Pair trading: Clustering based on principal component analysis

This study focuses on the implementation of several pair trading strategies across three emerging markets, with the objective of comparing the results obtained from the different strategies and assessing if pair trading benefits from a more volatile environment. The results show that, indeed, there are higher potential profits arising from emerging markets. However, the higher excess return will be partially offset by higher transaction costs, which will be a determinant factor to the profitability of pair trading strategies. Also, a new clustering approach based on the Principal Component Analysis was tested as an alternative to the more standard clustering by Industry Groups. The new clustering approach delivers promising results, consistently reducing volatility to a greater extent than the Industry Group approach, with no significant harm to the excess returns.

Spatial distribution and esterase activity in populations of Aedes (Stegomyia) aegypti (Linnaeus) (Diptera: Culicidae) resistant to temephos

INTRODUCTION:The need for studies that describe the resistance patterns in populations of Aedes aegypti (Linnaeus) in function of their region of origin justified this research, which aimed to characterize the resistance to temephos and to obtain information on esterase activity in populations of Aedes aegypticollected in municipalities of the State of Paraíba.METHODS:Resistance to temephos was evaluated and characterized from the diagnostic dose of 0.352mg i.a./L and multiple concentrations that caused mortalities between 5% and 99%. Electrophoresis of isoenzymes was used to verify the patterns of esterase activity among populations of the vector.RESULTS:All populations of Aedes aegypti were resistant to temephos, presenting a resistance rate (RR) greater than 20. The greatest lethal dose 50% of the sample (CL50) was found for the municipality of Lagoa Seca, approximately forty-one times the value of CL50 for the Rockefeller population. The populations characterized as resistant showed two to six regions of α and β-esterase, called EST-1 to EST-6, while the susceptible population was only seen in one region of activity.CONCLUSIONS:Aedes aegyptiis widely distributed and shows a high degree of resistance to temephos in all municipalities studied. In all cases, esterases are involved in the metabolism and, consequently, in the resistance to temephos.

Spatial distribution of trachoma cases in the City of Bauru, State of São Paulo, Brazil, detected in 2006: defining key areas for improvement of health resources

IntroductionThe objective of this study was to analyze the spatial behavior of the occurrence of trachoma cases detected in the City of Bauru, State of São Paulo, Brazil, in 2006 in order to use the information collected to set priority areas for optimization of health resources.Methodsthe trachoma cases identified in 2006 were georeferenced. The data evaluated were: schools where the trachoma cases studied, data from the 2000 Census, census tract, type of housing, water supply conditions, distribution of income and levels of education of household heads. In the Google Earth® software and TerraView® were made descriptive spatial analysis and estimates of the Kernel. Each area was studied by interpolation of the density surfaces exposing events to facilitate to recognize the clusters.ResultsOf the 66 cases detected, only one (1.5%) was not a resident of the city's outskirts. A positive association was detected of trachoma cases and the percentage of heads of household with income below three minimum wages and schooling under eight years of education.ConclusionsThe recognition of the spatial distribution of trachoma cases coincided with the areas of greatest social inequality in Bauru City. The micro-areas identified are those that should be prioritized in the rationalization of health resources. There is the possibility of using the trachoma cases detected as an indicator of performance of micro priority health programs.

Spatial distribution of leprosy in areas of risk in Vitoria, State of Espirito Santo, Brazil, 2005 to 2009

Introduction Leprosy remains a relevant public health issue in Brazil. The objective of this study was to analyze the spatial distribution of new cases of leprosy and to detect areas with higher risks of disease in the City of Vitória. Methods The study was ecologically based on the spatial distribution of leprosy in the City of Vitória, State of Espírito Santo between 2005 and 2009. The data sources used came from the available records of the State Health Secretary of Espírito Santo. A global and local empirical Bayesian method was used in the spatial analysis to produce a leprosy risk estimation, and the fluctuation effect was smoothed from the detection coefficients. Results The study used thematic maps to illustrate that leprosy is distributed heterogeneously between the neighborhoods and that it is possible to identify areas with high risk of disease. The Pearson correlation coefficient of 0.926 (p = 0.001) for the Local Method indicated highly correlated coefficients. The Moran index was calculated to evaluate correlations between the incidences of adjoining districts. Conclusions We identified the spatial contexts in which there were the highest incidence rates of leprosy in Vitória during the studied period. The results contribute to the knowledge of the spatial distribution of leprosy in the City of Vitória, which can help establish more cost-effective control strategies because they indicate specific regions and priority planning activities that can interfere with the transmission chain.

Spatial dynamics of urban populations of Lutzomyia longipalpis (Diptera: Psychodidae) in Caxias, State of Maranhão, Brazil

Introduction In this paper, we report the ecology of Lutzomyia longipalpis in Caxias City, located in the eastern part of State of Maranhão, Brazil and highlight its seasonal and geographical distribution by environment. In addition, we discuss natural Leishmania infection and its relationship with visceral leishmaniasis. Methods Between September 2007 and August 2009, the collection of sandflies was performed using Center for Disease Control (CDC) light traps from 15 houses in 5 selected neighborhoods. Results Lutzomyia longipalpis was present in all zones of the city. We also found that Lu. longipalpis was regularly detected both inside and around the house, predominantly in outdoor areas. In urban areas, Lu. longipalpis was present in both the dry and rainy seasons, with a higher density present in the latter. One female specimen of Lu. longipalpis was observed to have natural Leishmania infection. Conclusions The presence of Lu. longipalpis was observed throughout the year during 2 seasonal periods, with a predominance in the rainy season. A low rate of natural Leishmania infection was observed in urban areas during the rainy season.

Spatial and seasonal distribution of Lutzomyia longipalpis in Dracena, a city in the western region of the State of São Paulo, Brazil, that is endemic with visceral leishmaniasis

Introduction Vector seasonality knowledge is important for monitoring and controlling of vector-borne diseases. Lutzomyia longipalpis (Lu. longipalpis) is the main vector of Leishmania (Leishmania) infantum Nicolle, 1908, which is the causative agent of visceral leishmaniasis in the Americas. Methods Lu. longipalpis was monitored for 3 consecutive nights each month using light traps from the Centers for Disease Control in the peridomiciles and intradomiciles of 18 residences from January 2005 to December 2012 in the urban area of Dracena, a medium-sized city located in the western region of São Paulo, Brazil. Results A total of 54,820 Lu. longipalpis specimens were collected, and the proportion of positive samples was significantly higher in the peridomiciles than in the intradomiciles (p<0.05) in all 8 years of the study, except for 2005. The vector was present in all study years in the 9 sub-regions of the city, and the male/female ratio ranged from 3.19 to 4.26. The greatest vector abundance occurred in the first semester and peaked in March, confirming its seasonality. Conclusions The maintenance of this high abundance over an 8-year surveillance period demonstrates the vector adaptation to the urban conditions of the city. These characteristics present a major challenge for preventing human and canine contact with the vector and, consequently, controlling the spread of disease.

Paracoccidioidomycosis in a western Brazilian Amazon State: Clinical-epidemiologic profile and spatial distribution of the disease

Introduction: Paracoccidioidomycosis (PCM) is a systemic infection caused by the fungus Paracoccidioides brasiliensis. PCM is considered one of the most important systemic mycoses in Latin America. Methods: This is a clinical, epidemiological, retrospective, quantitative study of PCM cases in patients attending the National Health Service in the State of Rondônia in 1997-2012. The examined variables included sex, age group, year of diagnosis, education level, profession, place of residence, diagnostic test, prior treatment, medication used, comorbidities and case progress. Results: During the study period, 2,163 PCM cases were registered in Rondônia, and the mean annual incidence was 9.4/100,000 people. The municipalities with the highest rates were located in the southeastern region of Rondônia, and the towns of Pimenteiras do Oeste and Espigão do Oeste had the highest rates in the state, which were 39.1/100,000 and 37.4/100,000 people, respectively. Among all cases, 90.2% and 9.8% were observed in men and women, respectively, and most cases (58.2%) were observed in patients aged between 40 and 59 years. Itraconazole was used to treat 91.6% (1,771) of cases, followed by sulfamethoxazole in combination with trimethoprim (4.4% [85] of cases). One hundred thirty-one (6%) patients died. Conclusions: The State of Rondônia has a high incidence of PCM, and the municipalities in the southeastern region of the state were found to have the highest incidence rates of this disease. Our findings suggest that Rondônia is the state in the northern region with the highest mortality rate for PCM.

Temporal, spatial and spatiotemporal analysis of the occurrence of visceral leishmaniasis in humans in the City of Birigui, State of São Paulo, from 1999 to 2012

Introduction In 1999, Birigui and Araçatuba were the first municipalities in the State of São Paulo to present autochthonous cases of visceral leishmaniasis in humans (VLH). The aim of this study was to describe the temporal, spatial and spatiotemporal behaviors of VLH in Birigui. Methods Secondary data were obtained from the Notifiable Diseases Information System from 1999 to 2012. The incidence, mortality and case fatality rates by sex and age were calculated. The cases of VLH were geocoded and grouped according to census tracts. Local empirical Bayesian incidence rates were calculated. The existence of spatial and spatiotemporal clusters was investigated using SaTScan software. Results There were 156 confirmed cases of autochthonous VLH. The incidence rate was higher in the 0-4-year-old children, and the mortality and case fatality rates were higher in people aged 60 years and older. The peaks of incidence occurred in 2006 and 2011. The Bayesian rates identified the presence of VLH in all of the census tracts in the municipality; however, spatial and spatiotemporal clusters were found in the central area of the municipality. Conclusions Birigui, located in the Araçatuba region, has recently experienced increasing numbers of VLH cases; this increase is contrary to the behavior observed over the entire region, which has shown a decreasing trend in the number of VLH cases. The observations that the highest incidence is in children 0-4 years old and the highest mortality is in people 60 years and older are in agreement with the expected patterns of VLH.

Spatial analysis of visceral leishmaniasis in the municipality of Rondonópolis, in the Brazilian State of Mato Grosso, from 2003 to 2012: human, canine and vector distribution in areas of disease transmission

INTRODUCTION: Visceral leishmaniasis (VL) is a zoonosis of great importance to public health and is considered a neglected disease by the World Health Organization. The disease has expanded and become more prevalent in urban areas in Brazil. METHODS: Geospatial analyses were performed and thematic maps of the triad of the disease were produced for the study period (2003-2012) in the urban area of the municipality of Rondonópolis in the midwestern State of Mato Grosso (MT), Brazil, TerraView 4.2.2 software was used for the analyses. RESULTS: A total of 87.9% of the 186 confirmed human cases of VL were cured. Children between the ages of 1 and 4 were the most affected. Registered deaths were predominant among adults aged 60 years or older. The urban area of the municipality consists of eight strata and 12 census districts include 237 neighborhoods. All sectors had confirmed cases of VL. During the study period, human cases of the disease were recorded in 90 neighborhoods. The 23 deaths from the disease were distributed in 21 neighborhoods. Sandflies carrying the parasite were captured in 192 out of 200 neighborhoods evaluated for the presence of the VL vector. The presence of dogs carrying the parasite was confirmed in, 140 out of 154 surveyed neighborhoods. CONCLUSIONS: The data demonstrated the endemic nature of VL, with a high percentage of infected children, a high distribution of canine infection, and a wide adaptation and dispersal of the vectors in the urban environment. These results, illustrate the process of urbanization of VL in the municipality of Rondonópolis, MT, Brazil.

Spatial and spatiotemporal occurrence of human visceral leishmaniasis in Adamantina, State of São Paulo, Brazil

Abstract: INTRODUCTION : Several municipalities of the Western region of the State of São Paulo have been affected by human visceral leishmaniasis (HVL), including the City of Adamantina, where the first autochthonous cases occurred in 2004. Therefore, this study aimed to describe the spatial and spatiotemporal occurrence of HVL in Adamantina. METHODS : Secondary data regarding the occurrence of HVL in Adamantina between 2004 and 2011 were used. Incidence, mortality, and case fatality rates were calculated. We used local empirical Bayesian incidence rates to represent the occurrence of the disease in the census sector of the city. The existence of spatial and spatiotemporal clusters of cases was evaluated using scan statistics. In situ observation was performed to assess the socioeconomic and environmental characteristics of the areas with medium and high incidences. RESULTS : Adamantina reported cases in 70% of its census sectors. No differences were observed between sexes. The group aged 0-4 years presented the highest incidence and mortality rates, and the group aged 40-59 years presented the highest fatality rate. We detected a spatiotemporal cluster, which coincided with the commencement of the endemic in the city. CONCLUSIONS : The individuals most affected by the disease were children. The disease was present in areas with better and worse socioeconomic conditions. The use of spatial analysis techniques was important to achieve the study objectives.

Spatial distribution of disseminated histoplasmosis and AIDS co-infection in an endemic area of Northeastern Brazil

Abstract: INTRODUCTION: The spatial distribution of disseminated histoplasmosis (DH) and acquired immunodeficiency syndrome (AIDS) co-infection in adult residents of Fortaleza, Ceará, Brazil was evaluated. METHODS: Socio-demographic data for the DH/AIDS cases were obtained from a reference hospital, and socio-environmental indicators were obtained from an official Brazilian institute. Kernel analysis and local indicators of spatial autocorrelation (LISA) cluster maps were used to estimate the case density within the city. RESULTS: DH/AIDS cases were concentrated in the Northwestern and Southwestern peripheral areas of the city, related with low human development indices, but different from AIDS cases distribution. CONCLUSION: Risk factors other than AIDS infection must affect histoplasmosis development in this area.

Spatial and temporal distribution of a tiger beetle guild (Coleoptera: Carabidae: Cicindelinae) along a 105m long transect in the reserva florestal A. Ducke near Manaus (Central Amazonia)

The spatial and temporal distribution of a guild of eight diurnal tiger beetle species was studied on a 105 m long transect near the field station of the Reserva Florestal A. Ducke near Manaus (AM), Brazil. The transect followed a path that included both shaded and an open areas. Five of the species, restricted to primary forest, occurrred only in shaded areas of the transect, and three species occurred in open areas. Of all eight species only two of the open habitat species showed no clear seasonality in adult activity. In six species the activity of adults was limited to the rainy season. The most pronounced annual rhythm was found in Pentacomia ventralis, an open habitat species. Activity of adults was limited to October/November. First in-star larvae appeared shortly thereafter. Larval development mainly took place from January to May. The third instar larva entered a dormancy which lasted up to 10 months, and which enabled the synchronisation of emerging adults with annual seasons.

A spatial multicriteria model for urban accessibility mapping

Accessibility is nowadays an important issue for the development of cities. It is seen as a priority in order toguarantee equal access to fundamental rights, to improve the quality of life of citizens and to ensure that everyone, regardless of age, mobility or ability, have equal access to all the resources and benefits cities have to offer. Consequently, factors closely related to the accessibility have gained a higher relevance for identifying and assessing the location of urban facilities. The main goal of the paper is to present an accessibility evaluation model applied in Santarém, in Brazil, a city located midway between the larger cities of Belem and Manaus. The research instruments, sampling method and data analysis proposed for mapping urban accessibility are described. Daily activities were used to identify and group key destinations. The model was implemented within a geographic information system and integrates the individualâ s perspective through the definition of each key destination weight, reflecting their significance for daily activities in the urban area. Accessibility to key destinations was mapped over 24 districts of the city of Santarém. The results of this model application can support city administration decision-making for new investments in order to improve urban quality of life.

Task clustering on ETL systems – A pattern-oriented approach

Usually, data warehousing populating processes are data-oriented workflows composed by dozens of granular tasks that are responsible for the integration of data coming from different data sources. Specific subset of these tasks can be grouped on a collection together with their relationships in order to form higher- level constructs. Increasing task granularity allows for the generalization of processes, simplifying their views and providing methods to carry out expertise to new applications. Well-proven practices can be used to describe general solutions that use basic skeletons configured and instantiated according to a set of specific integration requirements. Patterns can be applied to ETL processes aiming to simplify not only a possible conceptual representation but also to reduce the gap that often exists between two design perspectives. In this paper, we demonstrate the feasibility and effectiveness of an ETL pattern-based approach using task clustering, analyzing a real world ETL scenario through the definitions of two commonly used clusters of tasks: a data lookup cluster and a data conciliation and integration cluster.

Clustering-based approach for categorizing pregnant women in obstetrics and maternity care

When a pregnant woman is guided to a hospital for obstetrics purposes, many outcomes are possible, depending on her current conditions. An improved understanding of these conditions could provide a more direct medical approach by categorizing the different types of patients, enabling a faster response to risk situations, and therefore increasing the quality of services. In this case study, the characteristics of the patients admitted in the maternity care unit of Centro Hospitalar of Porto are acknowledged, allowing categorizing the patient women through clustering techniques. The main goal is to predict the patients’ route through the maternity care, adapting the services according to their conditions, providing the best clinical decisions and a cost-effective treatment to patients. The models developed presented very interesting results, being the best clustering evaluation index: 0.65. The evaluation of the clustering algorithms proved the viability of using clustering based data mining models to characterize pregnant patients, identifying which conditions can be used as an alert to prevent the occurrence of medical complications.