952 resultados para structural models of credit risk


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Many new viscoelastic materials have been developed recently to help improve noise and vibration levels in mechanical structures for applications in automobile and aeronautical industry. The viscoelastic layer treatment applied to solid metal structures modifies two main properties which are related to the mass distribution and the damping mechanism. The other property controlling the dynamics of a mechanical system is the stiffness that does not change much with the viscoelastic material. The model of such system is usually complex, because the viscoelastic material can exhibit nonlinear behavior, in contrast with the many available tools for linear dynamics. In this work, the dynamic behavior of sandwich beam is modeled by finite element method using different element types which are then compared with experimental results developed in the laboratory for various beams with different viscoelastic layer materials. The finite element model is them updated to help understand the effects in the damping for various natural frequencies and the trade-off between attenuation and the mass add to the structure.

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

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

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Background: The complex natural history of human papillomavirus (HPV) infections following a single HPV test can be modeled as competing-risks events (i.e., no-, transient- or persistent infection) in a longitudinal setting. The covariates associated with these compet ng events have not been previously assessed using competing-risks regression models. Objectives: To gain further insights in the outcomes of cervical HPV infections, we used univariate- and multivariate competing-risks regression models to assess the covariaies associated with these competing events. Study Design and Methods: Covariates associated with three competing outcomes (no-, transient- or persistent HR-HPV infection) were analysed in a sub-cohort of 1,865 women prospectively followed-up in the NIS (n = 3,187) and LAMS Study (n = 12,114). Results: In multivariate competing-risks models (with two other outcomes as competing events), permanently HR-HPV negative outcome was significantly predicted only by the clearance of ASCUS+Pap during FU, while three independent covariates predicted transient HR-HPV infections: i) number of recent (< 12 months) sexual partners (risk increased), ii) previous Pap screening history (protective), and history of previous CIN (increased risk). The two most powerful predictors of persistent HR-HPV infections were persistent ASCUS+Pap (risk increased), and previous Pap screening history (protective). In pair-wise comparisons, number of recent sexual partners and previous CIN history increase the probability of transient HR-HPV infection against the HR-HPV negative competing event, while previous Pap screening history is protective. Persistent ASCUS+Pap during FU and no previous Pap screening history are significantly associated with the persistent HR-HPV outcome (compared both with i) always negative, and ii) transient events), whereas multiparity is protective. Conclusions: Different covariates are associated with the three main outcomes of cervical HPV infections. The most significant covariates of each competing events are probably distinct enough to enable constructing of a risk-profile for each main outcome.

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Cognitive dissonance is the stress that comes from holding two conflicting thoughts simultaneously in the mind, usually arising when people are asked to choose between two detrimental or two beneficial options. In view of the well-established role of emotions in decision making, here we investigate whether the conventional structural models used to represent the relationships among basic emotions, such as the Circumplex model of affect, can describe the emotions of cognitive dissonance as well. We presented a questionnaire to 34 anonymous participants, where each question described a decision to be made among two conflicting motivations and asked the participants to rate analogically the pleasantness and the intensity of the experienced emotion. We found that the results were compatible with the predictions of the Circumplex model for basic emotions. (C) 2012 Elsevier Ltd. All rights reserved.

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Empirical approaches and, more recently, physical approaches, have grounded the establishment of logical connections between radiometric variables derived from remote data and biophysical variables derived from vegetation cover. This study was aimed at evaluating correlations of dendrometric and density data from canopies of Eucalyptus spp., as collected in Capao Bonito forest unit, with radiometric data from imagery acquired by the TM/Landsat-5 sensor on two orbital passages over the study site (dates close to field data collection). Results indicate that stronger correlations were identified between crown dimensions and canopy height with near-infrared spectral band data (rho(s)4), irrespective of the satellite passage date. Estimates of spatial distribution of dendrometric data and canopy density (D) using spectral characterization were consistent with the spatial distribution of tree ages during the study period. Statistical tests were applied to evaluate performance disparities of empirical models depending on which date data were acquired. Results indicated a significant difference between models based on distinct data acquisition dates.

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Objective: To compare two models of pulmonary hypertension (monocrotaline and monocrotaline+pneumonectomy) regarding hemodynamic severity, structure of pulmonary arteries, inflammatory markers (IL-1 and PDGF), and 45-day survival. Methods: We used 80 Sprague-Dawley rats in two study protocols: structural analysis; and survival analysis. The rats were divided into four groups: control; monocrotaline (M), pneumonectomy (P), and monocrotaline+pneumonectomy (M+P). In the structural analysis protocol, 40 rats (10/group) were catheterized for the determination of hemodynamic variables, followed by euthanasia for the removal of heart and lung tissue. The right ventricle (RV) was dissected from the interventricular septum (IS), and the ratio between RV weight and the weight of the left ventricle (LV) plus IS (RV/LV+IS) was taken as the index of RV hypertrophy. In lung tissues, we performed histological analyses, as well as using ELISA to determine IL-1 and PDGF levels. In the survival protocol, 40 animals (10/group) were followed for 45 days. Results: The M and M+P rats developed pulmonary hypertension, whereas the control and P rats did not. The RV/LV+IS ratio was significantly higher in M+P rats than in M rats, as well as being significantly higher in M and M+P rats than in control and P rats. There were no significant differences between the M and M+P rats regarding the area of the medial layer of the pulmonary arteries; IL-1 and PDGF levels; or survival. Conclusions: On the basis of our results, we cannot conclude that the monocrotaline+pneumonectomy model is superior to the monocrotaline model.

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Background Longitudinal epidemiological studies involving child/adolescent mental health problems are scarce in developing countries, particularly in regions characterized by adverse living conditions. We examined the influence of psychosocial factors on the trajectory of child/adolescent mental health problems (CAMHP) over time. Methods A population-based sample of 6- to 13-year-olds with CAMHP was followed-up from 2002–2003 (Time 1/T1) to 2007–2008 (Time 2/T2), with 86 out of 124 eligible children/adolescents at T1 being reassessed at T2 (sample loss: 30.6%). Outcome: CAMHP at T2 according to the Child Behavior Checklist/CBCL’s total problem scale. Psychosocial factors: T1 variables (child/adolescent’s age, family socioeconomic status); trajectory of variables from T1 to T2 (child/adolescent exposure to severe physical punishment, mother exposure to severe physical marital violence, maternal anxiety/depression); and T2 variables (maternal education, child/adolescent’s social support and pro-social activities). Results Multivariate analysis identified two risk factors for child/adolescent MHP at T2: aggravation of child/adolescent physical punishment and aggravation of maternal anxiety/depression. Conclusions The current study shows the importance of considering child/adolescent physical punishment and maternal anxiety/depression in intervention models and mental health care policies.

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The enzyme chitinase from Moniliophthora perniciosa the causative agent of the witches' broom disease in Theobroma cacao, was partially purified with ammonium sulfate and filtration by Sephacryl S-200 using sodium phosphate as an extraction buffer. Response surface methodology (RSM) was used to determine the optimum pH and temperature conditions. Four different isoenzymes were obtained: ChitMp I, ChitMp II, ChitMp III and ChitMp IV. ChitMp I had an optimum temperature at 44-73ºC and an optimum pH at 7.0-8.4. ChitMp II had an optimum temperature at 45-73ºC and an optimum pH at 7.0-8.4. ChitMp III had an optimum temperature at 54-67ºC and an optimum pH at 7.3-8.8. ChitMp IV had an optimum temperature at 60ºC and an optimum pH at 7.0. For the computational biology, the primary sequence was determined in silico from the database of the Genome/Proteome Project of M. perniciosa, yielding a sequence with 564 bp and 188 amino acids that was used for the three-dimensional design in a comparative modeling methodology. The generated models were submitted to validation using Procheck 3.0 and ANOLEA. The model proposed for the chitinase was subjected to a dynamic analysis over a 1 ns interval, resulting in a model with 91.7% of the residues occupying favorable places on the Ramachandran plot and an RMS of 2.68.

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Catenary risers can present during installation a very low tension close to seabed, which combined with torsion moment can lead to a structural instability, resulting in a loop. This is undesirable once it is possible that the loop turns into a kink, creating damage. This work presents a numerical methodology to analyze the conditions of loop formation in catenary risers. Stability criteria were applied to finite element models, including geometric nonlinearities and contact constraint due to riser-seabed interaction. The classical Greenhill's formula was used to predict the phenomenon and parametric analysis shows a “universal plot” able to predict instability in catenaries using a simple equation that can be applied for typical risers installation conditions and, generically, for catenary lines under torsion.

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Persistent organic pollutants (POPs) is a group of chemicals that are toxic, undergo long-range transport and accumulate in biota. Due to their persistency the distribution and recirculation in the environment often continues for a long period of time. Thereby they appear virtually everywhere within the biosphere, and poses a toxic stress to living organisms. In this thesis, attempts are made to contribute to the understanding of factors that influence the distribution of POPs with focus on processes in the marine environment. The bioavailability and the spatial distribution are central topics for the environmental risk management of POPs. In order to study these topics, various field studies were undertaken. To determine the bioavailable fraction of polychlorinated dibenzo-p-dioxins and dibenzofurans (PCDD/Fs), polychlorinated naphthalenes (PCNs), and polychlorinated biphenyls (PCBs) the aqueous dissolved phase were sampled and analysed. In the same samples, we also measured how much of these POPs were associated with suspended particles. Different models, which predicted the phase distribution of these POPs, were then evaluated. It was found that important water characteristics, which influenced the solid-water phase distribution of POPs, were particulate organic matter (POM), particulate soot (PSC), and dissolved organic matter (DOM). The bioavailable dissolved POP-phase in the water was lower when these sorbing phases were present. Furthermore, sediments were sampled and the spatial distribution of the POPs was examined. The results showed that the concentration of PCDD/Fs, and PCNs were better described using PSC- than using POM-content of the sediment. In parallel with these field studies, we synthesized knowledge of the processes affecting the distribution of POPs in a multimedia mass balance model. This model predicted concentrations of PCDD/Fs throughout our study area, the Grenlandsfjords in Norway, within factors of ten. This makes the model capable to validate the effect of suitable remedial actions in order to decrease the exposure of these POPs to biota in the Grenlandsfjords which was the aim of the project. Also, to evaluate the influence of eutrophication on the marine occurrence PCB data from the US Musselwatch and Benthic Surveillance Programs are examined in this thesis. The dry weight based concentrations of PCB in bivalves were found to correlate positively to the organic matter content of nearby sediments, and organic matter based concentrations of PCB in sediments were negatively correlated to the organic matter content of the sediment.

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In the last years of research, I focused my studies on different physiological problems. Together with my supervisors, I developed/improved different mathematical models in order to create valid tools useful for a better understanding of important clinical issues. The aim of all this work is to develop tools for learning and understanding cardiac and cerebrovascular physiology as well as pathology, generating research questions and developing clinical decision support systems useful for intensive care unit patients. I. ICP-model Designed for Medical Education We developed a comprehensive cerebral blood flow and intracranial pressure model to simulate and study the complex interactions in cerebrovascular dynamics caused by multiple simultaneous alterations, including normal and abnormal functional states of auto-regulation of the brain. Individual published equations (derived from prior animal and human studies) were implemented into a comprehensive simulation program. Included in the normal physiological modelling was: intracranial pressure, cerebral blood flow, blood pressure, and carbon dioxide (CO2) partial pressure. We also added external and pathological perturbations, such as head up position and intracranial haemorrhage. The model performed clinically realistically given inputs of published traumatized patients, and cases encountered by clinicians. The pulsatile nature of the output graphics was easy for clinicians to interpret. The manoeuvres simulated include changes of basic physiological inputs (e.g. blood pressure, central venous pressure, CO2 tension, head up position, and respiratory effects on vascular pressures) as well as pathological inputs (e.g. acute intracranial bleeding, and obstruction of cerebrospinal outflow). Based on the results, we believe the model would be useful to teach complex relationships of brain haemodynamics and study clinical research questions such as the optimal head-up position, the effects of intracranial haemorrhage on cerebral haemodynamics, as well as the best CO2 concentration to reach the optimal compromise between intracranial pressure and perfusion. We believe this model would be useful for both beginners and advanced learners. It could be used by practicing clinicians to model individual patients (entering the effects of needed clinical manipulations, and then running the model to test for optimal combinations of therapeutic manoeuvres). II. A Heterogeneous Cerebrovascular Mathematical Model Cerebrovascular pathologies are extremely complex, due to the multitude of factors acting simultaneously on cerebral haemodynamics. In this work, the mathematical model of cerebral haemodynamics and intracranial pressure dynamics, described in the point I, is extended to account for heterogeneity in cerebral blood flow. The model includes the Circle of Willis, six regional districts independently regulated by autoregulation and CO2 reactivity, distal cortical anastomoses, venous circulation, the cerebrospinal fluid circulation, and the intracranial pressure-volume relationship. Results agree with data in the literature and highlight the existence of a monotonic relationship between transient hyperemic response and the autoregulation gain. During unilateral internal carotid artery stenosis, local blood flow regulation is progressively lost in the ipsilateral territory with the presence of a steal phenomenon, while the anterior communicating artery plays the major role to redistribute the available blood flow. Conversely, distal collateral circulation plays a major role during unilateral occlusion of the middle cerebral artery. In conclusion, the model is able to reproduce several different pathological conditions characterized by heterogeneity in cerebrovascular haemodynamics and can not only explain generalized results in terms of physiological mechanisms involved, but also, by individualizing parameters, may represent a valuable tool to help with difficult clinical decisions. III. Effect of Cushing Response on Systemic Arterial Pressure. During cerebral hypoxic conditions, the sympathetic system causes an increase in arterial pressure (Cushing response), creating a link between the cerebral and the systemic circulation. This work investigates the complex relationships among cerebrovascular dynamics, intracranial pressure, Cushing response, and short-term systemic regulation, during plateau waves, by means of an original mathematical model. The model incorporates the pulsating heart, the pulmonary circulation and the systemic circulation, with an accurate description of the cerebral circulation and the intracranial pressure dynamics (same model as in the first paragraph). Various regulatory mechanisms are included: cerebral autoregulation, local blood flow control by oxygen (O2) and/or CO2 changes, sympathetic and vagal regulation of cardiovascular parameters by several reflex mechanisms (chemoreceptors, lung-stretch receptors, baroreceptors). The Cushing response has been described assuming a dramatic increase in sympathetic activity to vessels during a fall in brain O2 delivery. With this assumption, the model is able to simulate the cardiovascular effects experimentally observed when intracranial pressure is artificially elevated and maintained at constant level (arterial pressure increase and bradicardia). According to the model, these effects arise from the interaction between the Cushing response and the baroreflex response (secondary to arterial pressure increase). Then, patients with severe head injury have been simulated by reducing intracranial compliance and cerebrospinal fluid reabsorption. With these changes, oscillations with plateau waves developed. In these conditions, model results indicate that the Cushing response may have both positive effects, reducing the duration of the plateau phase via an increase in cerebral perfusion pressure, and negative effects, increasing the intracranial pressure plateau level, with a risk of greater compression of the cerebral vessels. This model may be of value to assist clinicians in finding the balance between clinical benefits of the Cushing response and its shortcomings. IV. Comprehensive Cardiopulmonary Simulation Model for the Analysis of Hypercapnic Respiratory Failure We developed a new comprehensive cardiopulmonary model that takes into account the mutual interactions between the cardiovascular and the respiratory systems along with their short-term regulatory mechanisms. The model includes the heart, systemic and pulmonary circulations, lung mechanics, gas exchange and transport equations, and cardio-ventilatory control. Results show good agreement with published patient data in case of normoxic and hyperoxic hypercapnia simulations. In particular, simulations predict a moderate increase in mean systemic arterial pressure and heart rate, with almost no change in cardiac output, paralleled by a relevant increase in minute ventilation, tidal volume and respiratory rate. The model can represent a valid tool for clinical practice and medical research, providing an alternative way to experience-based clinical decisions. In conclusion, models are not only capable of summarizing current knowledge, but also identifying missing knowledge. In the former case they can serve as training aids for teaching the operation of complex systems, especially if the model can be used to demonstrate the outcome of experiments. In the latter case they generate experiments to be performed to gather the missing data.

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This dissertation concentrate on the mortgage securitization and its credit risk, which are criticized as the main causes of the financial crisis. From the point of the veiw of mortgage's evolution, the nature, structure and function of mortgage has been radically changed, yet the mortgage law did not give appropriate response to this market change. Meanwhile, the U.S legilslations facilitating the mortgage securitization also have rotten the legal foundations for mortgage market self-regulation and sustained development. In contrast, the EU covered bond system has kept financial stability for 200 years' time, and their statutory approach has been proved to be able to control the credit risk and incentive problems very well, in combination of market self-regulation and public regulation. So the future reform should be directed to strengthen the market's capacity of self-regulation and improve the public regulation. For the development of mortgage securitization in China, it is suggested to introduce the EU covered bond system for the reason of the equilibrium between funding efficiency and financial stability.

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This thesis is the result of a project aimed at the study of a crucial topic in finance: default risk, whose measurement and modelling have achieved increasing relevance in recent years. We investigate the main issues related to the default phenomenon, under both a methodological and empirical perspective. The topics of default predictability and correlation are treated with a constant attention to the modelling solutions and reviewing critically the literature. From the methodological point of view, our analysis results in the proposal of a new class of models, called Poisson Autoregression with Exogenous Covariates (PARX). The PARX models, including both autoregressive end exogenous components, are able to capture the dynamics of default count time series, characterized by persistence of shocks and slowly decaying autocorrelation. Application of different PARX models to the monthly default counts of US industrial firms in the period 1982-2011 allows an empirical insight of the defaults dynamics and supports the identification of the main default predictors at an aggregate level.

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Der Haupt-Lichtsammenkomplex II (LHCII) höherer Pflanzen ist das häufigsternMembranprotein der Welt und in die chloroplastidäre Thylakoidmembran integriert. DerrnLHCII kann als Modellsystem genutzt werden, um die Funktionsweise vonrnMembranproteinen besser zu verstehen, da 96 % seiner Struktur kristallografisch aufgelöstrnist und er in rekombinanter Form in vitro rückgefaltet werden kann. Hierbei entsteht einrnvoll funktionaler Protein-Pigment.Komplex, der nahezu identisch mit der in vivo Varianternist.rnElektronenparamagnetischen Resonanz (EPR) Spektroskopie ist eine hoch sensitive undrnideal geeignete Methode, um die Strukturdynamik von Proteinen zu untersuchen. Hierzurnist eine ortsspezifische Markierung mit Spinsonden notwendig, die kovalent an Cysteinernbinden. Möglich wird dies, indem sorgfältig ausgewählte Aminosäuren gegen Cysteinerngetauscht werden, ohne dass die Funktionsweise des LHCII beeinträchtigt wird.rnIm Rahmen dieser Arbeit wurden die Stabilität des verwendeten Spinmarkers und diernProbenqualität verbessert, indem alle Schritte der Probenpräparation untersucht wurden.rnMithilfe dieser Erkenntnisse konnte sowohl die Gefahr einer Proteinaggregation als auchrnein Verlust des EPR Signals deutlich vermindert werden. In Kombination mit derrngleichzeitigen Etablierung des Q-Band EPR können nun deutlich geringer konzentrierternProben zuverlässig vermessen werden. Darüber hinaus wurde eine reproduzierbarernMethode entwickelt, um heterogene Trimere herzustellen. Diese bestehen aus einemrndoppelt markierten Monomer und zwei unmarkierten Monomeren und erlauben es, diernkristallografisch unvollständig aufgelöste N-terminale Domäne im monomeren undrntrimeren Assemblierungsgrad zu untersuchen. Die Ergebnisse konnten einerseits diernVermutung bestätigen, dass diese Domäne im Vergleich zum starren Proteinkern sehrrnflexibel ist und andererseits, dass sie in Monomeren noch mobiler ist als in Trimeren.rnZudem wurde die lumenale Schleifenregion bei unterschiedlichen pH Werten undrnvariierender Pigmentzusammensetzung untersucht, da dieser Bereich sehr kontroversrndiskutiert wird. Die Messergebnisse offenbarten, dass diese Region starre und flexiblerernSektionen aufweist. Während der pH Wert keinen Einfluss auf die Konformation hatte,rnzeigte sich, dass die Abwesenheit von Neoxanthin zu einer Änderung der Konformationrnführt. Weiterführende Analysen der strukturellen Dynamik des LHCII in einerrnLipidmembran konnten hingegen nicht durchgeführt werden, da dies eine gerichteternInsertion des rückgefalteten Proteins in Liposomen erfordert, was trotz intensiverrnVersuche nicht zum Erfolg führte.