A exoneração do passivo restante: considerações sobre as causas de indeferimento liminar

Dissertação de Mestrado em Solicitadoria

Inteligência artificial aplicada na previsão de mercados financeiros

Neste documento, são investigados vários métodos usados na inteligência artificial, com o objetivo de obter previsões precisas da evolução dos mercados financeiros. O uso de ferramentas lineares como os modelos AR, MA, ARMA e GARCH têm muitas limitações, pois torna-se muito difícil adaptá-los às não linearidades dos fenómenos que ocorrem nos mercados. Pelas razões anteriormente referidas, os algoritmos como as redes neuronais dinâmicas (TDNN, NARX e ESN), mostram uma maior capacidade de adaptação a estas não linearidades, pois não fazem qualquer pressuposto sobre as distribuições de probabilidade que caracterizam estes mercados. O facto destas redes neuronais serem dinâmicas, faz com que estas exibam um desempenho superior em relação às redes neuronais estáticas, ou outros algoritmos que não possuem qualquer tipo de memória. Apesar das vantagens reveladas pelas redes neuronais, estas são um sistema do tipo black box, o que torna muito difícil extrair informação dos pesos da rede. Isto significa que estes algoritmos devem ser usados com precaução, pois podem tornar-se instáveis.

O impacto do perfil do utente da USF durante o seu internamento

RESUMO - Introdução: Através da elaboração do presente projeto de investigação pretendeu-se analisar o que poderá influenciar o custo total de um utente internado, inscrito numa USF, que foi seguidamente internado no setor hospitalar. Recorreu-se à base de dados de uma USF e de um hospital, ambos pertencentes à ARS Alentejo do ano de 2010. O objetivo central consiste em estudar a relação do volume de consultas da USF e se o tipo de admissão no hospital, sendo ela programada ou não programada, explica a variância o custo do internamento. Metodologia: Foi efetuado o cruzamento entre os dados dos utentes inscritos na USF e o total de internamento hospitalar, utilizando a sua data de nascimento e respetivo sexo. Após efetuado o cruzamento, através de um procedimento estatístico com base em SPSS, foram estipuladas pressupostos de forma a encontrar uma associação entre o custo do utente internado com as variáveis da base de dados da USF. De seguida, foi verificado se o tipo de admissão do internamento pode ou não influenciar o custo do internamento. Para efetuar tais correlações, optei por separar a amostra consoante alguns dos seus grupos mais frequentes, em que foi desagregado os internamentos referentes ao GCD 14 – Gravidez, Parto e Puerpério e dos utentes pertencentes ao escalão etários dos idosos (mais de 64 anos). Resultados: A variável da idade do utente é a que mais poderá explicar a variância do custo do internamento, apresentando sempre valores significativos para tal relação. As restantes pouco ou nada podem explicar a variância do custo do internamento. Quanto à tipologia de admissão, o facto de ser programado poderá explicar a diminuição dos dias de internamento, que concomitantemente poderá diminuir o custo do internamento, devido a forte correlação existente entre elas (r=0,666). Conclusão: A introdução da integração dos cuidados de saúde a nível primário e secundário poderá ser a solução base para a redução dos gastos desnecessários na saúde. Um maior acompanhamento do utente nos CSP poderá reduzir a frequência hospitalar, como verificamos que as variáveis da USF e o facto de a consulta ser programada podem explicar tal variância.

Impact of Black-Scholes assumptions on Delta Hedging

In this work we are going to evaluate the different assumptions used in the Black- Scholes-Merton pricing model, namely log-normality of returns, continuous interest rates, inexistence of dividends and transaction costs, and the consequences of using them to hedge different options in real markets, where they often fail to verify. We are going to conduct a series of tests in simulated underlying price series, where alternatively each assumption will be violated and every option delta hedging profit and loss analysed. Ultimately we will monitor how the aggressiveness of an option payoff causes its hedging to be more vulnerable to profit and loss variations, caused by the referred assumptions.

An analysis of Directive IORP II

Mestrado em Ciências Actuariais

Comparing impact and cost-effectiveness of primary prevention strategies for lipid-lowering.

BACKGROUND: Lipid-lowering therapy is costly but effective at reducing coronary heart disease (CHD) risk. OBJECTIVE: To assess the cost-effectiveness and public health impact of Adult Treatment Panel III (ATP III) guidelines and compare with a range of risk- and age-based alternative strategies. DESIGN: The CHD Policy Model, a Markov-type cost-effectiveness model. DATA SOURCES: National surveys (1999 to 2004), vital statistics (2000), the Framingham Heart Study (1948 to 2000), other published data, and a direct survey of statin costs (2008). TARGET POPULATION: U.S. population age 35 to 85 years. Time Horizon: 2010 to 2040. PERSPECTIVE: Health care system. INTERVENTION: Lowering of low-density lipoprotein cholesterol with HMG-CoA reductase inhibitors (statins). OUTCOME MEASURE: Incremental cost-effectiveness. RESULTS OF BASE-CASE ANALYSIS: Full adherence to ATP III primary prevention guidelines would require starting (9.7 million) or intensifying (1.4 million) statin therapy for 11.1 million adults and would prevent 20,000 myocardial infarctions and 10,000 CHD deaths per year at an annual net cost of $3.6 billion ($42,000/QALY) if low-intensity statins cost $2.11 per pill. The ATP III guidelines would be preferred over alternative strategies if society is willing to pay $50,000/QALY and statins cost $1.54 to $2.21 per pill. At higher statin costs, ATP III is not cost-effective; at lower costs, more liberal statin-prescribing strategies would be preferred; and at costs less than $0.10 per pill, treating all persons with low-density lipoprotein cholesterol levels greater than 3.4 mmol/L (>130 mg/dL) would yield net cost savings. RESULTS OF SENSITIVITY ANALYSIS: Results are sensitive to the assumptions that LDL cholesterol becomes less important as a risk factor with increasing age and that little disutility results from taking a pill every day. LIMITATION: Randomized trial evidence for statin effectiveness is not available for all subgroups. CONCLUSION: The ATP III guidelines are relatively cost-effective and would have a large public health impact if implemented fully in the United States. Alternate strategies may be preferred, however, depending on the cost of statins and how much society is willing to pay for better health outcomes. FUNDING: Flight Attendants' Medical Research Institute and the Swanson Family Fund. The Framingham Heart Study and Framingham Offspring Study are conducted and supported by the National Heart, Lung, and Blood Institute.

Which screening strategy using BMD measurements would be most cost effective for hip fracture prevention in elderly women? A decision analysis based on a Markov model.

INTRODUCTION: Hip fractures are responsible for excessive mortality, decreasing the 5-year survival rate by about 20%. From an economic perspective, they represent a major source of expense, with direct costs in hospitalization, rehabilitation, and institutionalization. The incidence rate sharply increases after the age of 70, but it can be reduced in women aged 70-80 years by therapeutic interventions. Recent analyses suggest that the most efficient strategy is to implement such interventions in women at the age of 70 years. As several guidelines recommend bone mineral density (BMD) screening of postmenopausal women with clinical risk factors, our objective was to assess the cost-effectiveness of two screening strategies applied to elderly women aged 70 years and older. METHODS: A cost-effectiveness analysis was performed using decision-tree analysis and a Markov model. Two alternative strategies, one measuring BMD of all women, and one measuring BMD only of those having at least one risk factor, were compared with the reference strategy "no screening". Cost-effectiveness ratios were measured as cost per year gained without hip fracture. Most probabilities were based on data observed in EPIDOS, SEMOF and OFELY cohorts. RESULTS: In this model, which is mostly based on observed data, the strategy "screen all" was more cost effective than "screen women at risk." For one woman screened at the age of 70 and followed for 10 years, the incremental (additional) cost-effectiveness ratio of these two strategies compared with the reference was 4,235 euros and 8,290 euros, respectively. CONCLUSION: The results of this model, under the assumptions described in the paper, suggest that in women aged 70-80 years, screening all women with dual-energy X-ray absorptiometry (DXA) would be more effective than no screening or screening only women with at least one risk factor. Cost-effectiveness studies based on decision-analysis trees maybe useful tools for helping decision makers, and further models based on different assumptions should be performed to improve the level of evidence on cost-effectiveness ratios of the usual screening strategies for osteoporosis.

Objective analysis of gait coordination for total knee arthroplasty outcome

Introduction: Coordination is a strategy chosen by the central nervous system to control the movements and maintain stability during gait. Coordinated multi-joint movements require a complex interaction between nervous outputs, biomechanical constraints, and pro-prioception. Quantitatively understanding and modeling gait coordination still remain a challenge. Surgeons lack a way to model and appreciate the coordination of patients before and after surgery of the lower limbs. Patients alter their gait patterns and their kinematic synergies when they walk faster or slower than normal speed to maintain their stability and minimize the energy cost of locomotion. The goal of this study was to provide a dynamical system approach to quantitatively describe human gait coordination and apply it to patients before and after total knee arthroplasty. Methods: A new method of quantitative analysis of interjoint coordination during gait was designed, providing a general model to capture the whole dynamics and showing the kinematic synergies at various walking speeds. The proposed model imposed a relationship among lower limb joint angles (hips and knees) to parameterize the dynamics of locomotion of each individual. An integration of different analysis tools such as Harmonic analysis, Principal Component Analysis, and Artificial Neural Network helped overcome high-dimensionality, temporal dependence, and non-linear relationships of the gait patterns. Ten patients were studied using an ambulatory gait device (Physilog®). Each participant was asked to perform two walking trials of 30m long at 3 different speeds and to complete an EQ-5D questionnaire, a WOMAC and Knee Society Score. Lower limbs rotations were measured by four miniature angular rate sensors mounted respectively, on each shank and thigh. The outcomes of the eight patients undergoing total knee arthroplasty, recorded pre-operatively and post-operatively at 6 weeks, 3 months, 6 months and 1 year were compared to 2 age-matched healthy subjects. Results: The new method provided coordination scores at various walking speeds, ranged between 0 and 10. It determined the overall coordination of the lower limbs as well as the contribution of each joint to the total coordination. The difference between the pre-operative and post-operative coordination values were correlated with the improvements of the subjective outcome scores. Although the study group was small, the results showed a new way to objectively quantify gait coordination of patients undergoing total knee arthroplasty, using only portable body-fixed sensors. Conclusion: A new method for objective gait coordination analysis has been developed with very encouraging results regarding the objective outcome of lower limb surgery.

Loss Modelling of Three-Level Inverters controlled with Space Vector Modulation Technique

The objective of this master’s thesis is to investigate the loss behavior of three-level ANPC inverter and compare it with conventional NPC inverter. The both inverters are controlled with mature space vector modulation strategy. In order to provide the comparison both accurate and detailed enough NPC and ANPC simulation models should be obtained. The similar control model of SVM is utilized for both NPC and ANPC inverter models. The principles of control algorithms, the structure and description of models are clarified. The power loss calculation model is based on practical calculation approaches with certain assumptions. The comparison between NPC and ANPC topologies is presented based on results obtained for each semiconductor device, their switching and conduction losses and efficiency of the inverters. Alternative switching states of ANPC topology allow distributing losses among the switches more evenly, than in NPC inverter. Obviously, the losses of a switching device depend on its position in the topology. Losses distribution among the components in ANPC topology allows reducing the stress on certain switches, thus losses are equally distributed among the semiconductors, however the efficiency of the inverters is the same. As a new contribution to earlier studies, the obtained models of SVM control, NPC and ANPC inverters have been built. Thus, this thesis can be used in further more complicated modelling of full-power converters for modern multi-megawatt wind energy conversion systems.

An investigation of the emotion assumptions of just-world theory /

The purpose ofthis study was to investigate the emotion assumptions underlying just-world theory. This theory proposes that people have a need to believe in a just world - a world where people get what they deserve. The first emotion assumption is that people, therefore, find injustices (Le., undeserved outcomes) threatening and thus emotionally arousing. Second, it is this arousal that is assumed to drive subsequent strategies for maintaining the belief in a just world. One strategy an individual may use to maintain this belief is derogating victims of injustice, or seeing their character in a more negative light. To test these two assumptions, 102 participants viewed a video depicting either a victim who presumably presented a high threat to people's belief in ajust world (she was innocent and, therefore, undeserving of her fate) or low threat (she was not innocent and, therefore, more deserving of her fate) while their heart rate and EDA was measured. Half of the participants were then given the opportunity to help the victim whereas the other half were not given this opportunity. The manipulations were followed by both explicit and indirect measures of evaluations ofthe victim as well as self-report measures of affect experienced while watching the victim video, and an individual difference scale assessing the strength of participants' just-world beliefs (as well as other measures that were part ofa larger study). Results indicated that participants did report feeling more threatened by the innocent victim. Although there was some evidence of victim derogation on the implicit measure of victim evaluation, there was no evidence that emotional arousal drove the negative evaluations of the victim who could not be helped. Some interaction effects with individual differences in just-world beliefs did occur, but these were not entirely consistent with the rationale behind the individual difference scales. These results provide only weak support for the first emotion assumption ofjust-world theory. Implications of these findings as well as limitations of the study and future directions concerning just-world theory are discussed.

A speculative systems model of the dynamic interaction among students, faculty and administration in the community college, with particular reference to intrinsic motivation and the teacher-administrator interface

The challenge the community college faces in helping meet the needs of the living open system of society is examined in this study. It is postulated that internalization student outcomes are required by society to reduce entropy and remain self-renewing. Such behavior is characterized as having an intrinsically motivated energy source and displays the seeking and conquering of challenge, the development of reflective knowledge and skill, full use of all capabilities, internal control, growth orientation, high self-esteem, relativistic thinking and competence. The development of a conceptual systems model that suggests how transactions among students, faculty and administration might occur to best meet the needs of internalization outcomes in students, and intrinsic motivation in faculty is a major purpose of this study. It is a speculative model that is based on a synthesis of a wide variety of variables. Empirical evidence, theoretical considerations, and speculative ideas are gathered together from researchers and theoretici.ans who are working on separate answers to questions of intrinsic motivation, internal control and environments that encourage their development. The model considers the effect administrators·have on faculty anq the corresponding effect faculty may have on students. The major concentration is on the administrator--teacher interface.For administrators the model may serve as a guide in planning effective transactions, and establishing system goals. The teacher is offered a means to coordinate actions toward a specific overall objective, and the administrator, teacher and researcher are invited to use the model to experiment, innovate, verify the assumptions on which the model is based, and raise additional hypotheses. Goals and history of the community colleges in Ontario are examined against current problems, previous progress and open system thinking. The nature of the person as a five part system is explored with emphasis on intrinsic motivation. The nature, operation, conceptualization, and value of this internal energy source is reviewed in detail. The current state of society, education and management theory are considered and the value of intrinsically motivating teaching tasks together with "system four" leadership style are featured. Evidence is reviewed that suggests intrinsically motivated faculty are needed, and "system four" leadership style is the kind of interaction-influence system needed to nurture intrinsic motivation in faculty.

The examination of assumptions in clinical nursing practice

This was a study designed to identify and explore the assumptions that Registered Nurses have about their current nursing role and practice. A qualitative case study approach was used to gather descriptive data. Thirteen study participants completed the indicators of critical thinking exercise and participated in a group session in which they identified positive and negative critical incidents in their clinical practice. The analysis of the anecdotes that were generated from the critical incident exercises revealed ten assumptions held by the Registered Nurses about their nursing practice. The ten assumptions were reflected back to the study participants to determine their level of agreement with each assumption. The ten assumptions were supported by the majority of the respondents. The Registered Nurses in this study appraised themselves affirmatively on eight out of nine indicators of critical thinking.

A Multi-Objective Genetic Algorithm with Side Effect Machines for Motif Discovery

Understanding the machinery of gene regulation to control gene expression has been one of the main focuses of bioinformaticians for years. We use a multi-objective genetic algorithm to evolve a specialized version of side effect machines for degenerate motif discovery. We compare some suggested objectives for the motifs they find, test different multi-objective scoring schemes and probabilistic models for the background sequence models and report our results on a synthetic dataset and some biological benchmarking suites. We conclude with a comparison of our algorithm with some widely used motif discovery algorithms in the literature and suggest future directions for research in this area.

Investigation of the Relationship between Sexual Orientation and Objective Height, along with Predictors of Height Distortion

Studies that have used mostly self-reported height have found that men with a same-sex orientation and women with an other-sex orientation are shorter, on average, than men with an other-sex orientation and women with a same-sex orientation, respectively. This thesis examined whether an objective height difference exists or whether a psychosocial account (e.g., distortion of self-reports) may explain these putative height differences. Also, this thesis examined whether certain individual differences (e.g, gender roles and socially desirable responding) predict height distortion. Eight hundred and thirteen participants, recruited at Brock University, the Niagara Community and through surrounding LGBT events, completed self-reported height, measures of gender roles and socially desirable responding, and had their height measured. Using hierarchical linear regressions, it was found that Same-Sex/Both-Sex Oriented men were shorter, on average, than predominantly Other-Sex Oriented men; however, there was no difference in objective height between Same-Sex/Both-Sex Oriented women and predominantly Other-Sex Oriented women. These findings contribute to existing biological theories of men's sexual orientation development and do not contribute to biological theories of women's sexual orientation development. Height distortion was not related to sexual orientation and only marginally related to sex. Predictors of height distortion were Impression Management, in both men and women, and Unmitigated Agency, in men. These findings highlight the complexity of sexual orientation development in men and women. These findings also highlight the role of certain psychosocial factors in how people perceive their bodies and/or how they want their bodies to be perceived by others.

Multi-Objective Genetic Algorithms for the Single Allocation Hub Location Problem

Hub Location Problems play vital economic roles in transportation and telecommunication networks where goods or people must be efficiently transferred from an origin to a destination point whilst direct origin-destination links are impractical. This work investigates the single allocation hub location problem, and proposes a genetic algorithm (GA) approach for it. The effectiveness of using a single-objective criterion measure for the problem is first explored. Next, a multi-objective GA employing various fitness evaluation strategies such as Pareto ranking, sum of ranks, and weighted sum strategies is presented. The effectiveness of the multi-objective GA is shown by comparison with an Integer Programming strategy, the only other multi-objective approach found in the literature for this problem. Lastly, two new crossover operators are proposed and an empirical study is done using small to large problem instances of the Civil Aeronautics Board (CAB) and Australian Post (AP) data sets.