297 resultados para Granger
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Southwestern Africa's coastal marine mudbelt, a prominent Holocene sediment package, provides a valuable archive for reconstructing terrestrial palaeoclimates on the adjacent continent. While the origin of terrestrial inorganic material has been intensively studied, the sources of terrigenous organic material deposited in the mudbelt are yet unclear. In this study, plant wax derived n-alkanes and their compound-specific d13C in soils, flood deposits and suspension loads from regional fluvial systems and marine sediments are analysed to characterize the origin of terrestrial organic material in the southwest African mudbelt. Soils from different biomes in the catchments of the Orange River and small west coast rivers show on average distinct n-alkane distributions and compound-specific d13C values reflecting biome-specific vegetation types, most notably the winter rainfall associated Fynbos Biome of the southwestern Cape. In the fluvial sediment samples from the Orange River, changes in the n-alkane distributions and compound-specific d13C compositions reveal an overprint by local vegetation along the river's course. The smaller west coast rivers show distinct signals, reflecting their small catchment areas and particular vegetation communities. Marine surface sediments spanning a transect from the northern mudbelt (29°S) to St. Helena Bay (33°S) reveal subtle, but spatially coherent, changes in n-alkane distributions and compound-specific d13C, indicating the influence of Orange River sediments in the northern mudbelt, the increasing importance of terrigenous input from the adjacent western coastal biomes in the central mudbelt, and contributions from the Fynbos Biome to the southern mudbelt. These findings indicate the different sources of terrestrial organic material deposited in the mudbelt, and highlight the potential the mudbelt has to preserve evidence of environmental change from the adjacent continent.
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Introduction - Nutritional therapy (NT) is a bioscience-based branch of complementary and alternative medicine (CAM) with National Occupational Standards (NOS) and accredited training courses which include compulsory clinical training. Approximately 900 practitioners are registered with the voluntary regulator, the Complementary and Natural Healthcare Council (CNHC), but the number of unregulated practitioners is unknown. Cancer is a leading cause of death worldwide; nutrition and lifestyle factors may affect recurrence and survival rates. Many cancer patients and survivors seek individualised advice on diet and use of supplements and appropriately skilled nutritional therapy practitioners (NTP) may be well-placed to safely provide this advice. Little is known of NTPs’ perspectives on working with people affected by cancer; this study seeks to explore their views on training, use of evidence and other resources, to support the development of safe evidence-based practice in this important clinical area. Methods – An on-line anonymised questionnaire collected data from participants recruited from all UK registered NTPs. Recruitment was facilitated by the British Association for Applied Nutrition and Nutritional Therapy (BANT). Quantitative data on practitioner characteristics, years in practice, other therapies practiced and work with cancer clients were collected. Qualitative data on types of evidence used, barriers to practice and perceived training and support needs when working with clients with cancer, were collected and analysed. SPSS was used to produce descriptive statistics. Preliminary Results – 274/888 (31%) of registered NTPs participated. 61% respondents had accredited NT qualifications of which 46% were at degree or post-graduate level. 73% (202) participants indicated they also had other higher education qualifications, including 153 (56%) at degree or above. When asked to describe their position on cancer work, 17% respondents (40/238) indicated no interest, and 35% (84/238) respondents already work with cancer clients (cancer practitioners - CP). A further 48% (114/238) respondents expressed interest in starting cancer work, and typically requested specialist training and practice guidelines to support this area of clinical practice. Cancer practitioners (CP) rated searches of peer-reviewed literature as most useful for information to support practice, whereas commercial product information was rated least useful. CPs requested engagement with mainstream medicine, more access to research evidence and professional recognition to facilitate and support work with cancer clients. A need for professional networking, mentorship and/or supervision was noted by CP and non-CP respondents, which is of interest since 81% all participants worked as sole practitioners exclusively or as part of their practice, <1% worked within the NHS. Discussion & Conclusions – This is the first detailed documentation of NTP perspectives on cancer work. A number of areas have been identified for further detailed evidence to be collected using focus groups and interviews, including detailed training needs, communication with mainstream cancer professionals, access to research evidence, and professional recognition. This work will inform and support the development of professional practice guidelines for NT and inform the development of specialist training and other resources.
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Introduction: Cancer is a leading cause of death worldwide. Nutrition may affect occurrence, recurrence and survival rates and many cancer patients and survivors seek individualized nutrition advice. Appropriately skilled nutritional therapy (NT) practitioners may be well-placed to safely provide this advice, but little is known of their perspectives on working with people affected by cancer. This mixed-methods study seeks to explore their views on training, barriers to practice, use of evidence, and other resources, to support the development of safe evidence-based practice. Preliminary data on barriers to practice are reported here. Methods: Two cohorts of NT practitioners were recruited from all UK registered NT practitioners, by an on-line anonymous survey. 84 cancer practitioners (CP) and 165 non-cancer practitioners (NCP) were recruited. Mixed quantitative and qualitative data was collected by the survey. Content analysis was used to analyze qualitative data on the use of evidence, barriers to practice and perceived needs for working with clients with cancer, for further exploration using interviews and focus groups. Preliminary results: For the NCP cohort, exploring themes of perceived barriers to working with people affected by cancer suggested that perceived complexity, risk and need for caution in this area of practice were important barriers. Insufficient specialist knowledge and skills also emerged as barriers. Some NCPs perceived opposition from medical practitioners and other mainstream healthcare professions as an obstacle to starting cancer practice. To overcome these barriers, specialist training emerged as most important. For the CP cohort, in exploring the skills they considered enabled them to undertake cancer work, specialist clinical and technical knowledge emerged strongly. Only 10% CP participants did not want more work with people affected by cancer. 10% CPs reported some NHS referrals, whereas most received clients by self-referral or from other practitioners. When considering barriers that impede their cancer practice, the dominant categories for CPs were hostility or opposition by mainstream oncology professionals, and lack of dialogue and engagement with them. To overcome these barriers, CPs desired engagement with oncology professionals and recognized specialist cancer NT training. For both NCPs and CPs, evidence resources, practice guidelines and practitioner support networks also emerged as potential enablers to cancer practice. Conclusions: This is the first detailed exploration of NT practitioners’ perceived barriers to working with people affected by cancer. Acquiring specialist skills and knowledge appears important to enable NCPs to start cancer work, and for CPs with these skills, the perceived barriers appear foremost in the relationship with mainstream cancer professionals. Further exploration of these themes, and other NT practitioner perspectives on working with people affected by cancer, is underway. This work will inform and support the development of professional practice, training and other resources.
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Data from the World Federation of Exchanges show that Brazil’s Sao Paulo stock exchange is one of the largest worldwide in terms of market value. Thus, the objective of this study is to obtain univariate and bivariate forecasting models based on intraday data from the futures and spot markets of the BOVESPA index. The interest is to verify if there exist arbitrage opportunities in Brazilian financial market. To this end, three econometric forecasting models were built: ARFIMA, vector autoregressive (VAR), and vector error correction (VEC). Furthermore, it presents the results of a Granger causality test for the aforementioned series. This type of study shows that it is important to identify arbitrage opportunities in financial markets and, in particular, in the application of these models on data of this nature. In terms of the forecasts made with these models, VEC showed better results. The causality test shows that futures BOVESPA index Granger causes spot BOVESPA index. This result may indicate arbitrage opportunities in Brazil.
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Objetivo. O objetivo deste artigo é aferir causalidade entre a ação preferencial da Petrobrás (PETR4) com o mercado futuro de commodities de petróleo (contratos com primeiro vencimento CL1) e o índice futuro do S&P 500 (contratos com primeiro vencimento, SP1). Metodologia. Utilizamos o vetor auto-regressivo (VAR) e o vetor de correção de erros (VEC)para descrever a estrutura de interdependência entre as variáveis. Achados. Os testes de causalidade indicaram que a commodity de petróleo e o índice de ações norte-americano Granger causam PETR4. Verificamos que um modelo VAR(1) é o mais adequado para capturar o efeito cruzado entre as variáveis. Por fim, os testes indicaram que o modelo do tipo VEC melhora as previsões para as variáveis PETR4 e CL1. Limitações. Apesar de utilizar um grande volume de informações intradiárias, os dados referem-se à apenas seis meses de observações, o que pode viesar os resultados obtidos. Originalidade/Valor. O estudo é pioneiro (ao menos no conhecimento dos autores) em averiguar relações entre esses ativos.
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Thesis (Ph.D.)--University of Washington, 2016-06
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Thesis (Ph.D.)--University of Washington, 2016-08
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Mestrado em Controlo de Gestão e dos Negócios
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Electronic Publishing -- Origination, Dissemination and Design (EP-odd) is an academic journal which publishes refereed papers in the subject area of electronic publishing. The authors of the present paper are, respectively, editor-in-chief, system software consultant and senior production manager for the journal. EP-odd's policy is that editors, authors, referees and production staff will work closely together using electronic mail. Authors are also encouraged to originate their papers using one of the approved text-processing packages together with the appropriate set of macros which enforce the layout style for the journal. This same software will then be used by the publisher in the production phase. Our experiences with these strategies are presented, and two recently developed suites of software are described: one of these makes the macro sets available over electronic mail and the other automates the flow of papers through the refereeing process. The decision to produce EP-odd in this way means that the publisher has to adopt production procedures which differ markedly from those employed for a conventional journal.
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Mestrado em Contabilidade e Análise Financeira
Sur des estimateurs et des tests non-paramétriques pour des distributions et copules conditionnelles
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Pour modéliser un vecteur aléatoire en présence d'une co-variable, on peut d'abord faire appel à la fonction de répartition conditionnelle. En effet, cette dernière contient toute l'information ayant trait au comportement du vecteur étant donné une valeur prise par la co-variable. Il peut aussi être commode de séparer l'étude du comportement conjoint du vecteur de celle du comportement individuel de chacune de ses composantes. Pour ce faire, on utilise la copule conditionnelle, qui caractérise complètement la dépendance conditionnelle régissant les différentes associations entre les variables. Dans chacun des cas, la mise en oeuvre d'une stratégie d'estimation et d'inférence s'avère une étape essentielle à leur utilisant en pratique. Lorsqu'aucune information n'est disponible a priori quant à un choix éventuel de modèle, il devient pertinent d'opter pour des méthodes non-paramétriques. Le premier article de cette thèse, co-écrit par Jean-François Quessy et moi-même, propose une façon de ré-échantillonner des estimateurs non-paramétriques pour des distributions conditionnelles. Cet article a été publié dans la revue Statistics and Computing. En autres choses, nous y montrons comment obtenir des intervalles de confiance pour des statistiques s'écrivant en terme de la fonction de répartition conditionnelle. Le second article de cette thèse, co-écrit par Taoufik Bouezmarni, Jean-François Quessy et moi-même, s'affaire à étudier deux estimateurs non-paramétriques de la copule conditionnelles, proposés par Gijbels et coll. en présence de données sérielles. Cet article a été soumis dans la revue Statistics and Probability Letters. Nous identifions la distribution asymptotique de chacun de ces estimateurs pour des données mélangeantes. Le troisième article de cette thèse, co-écrit par Taoufik Bouezmarni, Jean-François Quessy et moi-même, propose une nouvelle façon d'étudier les relations de causalité entre deux séries chronologiques. Cet article a été soumis dans la revue Electronic Journal of Statistics. Dans cet article, nous utilisons la copule conditionnelle pour caractériser une version locale de la causalité au sens de Granger. Puis, nous proposons des mesures de causalité basées sur la copule conditionnelle. Le quatrième article de cette thèse, co-écrit par Taoufik Bouezmarni, Anouar El Ghouch et moi-même, propose une méthode qui permette d'estimer adéquatement la copule conditionnelle en présence de données incomplètes. Cet article a été soumis dans la revue Scandinavian Journal of Statistics. Les propriétés asymptotiques de l'estimateur proposé y sont aussi étudiées. Finalement, la dernière partie de cette thèse contient un travail inédit, qui porte sur la mise en oeuvre de tests statistiques permettant de déterminer si deux copules conditionnelles sont concordantes. En plus d'y présenter des résultats originaux, cette étude illustre l'utilité des techniques de ré-échantillonnage développées dans notre premier article.
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O presente estudo tem por objetivo estimar a relação entre poupança e investimento no curto prazo. Os dados utilizados ficam restritos ao Brasil, no período que varia entre 1996 e 2013. A fim de satisfazer tal finalidade, será estimado um modelo vetor autorregressivo, com base na literatura empírica do modelo Feldstein e Horioka. O resultado obtido indica uma grande mobilidade de capitais para Brasil, em conformidade a não existência de uma relação de precedência temporal (Causalidade de Granger) para as variáveis. Por meio da decomposição da variância é possível inferir também que as variáveis são responsáveis pelas suas próprias variações ao longo do tempo. Ainda, as conclusões obtidas refutam a validade do Enigma Feldstin e Horioka, de que países industrializados teriam uma pequena mobilidade de capitais.