Aplicação do método de Monte Carlo no estudo da padronização de radionuclídeos com esquema de desintegração complexos em sistema de coincidencias 4-pi-beta-gama

Tese (Doutoramento)

Measuring, Modeling, and Forecasting Volatility and Correlations from High-Frequency Data

This dissertation contains four essays that all share a common purpose: developing new methodologies to exploit the potential of high-frequency data for the measurement, modeling and forecasting of financial assets volatility and correlations. The first two chapters provide useful tools for univariate applications while the last two chapters develop multivariate methodologies. In chapter 1, we introduce a new class of univariate volatility models named FloGARCH models. FloGARCH models provide a parsimonious joint model for low frequency returns and realized measures, and are sufficiently flexible to capture long memory as well as asymmetries related to leverage effects. We analyze the performances of the models in a realistic numerical study and on the basis of a data set composed of 65 equities. Using more than 10 years of high-frequency transactions, we document significant statistical gains related to the FloGARCH models in terms of in-sample fit, out-of-sample fit and forecasting accuracy compared to classical and Realized GARCH models. In chapter 2, using 12 years of high-frequency transactions for 55 U.S. stocks, we argue that combining low-frequency exogenous economic indicators with high-frequency financial data improves the ability of conditionally heteroskedastic models to forecast the volatility of returns, their full multi-step ahead conditional distribution and the multi-period Value-at-Risk. Using a refined version of the Realized LGARCH model allowing for time-varying intercept and implemented with realized kernels, we document that nominal corporate profits and term spreads have strong long-run predictive ability and generate accurate risk measures forecasts over long-horizon. The results are based on several loss functions and tests, including the Model Confidence Set. Chapter 3 is a joint work with David Veredas. We study the class of disentangled realized estimators for the integrated covariance matrix of Brownian semimartingales with finite activity jumps. These estimators separate correlations and volatilities. We analyze different combinations of quantile- and median-based realized volatilities, and four estimators of realized correlations with three synchronization schemes. Their finite sample properties are studied under four data generating processes, in presence, or not, of microstructure noise, and under synchronous and asynchronous trading. The main finding is that the pre-averaged version of disentangled estimators based on Gaussian ranks (for the correlations) and median deviations (for the volatilities) provide a precise, computationally efficient, and easy alternative to measure integrated covariances on the basis of noisy and asynchronous prices. Along these lines, a minimum variance portfolio application shows the superiority of this disentangled realized estimator in terms of numerous performance metrics. Chapter 4 is co-authored with Niels S. Hansen, Asger Lunde and Kasper V. Olesen, all affiliated with CREATES at Aarhus University. We propose to use the Realized Beta GARCH model to exploit the potential of high-frequency data in commodity markets. The model produces high quality forecasts of pairwise correlations between commodities which can be used to construct a composite covariance matrix. We evaluate the quality of this matrix in a portfolio context and compare it to models used in the industry. We demonstrate significant economic gains in a realistic setting including short selling constraints and transaction costs.

Impaired Compensatory Beta-cell Function And Growth In Response To High-fat Diet In Ldl Receptor Knockout Mice.

In this study, we investigated the effect of low density lipoprotein receptor (LDLr) deficiency on gap junctional connexin 36 (Cx36) islet content and on the functional and growth response of pancreatic beta-cells in C57BL/6 mice fed a high-fat (HF) diet. After 60 days on regular or HF diet, the metabolic state and morphometric islet parameters of wild-type (WT) and LDLr-/- mice were assessed. HF diet-fed WT animals became obese and hypercholesterolaemic as well as hyperglycaemic, hyperinsulinaemic, glucose intolerant and insulin resistant, characterizing them as prediabetic. Also they showed a significant decrease in beta-cell secretory response to glucose. Overall, LDLr-/- mice displayed greater susceptibility to HF diet as judged by their marked cholesterolaemia, intolerance to glucose and pronounced decrease in glucose-stimulated insulin secretion. HF diet induced similarly in WT and LDLr-/- mice, a significant decrease in Cx36 beta-cell content as revealed by immunoblotting. Prediabetic WT mice displayed marked increase in beta-cell mass mainly due to beta-cell hypertrophy/replication. Nevertheless, HF diet-fed LDLr-/- mice showed no significant changes in beta-cell mass, but lower islet-duct association (neogenesis) and higher beta-cell apoptosis index were seen as compared to controls. The higher metabolic susceptibility to HF diet of LDLr-/- mice may be explained by a deficiency in insulin secretory response to glucose associated with lack of compensatory beta-cell expansion.

Characterization Of Microsatellite Markers Developed From Prosopis Rubriflora And Prosopis Ruscifolia (leguminosae - Mimosoideae), Legume Species That Are Used As Models For Genetic Diversity Studies In Chaquenian Areas Under Anthropization In South America.

Prosopis rubriflora and Prosopis ruscifolia are important species in the Chaquenian regions of Brazil. Because of the restriction and frequency of their physiognomy, they are excellent models for conservation genetics studies. The use of microsatellite markers (Simple Sequence Repeats, SSRs) has become increasingly important in recent years and has proven to be a powerful tool for both ecological and molecular studies. In this study, we present the development and characterization of 10 new markers for P. rubriflora and 13 new markers for P. ruscifolia. The genotyping was performed using 40 P. rubriflora samples and 48 P. ruscifolia samples from the Chaquenian remnants in Brazil. The polymorphism information content (PIC) of the P. rubriflora markers ranged from 0.073 to 0.791, and no null alleles or deviation from Hardy-Weinberg equilibrium (HW) were detected. The PIC values for the P. ruscifolia markers ranged from 0.289 to 0.883, but a departure from HW and null alleles were detected for certain loci; however, this departure may have resulted from anthropic activities, such as the presence of livestock, which is very common in the remnant areas. In this study, we describe novel SSR polymorphic markers that may be helpful in future genetic studies of P. rubriflora and P. ruscifolia.

Culturable Bacterial Diversity From A Feed Water Of A Reverse Osmosis System, Evaluation Of Biofilm Formation And Biocontrol Using Phages.

Biofilm formation on reverse osmosis (RO) systems represents a drawback in the application of this technology by different industries, including oil refineries. In RO systems the feed water maybe a source of microbial contamination and thus contributes for the formation of biofilm and consequent biofouling. In this study the planktonic culturable bacterial community was characterized from a feed water of a RO system and their capacities were evaluated to form biofilm in vitro. Bacterial motility and biofilm control were also analysed using phages. As results, diverse Protobacteria, Actinobacteria and Bacteroidetes were identified. Alphaproteobacteria was the predominant group and Brevundimonas, Pseudomonas and Mycobacterium the most abundant genera. Among the 30 isolates, 11 showed at least one type of motility and 11 were classified as good biofilm formers. Additionally, the influence of non-specific bacteriophage in the bacterial biofilms formed in vitro was investigated by action of phages enzymes or phage infection. The vB_AspP-UFV1 (Podoviridae) interfered in biofilm formation of most tested bacteria and may represent a good alternative in biofilm control. These findings provide important information about the bacterial community from the feed water of a RO system that may be used for the development of strategies for biofilm prevention and control in such systems.

Measuring The Hydrodynamic Radius Of Quantum Dots By Fluorescence Correlation Spectroscopy.

Fluorescence Correlation Spectroscopy (FCS) is an optical technique that allows the measurement of the diffusion coefficient of molecules in a diluted sample. From the diffusion coefficient it is possible to calculate the hydrodynamic radius of the molecules. For colloidal quantum dots (QDs) the hydrodynamic radius is valuable information to study interactions with other molecules or other QDs. In this chapter we describe the main aspects of the technique and how to use it to calculate the hydrodynamic radius of quantum dots (QDs).

Bacterial Diversity Assessment In Soil Of An Active Brazilian Copper Mine Using High-throughput Sequencing Of 16s Rdna Amplicons.

Mining activities pose severe environmental risks worldwide, generating extreme pH conditions and high concentrations of heavy metals, which can have major impacts on the survival of organisms. In this work, pyrosequencing of the V3 region of the 16S rDNA was used to analyze the bacterial communities in soil samples from a Brazilian copper mine. For the analysis, soil samples were collected from the slopes (geotechnical structures) and the surrounding drainage of the Sossego mine (comprising the Sossego and Sequeirinho deposits). The results revealed complex bacterial diversity, and there was no influence of deposit geographic location on the composition of the communities. However, the environment type played an important role in bacterial community divergence; the composition and frequency of OTUs in the slope samples were different from those of the surrounding drainage samples, and Acidobacteria, Chloroflexi, Firmicutes, and Gammaproteobacteria were responsible for the observed difference. Chemical analysis indicated that both types of sample presented a high metal content, while the amounts of organic matter and water were higher in the surrounding drainage samples. Non-metric multidimensional scaling (N-MDS) analysis identified organic matter and water as important distinguishing factors between the bacterial communities from the two types of mine environment. Although habitat-specific OTUs were found in both environments, they were more abundant in the surrounding drainage samples (around 50 %), and contributed to the higher bacterial diversity found in this habitat. The slope samples were dominated by a smaller number of phyla, especially Firmicutes. The bacterial communities from the slope and surrounding drainage samples were different in structure and composition, and the organic matter and water present in these environments contributed to the observed differences.

Ecosystem Engineering Effects On Species Diversity Across Ecosystems: A Meta-analysis.

Ecosystem engineering is increasingly recognized as a relevant ecological driver of diversity and community composition. Although engineering impacts on the biota can vary from negative to positive, and from trivial to enormous, patterns and causes of variation in the magnitude of engineering effects across ecosystems and engineer types remain largely unknown. To elucidate the above patterns, we conducted a meta-analysis of 122 studies which explored effects of animal ecosystem engineers on species richness of other organisms in the community. The analysis revealed that the overall effect of ecosystem engineers on diversity is positive and corresponds to a 25% increase in species richness, indicating that ecosystem engineering is a facilitative process globally. Engineering effects were stronger in the tropics than at higher latitudes, likely because new or modified habitats provided by engineers in the tropics may help minimize competition and predation pressures on resident species. Within aquatic environments, engineering impacts were stronger in marine ecosystems (rocky shores) than in streams. In terrestrial ecosystems, engineers displayed stronger positive effects in arid environments (e.g. deserts). Ecosystem engineers that create new habitats or microhabitats had stronger effects than those that modify habitats or cause bioturbation. Invertebrate engineers and those with lower engineering persistence (<1 year) affected species richness more than vertebrate engineers which persisted for >1 year. Invertebrate species richness was particularly responsive to engineering impacts. This study is the first attempt to build an integrative framework of engineering effects on species diversity; it highlights the importance of considering latitude, habitat, engineering functional group, taxon and persistence of their effects in future theoretical and empirical studies.

Ssr-based Genetic Diversity And Structure Of Garlic Accessions From Brazil.

Garlic is a spice and a medicinal plant; hence, there is an increasing interest in 'developing' new varieties with different culinary properties or with high content of nutraceutical compounds. Phenotypic traits and dominant molecular markers are predominantly used to evaluate the genetic diversity of garlic clones. However, 24 SSR markers (codominant) specific for garlic are available in the literature, fostering germplasm researches. In this study, we genotyped 130 garlic accessions from Brazil and abroad using 17 polymorphic SSR markers to assess the genetic diversity and structure. This is the first attempt to evaluate a large set of accessions maintained by Brazilian institutions. A high level of redundancy was detected in the collection (50 % of the accessions represented eight haplotypes). However, non-redundant accessions presented high genetic diversity. We detected on average five alleles per locus, Shannon index of 1.2, HO of 0.5, and HE of 0.6. A core collection was set with 17 accessions, covering 100 % of the alleles with minimum redundancy. Overall FST and D values indicate a strong genetic structure within accessions. Two major groups identified by both model-based (Bayesian approach) and hierarchical clustering (UPGMA dendrogram) techniques were coherent with the classification of accessions according to maturity time (growth cycle): early-late and midseason accessions. Assessing genetic diversity and structure of garlic collections is the first step towards an efficient management and conservation of accessions in genebanks, as well as to advance future genetic studies and improvement of garlic worldwide.

Genetic Breeding And Diversity Of The Genus Passiflora: Progress And Perspectives In Molecular And Genetic Studies.

Despite the ecological and economic importance of passion fruit (Passiflora spp.), molecular markers have only recently been utilized in genetic studies of this genus. In addition, both basic genetic researches related to population studies and pre-breeding programs of passion fruit remain scarce for most Passiflora species. Considering the number of Passiflora species and the increasing use of these species as a resource for ornamental, medicinal, and food purposes, the aims of this review are the following: (i) to present the current condition of the passion fruit crop; (ii) to quantify the applications and effects of using molecular markers in studies of Passiflora; (iii) to present the contributions of genetic engineering for passion fruit culture; and (iv) to discuss the progress and perspectives of this research. Thus, the present review aims to summarize and discuss the relationship between historical and current progress on the culture, breeding, and molecular genetics of passion fruit.

Macrophage Cell Activation With Acute Apical Abscess Contents Determined By Interleukin-1 Beta And Tumor Necrosis Factor Alpha Production.

This clinical study has investigated the antigenic activity of bacterial contents from exudates of acute apical abscesses (AAAs) and their paired root canal contents regarding the stimulation capacity by levels of interleukin (IL)-1 beta and tumor necrosis factor alpha (TNF-α) throughout the root canal treatment against macrophage cells. Paired samples of infected root canals and exudates of AAAs were collected from 10 subjects. Endodontic contents were sampled before (root canal sample [RCS] 1) and after chemomechanical preparation (RCS2) and after 30 days of intracanal medication with calcium hydroxide + chlorhexidine gel (Ca[OH]2 + CHX gel) (RCS3). Polymerase chain reaction (16S rDNA) was used for detection of the target bacteria, whereas limulus amebocyte lysate was used to measure endotoxin levels. Raw 264.7 macrophages were stimulated with AAA exudates from endodontic contents sampled in different moments of root canal treatment. Enzyme-linked immunosorbent assays were used to measure the levels of TNF-α and IL-1 beta. Parvimonas micra, Porphyromonas endodontalis, Dialister pneumosintes, and Prevotella nigrescens were the most frequently detected species. Higher levels of endotoxins were found in samples from periapical exudates at RCS1 (P < .005). In fact, samples collected from periapical exudates showed a higher stimulation capacity at RCS1 (P < .05). A positive correlation was found between endotoxins from exudates with IL-1 beta (r = 0.97) and TNF-α (r = 0.88) production (P < .01). The significant reduction of endotoxins and bacterial species achieved by chemomechanical procedures (RCS2) resulted in a lower capacity of root canal contents to stimulate the cells compared with that at RCS1 (P < .05). The use of Ca(OH)2 + CHX gel as an intracanal medication (RCS3) improved the removal of endotoxins and bacteria from infected root canals (P < .05) whose contents induced a lower stimulation capacity against macrophages cells at RCS1, RCS2, and RCS3 (P < .05). AAA exudates showed higher levels of endotoxins and showed a greater capacity of macrophage stimulation than the paired root canal samples. Moreover, the use of intracanal medication improved the removal of bacteria and endotoxins from infected root canals, which may have resulted in the reduction of the inflammatory potential of the root canal content.

Partitioning The Net Effect Of Host Diversity On An Emerging Amphibian Pathogen.

The 'dilution effect' (DE) hypothesis predicts that diverse host communities will show reduced disease. The underlying causes of pathogen dilution are complex, because they involve non-additive (driven by host interactions and differential habitat use) and additive (controlled by host species composition) mechanisms. Here, we used measures of complementarity and selection traditionally employed in the field of biodiversity-ecosystem function (BEF) to quantify the net effect of host diversity on disease dynamics of the amphibian-killing fungus Batrachochytrium dendrobatidis (Bd). Complementarity occurs when average infection load in diverse host assemblages departs from that of each component species in uniform populations. Selection measures the disproportionate impact of a particular species in diverse assemblages compared with its performance in uniform populations, and therefore has strong additive and non-additive properties. We experimentally infected tropical amphibian species of varying life histories, in single- and multi-host treatments, and measured individual Bd infection loads. Host diversity reduced Bd infection in amphibians through a mechanism analogous to complementarity (sensu BEF), potentially by reducing shared habitat use and transmission among hosts. Additionally, the selection component indicated that one particular terrestrial species showed reduced infection loads in diverse assemblages at the expense of neighbouring aquatic hosts becoming heavily infected. By partitioning components of diversity, our findings underscore the importance of additive and non-additive mechanisms underlying the DE.

Microsatellite In Aeschynomene Falcata (leguminosae): Diversity, Cross-amplification, And Chromosome Localization.

Aeschynomene falcata is an important forage species; however, because of low seed production, it is underutilized as forage species. Aeschynomene is a polyphyletic genus with a challenging taxonomic position. Two subgenera have been proposed, and it is suggested that Aeschynomene can be split in 2 genera. Thus, new markers, such as microsatellite sequences, are desirable for improving breeding programs for A. falcata. Based on transferability and in situ localization, these microsatellite sequences can be applied as chromosome markers in the genus Aeschynomene and closely related genera. Here, we report the first microsatellite library developed for this genus; 11 microsatellites were characterized, with observed and expected heterozygosities ranging from 0.0000 to 0.7143 and from 0.1287 to 0.8360, respectively. Polymorphic information content varied from 0.1167 to 0.7786. The departure from Hardy-Weinberg equilibrium may have resulted from frequent autogamy, which is characteristic of A. falcata. Of the 11 microsatellites, 9 loci were cross-amplified in A. brevipes and A. paniculata and 7 in Dalbergia nigra and Machaerium vestitum. Five of these 7 cross-amplified microsatellites were applied as probes during the in situ hybridization assay and 2 showed clear signals on A. falcata chromosomes, ensuring their viability as chromosome markers.

Genetic Diversity Of Giardia Duodenalis: Multilocus Genotyping Reveals Zoonotic Potential Between Clinical And Environmental Sources In A Metropolitan Region Of Brazil.

Giardia duodenalis is a flagellate protozoan that parasitizes humans and several other mammals. Protozoan contamination has been regularly documented at important environmental sites, although most of these studies were performed at the species level. There is a lack of studies that correlate environmental contamination and clinical infections in the same region. The aim of this study is to evaluate the genetic diversity of a set of clinical and environmental samples and to use the obtained data to characterize the genetic profile of the distribution of G. duodenalis and the potential for zoonotic transmission in a metropolitan region of Brazil. The genetic assemblages and subtypes of G. duodenalis isolates obtained from hospitals, a veterinary clinic, a day-care center and important environmental sites were determined via multilocus sequence-based genotyping using three unlinked gene loci. Cysts of Giardia were detected at all of the environmental sites. Mixed assemblages were detected in 25% of the total samples, and an elevated number of haplotypes was identified. The main haplotypes were shared among the groups, and new subtypes were identified at all loci. Ten multilocus genotypes were identified: 7 for assemblage A and 3 for assemblage B. There is persistent G. duodenalis contamination at important environmental sites in the city. The identified mixed assemblages likely represent mixed infections, suggesting high endemicity of Giardia in these hosts. Most Giardia isolates obtained in this study displayed zoonotic potential. The high degree of genetic diversity in the isolates obtained from both clinical and environmental samples suggests that multiple sources of infection are likely responsible for the detected contamination events. The finding that many multilocus genotypes (MLGs) and haplotypes are shared by different groups suggests that these sources of infection may be related and indicates that there is a notable risk of human infection caused by Giardia in this region.