895 resultados para Risk Analysis, Security Models, Counter Measures, Threat Networks


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Includes bibliography

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Considering the relevance of researches concerning credit risk, model diversity and the existent indicators, this thesis aimed at verifying if the Fleuriet Model contributes in discriminating Brazilian open capital companies in the analysis of credit concession. We specifically intended to i) identify the economic-financial indicators used in credit risk models; ii) identify which economic-financial indicators best discriminate companies in the analysis of credit concession; iii) assess which techniques used (discriminant analysis, logistic regression and neural networks) present the best accuracy to predict company bankruptcy. To do this, the theoretical background approached the concepts of financial analysis, which introduced themes relative to the company evaluation process; considerations on credit, risk and analysis; Fleuriet Model and its indicators, and, finally, presented the techniques for credit analysis based on discriminant analysis, logistic regression and artificial neural networks. Methodologically, the research was defined as quantitative, regarding its nature, and explanatory, regarding its type. It was developed using data derived from bibliographic and document analysis. The financial demonstrations were collected by means of the Economática ® and the BM$FBOVESPA website. The sample was comprised of 121 companies, being those 70 solvents and 51 insolvents from various sectors. In the analyses, we used 22 indicators of the Traditional Model and 13 of the Fleuriet Model, totalizing 35 indicators. The economic-financial indicators which were a part of, at least, one of the three final models were: X1 (Working Capital over Assets), X3 (NCG over Assets), X4 (NCG over Net Revenue), X8 (Type of Financial Structure), X9 (Net Thermometer), X16 (Net Equity divided by the total demandable), X17 (Asset Turnover), X20 (Net Equity Profitability), X25 (Net Margin), X28 (Debt Composition) and X31 (Net Equity over Asset). The final models presented setting values of: 90.9% (discriminant analysis); 90.9% (logistic regression) and 97.8% (neural networks). The modeling in neural networks presented higher accuracy, which was confirmed by the ROC curve. In conclusion, the indicators of the Fleuriet Model presented relevant results for the research of credit risk, especially if modeled by neural networks.

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In worldwide aviation operations, bird collisions with aircraft and ingestions into engine inlets present safety hazards and financial loss through equipment damage, loss of service and disruption to operations. The problem is encountered by all types of aircraft, both military and commercial. Modern aircraft engines have achieved a high level of reliability while manufacturers and users continually strive to further improve the safety record. A major safety concern today includes common-cause events which involve significant power loss on more than one engine. These are externally-inflicted occurrences, with the most frequent being encounters with flocks of birds. Most frequently these encounters occur during flight operations in the area on or near airports, near the ground instead of at cruise altitude conditions. This paper focuses on the increasing threat to aircraft and engines posed by the recorded growth in geese populations in North America. Service data show that goose strikes are increasing, especially in North America, consistent with the growing resident geese populations estimated by the United States Department of Agriculture (USDA). Airport managers, along with the governmental authorities, need to develop a strategy to address this large flocking bird issue. This paper also presents statistics on the overall status of the bird threat for birds of all sizes in North America relative to other geographic regions. Overall, the data shows that Canada and the USA have had marked improvements in controlling the threat from damaging birds - except for the increase in geese strikes. To reduce bird ingestion hazards, more aggressive corrective measures are needed in international air transport to reduce the chances of serious incidents or accidents from bird ingestion encounters. Air transport authorities must continue to take preventative and avoidance actions to counter the threat of birdstrikes to aircraft. The primary objective of this paper is to increase awareness of, and focus attention on, the safety hazards presented by large flocking birds such as geese. In the worst case, multiple engine power loss due to large bird ingestion could result in an off-airport forced landing accident. Hopefully, such awareness will prompt governmental regulatory agencies to address the hazards associated with growing populations of geese in North America.

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Changepoint regression models have originally been developed in connection with applications in quality control, where a change from the in-control to the out-of-control state has to be detected based on the avaliable random observations. Up to now various changepoint models have been suggested for differents applications like reliability, econometrics or medicine. In many practical situations the covariate cannot be measured precisely and an alternative model are the errors in variable regression models. In this paper we study the regression model with errors in variables with changepoint from a Bayesian approach. From the simulation study we found that the proposed procedure produces estimates suitable for the changepoint and all other model parameters.

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The oregano is a plant, rich in essential oil and very used as spice in the preparation of foods. The objective of this paper was to analyze the viability of irrigation for oregano in Presidente Prudente, São Paulo state, Brazil, including economic risk factors, their effect on irrigation total cost, as well as the different pumping kinds. The Monte Carlo simulation was utilized to study the economic factors: fixed cost, labor, maintenance, pumping and water. The use of irrigation for the oregano in the region of Presidente Prudente is indicated because of its economic feasibility and the reduced risks. The average values of the benefit/cost for all water depths tested were higher than 1, indicating viability. The use of irrigation promoted lower risks compared to the non irrigated crop. The micro irrigation system presented greater sensitivity to changes of prices of the equipment associated to the variation of the useful life of the system. The oregano selling price was the most important factor involved in annual net profit. The water cost was the factor of lesser influence on the total cost. Due to the characteristic of high drip irrigation frequency there was no difference between the tariffs based in use hour of electric energy classified as green and blue, which are characterized by applying different rates on the energy consumption and demand according to the hours of day and times of the year. For the studied region it was recommended drip irrigation water management of oregano with the daily application of 100% of pan evaporation Class A using electric motor with tariffs blue or green.

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With the publication of the quality guideline ICH Q9 "Quality Risk Management" by the International Conference on Harmonization, risk management has already become a standard requirement during the life cycle of a pharmaceutical product. Failure mode and effect analysis (FMEA) is a powerful risk analysis tool that has been used for decades in mechanical and electrical industries. However, the adaptation of the FMEA methodology to biopharmaceutical processes brings about some difficulties. The proposal presented here is intended to serve as a brief but nevertheless comprehensive and detailed guideline on how to conduct a biopharmaceutical process FMEA. It includes a detailed 1-to-10-scale FMEA rating table for occurrence, severity, and detectability of failures that has been especially designed for typical biopharmaceutical processes. The application for such a biopharmaceutical process FMEA is widespread. It can be useful whenever a biopharmaceutical manufacturing process is developed or scaled-up, or when it is transferred to a different manufacturing site. It may also be conducted during substantial optimization of an existing process or the development of a second-generation process. According to their resulting risk ratings, process parameters can be ranked for importance and important variables for process development, characterization, or validation can be identified. LAY ABSTRACT: Health authorities around the world ask pharmaceutical companies to manage risk during development and manufacturing of pharmaceuticals. The so-called failure mode and effect analysis (FMEA) is an established risk analysis tool that has been used for decades in mechanical and electrical industries. However, the adaptation of the FMEA methodology to pharmaceutical processes that use modern biotechnology (biopharmaceutical processes) brings about some difficulties, because those biopharmaceutical processes differ from processes in mechanical and electrical industries. The proposal presented here explains how a biopharmaceutical process FMEA can be conducted. It includes a detailed 1-to-10-scale FMEA rating table for occurrence, severity, and detectability of failures that has been especially designed for typical biopharmaceutical processes. With the help of this guideline, different details of the manufacturing process can be ranked according to their potential risks, and this can help pharmaceutical companies to identify aspects with high potential risks and to react accordingly to improve the safety of medicines.

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Survival after surgical treatment using competing-risk analysis has been previously examined in patients with prostate cancer (PCa). However, the combined effect of age and comorbidities has not been assessed in patients with high-risk PCa who might have heterogeneous rates of competing mortality despite the presence of aggressive disease.

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The development of a clinical decision tree based on knowledge about risks and reported outcomes of therapy is a necessity for successful planning and outcome of periodontal therapy. This requires a well-founded knowledge of the disease entity and a broad knowledge of how different risk conditions attribute to periodontitis. The infectious etiology, a complex immune response, and influence from a large number of co-factors are challenging conditions in clinical periodontal risk assessment. The difficult relationship between independent and dependent risk conditions paired with limited information on periodontitis prevalence adds to difficulties in periodontal risk assessment. The current information on periodontitis risk attributed to smoking habits, socio-economic conditions, general health and subjects' self-perception of health, is not comprehensive, and this contributes to limited success in periodontal risk assessment. New models for risk analysis have been advocated. Their utility for the estimation of periodontal risk assessment and prognosis should be tested. The present review addresses several of these issues associated with periodontal risk assessment.

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BACKGROUND: Fever in severe chemotherapy-induced neutropenia (FN) is the most frequent manifestation of a potentially lethal complication of current intensive chemotherapy regimens. This study aimed at establishing models predicting the risk of FN, and of FN with bacteremia, in pediatric cancer patients. METHODS: In a single-centre cohort study, characteristics potentially associated with FN and episodes of FN were retrospectively extracted from charts. Poisson regression accounting for chemotherapy exposure time was used for analysis. Prediction models were constructed based on a derivation set of two thirds of observations, and validated based on the remaining third of observations. RESULTS: In 360 pediatric cancer patients diagnosed and treated for a cumulative chemotherapy exposure time of 424 years, 629 FN were recorded (1.48 FN per patient per year, 95% confidence interval (CI), 1.37-1.61), 145 of them with bacteremia (23% of FN; 0.34; 0.29-0.40). More intensive chemotherapy, shorter time since diagnosis, bone marrow involvement, central venous access device (CVAD), and prior FN were significantly and independently associated with a higher risk to develop both FN and FN with bacteremia. The prediction models explained more than 30% of the respective risks. CONCLUSIONS: The two models predicting FN and FN with bacteremia were based on five easily accessible clinical variables. Before clinical application, they need to be validated by prospective studies.

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In a network of competing species, a competitive intransitivity occurs when the ranking of competitive abilities does not follow a linear hierarchy (A > B > C but C > A). A variety of mathematical models suggests that intransitive networks can prevent or slow down competitive exclusion and maintain biodiversity by enhancing species coexistence. However, it has been difficult to assess empirically the relative importance of intransitive competition because a large number of pairwise species competition experiments are needed to construct a competition matrix that is used to parameterize existing models. Here we introduce a statistical framework for evaluating the contribution of intransitivity to community structure using species abundance matrices that are commonly generated from replicated sampling of species assemblages. We provide metrics and analytical methods for using abundance matrices to estimate species competition and patch transition matrices by using reverse-engineering and a colonization-competition model. These matrices provide complementary metrics to estimate the degree of intransitivity in the competition network of the sampled communities. Benchmark tests reveal that the proposed methods could successfully detect intransitive competition networks, even in the absence of direct measures of pairwise competitive strength. To illustrate the approach, we analyzed patterns of abundance and biomass of five species of necrophagous Diptera and eight species of their hymenopteran parasitoids that co-occur in beech forests in Germany. We found evidence for a strong competitive hierarchy within communities of flies and parasitoids. However, for parasitoids, there was a tendency towards increasing intransitivity in higher weight classes, which represented larger resource patches. These tests provide novel methods for empirically estimating the degree of intransitivity in competitive networks from observational datasets. They can be applied to experimental measures of pairwise species interactions, as well as to spatio-temporal samples of assemblages in homogenous environments or environmental gradients.

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BACKGROUND Associations between social status and health behaviours are well documented, but the mechanisms involved are less understood. Cultural capital theory may contribute to a better understanding by expanding the scope of inequality indicators to include individuals' knowledge, skills, beliefs and material goods to examine how these indicators impact individuals' health lifestyles. We explore the structure and applicability of a set of cultural capital indicators in the empirical exploration of smoking behaviour among young male adults. METHODS We analysed data from the Swiss Federal Survey of Adolescents (CH-X) 2010-11 panel of young Swiss males (n = 10 736). A set of nine theoretically relevant variables (including incorporated, institutionalized and objectified cultural capital) were investigated using exploratory factor analysis. Regression models were run to observe the association between factor scores and smoking outcomes. Outcome measures consisted of daily smoking status and the number of cigarettes smoked by daily smokers. RESULTS Cultural capital indicators aggregated in a three-factor solution representing 'health values', 'education and knowledge' and 'family resources'. Each factor score predicted the smoking outcomes. In young males, scoring low on health values, education and knowledge and family resources was associated with a higher risk of being a daily smoker and of smoking more cigarettes daily. CONCLUSION Cultural capital measures that include, but go beyond, educational attainment can improve prediction models of smoking in young male adults. New measures of cultural capital may thus contribute to our understanding of the social status-based resources that individuals can use towards health behaviours.

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BACKGROUND Panic disorder is characterised by the presence of recurrent unexpected panic attacks, discrete periods of fear or anxiety that have a rapid onset and include symptoms such as racing heart, chest pain, sweating and shaking. Panic disorder is common in the general population, with a lifetime prevalence of 1% to 4%. A previous Cochrane meta-analysis suggested that psychological therapy (either alone or combined with pharmacotherapy) can be chosen as a first-line treatment for panic disorder with or without agoraphobia. However, it is not yet clear whether certain psychological therapies can be considered superior to others. In order to answer this question, in this review we performed a network meta-analysis (NMA), in which we compared eight different forms of psychological therapy and three forms of a control condition. OBJECTIVES To assess the comparative efficacy and acceptability of different psychological therapies and different control conditions for panic disorder, with or without agoraphobia, in adults. SEARCH METHODS We conducted the main searches in the CCDANCTR electronic databases (studies and references registers), all years to 16 March 2015. We conducted complementary searches in PubMed and trials registries. Supplementary searches included reference lists of included studies, citation indexes, personal communication to the authors of all included studies and grey literature searches in OpenSIGLE. We applied no restrictions on date, language or publication status. SELECTION CRITERIA We included all relevant randomised controlled trials (RCTs) focusing on adults with a formal diagnosis of panic disorder with or without agoraphobia. We considered the following psychological therapies: psychoeducation (PE), supportive psychotherapy (SP), physiological therapies (PT), behaviour therapy (BT), cognitive therapy (CT), cognitive behaviour therapy (CBT), third-wave CBT (3W) and psychodynamic therapies (PD). We included both individual and group formats. Therapies had to be administered face-to-face. The comparator interventions considered for this review were: no treatment (NT), wait list (WL) and attention/psychological placebo (APP). For this review we considered four short-term (ST) outcomes (ST-remission, ST-response, ST-dropouts, ST-improvement on a continuous scale) and one long-term (LT) outcome (LT-remission/response). DATA COLLECTION AND ANALYSIS As a first step, we conducted a systematic search of all relevant papers according to the inclusion criteria. For each outcome, we then constructed a treatment network in order to clarify the extent to which each type of therapy and each comparison had been investigated in the available literature. Then, for each available comparison, we conducted a random-effects meta-analysis. Subsequently, we performed a network meta-analysis in order to synthesise the available direct evidence with indirect evidence, and to obtain an overall effect size estimate for each possible pair of therapies in the network. Finally, we calculated a probabilistic ranking of the different psychological therapies and control conditions for each outcome. MAIN RESULTS We identified 1432 references; after screening, we included 60 studies in the final qualitative analyses. Among these, 54 (including 3021 patients) were also included in the quantitative analyses. With respect to the analyses for the first of our primary outcomes, (short-term remission), the most studied of the included psychological therapies was CBT (32 studies), followed by BT (12 studies), PT (10 studies), CT (three studies), SP (three studies) and PD (two studies).The quality of the evidence for the entire network was found to be low for all outcomes. The quality of the evidence for CBT vs NT, CBT vs SP and CBT vs PD was low to very low, depending on the outcome. The majority of the included studies were at unclear risk of bias with regard to the randomisation process. We found almost half of the included studies to be at high risk of attrition bias and detection bias. We also found selective outcome reporting bias to be present and we strongly suspected publication bias. Finally, we found almost half of the included studies to be at high risk of researcher allegiance bias.Overall the networks appeared to be well connected, but were generally underpowered to detect any important disagreement between direct and indirect evidence. The results showed the superiority of psychological therapies over the WL condition, although this finding was amplified by evident small study effects (SSE). The NMAs for ST-remission, ST-response and ST-improvement on a continuous scale showed well-replicated evidence in favour of CBT, as well as some sparse but relevant evidence in favour of PD and SP, over other therapies. In terms of ST-dropouts, PD and 3W showed better tolerability over other psychological therapies in the short term. In the long term, CBT and PD showed the highest level of remission/response, suggesting that the effects of these two treatments may be more stable with respect to other psychological therapies. However, all the mentioned differences among active treatments must be interpreted while taking into account that in most cases the effect sizes were small and/or results were imprecise. AUTHORS' CONCLUSIONS There is no high-quality, unequivocal evidence to support one psychological therapy over the others for the treatment of panic disorder with or without agoraphobia in adults. However, the results show that CBT - the most extensively studied among the included psychological therapies - was often superior to other therapies, although the effect size was small and the level of precision was often insufficient or clinically irrelevant. In the only two studies available that explored PD, this treatment showed promising results, although further research is needed in order to better explore the relative efficacy of PD with respect to CBT. Furthermore, PD appeared to be the best tolerated (in terms of ST-dropouts) among psychological treatments. Unexpectedly, we found some evidence in support of the possible viability of non-specific supportive psychotherapy for the treatment of panic disorder; however, the results concerning SP should be interpreted cautiously because of the sparsity of evidence regarding this treatment and, as in the case of PD, further research is needed to explore this issue. Behaviour therapy did not appear to be a valid alternative to CBT as a first-line treatment for patients with panic disorder with or without agoraphobia.