969 resultados para mean-variance portfolio optimization


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We measured the effects of epilepsy on visual contrast sensitivity to linear and vertical sine-wave gratings. Sixteen female adults, aged 21 to 50 years, comprised the sample in this study, including eight adults with generalized tonic-clonic seizure-type epilepsy and eight age-matched controls without epilepsy. Contrast threshold was measured using a temporal two-alternative forced-choice binocular psychophysical method at a distance of 150 cm from the stimuli, with a mean luminance of 40.1 cd/m². A one-way analysis of variance (ANOVA) applied to the linear contrast threshold showed significant differences between groups (F[3,188] = 14.829; p < .05). Adults with epilepsy had higher contrast thresholds (1.45, 1.04, and 1.18 times for frequencies of 0.25, 2.0, and 8.0 cycles per degree of visual angle, respectively). The Tukey Honestly Significant Difference post hoc test showed significant differences (p < .05) for all of the tested spatial frequencies. The largest difference between groups was in the lowest spatial frequency. Therefore, epilepsy may cause more damage to the neural pathways that process low spatial frequencies. However, epilepsy probably alters both the magnocellular visual pathway, which processes low spatial frequencies, and the parvocellular visual pathway, which processes high spatial frequencies. The experimental group had lower visual contrast sensitivity to all tested spatial frequencies.

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OBJETIVO: Avaliar a validade e a confiabilidade da versão brasileira de índice de capacidade para o trabalho. MÉTODOS:Estudo transversal com amostra de 475 trabalhadores de empresa do setor elétrico no estado de São Paulo (dez municípios em Campinas e região), realizado em 2005. Foram avaliados os seguintes aspectos da versão brasileira do Índice de Capacidade para o Trabalho: validade de construto, por meio de análise fatorial confirmatória e da capacidade discriminante; validade de critério, correlacionado o escore do índice com medidas de saúde auto-referidas; e confiabilidade, por meio da análise da consistência interna utilizando o coeficiente alfa de Cronbach. RESULTADOS: A análise fatorial indicou três fatores do construto capacidade para o trabalho: questões relativas aos "recursos mentais" (20,6% da variância), à autopercepção da capacidade para o trabalho (18,9% da variância) e à presença de doenças e limitações decorrentes do estado de saúde (18,4% da variância). O índice discriminou os trabalhadores segundo nível de absenteísmo, identificando média estatisticamente significativa (p<0,001) entre aqueles com absenteísmo elevado (37,2 pontos) e baixo (42,3 pontos). A análise de critério mostrou correlação do índice com todas as dimensões do estado de saúde analisadas (p<0,0001). O índice apresentou boa confiabilidade com coeficiente alfa de Cronbach (0,72). CONCLUSÕES: A versão brasileira do Índice de Capacidade para o Trabalho mostrou propriedades psicométricas satisfatórias quanto à validade de construto, de critério e de confiabilidade, representando uma opção adequada para avaliação da capacidade para o trabalho em abordagens individuais e inquéritos populacionais.

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OBJETIVO: Avaliar estado nutricional e risco cardiovascular de executivos. MÉTODOS: Estudo transversal. Foram avaliados 329 executivos de ambos os gêneros, com idade entre 31 e 70 anos, submetidos a check-up de saúde em hospital privado do município de São Paulo. Foram mensuradas as variáveis referentes a peso, estatura e circunferência da cintura (CC) e determinado o Índice de Massa Corporal (IMC). Foram analisados pressão arterial, níveis séricos de colesterol total e frações, triacilglicerol, glicose e ácido úrico. Prática habitual de atividade física foi avaliada por meio do Questionário Internacional de Atividade Física (IPAQ) e o risco cardiovascular pelo Escore de Framingham. A análise de variância e o método de Bonferroni foram utilizados para o tratamento estatístico. RESULTADOS: Média de idade foi 44,6 anos (DP=6,8), predominando o gênero masculino (89,7%). Quanto ao estilo de vida, 17% eram tabagistas e 7,3% sedentários. Os resultados médios encontrados para os exames clínicos e bioquímicos foram: pressão arterial 117,8 x 78,6 mmHg (DP=12 x 8,3), colesterol total 200,5 mg/dL (DP=35,9), LDL-c 121,8 mg/dL (DP=29,9), HDL-c 52,2 mg/dL (DP=10,9), triacilglicerol 133,7 mg/dL (DP=76,8), glicose 96,3 mg/dL (DP=20,5) e ácido úrico 6,0 e 4,2 mg/dL (DP=1,0 e 0,9) para homens e mulheres, respectivamente. O IMC médio foi de excesso de peso (26,1kg/m²; DP=6,8). A CC média estava normal entre as mulheres (79,6cm; DP=7,3) e indicou risco elevado para doenças crônicas entre os homens (96,1cm; DP=8,9). O Risco de Framingham médio foi de 5,7%. CONCLUSÃO: Os executivos estavam com excesso de peso e apresentaram baixo risco cardiovascular.

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This cross-sectional study describes the variation in the dietary intake of energy and macronutrients based on estimated coefficients of within- and between-person variation and intends to calculate the number of days required to evaluate the dietary intake of adolescents in Piracicaba, Brazil. The sample was made up by ninety-two adolescents aged between eleven and sixteen years. Interviews were performed to assess demographic, anthropometric and dietary variables, which were evaluated by the answers obtained through two 24-hour recalls. Descriptive analyses were performed and variances and Coefficients of variation within- and between-person were obtained by results of one-way ANOVA. The mean energy intake observed was 2,326.2 kilocalories; mean macronutrient intake came to 89.0 grams of fatty acids, 305.3 grams of carbohydrates and 82.2 grams of proteins. Coefficients of within-person variation ranged from 36% to 45%, while between-person coefficients varied from 26% to 31%. Variance ratios ranged from 1.35 (carbohydrate) to 2.62 (protein). The lowest number of observations required to correctly evaluate the usual diet calculated (r = 0.90) was six days, for carbohydrates while the highest was eleven, for proteins. Coefficients of variation were similar to those observed in international studies. We conclude that, in this study, two observations were sufficient to obtain reasonable correlations. However, six evaluations are necessary for these adolescents in order to obtain excellent correlations.

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O objetivo deste estudo foi avaliar os efeitos hemodinâmicos e metabólicos, após a administração de solução salina hipertônica (NaCL) 7,5% ou em associação ao hidroxietilamido (HES), em cães com hipovolemia induzida e tratados com cetamina. Após a indução da hipovolemia, administrou-se NaCl 7,5% (4,0ml kg-1) no grupo hipertônica levógira (GHL) e grupo hipertônica racêmica (GHR) ou HES 130/0,4 na mesma proporção de sangue retirado, associado a NaCl 7,5% (4ml kg-1) no grupo hipertônica colóide levógira (GHCL) e no grupo hipertônica colóide racêmica (GHCR). Após 30 minutos, administrou-se, por via IV, cetamina levógira (CL) (5mg kg-1) no GHL e GHCL ou cetamina racêmica (CR) (10mg kg-1) no GHR e GHCR. Empregou-se a análise de variância de uma única via com repetições múltiplas (ANOVA) e o teste de Student Newman Keuls (P£0,05). A frequência cardíaca e a pressão arterial sistólica foram menores após a hipovolemia e após a CR. As pressões arteriais média e diastólica foram menores após a hipovolemia e cetamina. A pressão venosa central foi maior após a administração do colóide. Os índices cardíaco e sistólico foram menores após a hipovolemia em todos os grupos e, após a fase de expansão no GHL e GHR. A pressão média da artéria pulmonar foi menor após a hipovolemia em todos os grupos. A pressão de oclusão da artéria pulmonar foi maior após o colóide. O índice do trabalho ventricular esquerdo foi menor após a hipovolemia no GHCL e GHCR. O índice da resistência periférica total foi maior após a hipovolemia e menor após a CL. Observou-se acidose metabólica após a hipovolemia e após a cetamina. Ocorreu acidose respiratória após a cetamina no GHL e GHR. Conclui-se que a administração de NaCl 7,5% associado ao HES 130/0,4 promove o restabelecimento imediato dos parâmetros hemodinâmicos e metabólicos no paciente hipovolêmico; a administração isolada de NaCl 7,5% não é capaz de restaurar a PAM no período imediato, mas melhora os demais parâmetros hemodinâmicos e metabólicos; a administração de CR ou CL produz efeitos hemodinâmicos e metabólicos similares no paciente hipovolêmico.

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Objective: The biochemical alterations between inflammatory fibrous hyperplasia (IFH) and normal tissues of buccal mucosa were probed by using the FT-Raman spectroscopy technique. The aim was to find the minimal set of Raman bands that would furnish the best discrimination. Background: Raman-based optical biopsy is a widely recognized potential technique for noninvasive real-time diagnosis. However, few studies had been devoted to the discrimination of very common subtle or early pathologic states as inflammatory processes that are always present on, for example, cancer lesion borders. Methods: Seventy spectra of IFH from 14 patients were compared with 30 spectra of normal tissues from six patients. The statistical analysis was performed with principal components analysis and soft independent modeling class analogy cross-validated, leave-one-out methods. Results: Bands close to 574, 1,100, 1,250 to 1,350, and 1,500 cm(-1) (mainly amino acids and collagen bands) showed the main intragroup variations that are due to the acanthosis process in the IFH epithelium. The 1,200 (C-C aromatic/DNA), 1,350 (CH(2) bending/collagen 1), and 1,730 cm(-1) (collagen III) regions presented the main intergroup variations. This finding was interpreted as originating in an extracellular matrix-degeneration process occurring in the inflammatory tissues. The statistical analysis results indicated that the best discrimination capability (sensitivity of 95% and specificity of 100%) was found by using the 530-580 cm(-1) spectral region. Conclusions: The existence of this narrow spectral window enabling normal and inflammatory diagnosis also had useful implications for an in vivo dispersive Raman setup for clinical applications.

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Blends of milk fat and canola oil (MF:CNO) were enzymatically interesterified (EIE) by Rhizopus oryzne lipase immobilized on polysiloxane-polyvinyl alcohol (SiO(2)-PVA) composite, in a solvent-free system. A central composite design (CCD) was used to optimize the reaction, considering the effects of different mass fractions of binary blends of MF:CNO (50:50, 65:35 and 80:20) and temperatures (45, 55 and 65 degrees C) on the composition and texture properties of the interesterified products, taking the interesterification degree (ID) and consistency (at 10 degrees C) as response variables. For the ID variable both mass fraction of milk fat in the blend and temperature were found to be significant, while for the consistency only mass fraction of milk fat was significant. Empiric models for ID and consistency were obtained that allowed establishing the best interesterification conditions: blend with 65 % of milk fat and 35 %, of canola oil, and temperature of 45 degrees C. Under these conditions, the ID was 19.77 %) and the consistency at 10 degrees C was 56 290 Pa. The potential of this eco-friendly process demonstrated that a product could be obtained with the desirable milk fat flavour and better spreadability under refrigerated conditions.

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The structural engineering community in Brazil faces new challenges with the recent occurrence of high intensity tornados. Satellite surveillance data shows that the area covering the south-east of Brazil, Uruguay and some of Argentina is one of the world most tornado-prone areas, second only to the infamous tornado alley in central United States. The design of structures subject to tornado winds is a typical example of decision making in the presence of uncertainty. Structural design involves finding a good balance between the competing goals of safety and economy. This paper presents a methodology to find the optimum balance between these goals in the presence of uncertainty. In this paper, reliability-based risk optimization is used to find the optimal safety coefficient that minimizes the total expected cost of a steel frame communications tower, subject to extreme storm and tornado wind loads. The technique is not new, but it is applied to a practical problem of increasing interest to Brazilian structural engineers. The problem is formulated in the partial safety factor format used in current design codes, with all additional partial factor introduced to serve as optimization variable. The expected cost of failure (or risk) is defined as the product of a. limit state exceedance probability by a limit state exceedance cost. These costs include costs of repairing, rebuilding, and paying compensation for injury and loss of life. The total expected failure cost is the sum of individual expected costs over all failure modes. The steel frame communications, tower subject of this study has become very common in Brazil due to increasing mobile phone coverage. The study shows that optimum reliability is strongly dependent on the cost (or consequences) of failure. Since failure consequences depend oil actual tower location, it turn,,; out that different optimum designs should be used in different locations. Failure consequences are also different for the different parties involved in the design, construction and operation of the tower. Hence, it is important that risk is well understood by the parties involved, so that proper contracts call be made. The investigation shows that when non-structural terms dominate design costs (e.g, in residential or office buildings) it is not too costly to over-design; this observation is in agreement with the observed practice for non-optimized structural systems. In this situation, is much easier to loose money by under-design. When by under-design. When structural material cost is a significant part of design cost (e.g. concrete dam or bridge), one is likely to lose significantmoney by over-design. In this situation, a cost-risk-benefit optimization analysis is highly recommended. Finally, the study also shows that under time-varying loads like tornados, the optimum reliability is strongly dependent on the selected design life.

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This paper presents a rational approach to the design of a catamaran's hydrofoil applied within a modern context of multidisciplinary optimization. The approach used includes the use of response surfaces represented by neural networks and a distributed programming environment that increases the optimization speed. A rational approach to the problem simplifies the complex optimization model; when combined with the distributed dynamic training used for the response surfaces, this model increases the efficiency of the process. The results achieved using this approach have justified this publication.

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Consider a random medium consisting of N points randomly distributed so that there is no correlation among the distances separating them. This is the random link model, which is the high dimensionality limit (mean-field approximation) for the Euclidean random point structure. In the random link model, at discrete time steps, a walker moves to the nearest point, which has not been visited in the last mu steps (memory), producing a deterministic partially self-avoiding walk (the tourist walk). We have analytically obtained the distribution of the number n of points explored by the walker with memory mu=2, as well as the transient and period joint distribution. This result enables us to explain the abrupt change in the exploratory behavior between the cases mu=1 (memoryless walker, driven by extreme value statistics) and mu=2 (walker with memory, driven by combinatorial statistics). In the mu=1 case, the mean newly visited points in the thermodynamic limit (N >> 1) is just < n >=e=2.72... while in the mu=2 case, the mean number < n > of visited points grows proportionally to N(1/2). Also, this result allows us to establish an equivalence between the random link model with mu=2 and random map (uncorrelated back and forth distances) with mu=0 and the abrupt change between the probabilities for null transient time and subsequent ones.

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Background and Purpose: The right kidney has been less frequently used in live donor nephrectomy, because of the shorter length of the right renal vein (RRV) that is associated with technical difficulties and higher rates of venous thrombosis. In live open donor or deceased donor transplant nephrectomy, an additional cuff of the inferior vena cava is usually removed, but this is a more difficult and risky maneuver in laparoscopic nephrectomy. For this reason, laparoscopic right nephrectomy (LRN) for renal transplantation (RT) is not frequently performed in most medical institutions. We evaluate the difference between RRV and left renal vein (LRV) lengths in cadavers, as harvested for RT by three clamping methods. Our objective was to obtain information that could clarify when LRN for RT should be encouraged or avoided with regard to conventional surgery. Materials and Methods: Ninety adult fresh unfrozen cadavers were randomly divided into three groups of 30, according to the clamping device used: Satinsky, stapler, and Hem-o-lok clip. The abdominal viscera were removed through a median xyphopubic incision, and the veins were measured on the bench. Two lateral limits were used: The renal hilum and the tangential line of the renal poles. As for medial limits, the inferior vena cava or the laparoscopic clipping device on the RRV were used on the right side, while on the LRV, the medial border of the emergence of the adrenal vein was considered. After section of the renal vein, a slight traction of the extremity was applied for the measurement. All measurements were obtained three times using a metallic millimetric ruler, and the arithmetic mean was considered. The chi-square, one-way analysis of variance, and paired t tests were used for statistical analysis. Statistical significance was accepted at P <= 0.05. Results: The groups of cadavers were homogeneous in demographic characteristics. Regardless of the clamping method and considering the useful length of the LRV, the RRV was statistically smaller. The evaluation of the vein length did not depend on the lateral limit considered. Independent of the clamping method, on both sides, the lengths after the vein section were larger than before the section, a fact attributed to traction. Use of a stapler and a single Hem-o-lok presented the same waste of vein length on the right side. On average, the RRV was 13.7% shorter than the LRV. Conclusions: With the wide acceptance of laparoscopic live donor nephrectomy, the length difference between the veins of both kidneys is an important issue, and the right kidney is therefore used less than the left, compared with conventional surgery. This article represents the first step to quantify the anatomic length of renal veins in different situations. Certainly, more imagenologic or surgical studies should be carried out before decisions can be made for better selection of patients for LRN.

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Background: Dermatomyositis (DM) and polymyositis (PM) are rare systemic autoimmune rheumatic diseases with high fatality rates. There have been few population-based mortality studies of dermatomyositis and polymyositis in the world, and none have been conducted in Brazil. The objective of the present study was to employ multiple-cause of-death methodology in the analysis of trends in mortality related to dermatomyositis and polymyositis in the state of Sao Paulo, Brazil, between 1985 and 2007. Methods: We analyzed mortality data from the Sao Paulo State Data Analysis System, selecting all death certificates on which DM or PM was listed as a cause of death. The variables sex, age and underlying, associated or total mentions of causes of death were studied using mortality rates, proportions and historical trends. Statistical analysis were performed by chi-square and H Kruskal-Wallis tests, variance analysis and linear regression. A p value less than 0.05 was regarded as significant. Results: Over a 23-year period, there were 318 DM-related deaths and 316 PM-related deaths. Overall, DM/PM was designated as an underlying cause in 55.2% and as an associated cause in 44.8%; among 634 total deaths females accounted for 71.5%. During the study period, age-and gender-adjusted DM mortality rates did not change significantly, although PM as an underlying cause and total mentions of PM trended lower (p < 0.05). The mean ages at death were 47.76 +/- 20.81 years for DM and 54.24 +/- 17.94 years for PM (p = 0.0003). For DM/PM, respectively, as underlying causes, the principal associated causes of death were as follows: pneumonia (in 43.8%/33.5%); respiratory failure (in 34.4%/32.3%); interstitial pulmonary diseases and other pulmonary conditions (in 28.9%/17.6%); and septicemia (in 22.8%/15.9%). For DM/PM, respectively, as associated causes, the following were the principal underlying causes of death: respiratory disorders (in 28.3%/26.0%); circulatory disorders (in 17.4%/20.5%); neoplasms (in 16.7%/13.7%); infectious and parasitic diseases (in 11.6%/9.6%); and gastrointestinal disorders (in 8.0%/4.8%). Of the 318 DM-related deaths, 36 involved neoplasms, compared with 20 of the 316 PM-related deaths (p = 0.03). Conclusions: Our study using multiple cause of deaths found that DM/PM were identified as the underlying cause of death in only 55.2% of the deaths, indicating that both diseases were underestimated in the primary mortality statistics. We observed a predominance of deaths in women and in older individuals, as well as a trend toward stability in the mortality rates. We have confirmed that the risk of death is greater when either disease is accompanied by neoplasm, albeit to lesser degree in individuals with PM. The investigation of the underlying and associated causes of death related to DM/PM broaden the knowledge of the natural history of both diseases and could help integrate mortality data for use in the evaluation of control measures for DM/PM.

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Survival or longevity is an economically important trait in beef cattle. The main inconvenience for its inclusion in selection criteria is delayed recording of phenotypic data and the high computational demand for including survival in proportional hazard models. Thus, identification of a longevity-correlated trait that could be recorded early in life would be very useful for selection purposes. We estimated the genetic relationship of survival with productive and reproductive traits in Nellore cattle, including weaning weight (WW), post-weaning growth (PWG), muscularity (MUSC), scrotal circumference at 18 months (SC18), and heifer pregnancy (HP). Survival was measured in discrete time intervals and modeled through a sequential threshold model. Five independent bivariate Bayesian analyses were performed, accounting for cow survival and the five productive and reproductive traits. Posterior mean estimates for heritability (standard deviation in parentheses) were 0.55 (0.01) for WW, 0.25 (0.01) for PWG, 0.23 (0.01) for MUSC, and 0.48 (0.01) for SC18. The posterior mean estimates (95% confidence interval in parentheses) for the genetic correlation with survival were 0.16 (0.13-0.19), 0.30 (0.25-0.34), 0.31 (0.25-0.36), 0.07 (0.02-0.12), and 0.82 (0.78-0.86) for WW, PWG, MUSC, SC18, and HP, respectively. Based on the high genetic correlation and heritability (0.54) posterior mean estimates for HP, the expected progeny difference for HP can be used to select bulls for longevity, as well as for post-weaning gain and muscle score.

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Aims. In an earlier paper we introduced a new method for determining asteroid families where families were identified in the proper frequency domain (n, g, g + s) ( where n is the mean-motion, and g and s are the secular frequencies of the longitude of pericenter and nodes, respectively), rather than in the proper element domain (a, e, sin(i)) (semi-major axis, eccentricity, and inclination). Here we improve our techniques for reliably identifying members of families that interact with nonlinear secular resonances of argument other than g or g + s and for asteroids near or in mean-motion resonant configurations. Methods. We introduce several new distance metrics in the frequency space optimal for determining the diffusion in secular resonances of argument 2g - s, 3g - s, g - s, s, and 2s. We also regularize the dependence of the g frequency as a function of the n frequency (Vesta family) or of the eccentricity e (Hansa family). Results. Our new approaches allow us to recognize as family members objects that were lost with previous methods, while keeping the advantages of the Carruba & Michtchenko (2007, A& A, 475, 1145) approach. More important, an analysis in the frequency domain permits a deeper understanding of the dynamical evolution of asteroid families not always obtainable with an analysis in the proper element domain.

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A comprehensive survey of event-by-event fluctuations of charged hadron multiplicity in relativistic heavy ions is presented. The survey covers Au+Au collisions at s(NN)=62.4 and 200 GeV, and Cu+Cu collisions at s(NN)=22.5,62.4, and 200 GeV. Fluctuations are measured as a function of collision centrality, transverse momentum range, and charge sign. After correcting for nondynamical fluctuations due to fluctuations in the collision geometry within a centrality bin, the remaining dynamical fluctuations expressed as the variance normalized by the mean tend to decrease with increasing centrality. The dynamical fluctuations are consistent with or below the expectation from a superposition of participant nucleon-nucleon collisions based upon p+p data, indicating that this dataset does not exhibit evidence of critical behavior in terms of the compressibility of the system. A comparison of the data with a model where hadrons are independently emitted from a number of hadron clusters suggests that the mean number of hadrons per cluster is small in heavy ion collisions.