Nonparametric specification tests for conditional duration models

This paper deals with the testing of autoregressive conditional duration (ACD) models by gauging the distance between the parametric density and hazard rate functions implied by the duration process and their non-parametric estimates. We derive the asymptotic justification using the functional delta method for fixed and gamma kernels, and then investigate the finite-sample properties through Monte Carlo simulations. Although our tests display some size distortion, bootstrapping suffices to correct the size without compromising their excellent power. We show the practical usefulness of such testing procedures for the estimation of intraday volatility patterns.

Non- parametric specification tests for conditional duration models

This paper deals with the estimation and testing of conditional duration models by looking at the density and baseline hazard rate functions. More precisely, we foeus on the distance between the parametric density (or hazard rate) function implied by the duration process and its non-parametric estimate. Asymptotic justification is derived using the functional delta method for fixed and gamma kernels, whereas finite sample properties are investigated through Monte Carlo simulations. Finally, we show the practical usefulness of such testing procedures by carrying out an empirical assessment of whether autoregressive conditional duration models are appropriate to oIs for modelling price durations of stocks traded at the New York Stock Exchange.

JCML: A specification language for the runtime verification of Java Card programs

COSTA, Umberto Souza; MOREIRA, Anamaria Martins; MUSICANTE, Matin A.; SOUZA NETO, Plácido A. JCML: A specification language for the runtime verification of Java Card programs. Science of Computer Programming. [S.l]: [s.n], 2010.

Specification and Runtime Verification of Java Card Programs

COSTA, Umberto Souza da; MOREIRA, Anamaria Martins; MUSICANTE, Martin A. Specification and Runtime Verification of Java Card Programs. Electronic Notes in Theoretical Computer Science. [S.l:s.n], 2009.

Neuronal Assembly Detection and Cell Membership Specification by Principal Component Analysis

LOPES-DOS-SANTOS, V. , CONDE-OCAZIONEZ, S. ; NICOLELIS, M. A. L. , RIBEIRO, S. T. , TORT, A. B. L. . Neuronal assembly detection and cell membership specification by principal component analysis. Plos One, v. 6, p. e20996, 2011.

African-Derived mitochondria in South American native cattle breeds (Bos taurus): Evidence of a new taurine mitochondrial lineage

This article reports the nucleotide diversity within the control region of 42 mitochondrial chromosomes belonging to five South American native cattle breeds (Bos taurus). Analysis of these data in conjunction with B. taurus and B. indicus sequences from Africa, Europe, the Near East, India, and Japan allowed the recognition of eight new mitochondrial haplotypes and their relative positions in a phylogenetic network. The structure of genetic variation among different hypothetical groupings was tested through the molecular variance decomposition, which was best explained by haplotype group components. Haplotypes surveyed were classified as European-related and African-related. Unexpectedly, two haplotypes within the African cluster were more divergent from the African consensus than the latter from the European consensus. A neighbor-joining tree shows the position of two haplotypes compared to European/African mitochondrial lineage splitting. This different and putatively ancestral mitochondrial lineage (AA) is supported by the calibration of sequence divergence based on the Bos-Bison separation. The European/African mitochondria divergence might be subsequent (67,100 years before present) to that between AA and Africans (84,700 years before present), also preceding domestication times. These genetic data could reflect the haplotype distribution of Iberian cattle five centuries ago.

Population dynamics of DENV-1 genotype V in Brazil is characterized by co-circulation and strain/lineage replacement

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Application of intelligent systems for specification of automotive equipments using LEDs

The advantages offered by the electronic component light emitting diode ( LED) have caused a quick and wide application of this device in replacement of incandescent lights. However, in its combined application, the relationship between the design variables and the desired effect or result is very complex and it becomes difficult to model by conventional techniques. This work consists of the development of a technique, through artificial neural networks, to make possible to obtain the luminous intensity values of brake lights using LEDs from design data. (C) 2005 Elsevier B.V. All rights reserved.

Strategy of specification of management areas: rice grain yield as related to soil fertility

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

B lineage acute lymphoblastic leukemia transformation in a child with juvenile myelomonocytic leukemia, type 1 neurofibromatosis and monosomy of chromosome 7 - Possible implications in the leukemogenesis

This report describes the case of an 8-month-old infant with a diagnosis of juvenile myelomonocytic leukemia (JMML) and type I neurofibromatosis that presented progression to B lineage acute lymphoid leukemia (ALL). The same rearrangement of gene T-cell receptor gamma (TCRgamma) was detected upon diagnosis of JMML and ALL, suggesting that both neoplasias may have evolved from the same clone. Our results support the theory that JMML may derive from pluripotential cells and that the occurrence of monosomy of chromosome 7 within a clone of cells having an aberrant neurofibromatosis type 1 (NFI) gene may be the cause of JMML and acute leukemia. (C) 2002 Elsevier B.V. Ltd. All rights reserved.

Cryptic hammerhead shark lineage occurrence in the western South Atlantic revealed by DNA analysis

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

Morphological and physiological specialization for digging in amphisbaenians, an ancient lineage of fossorial vertebrates

Amphisbaenians are legless reptiles that differ significantly from other vertebrate lineages. Most species dig underground galleries of similar diameter to that of the animal. We studied the muscle physiology and morphological attributes of digging effort in the Brazilian amphisbaenid Leposternon microcephalum (Squamata; Amphisbaenia), which burrows by compressing soil against the upper wall of the tunnel by means of upward strokes of the head. The individuals tested (<72 g) exerted forces on the soil of up to 24 N. These forces were possible because the fibres of the longissimus dorsi, the main muscle associated with burrowing, are highly pennated, thus increasing effective muscle cross-sectional area. The muscle is characterized by a metabolic transition along its length: proximal, medial and distal fibres are fast contracting and moderately oxidative, but fibres closer to the head are richer in citrate synthase and more aerobic in nature. Distal fibres, then, might be active mainly at the final step of the compression stroke, which requires more power. For animals greater than a given diameter, the work required to compress soil increases exponentially with body diameter. Leposternon microcephalum, and probably some other highly specialized amphisbaenids, are most likely constrained to small diameters and can increase muscle mass and effective muscle cross-sectional area by increasing body length, not body diameter.

Delimiting genetic units in Neotropical toads under incomplete lineage sorting and hybridization

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

Mecanismos celulares e moleculares que controlam o desenvolvimento e o crescimento muscular

O músculo estriado esquelético é formado pela associação de fibras musculares com a matriz extracelular. Esse tecido possui alta plasticidade e o conhecimento das características morfológicas, da miogênese, e da dinâmica do crescimento é importante para o entendimento da morfofisiologia bem como para a seleção de animais visando a melhoria na produção de carne. A maioria dos músculos estriados originam-se de células precursoras do mesoderma a partir dos somitos do embrião e o controle da diferenciação ocorre pela ação de fatores indutores ou inibidores. Um grupo de fatores transcricionais, pertencentes à família MyoD tem um papel central na diferenciação muscular. Coletivamente chamados de Fatores de Regulação Miogênica (MRFs), são conhecidos quatro tipos: MyoD, myf-5, miogenina e MRF4. Esses fatores ligam-se à seqüências de DNA conhecidas como Ebox (CANNTG) na região promotora de vários genes músculo-específicos, levando à expressão dos mesmos. As células embrionárias com potencial para diferenciação em células musculares (células precursoras miogênicas) expressam MyoD e Myf-5 e são denominadas de mioblastos. Essas células proliferam, saem do ciclo celular, expressam miogenina e MRF4, que regulam a fusão e a diferenciação da fibra muscular. Uma população de mioblastos que se diferencia mais tardiamente, as células miossatélites, são responsáveis pelo crescimento muscular no período pós natal, que pode ocorrer por hiperplasia e hipertrofia das fibras. As células satélites quiescentes não expressam os MRFs, porém, sob a ação de estímulos como fatores de crescimento ou citocinas, ocorre a ativação desse tipo celular que prolifera e expressa os MRFs de maneira similar ao que ocorre com as células precursoras miogênicas durante a miogênese. Os mecanismos de crescimento muscular são regulados pela expressão temporal dos (MRFs), que controlam a expressão dos genes relacionados com o crescimento muscular.

Anti-genotoxic effect of aqueous extracts of sun mushroom (Agaricus blazei Murill lineage 99/26) in mammalian cells in vitro

The sun mushroom is the popular name for the Agaricus blazei Murill fungus, a mushroom native to south-eastern Brazil, which has been frequently used in popular medicine mainly in the form of tea to treat various ailments (stress, diabetes, etc.). In the present study, the genotoxic and/or anti-genotoxic effects ofA. blazei on mammalian cells in culture was assessed by checking the increase or reduction of micronucleus (MN) frequency and comets. The sun mushroom (lineage 99/26) was used as aqueous extracts prepared (2.5%) at three different temperatures (60, 25 and 4°C). The in vitro micronucleus (MN) test in binucleated cells and comet assay were used in V79 cells cultivated in HAM-F10+DMEM medium (1:1), supplemented with 10% of fetal bovine serum. The experiments were divided into four treatment types: 1. Negative control; 2. Positive control with MMS; 3. Treatments with the three forms of extracts (60, 25 and 4°C); and 4. Treatments with the extracts in different associations (simultaneous, pre-treatment, post-treatment and simultaneous after pre-incubation for 1 h) with MMS. None of the A. blazei extracts show genotoxic activity. In the comet assay no protecting effect was found. The results obtained in the MN test showed that the three forms of extracts used had protective activity, suggesting that the compound or active ingredients of A. blazei are always present in these extracts. The greater protective efficiency of the simultaneous treatment and simultaneous treatment with pre-incubation mixture with MMS suggests that the extracts have an antimutagenic action of the desmutagenic type. © 2002 Elsevier Science Ltd. All rights reserved.