Mercado de ações brasileiro: uma investigação empírica sobre suas relações de longo prazo e de precedência temporal pré-crise de 2008

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

Next-generation sequencing reveals large connected networks of intra-host HCV variants

Background: Next-generation sequencing (NGS) allows for sampling numerous viral variants from infected patients. This provides a novel opportunity to represent and study the mutational landscape of Hepatitis C Virus (HCV) within a single host.Results: Intra-host variants of the HCV E1/E2 region were extensively sampled from 58 chronically infected patients. After NGS error correction, the average number of reads and variants obtained from each sample were 3202 and 464, respectively. The distance between each pair of variants was calculated and networks were created for each patient, where each node is a variant and two nodes are connected by a link if the nucleotide distance between them is 1. The work focused on large components having > 5% of all reads, which in average account for 93.7% of all reads found in a patient. The distance between any two variants calculated over the component correlated strongly with nucleotide distances (r = 0.9499; p = 0.0001), a better correlation than the one obtained with Neighbour-Joining trees (r = 0.7624; p = 0.0001). In each patient, components were well separated, with the average distance between (6.53%) being 10 times greater than within each component (0.68%). The ratio of nonsynonymous to synonymous changes was calculated and some patients (6.9%) showed a mixture of networks under strong negative and positive selection. All components were robust to in silico stochastic sampling; even after randomly removing 85% of all reads, the largest connected component in the new subsample still involved 82.4% of remaining nodes. In vitro sampling showed that 93.02% of components present in the original sample were also found in experimental replicas, with 81.6% of reads found in both. When syringe-sharing transmission events were simulated, 91.2% of all simulated transmission events seeded all components present in the source.Conclusions: Most intra-host variants are organized into distinct single-mutation components that are: well separated from each other, represent genetic distances between viral variants, robust to sampling, reproducible and likely seeded during transmission events. Facilitated by NGS, large components offer a novel evolutionary framework for genetic analysis of intra-host viral populations and understanding transmission, immune escape and drug resistance.

Construction and decoding of BCH codes over chain of commutative rings

In this paper, we present a new construction and decoding of BCH codes over certain rings. Thus, for a nonnegative integer t, let A0 ⊂ A1 ⊂···⊂ At−1 ⊂ At be a chain of unitary commutative rings, where each Ai is constructed by the direct product of appropriate Galois rings, and its projection to the fields is K0 ⊂ K1 ⊂···⊂ Kt−1 ⊂ Kt (another chain of unitary commutative rings), where each Ki is made by the direct product of corresponding residue fields of given Galois rings. Also, A∗ i and K∗ i are the groups of units of Ai and Ki, respectively. This correspondence presents a construction technique of generator polynomials of the sequence of Bose, Chaudhuri, and Hocquenghem (BCH) codes possessing entries from A∗ i and K∗ i for each i, where 0 ≤ i ≤ t. By the construction of BCH codes, we are confined to get the best code rate and error correction capability; however, the proposed contribution offers a choice to opt a worthy BCH code concerning code rate and error correction capability. In the second phase, we extend the modified Berlekamp-Massey algorithm for the above chains of unitary commutative local rings in such a way that the error will be corrected of the sequences of codewords from the sequences of BCH codes at once. This process is not much different than the original one, but it deals a sequence of codewords from the sequence of codes over the chain of Galois rings.

Cointegration: Bayesian Significance Test

To estimate causal relationships, time series econometricians must be aware of spurious correlation, a problem first mentioned by Yule (1926). To deal with this problem, one can work either with differenced series or multivariate models: VAR (VEC or VECM) models. These models usually include at least one cointegration relation. Although the Bayesian literature on VAR/VEC is quite advanced, Bauwens et al. (1999) highlighted that "the topic of selecting the cointegrating rank has not yet given very useful and convincing results". The present article applies the Full Bayesian Significance Test (FBST), especially designed to deal with sharp hypotheses, to cointegration rank selection tests in VECM time series models. It shows the FBST implementation using both simulated and available (in the literature) data sets. As illustration, standard non informative priors are used.

Reliable Broadcasting and Streaming of Multimedia Content

This thesis is focused on the study of techniques that allow to have reliable transmission of multimedia content in streaming and broadcasting applications, targeting in particular video content. The design of efficient error-control mechanisms, to enhance video transmission systems reliability, has been addressed considering cross-layer and multi-layer/multi-dimensional channel coding techniques to cope with bit errors as well as packet erasures. Mechanisms for unequal time interleaving have been designed as a viable solution to reduce the impact of errors and erasures by acting on the time diversity of the data flow, thus enhancing robustness against correlated channel impairments. In order to account for the nature of the factors which affect the physical layer channel in the evaluation of FEC schemes performances, an ad-hoc error-event modeling has been devised. In addition, the impact of error correction/protection techniques on the quality perceived by the consumers of video services applications and techniques for objective/subjective quality evaluation have been studied. The applicability and value of the proposed techniques have been tested by considering practical constraints and requirements of real system implementations.

IS THE U.S. SHALE GAS BOOM HAVING AN EFFECT ON THE EUROPEAN GAS MARKET?

This thesis focuses on the impact of the American shale gas boom on the European natural gas market. The study presents different tests in order to analyze the dynamics of natural gas prices in the U.S., U.K. and German natural gas market. The question of cointegration between these different markets are analyzed using several tests. More specifically, the ADF tests for the presence of a unit root. The error correction model test and the Johansen cointegration procedure are applied in order to accept or reject the hypothesis of an integrated market. The results suggest no evidence of cointegration between these markets. There currently is no evidence of an impact of the U.S. shale gas boom on the European market.

Traffic-Adaptive and Link-Quality-Aware Communication in Wireless Sensor Networks

This paper is a summary of the main contribu- tions of the PhD thesis published in [1]. The main research contributions of the thesis are driven by the research question how to design simple, yet efficient and robust run-time adaptive resource allocation schemes within the commu- nication stack of Wireless Sensor Network (WSN) nodes. The thesis addresses several problem domains with con- tributions on different layers of the WSN communication stack. The main contributions can be summarized as follows: First, a a novel run-time adaptive MAC protocol is intro- duced, which stepwise allocates the power-hungry radio interface in an on-demand manner when the encountered traffic load requires it. Second, the thesis outlines a metho- dology for robust, reliable and accurate software-based energy-estimation, which is calculated at network run- time on the sensor node itself. Third, the thesis evaluates several Forward Error Correction (FEC) strategies to adap- tively allocate the correctional power of Error Correcting Codes (ECCs) to cope with timely and spatially variable bit error rates. Fourth, in the context of TCP-based communi- cations in WSNs, the thesis evaluates distributed caching and local retransmission strategies to overcome the perfor- mance degrading effects of packet corruption and trans- mission failures when transmitting data over multiple hops. The performance of all developed protocols are eval- uated on a self-developed real-world WSN testbed and achieve superior performance over selected existing ap- proaches, especially where traffic load and channel condi- tions are suspect to rapid variations over time.

Mechanisms of cell competition: Themes and variations

Cell competition is the short-range elimination of slow-dividing cells through apoptosis when confronted with a faster growing population. It is based on the comparison of relative cell fitness between neighboring cells and is a striking example of tissue adaptability that could play a central role in developmental error correction and cancer progression in both Drosophila melanogaster and mammals. Cell competition has led to the discovery of multiple pathways that affect cell fitness and drive cell elimination. The diversity of these pathways could reflect unrelated phenomena, yet recent evidence suggests some common wiring and the existence of a bona fide fitness comparison pathway.

The Aggregate Demand for Private Health Insurance Coverage in the U.S.

This paper estimates the aggregate demand for private health insurance coverage in the U.S. using an error-correction model and by recognizing that people are without private health insurance for voluntary, structural, frictional, and cyclical reasons and because of public alternatives. Insurance coverage is measured both by the percentage of the population enrolled in private health insurance plans and the completeness of the insurance coverage. Annual data for the period 1966-1999 are used and both short and long run price and income elasticities of demand are estimated. The empirical findings indicate that both private insurance enrollment and completeness are relatively inelastic with respect to changes in price and income in the short and long run. Moreover, private health insurance enrollment is found to be inversely related to the poverty rate, particularly in the short-run. Finally, our results suggest that an increase in the number cyclically uninsured generates less of a welfare loss than an increase in the structurally uninsured.

The Real Exchange Rate in Small Open Developed Economies: Evidence from Cointegration Analysis

We examine the effects of the terms of trade and the expected real interest rate differential on the real exchange rate in a sample of small open developed economies. We employ cointegration analysis to search for possible long-term linkages. We find that while both the terms of trade and the expected real interest rate differentials affect the real exchange rate in the long run, the role of the terms of trade generally proves more consistent across countries. The speed of adjustment for the expected real interest rate differential in the error-correction model, however, is quantitatively larger than it is for the terms of trade.

Countervailing Duties in the USA

This paper reveals the characteristics of the ITC's decisions on countervailing duties, which have seldom been studied. The empirical evidences based on time series data show that there is a long run equilibrium relationship between affirmative countervailing decisions and macroeconomic variables such as economic growth rates and import penetration ratios. The error correction models show that there is a unidirectional causality from affirmative countervailing decisions to slower economic growth.

DEVELOPMENT OF NOVEL METHODS TO MINIMIZE THE IMPACT OF SEQUENCING ERRORS IN THE NEXT-GENERATION SEQUENCING DATA ANALYSIS

Next-generation sequencing (NGS) technology has become a prominent tool in biological and biomedical research. However, NGS data analysis, such as de novo assembly, mapping and variants detection is far from maturity, and the high sequencing error-rate is one of the major problems. . To minimize the impact of sequencing errors, we developed a highly robust and efficient method, MTM, to correct the errors in NGS reads. We demonstrated the effectiveness of MTM on both single-cell data with highly non-uniform coverage and normal data with uniformly high coverage, reflecting that MTM’s performance does not rely on the coverage of the sequencing reads. MTM was also compared with Hammer and Quake, the best methods for correcting non-uniform and uniform data respectively. For non-uniform data, MTM outperformed both Hammer and Quake. For uniform data, MTM showed better performance than Quake and comparable results to Hammer. By making better error correction with MTM, the quality of downstream analysis, such as mapping and SNP detection, was improved. SNP calling is a major application of NGS technologies. However, the existence of sequencing errors complicates this process, especially for the low coverage (

U-Pb (zircon) geochronologic analyses for rocks of the Transantarctic Mountains (Table 4.3-1)

The Byrd Glacier discontinuity us a major boundary crossing the Ross Orogen, with crystalline rocks to the north and primarily sedimentary rocks to the south. Most models for the tectonic development of the Ross Orogen in the central Transantarctic Mountains consits of two-dimensional transects across the belt, but do not adress the major longitudinal contrast at Byrd Glacier. This paper presents a tectonic model centering on the Byrd Glacier discontinuity. Rifting in the Neoproterozoic producede a crustal promontory in the craton margin to the north of Byrd Glacier. Oblique convergence of the terrane (Beardmore microcontinent) during the latest Neroproterozoic and Early Cambrian was accompanied by subduction along the craton margin of East Antarctica. New data presented herein in the support of this hypothesis are U-Pb dates of 545.7 ± 6.8 Ma and 531.0 ± 7.5 Ma on plutonic rocks from the Britannia Range, subduction stepped out, and Byrd Glacier. After docking of the terrane, subduction stepped out, and Byrd Group was deposited during the Atdabanian-Botomian across the inner margin of the terrane. Beginning in the upper Botomian, reactivation of the sutured boundaries of the terrane resulted in an outpouring of clastic sediment and folding and faulting of the Byrd Group.

Tab. 1: U-Pb analyses of zircons from rock samples in MT. Newton and Cumpston Massif, East Antarctica

We present new U-Pb zircon (SHRIMP) data on rocks from Mt Newton and Cumpston Massif in the southern Prince Charles Mountains. Our data demonstrate that Mt Newton was affected by a newly proposed Palaeoproterozoic "Newton" Orogeny at c. 2100-2200 Ma. Sedimentation, felsic volcanism (c. 2200 Ma), metamorphism and folding, followed by granite intrusion (c. 2100 Ma), suggest development of a trough or aulacogene in the area during the early Palaeoproterozoic. An orthogneiss from Cumpston Massif yielded an age of c. 3180 Ma for granitic protolith emplacement, which is in good agreement with many U-Pb zircon ages from similar rocks in the southern Mawson Escarpment. A syn- to late-tectonic muscovite-bearing pegmatite from Cumpston Massif yielded a c. 2500 Ma date of emplacement, which indicates early Palaeoproterozoic activity in this block, probably in response to a tectono-magmatic episode in the Lambert Terrane bordering the Ruker Terrane in the northeast. The correlation of tectono-magmatic events in both the Ruker and Lambert terranes of the southern Prince Charles Mountains provides evidence for their common evolution during the Proterozoic.

A Video-Aware FEC-Based Unequal Loss Protection Scheme for RTP Video Streaming

A video-aware unequal loss protection (ULP) system for protecting RTP video streaming in bursty packet loss networks is proposed. Just considering the relevance of the frame, the state of the channel and the bitrate constraints of the protection bitstream, our algorithm selects in real time the most suitable frames to be protected through forward error correction (FEC) techniques. It benefits from a wise RTP encapsulation that allows working at a frame level without requiring any further process than that of parsing RTP headers, so it is perfectly suitable to be included in commercial transmitters. The simulation results show how our proposed ULP technique outperforms non-smart schemes.