933 resultados para Modelo de risco proporcional de cox.


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Os depósitos sem vencimento são uma importante fonte de funding das instituições financeiras, e apresentam um desafio na gestão dos riscos de juros e liquidez, por não apresentarem um vencimento definido. Os depositantes podem sacar o montante de suas aplicações, bem como aportar novos volumes, a qualquer tempo sem a incidência de penalidades. Atualmente não há um modelo regulatório padronizado para mensurar o risco de juros desses produtos, bem como seu requerimento de capital. No entanto, novas regulamentações tem surgido com o intuito de, dentre outras coisas, trazer certa padronização para a modelagem dos depósitos sem vencimento, aumentando a comparabilidade do perfil de risco entre instituições financeiras. Essas regulamentações aumentam a necessidade de modelos quantitativos que definam um perfil de run-off da carteira ou de evolução dessa carteira no tempo. Este estudo tem como objetivo propor uma abordagem para modelar os fluxos de caixa esperados dos depósitos de poupança que possibilitará calcular o risco de mercado e apresentar sua aplicação dentro das novas normas de requerimento de capital que estão sendo propostas. Como resultado calculamos o risco de mercado e requerimento de capital para um balanço teórico.

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A análise do galgamento de estruturas portuárias não só é importante para a avaliação da segurança de bens, pessoas e equipamentos e das atividades junto a elas desenvolvidas, como também a nível económico e financeiro. A finalidade deste trabalho é a aplicação da metodologia desenvolvida pelo Laboratório Nacional de Engenharia Civil (LNEC) para a avaliação do risco de galgamento de estruturas portuárias ao Porto de Ponta Delgada, Açores, num período de dois anos (2011 e 2012), para cinco secções nele enquadradas. A metodologia desenvolvida ao longo desde trabalho apresenta como componentes essenciais a caraterização da agitação marítima a que estão sujeitas as secções em estudo e o cálculo do caudal médio de galgamento por metro linear de estrutura. Estas duas variáveis, inicialmente estudadas e indispensáveis neste trabalho, são obtidas com base em dados de agitação marítima em águas profundas fornecidas pelo modelo regional de previsão de agitação WAVEWATCH III, que, acoplado ao modelo espetral SWAN e ao modelo de declive suave DREAMS, permite a obtenção da agitação marítima incidente na entrada do porto e no seu interior, respetivamente. Os resultados do modelo SWAN são validados mediante uma comparação com dados medidos in situ pela boia ondógrafo localizada ao largo da zona em estudo. Os parâmetros de agitação marítima obtidos para as cinco secções em análise permitem determinar o caudal médio de galgamento, com recurso à ferramenta NN_OVERTOPPING, baseada em redes neuronais.Em seguida, como resultado da combinação entre os valores de probabilidades e de consequências associadas, quando ultrapassado um determinado caudal médio de galgamento admissível anteriormente estabelecido para cada zona em estudo, é obtido um grau de risco de galgamento para cada zona analisada, o que permite criar um mapa de risco que servirá de informação para o planeamento de operações e de futuras intervenções nessa envolvente.

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This research aims to understand the factors that influence intention to online purchase of consumers, and to identify between these factors those that influence the users and the nonusers of electronic commerce. Thus, it is an applied, exploratory and descriptive research, developed in a quantitative model. Data collection was done through a questionnaire administered to a sample of 194 graduate students from the Centre for Applied Social Sciences of UFRN and data analysis was performed using descriptive statistics, confirmatory factorial analysis and simple and multiple linear regression analysis. The results of descriptive statistics revealed that respondents in general and users of electronic commerce have positive perceptions of ease of use, usefulness and social influence about buying online, and intend to make purchases on Internet over the next six months. As for the non-users of electronic commerce, they do not trust the Internet to transact business, have negative perceptions of risk and social influence over purchasing online, and does not intend to make purchases on Internet over the next six months. Through confirmatory factorial analysis six factors were set up: behavioral intention, perceived ease of use, perceived usefulness, perceived risk, trust and social influence. Through multiple regression analysis, was observed that all these factors influence online purchase intentions of respondents in general, that only the social influence does not influence the intention to continue buying on the Internet from users of electronic commerce, and that only trust and social influence affect the intention to purchase online from non-users of electronic commerce. Through simple regression analysis, was found that trust influences perceptions of ease of use, usefulness and risk of respondents in general and users of electronic commerce, and that trust does not influence the perceptions of risk of non-users of electronic commerce. Finally, it was also found that the perceived ease of use influences perceived usefulness of the three groups. Given this scenario, it was concluded that it is extremely important that organizations that work with online sales know the factors that influence consumers purchasing intentions in order to gain space in their market

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This work demonstrates the importance of using tools used in geographic information systems (GIS) and spatial data analysis (SDA) for the study of infectious diseases. Analysis methods were used to describe more fully the spatial distribution of a particular disease by incorporating the geographical element in the analysis. In Chapter 1, we report the historical evolution of these techniques in the field of human health and use Hansen s disease (leprosy) in Rio Grande do Norte as an example. In Chapter 2, we introduced a few basic theoretical concepts on the methodology and classified the types of spatial data commonly treated. Chapters 3 and 4 defined and demonstrated the use of the two most important techniques for analysis of health data, which are data point processes and data area. We modelled the case distribution of Hansen s disease in the city of Mossoró - RN. In the analysis, we used R scripts and made available routines and analitical procedures developed by the author. This approach can be easily used by researchers in several areas. As practical results, major risk areas in Mossoró leprosy were detected, and its association with the socioeconomic profile of the population at risk was found. Moreover, it is clearly shown that his approach could be of great help to be used continuously in data analysis and processing, allowing the development of new strategies to work might increase the use of such techniques in data analysis in health care

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The dyslipidemia and excess weight in adolescents, when combined, suggest a progression of risk factors for cardiovascular disease (CVD). Besides these, the dietary habits and lifestyle have also been considered unsuitable impacting the development of chronic diseases. The study objectives were: (1) estimate the prevalence of lipid profile and correlate with body mass index (BMI), waist circumference (WC) and waist / height ratio (WHR) in adolescents, considering the maturation sexual, (2) know the sources of variance in the diet and the number of days needed to estimate the usual diet of adolescents and (3) describe the dietary patterns and lifestyle of adolescents, family history of CVD and age correlates them with the patterns of risk for CVD, adjusted for sexual maturation. A cross-sectional study was performed with 432 adolescents, aged 10-19 years from public schools of the Natal city, Brazil. The dyslipidemias were evaluated considering the lipid profile, the index of I Castelli (TC / HDL) and II (LDL / HDL) and non-HDL cholesterol. Anthropometric indicators were BMI, WC and WHR. The intake of energy, nutrients including fiber, fatty acids and cholesterol was estimated from two 24-hour recalls (24HR). The variables of lipid profile, anthropometric and clinical data were used in the models of Pearson correlation and linear regression, considering the sexual maturation. The variance ratio of the diet was calculated from the component-person variance, determined by analysis of variance (ANOVA). The definition of the number of days to estimate the usual intake of each nutrient was obtained by taking the hypothetical correlation (r) ≥ 0.9, between nutrient intake and the true observed. We used the principal component analysis as a method of extracting factors that 129 accounted for the dependent variables and known cardiovascular risk obtained from the lipid profile, the index for Castelli I and II, non-HDL cholesterol, BMI, and WC the WHR. Dietary patterns and lifestyle were obtained from the independent variables, based on nutrients consumed and physical activity weekly. In the study of principal component analysis (PCA) was investigated associations between the patterns of cardiovascular risk factors in dietary patterns and lifestyle, age and positive family history of CVD, through bivariate and multiple logistic regression adjusted for sexual maturation. The low HDL-C dyslipidemia was most prevalent (50.5%) for adolescents. Significant correlations were observed between hypercholesterolemia and positive family history of CVD (r = 0.19, p <0.01) and hypertriglyceridemia with BMI (r = 0.30, p <0.01), with the CC (r = 0.32, p <0.01) and WHR (r = 0.33, p <0.01). The linear model constructed with sexual maturation, age and BMI explained about 1 to 10.4% of the variation in the lipid profile. The sources of variance between individuals were greater for all nutrients in both sexes. The reasons for variances were  1 for all nutrients were higher in females. The results suggest that to assess the diet of adolescents with greater precision, 2 days would be enough to R24h consumption of energy, carbohydrates, fiber, saturated and monounsaturated fatty acids. In contrast, 3 days would be recommended for protein, lipid, polyunsaturated fatty acids and cholesterol. Two cardiovascular risk factors as have been extracted in the ACP, referring to the dependent variables: the standard lipid profile (HDL-C and non-HDL cholesterol) and "standard anthropometric index (BMI, WC, WHR) with a power explaining 75% of the variance of the original data. The factors are representative of two independent variables led to dietary patterns, "pattern 130 western diet" and "pattern protein diet", and one on the lifestyle, "pattern energy balance". Together, these patterns provide an explanation power of 67%. Made adjustment for sexual maturation in males remained significant variables: the associations between puberty and be pattern anthropometric indicator (OR = 3.32, CI 1.34 to 8.17%), and between family history of CVD and the pattern lipid profile (OR = 2.62, CI 1.20 to 5.72%). In females adolescents, associations were identified between age after the first stage of puberty with anthropometric pattern (OR = 3.59, CI 1.58 to 8.17%) and lipid profile (OR = 0.33, CI 0.15 to 0.75%). Conclusions: The low HDL-C was the most prevalent dyslipidemia independent of sex and nutritional status of adolescents. Hypercholesterolemia was influenced by family history of CVD and sexual maturation, in turn, hypertriglyceridemia was closely associated with anthropometric indicators. The variance between the diets was greater for all nutrients. This fact reflected in a variance ratio less than 1 and consequently in a lower number of days requerid to estimate the usual diet of adolescents considering gender. The two dietary patterns were extracted and the pattern considered unhealthy lifestyle as healthy. The associations were found between the patterns of CVD risk with age and family history of CVD in the studied adolescents

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O cancro cítrico, causado pela bactéria Xanthomonas axonopodis pv. citri Valterin et alii 1995, é uma doença conhecida mundialmente e sempre constituiu séria ameaça para a citricultura brasileira. O objetivo do presente trabalho foi analisar as condições climáticas do Estado de São Paulo e desenvolver mapas de zonas de maior risco de epidemias de cancro cítrico. Foram utilizados dados meteorológicos referentes aos anos de 2002 a 2005, os quais foram baseados no modelo de previsão desenvolvido por Campbell & Madden (4) e Hau & Kranz (10). A freqüência dos dados foi horária e quando alguma estação apresentava falha, esses eram extrapolados da estação mais próxima. Foram contabilizados os índices de favorabilidade e posteriormente calculadas as porcentagens de dias favoráveis à ocorrência da doença no período de um ano. A partir destas informações, foram gerados os mapas temáticos do Estado de São Paulo, com a distribuição espacial da porcentagem de dias favoráveis à ocorrência de cancro cítrico. A região Noroeste do Estado foi a que apresentou a maior porcentagem de dias favoráveis à ocorrência de cancro cítrico.

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The nurses in the hemodialysis has an important role in the nursing process implementation, in the context of a theoretical referential. Among the nursing theories, highlights the Roy´s adaptations model, who considers a person as an holistic adaptive system that aims to adapt customers to different living conditions. Thus, it is believed that the Roy´s nursing process will guide nursing care to patients on dialysis. Therefore, the study aimed to analyze the nursing diagnosis present in patients with chronic kidney disease on hemodialysis based on the theoretical model of Roy and NANDA-International. Descriptive and cros-sectional study, performed at a dialysis center in a city in northeastern Brazil. Sample of 178 patients and consecutive sampling by convenience. Data collection ocurred from October/2011 until February/2012, through interview and physical examination forms. Data analysis was initiated by clinical reasoning, diagnosis judgment and similarity relation. Then, the data were entered into SPSS program, 16.0 version, generating descriptive statistics. The project was approved by the Ethics Research Committee (protocol nº 115/11) with a Presentation Certificate for Ethics Appreciation (in 0139.0.051.000-111) and was funded by the Universal edict MCT / CNPq 14/2010. The results revealed that most patients were male (52.2%), married (62.9%) and residents in the Natal´s metropolitan region (54.5%). The mean age was 46.6 years and the years of study, 8,5. Regarding nursing diagnosis obtained an average of 6.6, especially: Risk of Infection (100%), excessive fluid volume (99.4%) and hypothermia (61.8%). On the other hand the adaptive problems average was 6.4, and the most common: intracellular fluid retention (99.4%); Hyperkalemia (64.6%); Hypothermia (61.8%) and edema (53.9%). Were established 20 similarity relations between the NANDA-International nursing diagnosis and adaptive problems of Roy, namely: risk of falls / injury risk and potential for injury, impaired physical mobility and walking mobility and / or restricted coordination, dressing self-care deficit and loss of self-care ability; hypothermia and hypothermia; impaired skin integrity and impaired skin integrity; excessive fluid volume and intracellular fluid retention / Hyperkalemia / Hypocalcemia / edema; imbalanced nutrition: less than body requirements and Nutrition less than the body's needs; constipation and constipation, acute pain and acute pain, chronic pain and chronic pain, sensorial perception disturbed: visual, tactile and auditory disabilities and a primary sense: sight, hearing and tactile; sleep deprivation and insomnia, fatigue and intolerance to activities; ineffective self health and fails in the role; sexual dysfunction and sexual dysfunction; situational low self-esteem and low self-esteem, and diarrhea and diarrhea. We conclude that there is similarity between the typologies and was required a model´s analysis, because they present different ways to establish the nursing diagnosis. Moreover, the nursing process use, under the context of a theory and a classification system, subsidizes the care and contributes to the strengthening of nursing science

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The portfolio theory is a field of study devoted to investigate the decision-making by investors of resources. The purpose of this process is to reduce risk through diversification and thus guarantee a return. Nevertheless, the classical Mean-Variance has been criticized regarding its parameters and it is observed that the use of variance and covariance has sensitivity to the market and parameter estimation. In order to reduce the estimation errors, the Bayesian models have more flexibility in modeling, capable of insert quantitative and qualitative parameters about the behavior of the market as a way of reducing errors. Observing this, the present study aimed to formulate a new matrix model using Bayesian inference as a way to replace the covariance in the MV model, called MCB - Covariance Bayesian model. To evaluate the model, some hypotheses were analyzed using the method ex post facto and sensitivity analysis. The benchmarks used as reference were: (1) the classical Mean Variance, (2) the Bovespa index's market, and (3) in addition 94 investment funds. The returns earned during the period May 2002 to December 2009 demonstrated the superiority of MCB in relation to the classical model MV and the Bovespa Index, but taking a little more diversifiable risk that the MV. The robust analysis of the model, considering the time horizon, found returns near the Bovespa index, taking less risk than the market. Finally, in relation to the index of Mao, the model showed satisfactory, return and risk, especially in longer maturities. Some considerations were made, as well as suggestions for further work

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Outsourcing has emerged as one of the new ways of guiding the work. For its advantages and be consistent with the paradigms of managerial reform, outsourcing also started to be used in the Public Administration. However, taking into account the particularities of the latter, some issues are relevant when outsourcing concluded with the State. Gains notoriety, for example, the step of monitoring these contracts, to the extent that, from this activity, we can avoid the negative effects of outsourcing like the fact that the state will pay for labor and wage liens that are obligation of the company providing the services. This study aims to understand the perception that this process is under the Federal University of Rio Grande do Norte, from the point of view of different stakeholders, also explaining the motivations that these agents have to perform the supervisory process. As a theoretical basis was used the Agency Theory, which reinforces the supervisory activities as a necessary means to minimize moral hazard and adverse selection, seeking to understand not only the different motivations tax contracts to properly perform their duties, but also analyze other phenomena arising from this contractual relationship. To achieve the proposed objectives, were taken a literature review and a presentation of how to organize the management and oversight of contracts in UFRN. The methodological procedures included questionnaires and interviews with those involved in the process. After analyzing the results obtained in the survey instruments , and also based on the laws, regulations and instructions governing the procurement process within the UFRN, it was concluded that the process of overseeing the outsourcing of labor contracts in UFRN is not fully institutionalized, some points should be strengthened in order to have the consolidation of this process, highlighting the need for training of UFRN servers that act as tax, the knowledge that the contractual penalties are applied effectively, the need that there is a supervisor of tax of contractors and also the realization of the rotation system of outsourced employees

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Among the traits of economic importance to dairy cattle livestock those related to sexual precocity and longevity of the herd are essential to the success of the activity, because the stayability time of a cow in a herd is determined by their productive and reproductive lives. In Brazil, there are few studies about the reproductive efficiency of Swiss-Brown cows and no study was found using the methodology of survival analysis applied to this breed. Thus, in the first chapter of this study, the age at first calving from Swiss-Brown heifers was analyzed as the time until the event by the nonparametric method of Kaplan-Meier and the gamma shared frailty model, under the survival analysis methodology. Survival and hazard rate curves associated with this event were estimated and identified the influence of covariates on such time. The mean and median times at the first calving were 987.77 and 1,003 days, respectively, and significant covariates by the Log-Rank test, through Kaplan-Meier analysis, were birth season, calving year, sire (cow s father) and calving season. In the analysis by frailty model, the breeding values and the frailties of the sires (fathers) for the calving were predicted modeling the risk function of each cow as a function of the birth season as fixed covariate and sire as random covariate. The frailty followed the gamma distribution. Sires with high and positive breeding values possess high frailties, what means shorter survival time of their daughters to the event, i.e., reduction in the age at first calving of them. The second chapter aimed to evaluate the longevity of dairy cows using the nonparametric Kaplan-Meier and the Cox and Weibull proportional hazards models. It were simulated 10,000 records of the longevity trait from Brown-Swiss cows involving their respective times until the occurrence of five consecutive calvings (event), considered here as typical of a long-lived cow. The covariates considered in the database were age at first calving, herd and sire (cow s father). All covariates had influence on the longevity of cows by Log-Rank and Wilcoxon tests. The mean and median times to the occurrence of the event were 2,436.285 and 2,437 days, respectively. Sires that have higher breeding values also have a greater risk of that their daughters reach the five consecutive calvings until 84 months

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Bipolar disorder has been growing in several countries. It is a disease with high mortality and has been responsible by the social isolation of the patients. Bipolar patients have alterations in circadian timing system, showing a phase shift in various physiological variables. There are several arguments demonstrating alterations in circadian rhythms may be part of the bipolar disorder pathophysiology. Given the necessity for further elucidation, the goal of this study was to validate the forced desynchronization protocol as an animal model for bipolar disorder. To do this, Wistar rats were submitted to a forced desynchronization protocol which consists in a symmetrical light dark cycle with 22h. Under this protocol, rats dissociate the locomotor activity rhythm into two components: one synchronized to the light / dark cycle with 22h, and another component with period longer than 24 hours following the animal endogenous period. These rhythms with different periods sometimes there is coincidence, which we named CAP (Coincidence Active Phase) and the opposite phase, non-coincidence, called NCAP (Non-Concidence Active Phase). The hypothesis is that in CAP animals present a mania-like behavior and animals in NCAP depressive-like behavior. We found some evidence described in detail throughout this thesis. In sum, the animals under forced desynchronization protocol were more stressed, showed an increase in stereotypic behaviors such as grooming and reduction in other behaviors such as risk assessment and vertical exploration when compared to the control group. The CAP animals showed increased locomotor activity, especially during the dark phase when compared to controls (rats under T24) and less depressive behavior in the forced swim test. The animals in NCAP showed a higher anxiety in elevated plus maze, but they don t have ahnedonia. The animals under dissociation have more labeled 5HT1A cells at the amygdala area, which appoint that they have more amygdala inhibition. Taking these data together, we could partially validated the forced desynchronization protocol as an animal model for mood oscillations

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FUNDAMENTO: A hipertrofia ventricular esquerda é potente preditor de mortalidade em renais crônicos. Estudo prévio de nosso grupo mostrou que renais crônicos com menor escolaridade têm hipertrofia ventricular mais intensa. OBJETIVO: Ampliar estudo prévio e verificar se a hipertrofia ventricular esquerda pode justificar a associação entre escolaridade e mortalidade cardiovascular de pacientes em hemodiálise. MÉTODOS: Foram avaliados 113 pacientes entre janeiro de 2005 e março de 2008 e seguidos até outubro de 2010. Foram traçadas curvas de sobrevida comparando a mortalidade cardiovascular, e por todas as causas dos pacientes com escolaridade de até três anos (mediana da escolaridade) e pacientes com escolaridade igual ou superior a quatro anos. Foram construídos modelos múltiplos de Cox ajustados para as variáveis de confusão. RESULTADOS: Observou-se associação entre nível de escolaridade e hipertrofia ventricular. A diferença estatística de mortalidade de origem cardiovascular e por todas as causas entre os diferentes níveis de escolaridade ocorreu aos cinco anos e meio de seguimento. No modelo de Cox, a hipertrofia ventricular e a proteína-C reativa associaram-se à mortalidade por todas as causas e de origem cardiovascular. A etiologia da insuficiência renal associou-se à mortalidade por todas as causas e a creatinina associou-se à mortalidade de origem cardiovascular. A associação entre escolaridade e mortalidade perdeu significância estatística no modelo ajustado. CONCLUSÃO: Os resultados do presente trabalho confirmam estudo prévio e demonstram, ademais, que a maior mortalidade cardiovascular observada nos pacientes com menor escolaridadede ser explicada por fatores de risco de ordem bioquímica e de morfologia cardíaca.

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This study analysed the creation of businesses by entrepreneur women in the Currais Novos city, looking for verifying if they used making decision processes aligned to the Effectuation logic throughout the creation of their companies. To this, was accomplished a multiple cases and exploratory study, whit a qualitative approach of analyse, using the thematic life history technique that match accounts and semi-structured interview route, being accomplished like a long interview, where the researcher interact with the informer continuously. The semi-structured interview route was created by the adaptation of the interview route used by Tasic (2007). The present study appealed to a intentional selection of individuals in function of their importance in relation to the boarded theme. This means that the individuals were chosen in function of their social and theoretical representatively inside the considered situation. The participant individuals of this research were five entrepreneur women that act in the Currais Novos city, owners of five different companies. To the data treatment and analyse, was chosen the content analyse technique. This study worked with a priori theoretical categories. The categories of analyse in this study was obtained with base in the Effectuation approach (SARASVATHY, 2001a, 2001b, 2008), that is an alternative model of making decision to the classic model based in the causality principle. These categories are Clarity of Initial Aims , Tolerance to the Lost and Initials Investments , Control of Resources ( who I am , what I know and who I know ) and Promoting Over Contingencies . As result, the entrepreneur women researched, in a general way, hadn t clear initial aims at the companies creation moment, hadn t aversion to the risk to lose the time and the money that they were investing in the company in formation, they highlighted the products and services identity that offered with a strong link with Seridó region, they had experience in the field of activity in which they decided to open their companies, had the commitment of partners in the beginning of the business and they knew to transform the initial difficulties in opportunities. By the end, this study conclude that the entrepreneur women studied used, in a big part, making decision processes aligned to the Effectuation logic throughout the creation of their companies

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INTRODUCTION. Cardiovascular diseases (CVD) are the main cause of death in Brazil.OBJECTIVE. To evaluate the frequency of CVD risk factors In a population attending a health education community event.METHODS. Retrospective study that included 428 completed forms with clinical and demographic information of volunteers attending a public event, in May, 2006. Data were expressed by means and standard deviation or proportions and compared by Student's t test or Chi-square test. Associations between Arterial Hypertension (AH), Diabetes Mellitus (DM) and clinical variables were analyzed by multinomial logistic regression. Significance level was p<0.05.RESULTS. Mean age was 57 +/- 14years, and women represented 58% of the total population. The main cardiovascular risk factors were AH (39.5%), DM (15.4%) and dyslipidemia (25.89%). The frequency of unawareness about these risk factors was respectively 8.4%, 17.5% and 33.1%.. Family history of CVD was reported by 41% while only 67% reported having any information about DM or dyslipidemia. Among obese individuals (IMC >= 30 Kg/m2, 27.3% of the population), systolic blood pressure (133 +/- 16mmHg), diastolic blood pressure (84 +/- 11.5mmHg) and casual glycemia (124 +/- 52.5mg/dl) were higher when compared to non-obese (p<0.05). There was a significant association between obesity and dyslipidemia (p=0.04). Age and IMC were independently associated with AH and DM.CONCLUSION. The high frequency of modifiable cardiovascular risk factors in this population suggests the need for educational programs to promote primary prevention, mainly for the elderly and overweight. [Rev Assoc Med Bras 2009; 55(5): 606-10]

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