947 resultados para Twitter Financial Market Pearson cross correlation
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Dissertação de mestrado em Ciências da Comunicação (área de especialização em Informação e Jornalismo)
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OBJECTIVE: To develop a simplified questionnaire for self-evaluation by adolescents of foods associated with the risk of coronary diseases. METHODS: Frequency questionnaires about 80 foods were answered by representative samples of 256 adolescents aged 12 to 19 from Rio de Janeiro as part of the Nutrition and Health Research project. The dependent variable was the serum cholesterol predicting equation as influenced by diet, and the independent variables were the foods. The variables were normalized and, using Pearson's correlation coefficient, those with r>0.10 were selected for the regression model. The model was analyzed for sex, age, random sample, and total calories. Those food products that explained 85% of the cholesterol variation equation were present in the caloric model, and contained trans fatty acids were selected for the questionnaire. RESULTS: Sixty-five food products had a statistically significant correlation (P<0.001) with the dependent variable. The simplified questionnaire included 9 food products present in all tested models: steak or broiled meat, hamburger, full-fat cheese, French fries or potato chips, whole milk, pies or cakes, cookies, sausages, butter or margarine. The limit of the added food points for self-evaluation was 100, and over 120 points was considered excessive. CONCLUSION: The scores given to the food products and the criteria for the evaluation of the consumption limits enabled the adolescents to get to know and to balance their intake.
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This project was funded under the Applied Research Grants Scheme administered by Enterprise Ireland. The project was a partnership between Galway - Mayo Institute of Technology and an industrial company, Tyco/Mallinckrodt Galway. The project aimed to develop a semi - automatic, self - learning pattern recognition system capable of detecting defects on the printed circuits boards such as component vacancy, component misalignment, component orientation, component error, and component weld. The research was conducted in three directions: image acquisition, image filtering/recognition and software development. Image acquisition studied the process of forming and digitizing images and some fundamental aspects regarding the human visual perception. The importance of choosing the right camera and illumination system for a certain type of problem has been highlighted. Probably the most important step towards image recognition is image filtering, The filters are used to correct and enhance images in order to prepare them for recognition. Convolution, histogram equalisation, filters based on Boolean mathematics, noise reduction, edge detection, geometrical filters, cross-correlation filters and image compression are some examples of the filters that have been studied and successfully implemented in the software application. The software application developed during the research is customized in order to meet the requirements of the industrial partner. The application is able to analyze pictures, perform the filtering, build libraries, process images and generate log files. It incorporates most of the filters studied and together with the illumination system and the camera it provides a fully integrated framework able to analyze defects on printed circuit boards.
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Abnormalities in the topology of brain networks may be an important feature and etiological factor for psychogenic non-epileptic seizures (PNES). To explore this possibility, we applied a graph theoretical approach to functional networks based on resting state EEGs from 13 PNES patients and 13 age- and gender-matched controls. The networks were extracted from Laplacian-transformed time-series by a cross-correlation method. PNES patients showed close to normal local and global connectivity and small-world structure, estimated with clustering coefficient, modularity, global efficiency, and small-worldness (SW) metrics, respectively. Yet the number of PNES attacks per month correlated with a weakness of local connectedness and a skewed balance between local and global connectedness quantified with SW, all in EEG alpha band. In beta band, patients demonstrated above-normal resiliency, measured with assortativity coefficient, which also correlated with the frequency of PNES attacks. This interictal EEG phenotype may help improve differentiation between PNES and epilepsy. The results also suggest that local connectivity could be a target for therapeutic interventions in PNES. Selective modulation (strengthening) of local connectivity might improve the skewed balance between local and global connectivity and so prevent PNES events.
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OBJECTIVE: Contemporary free-breathing non contrast enhanced cardiovascular magnetic resonance angiography (CMRA) was qualitatively and quantitatively evaluated to ascertain the reproducibility of the method for coronary artery luminal dimension measurements. SUBJECTS AND METHODS: Twenty-two healthy volunteers (mean age 32 +/- 7 years, 12 males) without coronary artery disease were imaged at 2 centers (1 each in Europe and North America) using navigator-gated and corrected SSFP CMRA on a commercial whole body 1.5T System. Repeat images of right (RCA, n = 21), left anterior descending (LAD, n = 14) and left circumflex (LCX, n = 14) coronary arteries were obtained in separate sessions using identical scan protocol and imaging parameters. True visible vessel length, signal-to-noise (SNR), contrast-to-noise ratios (CNR) and the average luminal diameter over the first 4 cm of the vessel were measured. Intra-observer, inter-observer and inter-scan reproducibility of coronary artery luminal diameter were determined using Pearson's correlation, Bland-Altman analysis and intraclass correlation coefficients (ICC). RESULTS: CNR, SNR and the mean length of the RCA, LAD and LCX imaged for original and repeat scans were not significantly different (all p > 0.30). There was a high degree of intra-observer, inter-observer and inter-scan agreements for RCA, LAD and LCX luminal diameter respectively on Bland-Altman and ICC analysis (ICC's for RCA: 0.98. 0.98 and 0.86; LAD: 0.89, 0.89 and 0.63; LCX: 0.95, 0.94 and 0.79). CONCLUSION: In a 2-center study, we demonstrate that free-breathing 3D SSFP CMRA can visualize long continuous segments of coronary vessels with highly reproducible measurements of luminal diameter.
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We show that a flex-price two-sector open economy DSGE model can explain the poor degree of international risk sharing and exchange rate disconnect. We use a suite of model evaluation measures and examine the role of (i) traded and non-traded sectors; (ii) financial market incompleteness; (iii) preference shocks; (iv) deviations from UIP condition for the exchange rates; and (v) creditor status in net foreign assets. We find that there is a good case for both traded and non-traded productivity shocks as well as UIP deviations in explaining the puzzles.
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Strong hysteresis in the labour market (see Cross, 1995) requires workers to be heterogeneous in terms of the cost of hiring and firing. We show how such heterogeneity arises naturally in labour markets due to differences in workers’ age by showing that both the hiring and the firing thresholds for productivity are age dependent. The presence of strong hysteresis does not for this reason depend on ad-hoc differences in the cost of hiring and firing workers.
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Functional connectivity in human brain can be represented as a network using electroencephalography (EEG) signals. These networks--whose nodes can vary from tens to hundreds--are characterized by neurobiologically meaningful graph theory metrics. This study investigates the degree to which various graph metrics depend upon the network size. To this end, EEGs from 32 normal subjects were recorded and functional networks of three different sizes were extracted. A state-space based method was used to calculate cross-correlation matrices between different brain regions. These correlation matrices were used to construct binary adjacency connectomes, which were assessed with regards to a number of graph metrics such as clustering coefficient, modularity, efficiency, economic efficiency, and assortativity. We showed that the estimates of these metrics significantly differ depending on the network size. Larger networks had higher efficiency, higher assortativity and lower modularity compared to those with smaller size and the same density. These findings indicate that the network size should be considered in any comparison of networks across studies.
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Intracardiac organization indices such as atrial fibril- lation (AF) cycle length (AFCL) have been used to track the efficiency of stepwise catheter ablation (step-CA) of long-standing persistent AF (pers-AF), however, with lim- ited success. The timing between nearby bipolar intracar- diac electrograms (EGMs) reflects the spatial dynamics of wavelets during AF. The extent of synchronization between EGMs is an indirect measure of AF spatial organization. The synchronization between nearby EGMs during step- CA of pers-AF was evaluated using new indices based on the cross-correlation. The first one (spar(W)) quantifies the sparseness of the cross-correlation of local activation times. The second one (OI(W)) reflects the local concen- tration around the largest peak of the cross-correlation. By computing their relative evolution during step-CA until AF termination (AF-term), we found that OI(W) appeared su- perior to AFCL and spar(W) to track the effect of step-CA "en route" to AF-term.
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We explore in depth the validity of a recently proposed scaling law for earthquake inter-event time distributions in the case of the Southern California, using the waveform cross-correlation catalog of Shearer et al. Two statistical tests are used: on the one hand, the standard two-sample Kolmogorov-Smirnov test is in agreement with the scaling of the distributions. On the other hand, the one-sample Kolmogorov-Smirnov statistic complemented with Monte Carlo simulation of the inter-event times, as done by Clauset et al., supports the validity of the gamma distribution as a simple model of the scaling function appearing on the scaling law, for rescaled inter-event times above 0.01, except for the largest data set (magnitude greater than 2). A discussion of these results is provided.
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BACKGROUND: The Multiple Sclerosis International Quality Of Life (MusiQoL) questionnaire, a 31-item, multidimensional, self-administrated questionnaire that is available in 14 languages including Spanish, has been validated using a large international sample. We investigated the validity and reliability of the Spanish version of MusiQoL in Spain. METHODS: Consecutive patients with different types and severities of multiple sclerosis (MS) were recruited from 22 centres across Spain. All patients completed the MusiQoL questionnaire, the 36-Item Short Form (SF-36) health survey, and a symptoms checklist at baseline and 21 days later. External validity, internal consistency, reliability and reproducibility were tested. RESULTS: A total of 224 Spanish patients were evaluated. Dimensions of MusiQoL generally demonstrated a high internal consistency (Cronbach's alpha: 0.70-0.92 for all but two MusiQoL domain scores). External validity testing revealed that the MusiQoL index score correlated significantly with all SF-36 dimension scores (Pearson's correlation: 0.46-0.76), reproducibility was satisfactory (intraclass correlation coefficient: 0.60-0.91), acceptability was high, and the time taken to complete the 31-item questionnaire was reasonable (mean [standard deviation]: 9.8 [11.8] minutes). CONCLUSIONS: The Spanish version of the MusiQoL questionnaire appears to be a valid and reliable instrument for measuring quality of life in patients with MS in Spain and constitutes a useful instrument to measure health-related quality of life in the clinical setting.
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Remote sensing and geographical information technologies were used to discriminate areas of high and low risk for contracting kala-azar or visceral leishmaniasis. Satellite data were digitally processed to generate maps of land cover and spectral indices, such as the normalised difference vegetation index and wetness index. To map estimated vector abundance and indoor climate data, local polynomial interpolations were used based on the weightage values. Attribute layers were prepared based on illiteracy and the unemployed proportion of the population and associated with village boundaries. Pearson's correlation coefficient was used to estimate the relationship between environmental variables and disease incidence across the study area. The cell values for each input raster in the analysis were assigned values from the evaluation scale. Simple weighting/ratings based on the degree of favourable conditions for kala-azar transmission were used for all the variables, leading to geo-environmental risk model. Variables such as, land use/land cover, vegetation conditions, surface dampness, the indoor climate, illiteracy rates and the size of the unemployed population were considered for inclusion in the geo-environmental kala-azar risk model. The risk model was stratified into areas of "risk"and "non-risk"for the disease, based on calculation of risk indices. The described approach constitutes a promising tool for microlevel kala-azar surveillance and aids in directing control efforts.
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Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of one of the biggest financial markets such as the New York Stock Exchange (NYSE). However, there is not a signi cant amount of academic literature devoted to it due to the private nature of investment banks and hedge funds. This projects aims to review the literature and discuss the models available in a subject that publications are scarce and infrequently. We review the basic and fundamental mathematical concepts needed for modeling financial markets such as: stochastic processes, stochastic integration and basic models for prices and spreads dynamics necessary for building quantitative strategies. We also contrast these models with real market data with minutely sampling frequency from the Dow Jones Industrial Average (DJIA). Quantitative strategies try to exploit two types of behavior: trend following or mean reversion. The former is grouped in the so-called technical models and the later in the so-called pairs trading. Technical models have been discarded by financial theoreticians but we show that they can be properly cast into a well defined scientific predictor if the signal generated by them pass the test of being a Markov time. That is, we can tell if the signal has occurred or not by examining the information up to the current time; or more technically, if the event is F_t-measurable. On the other hand the concept of pairs trading or market neutral strategy is fairly simple. However it can be cast in a variety of mathematical models ranging from a method based on a simple euclidean distance, in a co-integration framework or involving stochastic differential equations such as the well-known Ornstein-Uhlenbeck mean reversal ODE and its variations. A model for forecasting any economic or financial magnitude could be properly defined with scientific rigor but it could also lack of any economical value and be considered useless from a practical point of view. This is why this project could not be complete without a backtesting of the mentioned strategies. Conducting a useful and realistic backtesting is by no means a trivial exercise since the \laws" that govern financial markets are constantly evolving in time. This is the reason because we make emphasis in the calibration process of the strategies' parameters to adapt the given market conditions. We find out that the parameters from technical models are more volatile than their counterpart form market neutral strategies and calibration must be done in a high-frequency sampling manner to constantly track the currently market situation. As a whole, the goal of this project is to provide an overview of a quantitative approach to investment reviewing basic strategies and illustrating them by means of a back-testing with real financial market data. The sources of the data used in this project are Bloomberg for intraday time series and Yahoo! for daily prices. All numeric computations and graphics used and shown in this project were implemented in MATLAB^R scratch from scratch as a part of this thesis. No other mathematical or statistical software was used.
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INTRODUCTION Chronic low-grade inflammation and immune activation may persist in HIV patients despite effective antiretroviral therapy (ART). These abnormalities are associated with increased oxidative stress (OS). Bilirubin (BR) may have a beneficial role in counteracting OS. Atazanavir (ATV) inhibits UGT1A1, thus increasing unconjugated BR levels, a distinctive feature of this drug. We compared changes in OS markers in HIV patients on ATV/r versus efavirenz (EFV)-based first-line therapies. MATERIALS AND METHODS Cohort of the Spanish Research Network (CoRIS) is a multicentre, open, prospective cohort of HIV-infected patients naïve to ART at entry and linked to a biobank. We identified hepatitis C virus/hepatitis B virus (HCV/HBV) negative patients who started first-line ART with either ATV/r or EFV, had a baseline biobank sample and a follow-up sample after at least nine months of ART while maintaining initial regimen and being virologically suppressed. Lipoprotein-associated Phospholipase A2 (Lp-PLA2), Myeloperoxidase (MPO) and Oxidized LDL (OxLDL) were measured in paired samples. Marker values at one year were interpolated from available data. Multiple imputations using chained equations were used to deal with missing values. Change in the OS markers was modelled using multiple linear regressions adjusting for baseline marker values and baseline confounders. Correlations between continuous variables were explored using Pearson's correlation tests. RESULTS 145 patients (97 EFV; 48 ATV/r) were studied. Mean (SD) baseline values for OS markers in EFV and ATV/r groups were: Lp-PLA2 [142.2 (72.8) and 150.1 (92.8) ng/mL], MPO [74.3 (48.2) and 93.9 (64.3) µg/L] and OxLDL [76.3 (52.3) and 82.2 (54.4) µg/L]. After adjustment for baseline variables patients on ATV/r had a significant decrease in Lp-PLA2 (estimated difference -16.3 [CI 95%: -31.4, -1.25; p=0.03]) and a significantly lower increase in OxLDL (estimated difference -21.8 [-38.0, -5.6; p<0.01] relative to those on EFV, whereas no differences in MPO were found. Adjusted changes in BR were significantly higher for the ATV/r group (estimated difference 1.33 [1.03, 1.52; p<0.01]). Changes in BR and changes in OS markers were significantly correlated. CONCLUSIONS In virologically suppressed patients on stable ART, OS was lower in ATV/r-based regimens compared to EFV. We hypothesize these changes could be in part attributable to increased BR plasma levels.
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BACKGROUND: The Foot and Ankle Ability Measure (FAAM) is a self reported questionnaire for patients with foot and ankle disorders available in English, German, and Persian. This study plans to translate the FAAM from English to French (FAAM-F) and assess the validity and reliability of this new version.METHODS: The FAAM-F Activities of Daily Living (ADL) and sports subscales were completed by 105 French-speaking patients (average age 50.5 years) presenting various chronic foot and ankle disorders. Convergent and divergent validity was assessed by Pearson's correlation coefficients between the FAAM-F subscales and the SF-36 scales: Physical Functioning (PF), Physical Component Summary (PCS), Mental Health (MH) and Mental Component Summary (MCS). Internal consistency was calculated by Cronbach's Alpha (CA). To assess test re-test reliability, 22 patients filled out the questionnaire a second time to estimate minimal detectable changes (MDC) and intraclass correlation coefficients (ICC).RESULTS: Correlations for FAAM-F ADL subscale were 0.85 with PF, 0.81 with PCS, 0.26 with MH, 0.37 with MCS. Correlations for FAAM-F Sports subscale were 0.72 with PF, 0.72 with PCS, 0.21 with MH, 0.29 with MCS. CA estimates were 0.97 for both subscales. Respectively for the ADL and Sports subscales, ICC were 0.97 and 0.94, errors for a single measure were 8 and 10 points at 95% confidence and the MDC values at 95% confidence were 7 and 18 points.CONCLUSION: The FAAM-F is valid and reliable for the self-assessment of physical function in French-speaking patients with a wide range of chronic foot and ankle disorders.