Risk Assessment of Chronic Exposure to Magnetic Fields near Electrical Apparatus

Conferência: 9th International Symposium on Occupational Safety and Hygiene (SHO) Guimaraes, Portugal - FEB 14-15, 2013

Human risk assessment of benzene after a gasoline station fuel leak

OBJECTIVE: To assess the health risk of exposure to benzene for a community affected by a fuel leak. METHODS: Data regarding the fuel leak accident with, which occurred in the Brasilia, Federal District, were obtained from the Fuel Distributor reports provided to the environmental authority. Information about the affected population (22 individuals) was obtained from focal groups of eight individuals. Length of exposure and water benzene concentration were estimated through a groundwater flow model associated with a benzene propagation model. The risk assessment was conducted according to the Agency for Toxic Substances and Disease Registry methodology. RESULTS: A high risk perception related to the health consequences of the accident was evident in the affected community (22 individuals), probably due to the lack of assistance and a poor risk communication from government authorities and the polluting agent. The community had been exposed to unsafe levels of benzene (> 5 µg/L) since December 2001, five months before they reported the leak. The mean benzene level in drinking water (72.2 µg/L) was higher than that obtained by the Fuel Distributer using the Risk Based Corrective Action methodology (17.2 µg/L).The estimated benzene intake from the consumption of water and food reached a maximum of 0.0091 µg/kg bw/day (5 x 10-7 cancer risk per 106 individuals). The level of benzene in water vapor while showering reached 7.5 µg/m3 for children (1 per 104 cancer risk). Total cancer risk ranged from 110 to 200 per 106 individuals. CONCLUSIONS: The population affected by the fuel leak was exposed to benzene levels that might have represented a health risk. Local government authorities need to develop better strategies to respond rapidly to these types of accidents to protect the health of the affected population and the environment.

Effects of irregular-shift work and physical activity on cardiovascular risk factors in truck drivers

OBJECTIVE: To analyze the putative effect of type of shift and its interaction with leisure-time physical activity on cardiovascular risk factors in truck drivers.METHODS: A cross-sectional study was undertaken on 57 male truck drivers working at a transportation company, of whom 31 worked irregular shifts and 26 worked on the day-shift. Participants recorded their physical activity using the International Physical Activity Questionnaire along with measurements of blood pressure, body mass index and waist-hip ratio. Participants also provided a fasting blood sample for analysis of lipid-related outcomes. Data were analyzed using a factorial model which was covariate-controlled for age, smoking, work demand, control at work and social support.RESULTS: Most of the irregular-shift and day-shift workers worked more than 8 hours per day (67.7% and 73.1%, respectively). The mean duration of experience working the irregular schedule was 15.7 years. Day-shift workers had never engaged in irregular-shift work and had been working as a truck driver for 10.8 years on average. The irregular-shift drivers had lower work demand but less control compared to day-shift drivers (p < 0.05). Moderately-active irregular-shift workers had higher systolic and diastolic arterial pressures (143.7 and 93.2 mmHg, respectively) than moderately-active day-shift workers (116 and 73.3 mmHg, respectively) (p < 0.05) as well as higher total cholesterol concentrations (232.1 and 145 mg/dl, respectively) (p = 0.01). Irrespective of their physical activity, irregular-shift drivers had higher total cholesterol and LDL-cholesterol concentrations (211.8 and 135.7 mg/dl, respectively) than day-shift workers (161.9 and 96.7 mg/dl, respectively (ANCOVA, p < 0.05).CONCLUSIONS: Truck drivers are exposed to cardiovascular risk factors due to the characteristics of the job, such as high work demand, long working hours and time in this profession, regardless of shift type or leisure-time physical activity.

Risk Analysis and Behavior of Electricity Portfolio Aggregator

The scope of this paper is to adapt the standard mean-variance model of Henry Markowitz theory, creating a simulation tool to find the optimal configuration of the portfolio aggregator, calculate its profitability and risk. Currently, there is a deep discussion going on among the power system society about the structure and architecture of the future electric system. In this environment, policy makers and electric utilities find new approaches to access the electricity market; this configures new challenging positions in order to find innovative strategies and methodologies. Decentralized power generation is gaining relevance in liberalized markets, and small and medium size electricity consumers are also become producers (“prosumers”). In this scenario an electric aggregator is an entity that joins a group of electric clients, customers, producers, “prosumers” together as a single purchasing unit to negotiate the purchase and sale of electricity. The aggregator conducts research on electricity prices, contract terms and conditions in order to promote better energy prices for their clients and allows small and medium customers to benefit improved market prices.

Memória de longo prazo nos retornos acionistas dos índices de referência da euronext, implicações para a hipótese de mercados eficientes e contributo fractal para aperfeiçoamento do capital asset pricing model

Não existe uma definição única de processo de memória de longo prazo. Esse processo é geralmente definido como uma série que possui um correlograma decaindo lentamente ou um espectro infinito de frequência zero. Também se refere que uma série com tal propriedade é caracterizada pela dependência a longo prazo e por não periódicos ciclos longos, ou que essa característica descreve a estrutura de correlação de uma série de longos desfasamentos ou que é convencionalmente expressa em termos do declínio da lei-potência da função auto-covariância. O interesse crescente da investigação internacional no aprofundamento do tema é justificado pela procura de um melhor entendimento da natureza dinâmica das séries temporais dos preços dos ativos financeiros. Em primeiro lugar, a falta de consistência entre os resultados reclama novos estudos e a utilização de várias metodologias complementares. Em segundo lugar, a confirmação de processos de memória longa tem implicações relevantes ao nível da (1) modelação teórica e econométrica (i.e., dos modelos martingale de preços e das regras técnicas de negociação), (2) dos testes estatísticos aos modelos de equilíbrio e avaliação, (3) das decisões ótimas de consumo / poupança e de portefólio e (4) da medição de eficiência e racionalidade. Em terceiro lugar, ainda permanecem questões científicas empíricas sobre a identificação do modelo geral teórico de mercado mais adequado para modelar a difusão das séries. Em quarto lugar, aos reguladores e gestores de risco importa saber se existem mercados persistentes e, por isso, ineficientes, que, portanto, possam produzir retornos anormais. O objetivo do trabalho de investigação da dissertação é duplo. Por um lado, pretende proporcionar conhecimento adicional para o debate da memória de longo prazo, debruçando-se sobre o comportamento das séries diárias de retornos dos principais índices acionistas da EURONEXT. Por outro lado, pretende contribuir para o aperfeiçoamento do capital asset pricing model CAPM, considerando uma medida de risco alternativa capaz de ultrapassar os constrangimentos da hipótese de mercado eficiente EMH na presença de séries financeiras com processos sem incrementos independentes e identicamente distribuídos (i.i.d.). O estudo empírico indica a possibilidade de utilização alternativa das obrigações do tesouro (OT’s) com maturidade de longo prazo no cálculo dos retornos do mercado, dado que o seu comportamento nos mercados de dívida soberana reflete a confiança dos investidores nas condições financeiras dos Estados e mede a forma como avaliam as respetiva economias com base no desempenho da generalidade dos seus ativos. Embora o modelo de difusão de preços definido pelo movimento Browniano geométrico gBm alegue proporcionar um bom ajustamento das séries temporais financeiras, os seus pressupostos de normalidade, estacionariedade e independência das inovações residuais são adulterados pelos dados empíricos analisados. Por isso, na procura de evidências sobre a propriedade de memória longa nos mercados recorre-se à rescaled-range analysis R/S e à detrended fluctuation analysis DFA, sob abordagem do movimento Browniano fracionário fBm, para estimar o expoente Hurst H em relação às séries de dados completas e para calcular o expoente Hurst “local” H t em janelas móveis. Complementarmente, são realizados testes estatísticos de hipóteses através do rescaled-range tests R/S , do modified rescaled-range test M - R/S e do fractional differencing test GPH. Em termos de uma conclusão única a partir de todos os métodos sobre a natureza da dependência para o mercado acionista em geral, os resultados empíricos são inconclusivos. Isso quer dizer que o grau de memória de longo prazo e, assim, qualquer classificação, depende de cada mercado particular. No entanto, os resultados gerais maioritariamente positivos suportam a presença de memória longa, sob a forma de persistência, nos retornos acionistas da Bélgica, Holanda e Portugal. Isto sugere que estes mercados estão mais sujeitos a maior previsibilidade (“efeito José”), mas também a tendências que podem ser inesperadamente interrompidas por descontinuidades (“efeito Noé”), e, por isso, tendem a ser mais arriscados para negociar. Apesar da evidência de dinâmica fractal ter suporte estatístico fraco, em sintonia com a maior parte dos estudos internacionais, refuta a hipótese de passeio aleatório com incrementos i.i.d., que é a base da EMH na sua forma fraca. Atendendo a isso, propõem-se contributos para aperfeiçoamento do CAPM, através da proposta de uma nova fractal capital market line FCML e de uma nova fractal security market line FSML. A nova proposta sugere que o elemento de risco (para o mercado e para um ativo) seja dado pelo expoente H de Hurst para desfasamentos de longo prazo dos retornos acionistas. O expoente H mede o grau de memória de longo prazo nos índices acionistas, quer quando as séries de retornos seguem um processo i.i.d. não correlacionado, descrito pelo gBm(em que H = 0,5 , confirmando- se a EMH e adequando-se o CAPM), quer quando seguem um processo com dependência estatística, descrito pelo fBm(em que H é diferente de 0,5, rejeitando-se a EMH e desadequando-se o CAPM). A vantagem da FCML e da FSML é que a medida de memória de longo prazo, definida por H, é a referência adequada para traduzir o risco em modelos que possam ser aplicados a séries de dados que sigam processos i.i.d. e processos com dependência não linear. Então, estas formulações contemplam a EMH como um caso particular possível.

Occupational conditions and the risk of the use of amphetamines by truck drivers

OBJECTIVE To test whether the occupational conditions of professional truck drivers are associated with amphetamine use after demographic characteristics and ones regarding mental health and drug use are controlled for.METHODS Cross-sectional study, with a non-probabilistic sample of 684 male truck drivers, which was collected in three highways in Sao Paulo between years 2012 and 2013. Demographic and occupational information was collected, as well as data on drug use and mental health (sleep quality, emotional stress, and psychiatric disorders). A logistic regression model was developed to identify factors associated with amphetamine use. Odds ratio (OR; 95%CI) was defined as the measure for association. The significance level was established as p < 0.05.RESULTS The studied sample was found to have an average age of 36.7 (SD = 7.8) years, as well as low education (8.6 [SD = 2.3] years); 29.0% of drivers reported having used amphetamines within the twelve months prior to their interviews. After demographic and occupational variables had been controlled for, the factors which indicated amphetamine use among truck drivers were the following: being younger than 38 years (OR = 3.69), having spent less than nine years at school (OR = 1.76), being autonomous (OR = 1.65), working night shifts or irregular schedules (OR = 2.05), working over 12 hours daily (OR = 2.14), and drinking alcohol (OR = 1.74).CONCLUSIONS Occupational aspects are closely related to amphetamine use among truck drivers, which reinforces the importance of closely following the application of law (Resting Act (“Lei do Descanso”); Law 12,619/2012) which regulates the workload and hours of those professionals. Our results show the need for increased strictness on the trade and prescription of amphetamines in Brazil.

Risk factors for recurrent wheezing in infants: a case-control study

ABSTRACT OBJECTIVE To evaluate the association between recurrent wheezing and atopy, the Asthma Predictive Index, exposure to risk factors, and total serum IgE levels as potential factors to predict recurrent wheezing. METHODS A case-control study with infants aged 6-24 months treated at a specialized outpatient clinic from November 2011 to March 2013. Evaluations included sensitivity to inhalant and food antigens, positive Asthma Predictive Index, and other risk factors for recurrent wheezing (smoking during pregnancy, presence of indoor smoke, viral infections, and total serum IgE levels). RESULTS We evaluated 113 children: 65 infants with recurrent wheezing (63.0% male) with a mean age of 14.8 (SD = 5.2) months and 48 healthy infants (44.0% male) with a mean age of 15.2 (SD = 5.1) months. In the multiple analysis model, antigen sensitivity (OR = 12.45; 95%CI 1.28–19.11), positive Asthma Predictive Index (OR = 5.57; 95%CI 2.23–7.96), and exposure to environmental smoke (OR = 2.63; 95%CI 1.09–6.30) remained as risk factors for wheezing. Eosinophilia ≥ 4.0% e total IgE ≥ 100 UI/mL were more prevalent in the wheezing group, but failed to remain in the model. Smoking during pregnancy was identified in a small number of mothers, and secondhand smoke at home was higher in the control group. CONCLUSIONS Presence of atopy, positive Asthma Predictive Index and exposure to environmental smoke are associated to recurrent wheezing. Identifying these factors enables the adoption of preventive measures, especially for children susceptible to persistent wheezing and future asthma onset.

Machine learning Vasicek model calibration with Gaussian processes

In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.

Risk management of new product development process

Dissertation submitted to Faculdade de Ciências e Tecnologia of Universidade Nova de Lisboa for the achievement of Integrated Master´s degree in Industrial Management Engineering

Scheduling of a hydro producer considering head-dependency, price scenarios and risk-aversion

In this paper, a mixed-integer quadratic programming approach is proposed for the short-term hydro scheduling problem, considering head-dependency, discontinuous operating regions and discharge ramping constraints. As new contributions to earlier studies, market uncertainty is introduced in the model via price scenarios, and risk aversion is also incorporated by limiting the volatility of the expected profit through the conditional value-at-risk. Our approach has been applied successfully to solve a case Study based on one of the main Portuguese cascaded hydro systems, requiring a negligible computational time.

Long-run consumption risk with durable goods : UK evidence for equity and bond markets

"It is a widely accepted fact that the consumption-based capital asset pricing model (CCAPM) fails to provide a good explanation of many important features of the behaviour of financial market returns in a large range of countries over a long period of time. However, within a representative consumer/investor model, it is hard to see how the basic structure of the consumption based model can be safely abandoned." [introdução]

Exposure to acellular blood products and risk of HIV infection in hemophiliacs from Belo Horizonte, Brazil

Results of a HIV prevalence study conducted in hemophiliacs from Belo Horizonte, Brazil are presented. History of exposure to acellular blood components was determined for the five year period prior to entry in the study, which occurred during 1986 and 1987. Patients with coagulations disorders (hemophilia A = 132, hemophilia B = 16 and coagulation disorders other than hemophilia = 16) were transfused with liquid cryoprecipitate, locally produced, lyophilized cryoprecipitate, imported from São Paulo (Brazil) and factor VIII and IX, imported from Rio de Janeiro (Brazil), Europe, and United States. Thirty six (22%) tested HIV seropositive. The univariate and multivariate analysis (logistic model) demonstrated that the risk of HIV infection during the study period was associated with the total units of acellular blood components transfused. In addition, the proportional contribution of the individual components to the total acellular units transfused, namely a increase in factor VIII/IX and lyophilized cryoprecipitate proportions, were found to be associated with HIV seropositivity. This analysis suggest that not only the total amount of units was an important determinant of HIV infection, but that the risk was also associated with the specific component of blood transfused

Classification Performance of Multilayer Perceptrons with Different Risk Functionals

In the present paper we assess the performance of information-theoretic inspired risks functionals in multilayer perceptrons with reference to the two most popular ones, Mean Square Error and Cross-Entropy. The information-theoretic inspired risks, recently proposed, are: HS and HR2 are, respectively, the Shannon and quadratic Rényi entropies of the error; ZED is a risk reflecting the error density at zero errors; EXP is a generalized exponential risk, able to mimic a wide variety of risk functionals, including the information-thoeretic ones. The experiments were carried out with multilayer perceptrons on 35 public real-world datasets. All experiments were performed according to the same protocol. The statistical tests applied to the experimental results showed that the ubiquitous mean square error was the less interesting risk functional to be used by multilayer perceptrons. Namely, mean square error never achieved a significantly better classification performance than competing risks. Cross-entropy and EXP were the risks found by several tests to be significantly better than their competitors. Counts of significantly better and worse risks have also shown the usefulness of HS and HR2 for some datasets.

Age-period-cohort effects in the incidence of hip fractures: political and economic events are coincident with changes in risk

Introduction: Healthcare improvements have allowed prevention but have also increased life expectancy, resulting in more people being at risk. Our aim was to analyse the separate effects of age, period and cohort on incidence rates by sex in Portugal, 2000–2008. Methods: From the National Hospital Discharge Register, we selected admissions (aged ≥49 years) with hip fractures (ICD9-CM, codes 820.x) caused by low/moderate trauma (falls from standing height or less), readmissions and bone cancer cases. We calculated person-years at risk using population data from Statistics Portugal. To identify period and cohort effects for all ages, we used an age–period–cohort model (1-year intervals) followed by generalised additive models with a negative binomial distribution of the observed incidence rates of hip fractures. Results: There were 77,083 hospital admissions (77.4 % women). Incidence rates increased exponentially with age for both sexes (age effect). Incidence rates fell after 2004 for women and were random for men (period effect). There was a general cohort effect similar in both sexes; risk of hip fracture altered from an increasing trend for those born before 1930 to a decreasing trend following that year. Risk alterations (not statistically significant) coincident with major political and economic change in the history of Portugal were observed around birth cohorts 1920 (stable–increasing), 1940 (decreasing–increasing) and 1950 (increasing–decreasing only among women). Conclusions: Hip fracture risk was higher for those born during major economically/politically unstable periods. Although bone quality reflects lifetime exposure, conditions at birth may determine future risk for hip fractures.

Schistosomiasis mansoni in an area of low transmission: II. Risk factors for infection

Risk factors for Schistosoma mansoni infection were identified using a 1:1 matched case-control design. The work was conducted in the municipality of Pedro de Toledo, São Paulo State, Brazil, an area where the snail host is Biomphalaria tenagophila. Information on water contact patterns, knowledge, attitudes and pratices (kap), socioeconomic and sanitary conditions were obtained by mean of questionnaires. The crude odds ratio estimates and the adjusted odds ratio estimates using the logistic regression model are presented. Most of the examined individuals admitted recent water contacts (90.6% of the cases). The most frequent reason for contact was swimming, playing and fishing and the preferential site of contact was the river. According to the logistic regression technique, the main risk factors for infection were: a) water contact through swimming, playing and fishing; b) fording; c) bad hygiene. We concluded that recreational activities are the main reasons for schistosomiasis transmission in Pedro de Toledo and leisure alternatives should be offered to the local population.