was studied in an area of slightly less than one hectare. Two biomass plots were harvested. Forty-seven arboreal species representing 46 genera in 25 families were recorded. Tree density was 1086 per hectare. Total basal area was 45 m2 ha1. Mean species density was 6.5 ± 1.98 per 100 m2. The most abundant species were Crataeva benthamii(Capparidaceae), Laetia corymbutosa(Flacourtiaceae) and Vitex cymosa(Verbenaceae). The highest basal area per species was 10.2 m2 for Pseudobombax munguba(Bombacaceae). The common species are known to be typical floristic elements of the seasonal varzea forest. Above ground dry biomass was equal to 97 and 255 t ha', respectively. Its chemical composition is characterized by comparatively high bioelement contents equal to 2.4 percent on the average. Calcium was the most important bioelement. Structure of the forest and age darings of trees allow the successional classification of the stands.

Seasonality, parity rates and transmission indices of Mansonella ozzardi (Manson) (Nematoda: Onchocercidae) by Cerqueirellum argentiscutum (Shelley & Luna Dias) (Diptera: Simulidae) in a lower Solimões River community, Amazonas, Brazil

Mansonella ozzardi is transmitted by two dipterian families, Ceratopogonidae (midges) and Simuliidae (black flies). In Brazil, black flies are vectors for this filariasis until now. In this paper, we determined the seasonality, parity capacity and parasitic infection rate of Cerqueirellum argentiscutum. The work was carried out in the Porto Japão community, Lower Solimões River, Amazonas, Brazil. Results show that the black flies were more abundant during the rainy season (from December to May). The number of parous flies was higher in every sampling during the course of year. Monthly Biting Rate (MBR1 123742.00, MBR2 86701.50) was high, although Parasitic Infection Rate (PIR1 0.06, PIR2 0.08) and Annual Transmission Potential (ATP 7.25) were low in numbers.