997 resultados para Volatilità implicita, comportamento asintotico, Black-Scholes, approssimazioni, volatilità locale.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
A influência do ciclo estral no comportamento das linhagens de ratos congênica SLA16 e isogênica SHR
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Several studies use only male rats in their experiments, even with all the evidence of differences between the sexes, not only in the reproductive behavior but also in the development of diseases. This absence of studies using female rats is due in part to the estrous cycle. It is known that one estrous cycle lasts four to 5 days and consists of four phases: proestrus, estrus, metestrus and diestrus. Ramos et al. (1999) identified and mapped a QTL in an F2 population derived from interbreeding of strains of SHR (spontaneously hypertensive rats) and Lewis (LEW) rats and found, on chromosome 4, the first QTL of the world related to anxiety in rats. After several backcrosses between SHR and LEW strains, it was developed a congenic strain called SLA16, to refine the study of this QTL. This QTL corresponds to a large genomic region, approximately 75 million basepairs (Mb), and was first called Ofil1 (inner open field locomotion 1). Currently it is called Anxrr16 (anxiety-related response region 16) according to the rat genome database (RGD). Izidio et al. (2011) suggested that the natural fluctuation of the hormones in the estrous cycle of female rats could influence the effects of this locus on behavior. That is, females in DP (diestrus-proestrus) present the QTL in the same genomic region that males, while females in EM (estrus-metestrus) do not present it. The effects of the estrous cycle in the SLA16 strain and its isogenic control SHR were analyzed on the elevated plus maze (EPM), black and white box and on the open field test (OF). In the open field test, the SLA16 strain had higher central locomotion (F=5.0, p <0.05) and peripheral locomotion (F=12.6, p <0.01) compared to the SHR strain. In the elevated plus maze test, the SLA16 strain had the higher number of entries (F=9.5, p <0.01) and time spent in the open arms (F=10.3, p <0.01) compared to the SHR strain. Finally, in the black and white box test, the SLA16 lineage spent more time ...
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Le scelte di asset allocation costituiscono un problema ricorrente per ogni investitore. Quest’ultimo è continuamente impegnato a combinare diverse asset class per giungere ad un investimento coerente con le proprie preferenze. L’esigenza di supportare gli asset manager nello svolgimento delle proprie mansioni ha alimentato nel tempo una vasta letteratura che ha proposto numerose strategie e modelli di portfolio construction. Questa tesi tenta di fornire una rassegna di alcuni modelli innovativi di previsione e di alcune strategie nell’ambito dell’asset allocation tattica, per poi valutarne i risvolti pratici. In primis verificheremo la sussistenza di eventuali relazioni tra la dinamica di alcune variabili macroeconomiche ed i mercati finanziari. Lo scopo è quello di individuare un modello econometrico capace di orientare le strategie dei gestori nella costruzione dei propri portafogli di investimento. L’analisi prende in considerazione il mercato americano, durante un periodo caratterizzato da rapide trasformazioni economiche e da un’elevata volatilità dei prezzi azionari. In secondo luogo verrà esaminata la validità delle strategie di trading momentum e contrarian nei mercati futures, in particolare quelli dell’Eurozona, che ben si prestano all’implementazione delle stesse, grazie all’assenza di vincoli sulle operazioni di shorting ed ai ridotti costi di transazione. Dall’indagine emerge che entrambe le anomalie si presentano con carattere di stabilità. I rendimenti anomali permangono anche qualora vengano utilizzati i tradizionali modelli di asset pricing, quali il CAPM, il modello di Fama e French e quello di Carhart. Infine, utilizzando l’approccio EGARCH-M, verranno formulate previsioni sulla volatilità dei rendimenti dei titoli appartenenti al Dow Jones. Quest’ultime saranno poi utilizzate come input per determinare le views da inserire nel modello di Black e Litterman. I risultati ottenuti, evidenziano, per diversi valori dello scalare tau, extra rendimenti medi del new combined vector superiori al vettore degli extra rendimenti di equilibrio di mercato, seppur con livelli più elevati di rischio.
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Il BTA (benzotriazolo), largamente impiegato nei protettivi per metalli utilizzati commercialmente, in particolare per la conservazione dei beni culturali, presenta problematiche riguardo il progressivo impoverimento di quest'ultimo legato alla sua volatilità, con conseguente perdita di efficacia antiossidante del film e rischi per la salute e per l'ambiente, data la tossicità del composto. Lo scopo di questo lavoro è stato di mettere a punto un polimero per il coating ecofriendly (PLA, polimero proveniente da materie prime rinnovabili) ed efficiente (polimero funzionalizzato con BTA, il quale essendo legato chimicamente alla catena di polimero, è maggiormente trattenuto all'interno del materiale) come valida alternativa a quelli reperibili commercialmente. In questo lavoro di tesi è stato sintetizzato un derivato funzionalizzato del benzotriazolo, molto usato per la conservazione dei beni culturali, in modo da essere utilizzato come iniziatore di polimerizzazione ROP di rac-lattide. In questo modo sono stati messi a punto, modulandone il peso molecolare attraverso la variazione della quantità di iniziatore, alcuni polimeri di poli-acido lattico con una molecola di benzotriazolo legata alla estremità carbossilica di ogni catena, legame che ne limita molto la fuoriuscita dal film. In seguito è stata testata l'efficacia di questi polimeri come alternativa a quelli utilizzati commercialmente nel campo della conservazione dei beni culturali, applicando uno strato di essi su dei provini di bronzo e sottoponendoli a diversi processi di invecchiamento, confrontando il loro comportamento con quello di un prodotto commerciale preso a paragone e con quello di PLA privo di funzionalizzazioni additivato di benzotriazolo. Particolare attenzione è stata posta, non solo sul tasso di degradazione al quale sono andati in contro, ma, visto l'ambito artistico, anche le modificazioni estetiche che i provini hanno subito dopo l'applicazione e dopo l'invecchiamento servendosi di misure di colore e foto che ne monitorassero i cambiamenti.
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Antimicrobials, among other veterinary drugs, are used worldwide in industry and agriculture to protect animal health and prevent economic loss. In recent years, they have been detected in various environmental compartments, including soil, surface and groundwater and have become a topic of research interest. Emphasizing this class of compounds, this review presents the different pathways which veterinary drugs enter in the environment, in particular contaminate soils. Also are presented regulatory aspects and guidelines, adsorption/desorption and degradation of these compounds in soils and the consequences of its dispersal in the environment.
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Behavioral adaptiveness to different situations as well as behavioral individuality result from the interrelations between environmental sitmuli and the responses of an organism.These kind of interrelationships also shape the neural circuits as well as characterize the plasticity and the neural individuality of the organism. Studies on neural plasticity may analyze changes in neural circuitry after environmental manipulations or changes in behavior after lesions in the nervous system. Issues on neural plasticity and recovery of function refer both to physiology and behavior as well as to the subjacent mechanisms related to morphology, biochemistry and genetics. They may be approached at the systemic, behavioral, cellular and molecular levels. This work intends to characterize these kinds of studies pointing to their relations with the analyis of behavior and learning.The analysis of how the environmental-organismic interrelationships affect the neural substrates of behavior is pointed as a very stimulating area for investigation.
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This research intended to investigate the use of diazepam in conjunction with behavioral strategies to manage uncooperative behavior of child dental patients. The 6 participants received dental treatment during 9 sessions. Using a double-blind design, children received placebo or diazepam and at the same time were submitted to behavior management produces (distraction, explanation, reinforcement and set rule and limits). All sessions were recorded in video-tapes biped in 15 seconds intervals, in which observers recorded child's (crying, body and/or head movements, escape and avoidance) and dentist's behavior. The results indicated that diazepam, considering the used dose, was only effective with one subject. The other participants didn't permit the treatment and showed an increase in their resistance. The behavioral preparation strategies for dental treatment should have been more precisely planned in order to help the child to face the real dental treatment conditions mainly in the first sessions avoiding to reinforce inappropriate behaviors.
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The present investigation evaluated the effects of diazepam used to manage uncooperative behavior of child dental patients. Six participants received placebo or diazepam (0,3 mg/kg weight) before formal dental treatment at total 54 sessions that were all recorded in videotapes. The analysis of recorded child (crying, body and/or head movements, escape and avoidance) and dentist's behavior management procedures (distraction, explanation, positive reinforcement) indicates no differences by using a double-blind Wilcoxon design (p>0.05). It is suggested the necessity of methodological refinement in studies that combine psychological and pharmacological handling strategies.
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BACKGROUND: Changes in heart rate during rest-exercise transition can be characterized by the application of mathematical calculations, such as deltas 0-10 and 0-30 seconds to infer on the parasympathetic nervous system and linear regression and delta applied to data range from 60 to 240 seconds to infer on the sympathetic nervous system. The objective of this study was to test the hypothesis that young and middle-aged subjects have different heart rate responses in exercise of moderate and intense intensity, with different mathematical calculations. METHODS: Seven middle-aged men and ten young men apparently healthy were subject to constant load tests (intense and moderate) in cycle ergometer. The heart rate data were submitted to analysis of deltas (0-10, 0-30 and 60-240 seconds) and simple linear regression (60-240 seconds). The parameters obtained from simple linear regression analysis were: intercept and slope angle. We used the Shapiro-Wilk test to check the distribution of data and the t test for unpaired comparisons between groups. The level of statistical significance was 5%. RESULTS: The value of the intercept and delta 0-10 seconds was lower in middle age in two loads tested and the inclination angle was lower in moderate exercise in middle age. CONCLUSION: The young subjects present greater magnitude of vagal withdrawal in the initial stage of the HR response during constant load exercise and higher speed of adjustment of sympathetic response in moderate exercise.
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OBJECTIVE: To characterize the behavior of premature newborns in the first year of chronological age. METHODS: This is a cross-sectional descriptive study, bound to a longitudinal study titled: Comparison of visual behavior on the first quarter of year of life of premature nursling born at two maternities of Recife/PE. The sample was composed by 52 premature newborns selected from June, 2007 to June, 2008 from the Maternity of the Federal University of Pernambuco (UFPE). Biological, socioeconomic and demographic data was collected through medical records and interviews with progeny. Newborns were evaluated by the Assessment Guide of Visual Ability in Infants. RESULTS: Most of the newborns were male at a gestational period between 33 weeks and 36 weeks and 6 days, showed a good visual behavior development for the age researched, and most of the families showed good socioeconomical and demographic profile. Besides, it was possible to detect ocular signs in 19% of sample, that were referred to an Ophthalmology Service. CONCLUSION: This study results point out the method like an important key in the early detection and visual screening for premature nursling since the first month of life and it led us to believe that clinical view for occupational therapy intervention must be focused not only on biological risks but also at the influence environment in newborn performance.
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Universidade Estadual de Campinas . Faculdade de Educação Física
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Universidade Estadual de Campinas . Faculdade de Educação Física
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Universidade Estadual de Campinas . Faculdade de Educação Física
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Universidade Estadual de Campinas . Faculdade de Educação Física
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Universidade Estadual de Campinas. Faculdade de Educação Física