Correlación del estado socioeconómico con los conocimientos de lactancia materna en embarazadas que acuden a los subcentros de salud de Totoracocha, el Paraíso y Pumapungo, Cuenca 2015

Introducción: la lactancia materna ayuda al desarrollo del niño, además brinda beneficios a la madre, familia, sociedad; siendo su desconocimiento un problema de salud pública. Objetivo: determinar la correlación entre el conocimiento de la lactancia materna y el estado socioeconómico de las gestantes que acuden a los subcentros de salud Totoracocha, El Paraíso y Pumapungo, Cuenca 2015. Metodología: se realizó una encuesta a 170 gestantes, recogiendo datos referentes al estado económico y una evaluación del conocimiento en el tema; para el análisis de los datos se trabajó con el programa estadístico SPSS 15, utilizando los estadísticos de prueba respectivos. Resultados: la edad media fue de 25.3 años, de las cuales el 41,8% son casadas, la mayor parte de madres tienen embarazos previos, el 54,7% de las madres son amas de casa, la gran parte poseen un nivel socioeconómico medio bajo (44,7%); el 90% tuvo conocimientos insuficientes, y no existió correlación entre el conocimiento en lactancia materna y el nivel socioeconómico. El nivel de conocimiento de lactancia materna en las primigestas y adolecentes es menor que las multigestas y grupos de edad mayor respectivamente. Conclusiones: de entre las madres que acuden a los centros de salud de Totoracocha, El Paraiso y Pumapungo el estatus social de la madre gestante no mide su nivel de conocimiento en lactancia materna, así las líneas de acción deberían regirse a proporcionar información suficiente y de calidad a toda la población sin distinción de condiciones

DYNAMIC MODEL BASED STATE ESTIMATION IN A HEAVY DUTY DIESEL AFTERTREATMENT SYSTEM FOR ONBOARD DIAGNOSTICS AND CONTROLS

Estimating un-measurable states is an important component for onboard diagnostics (OBD) and control strategy development in diesel exhaust aftertreatment systems. This research focuses on the development of an Extended Kalman Filter (EKF) based state estimator for two of the main components in a diesel engine aftertreatment system: the Diesel Oxidation Catalyst (DOC) and the Selective Catalytic Reduction (SCR) catalyst. One of the key areas of interest is the performance of these estimators when the catalyzed particulate filter (CPF) is being actively regenerated. In this study, model reduction techniques were developed and used to develop reduced order models from the 1D models used to simulate the DOC and SCR. As a result of order reduction, the number of states in the estimator is reduced from 12 to 1 per element for the DOC and 12 to 2 per element for the SCR. The reduced order models were simulated on the experimental data and compared to the high fidelity model and the experimental data. The results show that the effect of eliminating the heat transfer and mass transfer coefficients are not significant on the performance of the reduced order models. This is shown by an insignificant change in the kinetic parameters between the reduced order and 1D model for simulating the experimental data. An EKF based estimator to estimate the internal states of the DOC and SCR was developed. The DOC and SCR estimators were simulated on the experimental data to show that the estimator provides improved estimation of states compared to a reduced order model. The results showed that using the temperature measurement at the DOC outlet improved the estimates of the CO , NO , NO2 and HC concentrations from the DOC. The SCR estimator was used to evaluate the effect of NH3 and NOX sensors on state estimation quality. Three sensor combinations of NOX sensor only, NH3 sensor only and both NOX and NH3 sensors were evaluated. The NOX only configuration had the worst performance, the NH3 sensor only configuration was in the middle and both the NOX and NH3 sensor combination provided the best performance.

Essays in Financial Econometrics

The first paper sheds light on the informational content of high frequency data and daily data. I assess the economic value of the two family models comparing their performance in forecasting asset volatility through the Value at Risk metric. In running the comparison this paper introduces two key assumptions: jumps in prices and leverage effect in volatility dynamics. Findings suggest that high frequency data models do not exhibit a superior performance over daily data models. In the second paper, building on Majewski et al. (2015), I propose an affine-discrete time model, labeled VARG-J, which is characterized by a multifactor volatility specification. In the VARG-J model volatility experiences periods of extreme movements through a jump factor modeled as an Autoregressive Gamma Zero process. The estimation under historical measure is done by quasi-maximum likelihood and the Extended Kalman Filter. This strategy allows to filter out both volatility factors introducing a measurement equation that relates the Realized Volatility to latent volatility. The risk premia parameters are calibrated using call options written on S&P500 Index. The results clearly illustrate the important contribution of the jump factor in the pricing performance of options and the economic significance of the volatility jump risk premia. In the third paper, I analyze whether there is empirical evidence of contagion at the bank level, measuring the direction and the size of contagion transmission between European markets. In order to understand and quantify the contagion transmission on banking market, I estimate the econometric model by Aït-Sahalia et al. (2015) in which contagion is defined as the within and between countries transmission of shocks and asset returns are directly modeled as a Hawkes jump diffusion process. The empirical analysis indicates that there is a clear evidence of contagion from Greece to European countries as well as self-contagion in all countries.

Design and implementation of motorbike lean angle observers

This thesis focuses on the investigation and the implementation of different observers for the estimation of the roll angle of a motorbike. The central core of the activity is applying a Model-Based design in order to outline, simulate and implement the filters with the aim of a final comparison of the performances. This approach is crucially underlined among the chapters that articulate this document: first the design and tuning of an Extended Kalman Filter and a Complementary Filter in a pure simulation environment emphasize the most accurate choice for the particular problem. After this, several steps were performed in order to move from the aforementioned simulation environment to a real hardware application. In conclusion, several sensor configurations were tested and compared in order to highlight which sensor suite gives the best performances.

Embedding Video Object Detection Capabilities on Low-Power Nano-Drones

Our objective for this thesis work was the deployment of a Neural Network based approach for video object detection on board a nano-drone. Furthermore, we have studied some possible extensions to exploit the temporal nature of videos to improve the detection capabilities of our algorithm. For our project, we have utilized the Mobilenetv2/v3SSDLite due to their limited computational and memory requirements. We have trained our networks on the IMAGENET VID 2015 dataset and to deploy it onto the nano-drone we have used the NNtool and Autotiler tools by GreenWaves. To exploit the temporal nature of video data we have tried different approaches: the introduction of an LSTM based convolutional layer in our architecture, the introduction of a Kalman filter based tracker as a postprocessing step to augment the results of our base architecture. We have obtain a total improvement in our performances of about 2.5 mAP with the Kalman filter based method(BYTE). Our detector run on a microcontroller class processor on board the nano-drone at 1.63 fps.

Methodologies for attitude determination from MEMS sensors in vehicles

The focus of the thesis is the application of different attitude’s determination algorithms on data evaluated with MEMS sensor using a board provided by University of Bologna. MEMS sensors are a very cheap options to obtain acceleration, and angular velocity. The use of magnetometers based on Hall effect can provide further data. The disadvantage is that they have a lot of noise and drift which can affects the results. The different algorithms that have been used are: pitch and roll from accelerometer, yaw from magnetometer, attitude from gyroscope, TRIAD, QUEST, Magdwick, Mahony, Extended Kalman filter, Kalman GPS aided INS. In this work the algorithms have been rewritten to fit perfectly with the data provided from the MEMS sensor. The data collected by the board are acceleration on the three axis, angular velocity on the three axis, magnetic fields on the three axis, and latitude, longitude, and altitude from the GPS. Several tests and comparisons have been carried out installing the electric board on different vehicles operating in the air and on ground. The conclusion that can be drawn from this study is that the Magdwich filter is the best trade-off between computational capabilities required and results obtained. If attitude angles are obtained from accelerometers, gyroscopes, and magnetometer, inconsistent data are obtained for cases where high vibrations levels are noticed. On the other hand, Kalman filter based algorithms requires a high computational burden. TRIAD and QUEST algorithms doesn’t perform as well as filters.

On the robustness of short-term interest rate models

This paper investigates the robustness of a range of short–term interest rate models. We examine the robustness of these models over different data sets, time periods, sampling frequencies, and estimation techniques. We examine a range of popular one–factor models that allow the conditional mean (drift) and conditional variance (diffusion) to be functions of the current short rate. We find that parameter estimates are highly sensitive to all of these factors in the eight countries that we examine. Since parameter estimates are not robust, these models should be used with caution in practice.

DISPOSITION EFFECT AMONG BRAZILIAN EQUITY FUND MANAGERS

The disposition effect predicts that investors tend to sell winning stocks too soon and ride losing stocks too long. Despite the wide range of research evidence about this issue, the reasons that lead investors to act this way are still subject to much controversy between rational and behavioral explanations. In this article, the main goal was to test two competing behavioral motivations to justify the disposition effect: prospect theory and mean reversion bias. To achieve it, an analysis of monthly transactions for a sample of 51 Brazilian equity funds from 2002 to 2008 was conducted and regression models with qualitative dependent variables were estimated in order to set the probability of a manager to realize a capital gain or loss as a function of the stock return. The results brought evidence that prospect theory seems to guide the decision-making process of the managers, but the hypothesis that the disposition effect is due to mean reversion bias could not be confirmed.

Brownian bridge and other path-dependent Gaussian processes vectorial simulation

The iterative simulation of the Brownian bridge is well known. In this article, we present a vectorial simulation alternative based on Gaussian processes for machine learning regression that is suitable for interpreted programming languages implementations. We extend the vectorial simulation of path-dependent trajectories to other Gaussian processes, namely, sequences of Brownian bridges, geometric Brownian motion, fractional Brownian motion, and Ornstein-Ulenbeck mean reversion process.

Predicting market movement with Artificial Neural Networks

This paper presents an application of an Artificial Neural Network (ANN) to the prediction of stock market direction in the US. Using a multilayer perceptron neural network and a backpropagation algorithm for the training process, the model aims at learning the hidden patterns in the daily movement of the S&P500 to correctly identify if the market will be in a Trend Following or Mean Reversion behavior. The ANN is able to produce a successful investment strategy which outperforms the buy and hold strategy, but presents instability in its overall results which compromises its practical application in real life investment decisions.

Leverage instability and persistence: Evidence from the United States and Europe

We find that leverage behavior both in level and time-series variation is very similar between the United States and Europe throughout the 1990-2013 period. Leverage regimes are simultaneously unstable and persistent for both regions. We define instability as the extent to which firms largely deviate from their long-term leverage mean, while persistence as the extent to which today’s leverage influences its future levels. We then show that this simultaneous evidence imply a mean-reversion behavior of leverage and discuss some of its implications for future research on this field.

Valuing an offshore exploration project through real options analysis

This thesis applied real options analysis to the valuation of an offshore oil exploration project, taking into consideration the several options typically faced by the management team of these projects. The real options process is developed under technical and price uncertainties, where it is considered that the mean reversion stochastic process is more adequate to describe the movement of oil price throught time. The valuation is realized to two case scenarios, being the first a simplified approach to develop the intuition of the used concepts, and the later a more complete cases that is resolved using both the binomial and trinomial processes to describe oil price movement. Real options methodology demonstrated to be capable of assessing and valuing the projects options, and of overcoming common capital budgeting methodologies flexibility limitation. The added value of the application of real options is evident, but so is the method's increased complexity, which adversely influence its widespread implementation.

Stock market volatility and learning

Introducing bounded rationality in a standard consumption-based asset pricing model with time separable preferences strongly improves empirical performance. Learning causes momentum and mean reversion of returns and thereby excess volatility, persistence of price-dividend ratios, long-horizon return predictability and a risk premium, as in the habit model of Campbell and Cochrane (1999), but for lower risk aversion. This is obtained, even though our learning scheme introduces just one free parameter and we only consider learning schemes that imply small deviations from full rationality. The findings are robust to the learning rule used and other model features. What is key is that agents forecast future stock prices using past information on prices.

Transitory Economic Shocks and Civil Conflict

I examine whether civil conflict is triggered by transitory negative economic shocks. My approach follows Miguel, Satyanath, and Sergenti (2004) in using rainfall as an exogenous source of economic shocks in Sub-Saharan African countries. The main difference is that my empirical specifications take into account that rainfall shocks are transitory. Failure to do so may, for example, lead to the conclusion that civil conflict is more likely to break out following negative rainfall shocks when conflict is most probable following years with exceptionally high rainfall levels.

Economic shocks and civil conflict: A comment

Miguel, Satyanath, and Sergenti (2004) argue that lowerrainfall levels and negative rainfall shocks increase conflictrisk in Sub-Saharan Africa. This conclusion rests on theirfinding of a negative correlation between conflict in t andrainfall growth between t-1 and t-2. I argue that this findingis driven by a positive correlation between conflict in t andrainfall levels in t-2. If lower rainfall levels or negativerainfall shocks increased conflict, one might have expectedMSS s finding to reflect a negative correlation betweenconflict in t and rainfall levels in t-1. In the latest data,conflict is unrelated to rainfall.