Causality detection on US mutual fund movements using evolutionary subset time-series

In this paper we develop an evolutionary kernel-based time update algorithm to recursively estimate subset discrete lag models (including fullorder models) with a forgetting factor and a constant term, using the exactwindowed case. The algorithm applies to causality detection when the true relationship occurs with a continuous or a random delay. We then demonstrate the use of the proposed evolutionary algorithm to study the monthly mutual fund data, which come from the 'CRSP Survivor-bias free US Mutual Fund Database'. The results show that the NAV is an influential player on the international stage of global bond and stock markets.

How the World Learned to Stop Worrying and Love Failure: Big Data, Resilience and Emergent Causality

In modernity, failure was the discourse of critique, today, it is increasingly the discourse of power: failure has changed its allegiances. Over the last two decades, failure has been enfolded into discourses of power, facilitating the development of new policy approaches. Foremost among governing approaches that seek to include and to govern through failure is that of resilience. This article seeks to reflect upon how the understanding of failure has become transformed in this process, particularly linking this transformation to the radical appreciation of contingency and of the limits to instrumental cause-and-effect approaches to rule. Whereas modernity was shaped by a contestation over failure as an epistemological boundary, under conditions of contingency and complexity there appears to be a new consensus on failure as an ontological necessity. This problematic ‘ontological turn’ is illustrated using examples of changing approaches to risks, especially anthropogenic understandings of environmental threats, formerly seen as ‘natural’.

Unusual case of abdominal pain following liver transplant: causality or casualty?

This is an unusual case of chronic abdominal pain following two liver transplants with at least three potential causes: traumatic neuroma, intussusception of the small bowel of the Roux loop and biliary cast. Surgical removal of the latter two factors led to resolution of the pain. The management of the clinical case is discussed.

Export Behavior and Board Independence in Colombian Family Firms: The Reverse Causality Relationship

In the context of greater market liberalization in Latin America, one issue that merits greater attention for empirical investigation is the international expansion of family-owned business. Specifically, the relationship between export behavior, family control and board composition in the Latin American context is absent in the literature. Using a large and unique database from Colombian firms (33,249 firms in the period of 2008 to 2013), we provide insightful information on the determinants of export behavior of family firms in emerging markets. Our empirical test confirms an endogenous relation between boards’ composition (specifically the presence of independent members) and export behavior in family firms. Firms with a higher participation of independent board members are more likely to exhibit higher levels of exports. A "virtuous cycle" was also detected whereby the introduction of independent members on the board can be expected to boost export behavior, which in turn will encourage the increase of independent members on the board of private firms.

Análise de casualidade de Granger, função impulso resposta e decomposição da variância do preço do suíno vivo nos mercados gaúchos e catarinense no período de 2008 a 2014

Atualmente a carne suína é a mais consumida no mundo, sendo o Brasil o quarto maior produtor. Este trabalho teve como objetivo estudar a relação do preço pago ao produtor de suíno por meio da análise dos preços do suíno vivo pagos aos produtores no Rio Grande do Sul e Santa Catarina, procurou-se comparar as diferenças e o comportamento entre as matrizes de produção destes dois Estados, para explicar o comportamento dos preços pagos aos produtores. Através dos resultados obtidos, constatou-se que os preços médios pagos aos produtores gaúchos foram historicamente maiores que os preços pagos aos produtores catarinenses. Por meio do Teste de Causalidade de Granger, Função Impulso Resposta e Decomposição da Variância, pode-se concluir que os preços pagos aos produtores de suíno integrados em Santa Catarina no passado, influenciam na formação dos preços pagos aos produtores independentes de suíno no Rio Grande do Sul no presente, ao mesmo tempo que os preços pagos aos produtores independentes gaúchos no passado influenciam na formação dos preços pagos aos produtores em Santa Catarina.

Causality in Europeanization Research: A Discursive Institutional Analytical Strategy

Discourse analysis as a methodology is perhaps not readily associated with substantive causality claims. At the same time the study of discourses is very much the study of conceptions of causal relations among a set, or sets, of agents. Within Europeanization research we have seen endeavours to develop discursive institutional analytical frameworks and something that comes close to the formulation of hypothesis on the effects of European Union (EU) policies and institutions on domestic change. Even if these efforts so far do not necessarily amount to substantive theories or claims of causality, it suggests that discourse analysis and the study of causality are by no means opposites. The study of Europeanization discourses may even be seen as an essential step in the move towards claims of causality in Europeanization research. This paper deals with the question of how we may move from the study of discursive causalities towards more substantive claims of causality between EU policy and institutional initiatives and domestic change.

Causalidade entre o crescimento económico, a emissão de CO2 e o consumo de energias renováveis em Portugal

Mestrado em Métodos Quantitativos para a Decisão Económica e Empresarial

Validação da Body Appreciation Scale (BAS), Life Satisfaction Index for the Third Age (LSITA) e do Aging Perception Questionnaire (APQ) para a língua portuguesa no Brasil : um estudo em idosos brasileiros

Universidade Estadual de Campinas . Faculdade de Educação Física

Piaget segundo seus próprios argumentos

Neste artigo tivemos a intenção de oferecer ao leitor o resumo de um dos aspectos mais importantes da análise estrutural que realizamos, durante décadas, do texto de Jean Piaget, sobretudo as estreitas relações entre a Biologia e a Lógica na construção e na explicação do conhecimento científico. Nesse sentido, procuramos demonstrar que, a partir dos conceitos de implicação significante e de imagem mental criados por Piaget, um novo campo de investigações se abre, a saber, aquele que denominamos como o dos sistemas de significação não lógica, campo de suma relevância e que vem preencher uma secular lacuna entre a razão e a emoção até hoje presente nas pesquisas sobre os fenômenos normais e patológicos do psiquismo.

Ocorrências em pronto-socorro: eventos sentinela para o monitoramento da atenção básica de saúde

O estudo tem como ponto de partida a hipótese de que determinadas ocorrências nosológicas atendidas em pronto-socorro, escolhidas com base no conceito de evento sentinela, podem estar relacionadas a falhas da atenção básica e ser utilizadas na formulação de um indicador para o monitoramento desta atenção. Foram utilizados dados quantitativos e qualitativos sobre ocorrências previamente escolhidas e atendidas em pronto-socorro. Usando-se a triangulação de métodos, verificaram-se as diferenças das freqüências dessas ocorrências entre as áreas/unidades básicas de saúde (UBS) de procedência dos pacientes e as motivações determinantes da procura pelo pronto-socorro. As freqüências das ocorrências apresentaram valores de 30% a 42,8% conforme a área/UBS de procedência (Ç2 = 9,19 e p = 0,027). As entrevistas sugeriram a existência de causalidade entre o motivo declarado da procura do pronto-socorro e a atuação das unidades básicas. Conclui-se que: (1) a freqüência das ocorrências escolhidas foi influenciada pelas áreas/UBS de procedência das pessoas; (2) essa influência decorre, em parte, da situação da atenção básica; (3) o instrumental estudado é simples e pode contribuir para o gestor local no acompanhamento cotidiano da situação dos serviços básicos.

Highlights from the I international symposium of thrombosis and anticoagulation in internal medicine, October 23–25, 2008, Sao Paulo, Brazil

Abstract The importance of thrombosis and anticoagulation in clinical practice is rooted firmly in several fundamental constructs that can be applied both broadly and globally. Awareness and the appropriate use of anticoagulant therapy remain the keys to prevention and treatment. However, to assure maximal efficacy and safety, the clinician must, according to the available evidence, choose the right drug, at the right dose, for the right patient, under the right indication, and for the right duration of time. The first International Symposium of Thrombosis and Anticoagulation in Internal Medicine was a scientific program developed by clinicians for clinicians. The primary objective of the meeting was to educate, motivate and inspire internists, cardiologists and hematologists by convening national and international visionaries, thought-leaders and dedicated clinician-scientists in Sao Paulo, Brazil. This article is a focused summary of the symposium proceedings

Genomic islands in the pathogenic filamentous fungus Aspergillus fumigatus

We present the genome sequences of a new clinical isolate of the important human pathogen, Aspergillus fumigatus, A1163, and two closely related but rarely pathogenic species, Neosartorya fischeri NRRL181 and Aspergillus clavatus NRRL1. Comparative genomic analysis of A1163 with the recently sequenced A. fumigatus isolate Af293 has identified core, variable and up to 2% unique genes in each genome. While the core genes are 99.8% identical at the nucleotide level, identity for variable genes can be as low 40%. The most divergent loci appear to contain heterokaryon incompatibility ( het) genes associated with fungal programmed cell death such as developmental regulator rosA. Cross-species comparison has revealed that 8.5%, 13.5% and 12.6%, respectively, of A. fumigatus, N. fischeri and A. clavatus genes are species-specific. These genes are significantly smaller in size than core genes, contain fewer exons and exhibit a subtelomeric bias. Most of them cluster together in 13 chromosomal islands, which are enriched for pseudogenes, transposons and other repetitive elements. At least 20% of A. fumigatus-specific genes appear to be functional and involved in carbohydrate and chitin catabolism, transport, detoxification, secondary metabolism and other functions that may facilitate the adaptation to heterogeneous environments such as soil or a mammalian host. Contrary to what was suggested previously, their origin cannot be attributed to horizontal gene transfer ( HGT), but instead is likely to involve duplication, diversification and differential gene loss (DDL). The role of duplication in the origin of lineage-specific genes is further underlined by the discovery of genomic islands that seem to function as designated ""gene dumps'' and, perhaps, simultaneously, as "" gene factories''.

CMB in a box: Causal structure and the Fourier-Bessel expansion

This paper makes two points. First, we show that the line-of-sight solution to cosmic microwave anisotropies in Fourier space, even though formally defined for arbitrarily large wavelengths, leads to position-space solutions which only depend on the sources of anisotropies inside the past light cone of the observer. This foretold manifestation of causality in position (real) space happens order by order in a series expansion in powers of the visibility gamma = e(-mu), where mu is the optical depth to Thomson scattering. We show that the contributions of order gamma(N) to the cosmic microwave background (CMB) anisotropies are regulated by spacetime window functions which have support only inside the past light cone of the point of observation. Second, we show that the Fourier-Bessel expansion of the physical fields (including the temperature and polarization momenta) is an alternative to the usual Fourier basis as a framework to compute the anisotropies. The viability of the Fourier-Bessel series for treating the CMB is a consequence of the fact that the visibility function becomes exponentially small at redshifts z >> 10(3), effectively cutting off the past light cone and introducing a finite radius inside which initial conditions can affect physical observables measured at our position (x) over right arrow = 0 and time t(0). Hence, for each multipole l there is a discrete tower of momenta k(il) (not a continuum) which can affect physical observables, with the smallest momenta being k(1l) similar to l. The Fourier-Bessel modes take into account precisely the information from the sources of anisotropies that propagates from the initial value surface to the point of observation-no more, no less. We also show that the physical observables (the temperature and polarization maps), and hence the angular power spectra, are unaffected by that choice of basis. This implies that the Fourier-Bessel expansion is the optimal scheme with which one can compute CMB anisotropies.

S matrix on the Moyal plane: Locality versus Lorentz invariance

Twisted quantum field theories on the Groenewold-Moyal plane are known to be nonlocal. Despite this nonlocality, it is possible to define a generalized notion of causality. We show that interacting quantum field theories that involve only couplings between matter fields, or between matter fields and minimally coupled U(1) gauge fields are causal in this sense. On the other hand, interactions between matter fields and non-Abelian gauge fields violate this generalized causality. We derive the modified Feynman rules emergent from these features. They imply that interactions of matter with non-Abelian gauge fields are not Lorentz- and CPT-invariant.

Adverse drug events in an intensive care unit of a university hospital

Purpose Adverse drug events (ADEs) are harmful and occur with alarming frequency in critically ill patients. Complex pharmacotherapy with multiple medications increases the probability of a drug interaction (DI) and ADEs in patients in intensive care units (ICUs). The objective of the study is to determine the frequency of ADEs among patients in the ICU of a university hospital and the drugs implicated. Also, factors associated with ADEs are investigated. Methods This cross-sectional study investigated 299 medical records of patients hospitalized for 5 or more days in an ICU. ADEs were identified through intensive monitoring adopted in hospital pharmacovigilance and also ADE triggers. Adverse drug reactions (ADR) causality was classified using the Naranjo algorithm. Data were analyzed through descriptive analysis, and through univariate and multiple logistic regression. Results The most frequent ADEs were ADRs type A, of possible causality and moderate severity. The most frequent ADR was drug-induced acute kidney injury. Patients with ADEs related to DIs corresponded to 7% of the sample. The multiple logistic regression showed that length of hospitalization (OR = 1.06) and administration of cardiovascular drugs (OR = 2.2) were associated with the occurrence of ADEs. Conclusion Adverse drug reactions of clinical significance were the most frequent ADEs in the ICU studied, which reduces patient safety. The number of ADEs related to drug interactions was small, suggesting that clinical manifestations of drug interactions that harm patients are not frequent in ICUs.