A (semi-)parametric functional coefficient autoregressive conditional duration model

In this paper, we propose a class of ACD-type models that accommodates overdispersion, intermittent dynamics, multiple regimes, and sign and size asymmetries in financial durations. In particular, our functional coefficient autoregressive conditional duration (FC-ACD) model relies on a smooth-transition autoregressive specification. The motivation lies on the fact that the latter yields a universal approximation if one lets the number of regimes grows without bound. After establishing that the sufficient conditions for strict stationarity do not exclude explosive regimes, we address model identifiability as well as the existence, consistency, and asymptotic normality of the quasi-maximum likelihood (QML) estimator for the FC-ACD model with a fixed number of regimes. In addition, we also discuss how to consistently estimate using a sieve approach a semiparametric variant of the FC-ACD model that takes the number of regimes to infinity. An empirical illustration indicates that our functional coefficient model is flexible enough to model IBM price durations.

An evolving possibilistic fuzzy modeling approach for value-at-risk estimation

Market risk exposure plays a key role for nancial institutions risk management. A possible measure for this exposure is to evaluate losses likely to incurwhen the price of the portfolio's assets declines using Value-at-Risk (VaR) estimates, one of the most prominent measure of nancial downside market risk. This paper suggests an evolving possibilistic fuzzy modeling approach for VaR estimation. The approach is based on an extension of the possibilistic fuzzy c-means clustering and functional fuzzy rule-based modeling, which employs memberships and typicalities to update clusters and creates new clusters based on a statistical control distance-based criteria. ePFM also uses an utility measure to evaluate the quality of the current cluster structure. Computational experiments consider data of the main global equity market indexes of United States, London, Germany, Spain and Brazil from January 2000 to December 2012 for VaR estimation using ePFM, traditional VaR benchmarks such as Historical Simulation, GARCH, EWMA, and Extreme Value Theory and state of the art evolving approaches. The results show that ePFM is a potential candidate for VaR modeling, with better performance than alternative approaches.

A Methodology for Building Service-Oriented Applications in the Presence of Non-Functional Properties

This thesis presents ⇡SOD-M (Policy-based Service Oriented Development Methodology), a methodology for modeling reliable service-based applications using policies. It proposes a model driven method with: (i) a set of meta-models for representing non-functional constraints associated to service-based applications, starting from an use case model until a service composition model; (ii) a platform providing guidelines for expressing the composition and the policies; (iii) model-to-model and model-to-text transformation rules for semi-automatizing the implementation of reliable service-based applications; and (iv) an environment that implements these meta-models and rules, and enables the application of ⇡SOD-M. This thesis also presents a classification and nomenclature for non-functional requirements for developing service-oriented applications. Our approach is intended to add value to the development of service-oriented applications that have quality requirements needs. This work uses concepts from the service-oriented development, non-functional requirements design and model-driven delevopment areas to propose a solution that minimizes the problem of reliable service modeling. Some examples are developed as proof of concepts

Multidisciplinary treatment approach for crown fracture and crown-root fracture - a case report

The increased incidence of traumatic injuries to anterior teeth is a consequence of leisure activities, where the most common injuries are crown fractures. Treatment of the dental trauma is complex and requires a comprehensive and accurate diagnostic and treatment plan. It is also important to consider the biological, functional, esthetic and economic aspects, as well as the patient's desire. The purpose of this article is to report a case that shows the multidisciplinary approach required to successfully manage the rehabilitation of a maxillary central incisor with a complex crown fracture and a maxillary lateral incisor, that at first presented an oblique crown-root fracture, and after the orthodontic extrusion, suffered a more apical new crown-root fracture.

Multidisciplinary approach for the treatment of a complicated crown-root fracture in a young patient: A case report

Crown-root fractures in permanent teeth cause esthetic and functional problems. This paper reports the case of a complicated crown-root fracture in the maxillary right central inc sor of a young patient who was treated with a multidisciplinary approach in two phases. A modified Widman flap, root canal therapy, glass fiber post cementation, and adhesive tooth fragment reattachment were performed shortly after an accident. Satisfactory esthetic and functional outcomes were obtained. However, the patient did not attend follow-up visits and returned after 7 years. During this second phase, the clinical and radiographic examination showed stability and adaptation of the fragment and good periodontal health conditions, but crown darkening and a radiolucent image associated with the root apex of the fractured tooth were also observed. The periapical lesion was surgically removed by apicoectomy, and the esthetics were recovered with a direct composite res n veneer on the traumatized tooth. (Quintessence Int 2011;42:729-735)

Treatment of a severe dental lateral luxation associated with extrusion in an 8-month-old baby: a conservative approach

This case report documents the trauma and follow-up care of lateral luxation associated with extrusion of the lower central incisors in an 8-month-old patient. The teeth were repositioned by digital pressure and stabilized using proximal sutures. Clinical and radiographic follow-up 40 months after the injury showed alterations in both incisors, but both remained functional and free of pathology.

Multidisciplinary approach for the aesthetic treatment of maxillary lateral incisors agenesis: thinking about implants?

Missing maxillary lateral incisors create an esthetic problem with specific orthodontic and prosthetic considerations. Implants are commonly used to replace congenitally missing lateral incisors in adolescent orthodontic patients. However, an interdisciplinary approach should be observed during the diagnosis, prognosis, and treatment plan to provide a result with good predictability and meet the esthetic and functional expectations of the patient. The present study describes a case of a young patient with tooth agenesis of maxillary lateral incisors, which was conducted with an integrated planning. After 5-year follow-up of 2 fixed implant-supported prostheses, clinical and radiographic examination showed the treatment to be successful. (Oral Surg Oral Med Oral Pathol Oral Radiol 2012;114:e22-e28)

Functional aspects of floral nectar secretion of Ananas ananassoides, an ornithophilous bromeliad from the Brazilian savanna

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

Functional characterization and target discovery of glycoside hydrolases from the digestome of the lower termite Coptotermes gestroi

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Ontogenetic diet shifts of a Neotropical catfish, Pimelodus maculatus (Siluriformes, Pimelodidae): An ecomorphological approach

This study analyses the ontogenetic diet shifts of a Neotropical catfish, Pimelodus maculatus ( Siluriformes, Pimelodidae), from an ecomorphological standpoint. We collected 241 individuals in the Piracicaba River ( Brazil) and, in the laboratory, seven morphometric variables were recorded from each specimen: standard length (SL), body depth, head length, snout length, eye diameter, mouth height and mouth width. After standardizing these measurements ( as a proportion of SL), linear regressions were run to determine whether their growth was isometric or allometric in relation to SL. The diet analysis shows that the main food item for fish in the smaller size classes is aquatic insects, while the largest individuals feed mainly on other fish. As the great majority of the morphometric variables analyzed showed isometric growth as a function of SL - which means that these fish do not change their shape significantly during their lives - the ontogenetic diet shifts may be seen as a consequence of the absolute size increment of their mouth gape, which allows individuals to maximize their energetic gain by ingesting larger prey with a higher caloric content.

A mass-transportation approach to a one dimensional fluid mechanics model with nonlocal velocity

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

Dressed coordinates: the path-integral approach

The recently introduced dressed coordinates are studied in the path-integral approach. These coordinates are defined in the context of a harmonic oscillator linearly coupled to massless scalar field and it is shown that in this model the dressed coordinates appear as a coordinate transformation preserving the path-integral functional measure. The analysis also generalizes the sum rules established in a previous work. (c) 2006 Elsevier B.V. All rights reserved.

Path integral approach to the full Dicke model

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

Very Intense Distinct Blue and Red Photoluminescence Emission in MgTiO3 Thin Films Prepared by the Polymeric Precursor Method: An Experimental and Theoretical Approach

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

PR gene families of citrus: their organ specific-biotic and abiotic inducible expression profiles based on ESTs approach

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)