Comparing value-at-risk methodologies

In this paper, we compare four different Value-at-Risk (V aR) methodologies through Monte Carlo experiments. Our results indicate that the method based on quantile regression with ARCH effect dominates other methods that require distributional assumption. In particular, we show that the non-robust methodologies have higher probability to predict V aRs with too many violations. We illustrate our findings with an empirical exercise in which we estimate V aR for returns of S˜ao Paulo stock exchange index, IBOVESPA, during periods of market turmoil. Our results indicate that the robust method based on quantile regression presents the least number of violations.

Methodologies for ribeye area determination in goats

The aim of this study was to evaluate the accuracy of a number of methodologies, i.e. PLANIMETER, GEOMETRIC, GRID, UNESP-GRID, UFSM, ZEISS and DELTA-T, in determining ribeye area (REA) of 65 Saanen goats of varying body condition. Goats were grouped according to body weight at slaughter (5.3, 11.2, 12.9, 16.4, 21.0, 22.1, 27.7, 28.6 and 35.2kg). Tracing based on transverse section between the 13th thoracic and I st lumbar vertebrae was used to determinate REA. There was no significant interaction between methodologies and body weight at slaughter. PLANIMETER, UNESP-GRID, GEOMETRIC and UFSM methods were similar in average values to the standard DELTA-T method. The REA was overestimated by the GRID and underestimated by the ZEISS method. The UNESP-GRID, GEOMETRIC and UFSM methods have coincident curves comparable to DELTA-T, when used to estimate goat REA. The UNESP-GRID and GEOMETRIC were the methods of choice based on accuracy, practicality and feasibility. (c) 2005 Elsevier B.V. All rights reserved.

Comparison of methodologies for degree-day estimation using numerical methods

O desenvolvimento de projetos relacionados ao desempenho de diversas culturas tem recebido aperfeiçoamento cada vez maior, incorporado a modelos matemáticos sendo indispensável à utilização de equações cada vez mais consistentes que possibilitem previsão e maior aproximação do comportamento real, diminuindo o erro na obtenção das estimativas. Entre as operações unitárias que demandam maior estudo estão aquelas relacionadas com o crescimento da cultura, caracterizadas pela temperatura ideal para o acréscimo de matéria seca. Pelo amplo uso dos métodos matemáticos na representação, análise e obtenção de estimativas de graus-dia, juntamente com a grande importância que a cultura da cana-de-açúcar tem para a economia brasileira, foi realizada uma avaliação dos modelos matemáticos comumente usados e dos métodos numéricos de integração na estimativa da disponibilidade de graus-dia para essa cultura, na região de Botucatu, Estado de São Paulo. Os modelos de integração, com discretização de 6 em 6 h, apresentaram resultados satisfatórios na estimativa de graus-dia. As metodologias tradicionais apresentaram desempenhos satisfatórios quanto à estimativa de grausdia com base na curva de temperatura horária para cada dia e para os agrupamentos de três, sete, 15 e 30 dias. Pelo método numérico de integração, a região de Botucatu, Estado de São Paulo, apresentou disponibilidade térmica anual média de 1.070,6 GD para a cultura da cana-de-açúcar.

Comparison of Two Methodologies for CD4+T Lymphocytes Relative Counting on Immune Monitoring of Patients with Human Immunodeficiency Virus

Considering that counting the percentage of CD4 T lymphocytes can add prognostic information regarding patients infected with HIV, the aim of this study was to evaluate the percentage values of CD4+ T lymphocytes from 81 patients determined by flow cytometry and estimated by flow cytometry in conjunction with a hematology counter. Means were compared through the Student's t-test. Pearson's correlation was determined, and the agreement between results was tested by Bland-Altman. The level of significance was P < 0.05. It was found a significantly higher mean difference between the relative values of CD4+ T lymphocytes to the hematologic counter (P < 0.05), for all strata studied. Positive and significant correlations (P < 0.01) were found between the strata CD4 < 200 cells/mL (r = 0.93), between 200 and 500 cells/mL (r = 0.65), and >500 cells/mL (r = 0.81). The limits of agreement were 1.0 +/- 3.8% for the stratum of CD4 < 200 cells/mL, approximately 2.2 +/- 13.5% for the stratum of CD4 between 200 and 500 cells/mL, and approximately 6.2 +/- 20.4% for the stratum > 500 cells/mL. The differences in the percentages of CD4+ T lymphocytes obtained by different methodologies could lead to conflict when used in clinical decisions related to the treatment and care of people infected with HIV.

Evaluation of four molecular typing Methodologies as tools for determining taxonomy relations and for identifying. species among Yersinia isolates

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

Species composition and spatial distribution of a stream fish assemblage in the east coast of Brazil: comparison of two field study methodologies

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Social Wasp Diversity (Vespidae, Polistinae) in a Forest Fragment in the Northeast of São Paulo State Sampled with Different Methodologies

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Alternative methodologies for the determination of aldehydes by capillary electrophoresis

This paper describes 2 alternative methodologies for the determination of selected aldehydes (formaldehyde, acetaldehyde, propionaldehyde, acrolein, and benzaldehyde) by capillary electrophoresis (CE), the first approach is based on the formation of aldehyde-bisulfite adducts and employs free solution CE with reversed electroosmotic flow and indirect detection, using 10 mmol/L 3,5-dinitrobenzoic acid (pH 4.5) containing 0.2 mmol/L cetyltrimethylammonium bromide as the electrolyte. This novel methodology showed a fairly good sensitivity to concentration, with detection limits with respect to a single aldehyde on the order of 10-40 mu g/L, a reasonable analysis time (separation was achieved in <8 min), and no need for sample manipulation. A second approach was proposed in which 2,4-dinitrophenylhydrazine derivatives of the aldehydes were detected in a micellar electrolyte medium (20 mmol/L berate buffer containing 50 mmol/L sodium dodecyl sulfate and 15 mmol/L beta-cyclodextrin). This latter methodology included a laborious sample preconcentration step and showed much poorer sensitivity (0.5-2 mg/L detection limit, with respect to a single aldehyde), despite the use of sodium chloride to promote sample stacking. Both methodologies proved adequate to evaluate aldehyde levels in vehicular emissions. Samples from the tailpipe exhaust of a passenger car vehicle without a catalytic converter and operated with an ethanol-based fuel were collected and analyzed; the results showed high levels of formaldehyde and acetaldehyde (0.41-6.1 ppm, v/v). The concentrations estimated by the 2 methodologies, which were not in good agreement, suggest the possibility of striking differences in sample collection efficiency, which was not the concern of this work.

Comparison of two bond strength testing methodologies for bilayered all-ceramics

Objectives. This study compared the shear bond strength (SBS) and microtensile (MTBS) testing methodologies for core and veneering ceramics in four types of all-ceramic systems.Methods. Four different ceramic veneer/core combinations, three of which were feldspathic and the other a fluor-apatite to their respectively corresponding cores, namely leucitereinforced ceramic ((IPS)Empress, Ivoclar), low leucite-reinforced ceramic (Finesse, Ceramco), glass-infiltrated alumina (In-Ceram Alumina, Vita) and lithium disilicate ((IPS)Empress 2, Ivoclar) were used for SBS and MTBS tests. Ceramic cores (N = 40, n = 10/group for SBS test method, N=5blocks/group for MTBS test method) were fabricated according to the manufacturers' instructions (for SBS: thickness, 3 mm; diameter, 5 mm and for MTBS: 10 mm x 10 mm x 2 mm) and ultrasonically cleaned. The veneering ceramics (thickness: 2 mm) were vibrated and condensed in stainless steel moulds and fired onto the core ceramic materials. After trying the specimens in the mould for minor adjustments, they were again ultrasonically cleaned and embedded in PMMA. The specimens were stored in distilled water at 37 degrees C for 1 week and bond strength tests were performed in universal testing machines (cross-head speed: 1mm/min). The bond strengths (MPa +/- S.D.) and modes of failures were recorded.Results. Significant difference between the two test methods and all-ceramic types were observed (P < 0.05) (2-way ANOVA, Tukey's test and Bonferroni). The mean SBS values for veneering ceramic to lithium disilicate was significantly higher (41 +/- 8 MPa) than those to low leucite (28 +/- 4 MPa), glass-infiltrated (26 +/- 4 MPa) and leucite-reinforced (23 +/- 3 MPa) ceramics, while the mean MTBS for low leucite ceramic was significantly higher (15 +/- 2 MPa) than those of leucite (12 +/- 2 MPa), glass-infiltrated (9 +/- 1 MPa) and lithium disilicate ceramic (9 +/- 1 MPa) (ANOVA, P < 0.05).Significance. Both the testing methodology and the differences in chemical compositions of the core and veneering ceramics influenced the bond strength between the core and veneering ceramic in bilayered all-ceramic systems. (c) 2006 Academy of Dental Materials. Published by Elsevier Ltd. All rights reserved.

Indoor radon measurements and methodologies in Latin American countries

According to the current international guidelines concerning environmental problems, it is necessary to evaluate and to know the indoor radon levels, specially since most of the natural radiation dose to man comes from radon gas and its progeny. Several countries have established National Institutions and National Programs for the study of radon and its connection with lung cancer risk and public health. The aim of this work is to present the indoor radon measurements and the detection methods used for different regions of Latin America (LA) in countries such as Argentina, Brazil, Ecuador, Mexico, Peru and Venezuela. This study shows that the passive radon devices based on alpha particle nuclear track methodology (NTM) is one of the more generalized methods in LA for long term indoor radon measurements, CR-39, LR-115 and Makrofol being the more commonly used detector materials. The participating institutions and the radon level measurements in the different countries are presented in this contribution. (C) 2001 Elsevier B.V. Ltd. All rights reserved.

The slippery slope - Critical perspectives on in vitro research methodologies

Objectives. This paper attempts to provide critical perspectives on common in vitro research methodologies, including shear bond testing, wear testing, and load-to-failure tests. Origins of interest in high-quality laboratory data is reviewed, in vitro data is categorized into property and simulation protocols, and two approaches are suggested for establishing clinical validity. It is hoped that these insights will encourage further progress toward development of in vitro tests that are validated against clinical performance and/or by producing clinically validated failure or damage mechanisms.Materials and methods. Published shear and tensile bond data (macro and micro) is examined in light of published finite element analyses (FEA). This data is subjected to a Weibull scaling analysis to ascertain whether scaling is consistent with failure from the bonded interface or not. Wear tests results are presented in light of the damage mechanism(s) operating. Quantitative wear data is re-examined as being dependent upon contact pressure. Load-to-failure test results are re-analyzed by calculating contact stresses at failure for 119 tests from 54 publications over more than 25 years.Results. FEA analyses and reported failure modes (adhesive, mixed, cohesive) are consistent with failure not involving interfacial "shear stresses" as calculated in published work. Weibull scaling clearly suggests failure involving external surfaces of specimens, not interfacial origins. Contact stresses (pressures) are clearly an important variable in wear testing and are not well-controlled in published work. Load-to-failure tests create damage not seen clinically due to excessively high contact stresses. Most contact stresses in the 119 tests examined were calculated to be between 1000 MPa and 5000 MPa, whereas clinical contact stresses at wear facets have been measured not to exceed 40 MPa.Conclusions. Our community can do a much better job of designing in vitro tests that more closely simulate clinical conditions, especially when contact is involved. Journals are encouraged to thoughtfully consider a ban on publishing papers using bond tests and load-to-failure methods that are seriously flawed and have no clinical relevance. (C) 2011 Academy of Dental Materials. Published by Elsevier Ltd. All rights reserved.

Utilization of different methodologies for the characterization of Hb Hasharon heterozygotes

Hb Hasharon has an electrophoretic mobility similar to that of Hb S in cellulose acetate and a mobility between Hb S and C at acid pH. In high-performance liquid chromatography, Hb Hasharon shows a distinct chromatographic profile and retention time. The origin of this variant is a mutation in codon 47 (GAC → CAC) of the α2-globin gene, resulting in the replacement of asparagine by histidine during the translation process. Ten blood samples from individuals suspected of being Hb Hasharon carriers were analyzed. In addition to classic laboratory tests and high-performance liquid chromatography, molecular analysis by polymerase chain reaction with restriction fragment length polymorphism designed in the laboratory was performed to confirm this mutation. The study of these cases showed that a combination of classical and molecular methodologies is necessary in the diagnosis of hemoglobinopathies for a correct hemoglobin mutant identification. The accurate identification of hemoglobin variants is essential for genetic counseling and choice of therapy. ©FUNPEC-RP.

National accounts of Caribbean countries: methodologies, sources and quality, and a comparative Caribbean study

Includes bibliography

Comparative analysis for reactive energy measurement methodologies, under non-sinusoidal conditions in three-phase four-wire circuits

This paper presents some methodologies for reactive energy measurement, considering three modern power theories that are suitable for three-phase four-wire non-sinusoidal and unbalanced circuits. The theories were applied in some profiles collected in electrical distribution systems which have real characteristics for voltages and currents measured by commercial reactive energy meters. The experimental results are presented in order to analyze the accuracy of the methodologies, considering the standard IEEE 1459-2010 as a reference. Finally, for additional comparisons, the theories will be confronted with the modern Yokogawa WT3000 energy meter and three samples of a commercial energy meter through an experimental setup. © 2011 IEEE.