Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns

Parametric VaR (Value-at-Risk) is widely used due to its simplicity and easy calculation. However, the normality assumption, often used in the estimation of the parametric VaR, does not provide satisfactory estimates for risk exposure. Therefore, this study suggests a method for computing the parametric VaR based on goodness-of-fit tests using the empirical distribution function (EDF) for extreme returns, and compares the feasibility of this method for the banking sector in an emerging market and in a developed one. The paper also discusses possible theoretical contributions in related fields like enterprise risk management (ERM). © 2013 Elsevier Ltd.

Versão brasileira do Chronic Respiratory Questionnaire: estudo da validade de constructo e reprodutibilidade

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Transporte mucociliar e atividade física na vida diária de fumantes saudáveis

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Repercussões do Diabete melito gestacional na função cardiopulmonar de gestantes

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Analysis of cardiopulmonary and metabolic variables measured during laboratory and sport-specific incremental tests for table tennis performance prediction

Purpose. - The purposes of this study were: i) to compare the physiological responses measured during a specific table tennis incremental test with the physiological responses measured during cycling, arm cranking, and treadmill running tests; and ii) to verify the accuracy of table tennis performance prediction based on the physiological responses from these tests.Methods. - Eleven national level male table tennis players participated in the study and undertook incremental tests using ergometers. Table tennis performance was defined as the ranking obtained during a simulated tournament between the participants.Results. - In general, peak values for physiological variables (e.g., (V) over dotO(2PEAK) and [La]PEAK) were significantly lower (P < 0.05) in the specific test (e.g., (V) over dotO(2PEAK) = 39.9 +/- 1.5 ml.kg(-1) per minute and [La]PEAK = 6.4 +/- 0.5 mmol.L-1) than during cycling (e.g., (V) over dotO(2PEAK) = 41.3 +/- 1.4 ml.kg(-1) per minute and [La]PEAK = 10.2 +/- 0.7 mmol.L-1) or running (e.g., (V) over dotO(2PEAK) = 43.9 +/- 1.5 ml.kg(-1) per minute and [La]PEAK = 10.0 +/- 0.7 mmol.L-1), but higher than during arm cranking (e.g., (V) over dotO(2PEAK) = 26.6 +/- 1.6 ml.kg(-1) per minute and [La]PEAK = 8.9 +/- 0.6 mmol.L-1). At respiratory compensation point intensity (RCP), only the variables measured on arm cranking were lower (P < 0.05) than on the other ergometers. Stepwise multiple regression analysis showed significant correlation between table tennis performance and lactate concentration ([La]) and also rate of perceived effort (RPE) at RCP during cycling (r = 0.89; P < 0.05).Conclusion. - In conclusion, the significant differences obtained between the specific and laboratory ergometers demonstrate the need to use a specific test to measure physiological parameters in table tennis and the physiological parameters measured, independent of the ergometer used, are unable to predict table tennis performance. (C) 2013 Elsevier Masson SAS. All rights reserved.

Two levels of the inspired oxygen fraction in propofol-anesthetized dogs with high intracranial pressure: cardiopulmonary function

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Age and gender influence the cardiorespiratory function and metabolic rate of broiler chicks during normocapnia and hypercapnia

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Optimizing urban traffic flow using genetic algorithm with petri net analysis as fitness function

This paper describes a new methodology adopted for urban traffic stream optimization. By using Petri net analysis as fitness function of a Genetic Algorithm, an entire urban road network is controlled in real time. With the advent of new technologies that have been published, particularly focusing on communications among vehicles and roads infrastructures, we consider that vehicles can provide their positions and their destinations to a central server so that it is able to calculate the best route for one of them. Our tests concentrate on comparisons between the proposed approach and other algorithms that are currently used for the same purpose, being possible to conclude that our algorithm optimizes traffic in a relevant manner.

Activation of the brain melanocortin system is required for leptin-induced modulation of chemorespiratory function

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

How do laryngeal and respiratory functions contribute to differentiate actors/actresses and untrained voices?

Purpose. The present study aimed to compare actors/actresses's voices and vocally trained subjects through aerodynamic and electroglottographic (EGG) analyses. We hypothesized that glottal and breathing functions would reflect technical and physiological differences between vocally trained and untrained subjects.Methods. Forty participants with normal voices participated in this study (20 professional theater actors and 20 untrained participants). In each group, 10 male and 10 female subjects were assessed. All participants underwent aerodynamic and EGG assessment of voice. From the Phonatory Aerodynamic System, three protocols were used: comfortable sustained phonation with EGG, voice efficiency with EGG, and running speech. Contact quotient was calculated from EGG. All phonatory tasks were produced at three different loudness levels. Mean sound pressure level and fundamental frequency were also assessed. Univariate, multivariate, and correlation statistical analyses were performed.Results. Main differences between vocally trained and untrained participants were found in the following variables: mean sound pressure level, phonatory airflow, subglottic pressure, inspiratory airflow duration, inspiratory airflow, and inspiratory volume. These variables were greater for trained participants. Mean pitch was found to be lower for trained voices.Conclusions. The glottal source seemed to have a weak contribution when differentiating the training status in speaking voice. More prominent changes between vocally trained and untrained participants are demonstrated in respiratory-related variables. These findings may be related to better management of breathing function (better breath support).

Improvements in the sensibility of MSA-GA tool using COFFEE objective function

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Reliability of peak O-2 uptake and O-2 uptake kinetics in step exercise tests in healthy subjects

To date little is known about the reliability of peak oxygen consumption (VO2pEAK) in incremental metronome paced step tests (1ST) and the reliability of on-kinetics VO2 has never been studied. We aimed to study the reliability of both tests. Eleven healthy subjects performed two ISTs until exhaustion. On two different days two duplicate 4 min constant metronome paced step tests (CST) were performed. VO2PEAK, mean response time (MRT) and phase II time constant (tau) were tested for reproducibility using the paired t-tests, in addition to the limits of agreement (LOA) and within subject coefficient of variation (COV). With a 95% LOA of 0.38 to 0.26 L min(-1), -8.7 to 9.1 s and -9.9 to 10.5 s they exhibit a COV of 3%, 4.5% and 6.9% for VO2PEAK, MRT and tau respectively. ST are sufficiently reliable for maximal and submaximal aerobic power assessments in healthy subjects and new studies of oxygen uptake kinetics in selected patient groups are warranted. (C) 2014 Elsevier B.V. All rights reserved.

Evaluation of Cardiovascular Function During S(+)-Ketamine Constant Rate Infusion in Dorsally Recumbent Halothane-Anesthetized Horses

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Pulmonary function in obese vs non-obese cats

Obesity is a risk factor in the development of several respiratory diseases. Lung volumes tend to be decreased, especially expiratory reserve volume, increasing expiratory flow limitation during tidal breathing. Barometric whole-body plethysmography is a non-invasive pulmonary function test that allows a dynamic study of breathing patterns. The objective of this study was to compare pulmonary function variables between obese and non-obese cats through the use of barometric whole-body plethysmography. Nine normal-weight and six obese cats were placed in the plethysmograph chamber, and different respiratory variables were measured. There was a significant decrease in tidal volume per kilogram (P=0.003), minute volume per kilogram (P=0.001) and peak inspiratory and expiratory flows per kilogram (P=0.001) in obese cats compared with non-obese cats. Obesity failed to demonstrate a significant increase in bronchoconstriction index variable enhanced pause (Penh), as previously reported in humans and dogs. The results show that feline obesity impairs pulmonary function in cats, although a significant increase in bronchoconstriction indexes was not observed. Non-invasive barometric whole-body plethysmography can help characterise mechanical dysfunction of the airways in obese cats.

Location, morphology and function of nephrocytes in termites

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)