Contagion in financial networks: a network theory and agent-based approaches to modeling the spread of risk in financial systems

Esta dissertação estuda a propagação de crises sobre o sistema financeiro. Mais especi- ficamente, busca-se desenvolver modelos que permitam simular como um determinado choque econômico atinge determinados agentes do sistema financeiro e apartir dele se propagam, transformando-se em um problema sistêmico. A dissertação é dividida em dois capítulos,além da introdução. O primeiro capítulo desenvolve um modelo de propa- gação de crises em fundos de investimento baseado em ciência das redes.Combinando dois modelos de propagação em redes financeiras, um simulando a propagação de perdas em redes bipartites de ativos e agentes financeiros e o outro simulando a propagação de perdas em uma rede de investimentos diretos em quotas de outros agentes, desenvolve-se um algoritmo para simular a propagação de perdas através de ambos os mecanismos e utiliza-se este algoritmo para simular uma crise no mercado brasileiro de fundos de investimento. No capítulo 2,desenvolve-se um modelo de simulação baseado em agentes, com agentes financeiros, para simular propagação de um choque que afeta o mercado de operações compromissadas.Criamos também um mercado artificial composto por bancos, hedge funds e fundos de curto prazo e simulamos a propagação de um choque de liquidez sobre um ativo de risco securitizando utilizado para colateralizar operações compromissadas dos bancos.

Solid phase microextraction, mass spectrometry and metabolomic approaches for detection of potential urinary cancer biomarkers: a powerful strategy for breast cancer diagnosis

A sensitive assay to identify volatile organic metabolites (VOMs) as biomarkers that can accurately diagnose the onset of breast cancer using non-invasively collected clinical specimens is ideal for early detection. Therefore the aim of this study was to establish the urinary metabolomic profile of breast cancer patients and healthy individuals (control group) and to explore the VOMs as potential biomarkers in breast cancer diagnosis at early stage. Solid-phase microextraction (SPME) using CAR/PDMS sorbent combined with gas chromatography–mass spectrometry was applied to obtain metabolomic information patterns of 26 breast cancer patients and 21 healthy individuals (controls). A total of seventy-nine VOMs, belonging to distinct chemical classes, were detected and identified in control and breast cancer groups. Ketones and sulfur compounds were the chemical classes with highest contribution for both groups. Results showed that excretion values of 6 VOMs among the total of 79 detected were found to be statistically different (p < 0.05). A significant increase in the peak area of (−)-4-carene, 3-heptanone, 1,2,4-trimethylbenzene, 2-methoxythiophene and phenol, in VOMs of cancer patients relatively to controls was observed. Statiscally significant lower abundances of dimethyl disulfide were found in cancer patients. Bioanalytical data were submitted to multivariate statistics [principal component analysis (PCA)], in order to visualize clusters of cases and to detect the VOMs that are able to differentiate cancer patients from healthy individuals. Very good discrimination within breast cancer and control groups was achieved. Nevertheless, a deep study using a larger number of patients must be carried out to confirm the results.

Air velocity and exposure time to ventilation affect body surface and rectal temperature of broiler chickens

Increasing air movement over poultry by using fans (ventilation) has become an accepted means of reducing environmental heat stress over the last several years. The purpose of this study was to evaluate the effect of air velocity and exposure time to ventilation on body surface and rectal temperature of broiler chickens. Male broiler chickens aged 36-42 days were placed in individual wire cages and exposed to five different air velocities (5.7, 4.2, 3.1, 2.4, or 1.8 m/sec). Throughout the experiment head, back, leg, and rectal temperatures were monitored every 10 min during a 30-min period for each air velocity. The data showed that exposure time to the wind affected (P<.05) leg and body temperature, with a rapid reduction being observed during the first 10 min. There was a reduction in leg temperature with air velocity of 2 m/sec; however, air velocity lower than 4.5 m/sec was not effective in decreasing head and back temperature. The results suggest that air velocity of 2 m/sec, in air temperature of 29 degrees C, improves heat loss in the birds. The data also indicate that exposure time to ventilation seems to be a critical point in the maintenance of bird thermal homeostasis.

Response surface models to predict broiler performance and applications for economic analysis

A study was carried out to elaborate response surface models using broiler performance data recovered from literature in order to predict performance and elaborate economic analyses. Nineteen studies published between 1995 and 2005 were retrieved using the systematic literature review method. Weight gain and feed conversion data were collected from eight studies that fulfilled the pre-established inclusion criteria, and a response surface model was adjusted using crude protein, environmental temperature, and age as independent variables. The models produced for weight gain (r² = 0.93) and feed conversion (r² = 0.85) were accurate, precise, and not biased. Protein levels, environmental temperature and age showed linear and quadratic effects on weight gain and feed conversion. There was no interaction between protein level and environmental temperature. Age and crude protein showed interaction for weight gain and feed conversion, whereas interaction between age and temperature was detected only for weight gain. It was possible to perform economic analyses to determine maximum profit as a function of the variables that were included in the model. It was concluded that the response surface models are effective to predict the performance of broiler chickens and allow the elaboration of economic analyses to optimize profit.

Environmental Fate of Neonicotinoids and Classification of Their Potential Risks to Hypogean, Epygean, and Surface Water Ecosystems in Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Voltammetric Studies of Cobalt Hexacyanoferrate Formed on the Titanium (IV) Phosphate Surface and its Application to the Determination of Sulfite

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

A marker-and-cell approach to free surface 2-D multiphase flows

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Bioinformatical and in vitro approaches to essential oil-induced matrix metalloproteinase inhibition

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Interfacial surface charge and free accessibility to the PLA(2)-active site-like region are essential requirements for the activity of Lys49 PLA(2) homologues

Lys49 phospholipase A(2) homologues are highly myotoxic and cause extensive tissue damage but do not display hydrolytic activity towards natural phospholipids. The binding of heparin, heparin derivatives and polyanionic compounds such as suramin result in partial inhibition (up to 60%) of the myotoxic effects due to a change in the overall charge of the interfacial surface. In vivo experiments demonstrate that polyethylene glycol inhibits more than 90% of the myotoxic effects without exhibiting secondary toxic effects. The crystal structure of bothropstoxin-I complexed with polyethylene glycol reveals that this inhibition is due to steric hindrance of the access to the PLA(2)-active site-like region. These two inhibitory pathways indicate the roles of the overall surface charge and free accessibility to the PLA2-active site-like region in the functioning of Lys49 phospholipases A(2) homologues. Molecular dynamics simulations, small angle X-ray scattering and structural analysis indicate that the oligomeric states both in solution and in the crystalline states of Lys49 phospholipases A2 are principally mediated by hydrophobic contacts formed between the interfacial surfaces. These results provide the framework for the potential application of both clinically approved drugs for the treatment of Viperidae snakebites. (c) 2006 Elsevier Ltd. All rights reserved.

Surface Roughness and Bacterial Adherence to Resin Composites and Ceramics

Purpose: The aim of this study was to evaluate the surface roughness and the in vitro adherence of Streptococcus mutans to indirect aesthetic restorative materials that are uncoated with saliva.Materials and Methods: Four groups of restorative materials were evaluated according to material type: (1) microparticulate feldspathic ceramic; (2) leucite-reinforced feldspathic ceramic; (3) microhybrid resin composite and (4) microfilled resin composite. Twenty standardised samples of each material were produced. Roughness analysis (Ra, n = 10) was performed using a roughness analyser. Adhesion tests (n = 10) were carried out in 24-well plates; colony-forming units (CFU/mL) were evaluated. The mean values of roughness (mu m) and adherence (CFU/mL) for each group were subjected to an analysis of variance and a Tukey test.Results: The leucite-reinforced feldspathic ceramic was rougher and presented higher bacterial adherence than the microparticulate feldspathic ceramic. The resin composites were similar with regard to surface roughness and bacterial adherence.Conclusions: The microhybrid and microfilled resin composites were similar and the leucite-reinforced feldspathic ceramic was rougher and presented higher bacterial adherence than the microparticulate feldspathic ceramic.

One-loop n-point equivalence among negative-dimensional, Mellin-Barnes and Feynman parametrization approaches to Feynman integrals

We show that at one-loop order, negative-dimensional, Mellin-Barnes (MB) and Feynman parametrization (FP) approaches to Feynman loop integral calculations are equivalent. Starting with a generating functional, for two and then for n-point scalar integrals, we show how to reobtain MB results, using negative-dimensional and FP techniques. The n-point result is valid for different masses, arbitrary exponents of propagators and dimension.

First quantized approaches to neutrino oscillations and second quantization

Neutrino oscillations are treated from the point of view of relativistic first quantized theories and compared to second quantized treatments. Within first quantized theories, general oscillation probabilities can be found for Dirac fermions and charged spin 0 bosons. A clear modification in the oscillation formulas can be obtained and its origin is elucidated and confirmed to be inevitable from completeness and causality requirements. The left-handed nature of created and detected neutrinos can also be implemented in the first quantized Dirac theory in the presence of mixing; the probability loss due to the changing of initially left-handed neutrinos to the undetected right-handed neutrinos can be obtained in analytic form. Concerning second quantized approaches, it is shown in a calculation using virtual neutrino propagation that both neutrinos and antineutrinos may also contribute as intermediate particles. The sign of the contributing neutrino energy may have to be chosen explicitly without being automatic in the formalism. At last, a simple second quantized description of the flavor oscillation phenomenon is devised. In this description there is no interference terms between positive and negative components, but it still gives simple normalized oscillation probabilities. A new effect appearing in this context is an inevitable but tiny violation of the initial flavor of neutrinos. The probability loss due to the conversion of left-handed neutrinos to right-handed neutrinos is also presented.

Interaction of pathogenic fungi with host cells: Molecular and cellular approaches

This review provides an overview of several molecular and cellular approaches that are likely to supply insights into the host-fungus interaction. Fungi present intra- and/or extracellular host-parasite interfaces, the parasitism phenomenon being dependent on complementary surface molecules. The entry of the pathogen into the host cell is initiated by the fungus adhering to the cell surface, which generates an uptake signal that may induce its cytoplasmatic internalization. Furthermore, microbial pathogens use a variety of their surface molecules to bind to host extracellular matrix (ECM) components to establish an effective infection. on the other hand, integrins mediate the tight adhesion of cells to the ECM at sites referred to as focal adhesions and also play a role in cell signaling. The phosphorylation process is an important mechanism of cell signaling and regulation; it has been implicated recently in defense strategies against a variety of pathogens that alter host-signaling pathways in order to facilitate their invasion and survival within host cells. The study of signal transduction pathways in virulent fungi is especially important in view of their putative role in the regulation of pathogenicity. This review discusses fungal adherence, changes in cytoskeletal organization and signal transduction in relation to host-fungus interaction. (c) 2005 Federation of European Microbiological Societies. Published by Elsevier B.V. All rights reserved.