Analysis of stock market indices through multidimensional scaling

We propose a graphical method to visualize possible time-varying correlations between fifteen stock market values. The method is useful for observing stable or emerging clusters of stock markets with similar behaviour. The graphs, originated from applying multidimensional scaling techniques (MDS), may also guide the construction of multivariate econometric models.

Integrating the theme approach with aspectual scenarios

Dissertação de Mestrado em Engenharia Informática

Multidimensional Scaling Analysis of Stock Market Indexes

This paper applies multidimensional scaling techniques and Fourier transform for visualizing possible time-varying correlations between 25 stock market values. The method is useful for observing clusters of stock markets with similar behavior.

Two sequential PCR amplifications for detection of Schistosoma mansoni in stool samples with low parasite load

Schistosomiasis constitutes a major public health problem, with an estimated 200 million individuals infected worldwide and 700 million people living in risk areas. In Brazil there are areas of high, medium and low endemicity. Studies have shown that in endemic areas with a low prevalence of Schistosoma infection the sensitivity of parasitological methods is clearly reduced. Consequently diagnosis is often impeded due to the presence of false-negative results. The aim of this study is to present the PCR reamplification (Re-PCR) protocol for the detection of Schistosoma mansoni in samples with low parasite load (with less than 100 eggs per gram (epg) of feces). Three methods were used for the lysis of the envelopes of the S. mansoni eggs and two techniques of DNA extraction were carried out. Extracted DNA was quantified, and the results suggested that the extraction technique, which mixed glass beads with a guanidine isothiocyanate/phenol/chloroform (GT) solution, produced good results. PCR reamplification was conducted and detection sensitivity was found to be five eggs per 500 mg of artificially marked feces. The results achieved using these methods suggest that they are potentially viable for the detection of Schistosoma infection with low parasite load.

A clustering approach for vehicle routing problems with hard time windows

Dissertação para obtenção do Grau de Mestre em Logica Computicional

Hepatitis B virus genotyping among chronic hepatitis B patients with resistance to treatment with lamivudine in the City of Ribeirão Preto, State of São Paulo

INTRODUCTION: Lamivudine is a nucleoside analogue that is used clinically for treating chronic hepatitis B infection. However, the main problem with prolonged use of lamivudine is the development of viral resistance to the treatment. Mutations in the YMDD motif of the hepatitis B virus DNA polymerase gene have been associated with resistance to drug therapy. So far, there have not been many studies in Brazil reporting on genotype-dependent development of resistance to lamivudine. Thus, the aim of the present study was to determine the possible correlation between a certain genotype and increased development of resistance to lamivudine among chronic hepatitis B patients. METHODS: HBV DNA in samples from 50 patients under lamivudine treatment was amplified by means of conventional PCR. Samples were collected at Hospital das Clínicas, FMRP-USP. The products were then sequenced and phylogenetic analysis was performed. RESULTS: Phylogenetic analysis revealed that 29 (58%) patients were infected with genotype D, 20 (40%) with genotype A and one (2%) with genotype F. Mutations in the YMDD motif occurred in 20% of the patients with genotype A and 27.6% of the patients with genotype D. CONCLUSIONS: Despite the small number of samples, our results indicated that mutations in the YMDD motif were 1.38 times more frequent in genotype D than in genotype A.

Computed tomography-guided biopsy of mediastinal lesions: fine versus cutting needles

PURPOSE: To report the experience of a radiology department in the use of computed tomography guided biopsies of mediastinal lesions with fine and cutting needles, describing the differences between them. The results of adequacy of the sample and histologic diagnoses are presented according to the type of needle used. METHODS: We present a retrospective study of mediastinal biopsies guided by computed tomography performed from January 1993 to December 1999. Eighty-six patients underwent mediastinal biopsy in this period, 37 with cutting needles, 38 with fine needles, and 11 with both types (total of 97 biopsies). RESULTS: In most cases, it was possible to obtain an adequate sample (82.5%) and specific diagnosis (67.0%). Cutting-needle biopsy produced a higher percentage of adequate samples (89.6% versus 75.5%, P = 0.068) and of specific diagnosis (81.3% versus 53.1%, P = 0.003) than fine-needle biopsy. There were no complications that required intervention in either group. CONCLUSION: Because they are practical, safe, and can provide accurate diagnoses, image-guided biopsies should be considered the procedure of choice in the initial exploration of patients with mediastinal masses. In our experience, cutting needles gave higher quality samples and diagnostic rates. We recommend the use of cutting needles as the preferred procedure.

A multi-criteria decision support system for a routing problem in waste collection

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A decision support system for a waste collection vehicle routing problem

The selective collection of municipal solid waste for recycling is a very complex and expensive process, where a major issue is to perform cost-efficient waste collection routes. Despite the abundance of commercially available software for fleet management, they often lack the capability to deal properly with sequencing problems and dynamic revision of plans and schedules during process execution. Our approach to achieve better solutions for the waste collection process is to model it as a vehicle routing problem, more specifically as a team orienteering problem where capacity constraints on the vehicles are considered, as well as time windows for the waste collection points and for the vehicles. The final model is called capacitated team orienteering problem with double time windows (CTOPdTW).We developed a genetic algorithm to solve routing problems in waste collection modelled as a CTOPdTW. The results achieved suggest possible reductions of logistic costs in selective waste collection.

An investigation into the temperature distribution resulting from cutting of compact bone using a reciprocating bone saw

Surgical procedures such as osteotomy and hip replacement involve the cutting of bone with the aid of various manual and powered cutting instruments including manual and powered bone saws. The basic mechanics of bone sawing processes are consistent with most other material sawing processes such as for wood or metal. Frictional rubbing between the blade of the saw and the bone results in the generation of localised heating of the cut bone. Research studies have been carried out which consider the design of the bone saw which deals with specifics of the saw teeth geometry and research which examines the effect of drilling operations on heating of the bone has shown that elevated temperatures will occur from frictional overheating. This overheating in localised areas is known to have an impact on the rate of healing of the bone post operation and the sharpness life of the blade. The purpose of this study was to measure the temperature at three zones at fixed intervals of 3mm, 6mm, and 9mm away from the cutting zone. It should be noted that it was the first time that this measurement technique was used to measure the temperature gradient through the bone specimen thereby establishing the extent to which clinicians are experiencing thermal injury during sawing of bone while using a reciprocating saw. The effect of various cutting feed rate on temperature elevation was also investigated in this research. The results showed that there will be a region of bone at least 9mm either side of the cutting blade experiencing thermal injury as temperatures in this region exceeded the threshold temperature of 44°C for necrosis (cell death).

The long run relationship between stock prices and goods prices: new evidence from panel cointegration

We examine the long run relationship between stock prices and goods prices to gauge whether stock market investment can hedge against inflation. Data from sixteen OECD countries over the period 1970-2006 are used. We account for different inflation regimes with the use of sub-sample regressions, whilst maintaining the power of tests in small sample sizes by combining time-series data across our sample countries in a panel unit root and panel cointegration econometric framework. The evidence supports a positive long-run relationship between goods prices and stock prices with the estimated goods price coefficient being in line with the generalized Fisher hypothesis.

Integrated control of Chagas disease for its elimination as public health problem - A Review

Chagas disease or American trypanosomiasis is, together with geohelminths, the neglected disease that causes more loss of years of healthy life due to disability in Latin America. Chagas disease, as determined by the factors and determinants, shows that different contexts require different actions, preventing new cases or reducing the burden of disease. Control strategies must combine two general courses of action including prevention of transmission to prevent the occurrence of new cases (these measures are cost effective), as well as opportune diagnosis and treatment of infected individuals in order to prevent the clinical evolution of the disease and to allow them to recuperate their health. All actions should be implemented as fully as possible and with an integrated way, to maximise the impact. Chagas disease cannot be eradicated due because of the demonstrated existence of infected wild triatomines in permanent contact with domestic cycles and it contributes to the occurrence of at least few new cases. However, it is possible to interrupt the transmission ofTrypanosoma cruziin a large territory and to eliminate Chagas disease as a public health problem with a dramatic reduction of burden of the disease.

U.S. subprime financial crisis contagion on BRIC and European Union stock markets

ABSTRACTThe Copula Theory was used to analyze contagion among the BRIC (Brazil, Russia, India and China) and European Union stock markets with the U.S. Equity Market. The market indexes used for the period between January 01, 2005 and February 27, 2010 are: MXBRIC (BRIC), MXEU (European Union) and MXUS (United States). This article evaluated the adequacy of the main copulas found in the financial literature using log-likelihood, Akaike information and Bayesian information criteria. This article provides a groundbreaking study in the area of contagion due to the use of conditional copulas, allowing to calculate the correlation increase between indexes with non-parametric approach. The conditional Symmetrized Joe-Clayton copula was the one that fitted better to the considered pairs of returns. Results indicate evidence of contagion effect in both markets, European Union and BRIC members, with a 5% significance level. Furthermore, there is also evidence that the contagion of U.S. financial crisis was more pronounced in the European Union than in the BRIC markets, with a 5% significance level. Therefore, stock portfolios formed by equities from the BRIC countries were able to offer greater protection during the subprime crisis. The results are aligned with recent papers that present an increase in correlation between stock markets, especially in bear markets.

Feasibility of replacing multiple ADSL connections with Multi-Dwelling Access

This final project was made for the Broadband/Implementation department of TeliaSonera Finland. The question to be examined is if the operator should replace multiple ADSL connections implemented over a leased line with Multi-Dwelling access based on an Ethernet/Optical Fibre access network. The project starts with describing the technology related to these access network solu-tions and presents the technology that is used in TeliaSonera Finland's access network. It continues from the technology to describe the problem with some of the ADSL implemen-tations of TeliaSonera. The problem is the implementations done over a leased line that can cost TeliaSonera over years as much as a possible investment to extend network when there is several lines leased to the same building. The project proposes a Multi-Dwelling access as a solution to this problem and defines the circumstances when to use it. After a satisfactory solution has found the project takes a view how implementation of the solution might alter the network and a new problem is found. When used commonly to replace need of ADSL implementation Multi-Dwelling access would significantly increase optical cable congestion near operators POP. As a final deed this project also proposes a technical change to existing way to implement multi-dwelling access with EPON technology.

Network revenue management with product-specific no-shows

Revenue management practices often include overbooking capacity to account for customerswho make reservations but do not show up. In this paper, we consider the network revenuemanagement problem with no-shows and overbooking, where the show-up probabilities are specificto each product. No-show rates differ significantly by product (for instance, each itinerary andfare combination for an airline) as sale restrictions and the demand characteristics vary byproduct. However, models that consider no-show rates by each individual product are difficultto handle as the state-space in dynamic programming formulations (or the variable space inapproximations) increases significantly. In this paper, we propose a randomized linear program tojointly make the capacity control and overbooking decisions with product-specific no-shows. Weestablish that our formulation gives an upper bound on the optimal expected total profit andour upper bound is tighter than a deterministic linear programming upper bound that appearsin the existing literature. Furthermore, we show that our upper bound is asymptotically tightin a regime where the leg capacities and the expected demand is scaled linearly with the samerate. We also describe how the randomized linear program can be used to obtain a bid price controlpolicy. Computational experiments indicate that our approach is quite fast, able to scale to industrialproblems and can provide significant improvements over standard benchmarks.