Complex dynamics of financial indices

This paper presents a novel method for the analysis of nonlinear financial and economic systems. The modeling approach integrates the classical concepts of state space representation and time series regression. The analytical and numerical scheme leads to a parameter space representation that constitutes a valid alternative to represent the dynamical behavior. The results reveal that business cycles can be clearly revealed, while the noise effects common in financial indices can elegantly be filtered out of the results.

Complex evolution of a multi-particle system

This paper studies a discrete dynamical system of interacting particles that evolve by interacting among them. The computational model is an abstraction of the natural world, and real systems can range from the huge cosmological scale down to the scale of biological cell, or even molecules. Different conditions for the system evolution are tested. The emerging patterns are analysed by means of fractal dimension and entropy measures. It is observed that the population of particles evolves towards geometrical objects with a fractal nature. Moreover, the time signature of the entropy can be interpreted at the light of complex dynamical systems.

Direct treatment costs of HIV/AIDS in Portugal

OBJECTIVE To analyze the direct medical costs of HIV/AIDS in Portugal from the perspective of the National Health Service. METHODS A retrospective analysis of medical records was conducted for 150 patients from five specialized centers in Portugal in 2008. Data on utilization of medical resources during 12 months and patients’ characteristics were collected. A unit cost was applied to each care component using official sources and accounting data from National Health Service hospitals. RESULTS The average cost of treatment was 14,277 €/patient/year. The main cost-driver was antiretroviral treatment (€ 9,598), followed by hospitalization costs (€ 1,323). Treatment costs increased with the severity of disease from € 11,901 (> 500 CD4 cells/µl) to € 23,351 (CD4 count ≤ 50 cells/ µl). Cost progression was mainly due to the increase in hospitalization costs, while antiretroviral treatment costs remained stable over disease stages. CONCLUSIONS The high burden related to antiretroviral treatment is counterbalanced by relatively low hospitalization costs, which, however, increase with severity of disease. The relatively modest progression of total costs highlights that alternative public health strategies that do not affect transmission of disease may only have a limited impact on expenditure, since treatment costs are largely dominated by constant antiretroviral treatment costs.

The AIDS epidemic in the Amazon region: a spatial case-control study in Rondonia, Brazil

OBJECTIVE To analyze spatial changes in the risk of AIDS and the relationship between AIDS incidence and socioeconomic variables in the state of Rondonia, Amazon region. METHODS A spatial, population case-control study in Rondonia, Brazil, based on 1,780 cases reported to the Epidemiological Surveillance System and controls based on demographic data from 1987 to 2006. The cases were grouped into five consecutive four-year periods. A generalized additive model was adjusted to the data; the dependent variable was the status of the individuals (case or control), and the independent variables were a bi-dimensional spline of the geographic coordinates and some municipality-level socioeconomic variables. The observed values of the Moran’s I test were compared to a reference distribution of values generated under conditions of spatial randomness. RESULTS AIDS risk shows a marked spatial and temporal pattern. The disease incidence is related to socioeconomic variables at the municipal level in Rondônia, such as urbanization and human capital. The highest incidence rates of AIDS are in municipalities along the BR-364 highway and calculations of the Moran’s I test show positive spatial correlation associated with proximity of the municipality to the highway in the third and fourth periods (p = 0.05). CONCLUSIONS Incidence of the disease is higher in municipalities of greater economic wealth and urbanization, and in those municipalities bisected by Rondônia’s main roads. The rapid development associated with the opening up of once remote regions may be accompanied by an increase in these risks to health.

Seroprevalence of Toxoplasma gondii IgG antibody in HIV/AIDS-infected individuals in Maputo, Mozambique

OBJECTIVE To analyze the prevalence of IgG antibodies to Toxoplasma gondii in patients infected with HIV/AIDS and the association of demographic and social variables. METHODS Descriptive cross-sectional study that included the analysis of sociodemographic data and laboratory findings of 200 patients infected with HIV/AIDS treated in a laboratory unit in Maputo, Mozambique, in 2010. Individual data for all participants were collected with a self-administered questionnaire. Plasma samples were tested for IgG testing of anti- T. gondii using hemagglutination for the analysis of antibodies. RESULTS The seroprevalence of IgG anti- T. gondii was 46.0% (95%CI 39.2;52.9), 39.3% (95%CI 29.5;50.0) in men and 50.9% (95%CI 41.9;59.8) in women, with no difference between sex (OR 1.30; 95%CI 0.95;1.77; p = 0.12). Ages ranged from 10 to 60 years, with a higher prevalence of infection in older age groups, but with no significant difference between them. Regularly consuming cattle meat (OR 1.74; 95%CI 1.04;2.89, p = 0.05), breeding cats/dogs (OR 6.18; 95%CI 3.60;10.62, p < 0.000) and having regular contact with soil (OR 3.38; 95%CI 2.19;5.21; p < 0.000) were significantly associated with risk of latent infection. CONCLUSIONS Toxoplasmosis is an infection with high prevalence in Mozambique. Cultural and behavioral aspects increase the risk. Toxoplasmosis can be responsible in our environment by the great burden of morbidity and mortality associated with meningoencephalic injuries in patients with HIV/AIDS.

Optimal controllers with complex order derivatives

This paper studies the optimization of complex-order algorithms for the discrete-time control of linear and nonlinear systems. The fundamentals of fractional systems and genetic algorithms are introduced. Based on these concepts, complexorder control schemes and their implementation are evaluated in the perspective of evolutionary optimization. The results demonstrate not only that complex-order derivatives constitute a valuable alternative for deriving control algorithms, but also the feasibility of the adopted optimization strategy.

Chromian spinels in the basalts from the Lisbon volcanic complex (portugal) and their petrogenetic implications

Chromian spinels are common in the late Cretaceous alkali basalts of the Lisbon volcanic Complex in Portugal. They occur as unzoned inclusions in magnesian olivines of all basalt types and as large spectacularly zoned grains in the groundmass of porphyritic basalts. Microprobe analysis indicate complex cationic exchange in the groundmass zoned spinels due to simple peritectic reactions and in response to changing composition of the basalt liquid. The variation of cationic distribution in zoned chromian-Spinels, reflects very accurately the changing chemistry of the cooling silicate melt and the paragenetical relations of mineral oxides and silicates. Crystallization of initial chromian spinels occurred at T~1200°C and fO2~10-8.5 atm. earlier or contemporaneously with magnesian olivine. The titanomagnetite mantles of zoned chromian spinels crystallized at T~1200°C and much lower fO2.

Assessing usual dietary intake in complex sample design surveys: the National Dietary Survey

The National Cancer Institute (NCI) method allows the distributions of usual intake of nutrients and foods to be estimated. This method can be used in complex surveys. However, the user must perform additional calculations, such as balanced repeated replication (BRR), in order to obtain standard errors and confidence intervals for the percentiles and mean from the distribution of usual intake. The objective is to highlight adaptations of the NCI method using data from the National Dietary Survey. The application of the NCI method was exemplified analyzing the total energy (kcal) and fruit (g) intake, comparing estimations of mean and standard deviation that were based on the complex design of the Brazilian survey with those assuming simple random sample. Although means point estimates were similar, estimates of standard error using the complex design increased by up to 60% compared to simple random sample. Thus, for valid estimates of food and energy intake for the population, all of the sampling characteristics of the surveys should be taken into account because when these characteristics are neglected, statistical analysis may produce underestimated standard errors that would compromise the results and the conclusions of the survey.

Synechocystis ferredoxin/ferredoxin-NADP+-reductase/NADP+ complex: Structural model obtained by NMR-restrained docking

FEBS Letters 579 (2005) 4585–4590

A further investigation of the cytochrome b5–cytochrome c complex

J Biol Inorg Chem (2003) 8: 777–786

HIV/AIDS knowledge among men who have sex with men: applying the item response theory

OBJECTIVE To evaluate the level of HIV/AIDS knowledge among men who have sex with men in Brazil using the latent trait model estimated by Item Response Theory. METHODS Multicenter, cross-sectional study, carried out in ten Brazilian cities between 2008 and 2009. Adult men who have sex with men were recruited (n = 3,746) through Respondent Driven Sampling. HIV/AIDS knowledge was ascertained through ten statements by face-to-face interview and latent scores were obtained through two-parameter logistic modeling (difficulty and discrimination) using Item Response Theory. Differential item functioning was used to examine each item characteristic curve by age and schooling. RESULTS Overall, the HIV/AIDS knowledge scores using Item Response Theory did not exceed 6.0 (scale 0-10), with mean and median values of 5.0 (SD = 0.9) and 5.3, respectively, with 40.7% of the sample with knowledge levels below the average. Some beliefs still exist in this population regarding the transmission of the virus by insect bites, by using public restrooms, and by sharing utensils during meals. With regard to the difficulty and discrimination parameters, eight items were located below the mean of the scale and were considered very easy, and four items presented very low discrimination parameter (< 0.34). The absence of difficult items contributed to the inaccuracy of the measurement of knowledge among those with median level and above. CONCLUSIONS Item Response Theory analysis, which focuses on the individual properties of each item, allows measures to be obtained that do not vary or depend on the questionnaire, which provides better ascertainment and accuracy of knowledge scores. Valid and reliable scales are essential for monitoring HIV/AIDS knowledge among the men who have sex with men population over time and in different geographic regions, and this psychometric model brings this advantage.

A complex protocol layer as a linux user-space process

With the current complexity of communication protocols, implementing its layers totally in the kernel of the operating system is too cumbersome, and it does not allow use of the capabilities only available in user space processes. However, building protocols as user space processes must not impair the responsiveness of the communication. Therefore, in this paper we present a layer of a communication protocol, which, due to its complexity, was implemented in a user space process. Lower layers of the protocol are, for responsiveness issues, implemented in the kernel. This protocol was developed to support large-scale power-line communication (PLC) with timing requirements.

Wind resource modelling in complex terrain using different mesoscale–microscale coupling techniques

Wind resource evaluation in two sites located in Portugal was performed using the mesoscale modelling system Weather Research and Forecasting (WRF) and the wind resource analysis tool commonly used within the wind power industry, the Wind Atlas Analysis and Application Program (WAsP) microscale model. Wind measurement campaigns were conducted in the selected sites, allowing for a comparison between in situ measurements and simulated wind, in terms of flow characteristics and energy yields estimates. Three different methodologies were tested, aiming to provide an overview of the benefits and limitations of these methodologies for wind resource estimation. In the first methodology the mesoscale model acts like “virtual” wind measuring stations, where wind data was computed by WRF for both sites and inserted directly as input in WAsP. In the second approach, the same procedure was followed but here the terrain influences induced by the mesoscale model low resolution terrain data were removed from the simulated wind data. In the third methodology, the simulated wind data is extracted at the top of the planetary boundary layer height for both sites, aiming to assess if the use of geostrophic winds (which, by definition, are not influenced by the local terrain) can bring any improvement in the models performance. The obtained results for the abovementioned methodologies were compared with those resulting from in situ measurements, in terms of mean wind speed, Weibull probability density function parameters and production estimates, considering the installation of one wind turbine in each site. Results showed that the second tested approach is the one that produces values closest to the measured ones, and fairly acceptable deviations were found using this coupling technique in terms of estimated annual production. However, mesoscale output should not be used directly in wind farm sitting projects, mainly due to the mesoscale model terrain data poor resolution. Instead, the use of mesoscale output in microscale models should be seen as a valid alternative to in situ data mainly for preliminary wind resource assessments, although the application of mesoscale and microscale coupling in areas with complex topography should be done with extreme caution.

Complex-order forced van der Pol oscillator

In this paper we consider a complex-order forced van der Pol oscillator. The complex derivative Dα1jβ, with α, β ∈ ℝ+, is a generalization of the concept of an integer derivative, where α = 1, β = 0. The Fourier transforms of the periodic solutions of the complex-order forced van der Pol oscillator are computed for various values of parameters such as frequency ω and amplitude b of the external forcing, the damping μ, and parameters α and β. Moreover, we consider two cases: (i) b = 1, μ = {1.0, 5.0, 10.0}, and ω = {0.5, 2.46, 5.0, 20.0}; (ii) ω = 20.0, μ = {1.0, 5.0, 10.0}, and b = {1.0, 5.0, 10.0}. We verified that most of the signal energy is concentrated in the fundamental harmonic ω0. We also observed that the fundamental frequency of the oscillations ω0 varies with α and μ. For the range of tested values, the numerical fitting led to logarithmic approximations for system (7) in the two cases (i) and (ii). In conclusion, we verify that by varying the parameter values α and β of the complex-order derivative in expression (7), we accomplished a very effective way of perturbing the dynamical behavior of the forced van der Pol oscillator, which is no longer limited to parameters b and ω.

HIV testing and clinical status upon admission to a specialized health care unit in Pará, Brazil

OBJECTIVE To analyze the clinical and laboratory characteristics of HIV-infected individuals upon admission to a reference health care center.METHODS This cross-sectional study was conducted between 1999 and 2010 on 527 individuals with confirmed serological diagnosis of HIV infection who were enrolled in an outpatient health care service in Santarém, PA, Northern Brazil. Data were collected from medical records and included the reason for HIV testing, clinical status, and count of peripheral CD4+ T lymphocytes upon enrollment. The data were divided into three groups, according to the patient’s year of admission – P1 (1999-2002), P2 (2003-2006), and P3 (2007-2010) – for comparative analysis of the variables of interest.RESULTS In the study group, 62.0% of the patients were assigned to the P3 group. The reason for undergoing HIV testing differed between genders. In the male population, most tests were conducted because of the presence of symptoms suggesting infection. Among women, tests were the result of knowledge of the partner’s seropositive status in groups P1 and P2. Higher proportion of women undergoing testing because of symptoms of HIV/AIDS infection abolished the difference between genders in the most recent period. A higher percentage of patients enrolling at a more advanced stage of the disease was observed in P3.CONCLUSIONS Despite the increased awareness of the number of HIV/AIDS cases, these patients have identified their serological status late and were admitted to health care units with active disease. The HIV/AIDS epidemic in Pará presents specificities in its progression that indicate the complex characteristics of the epidemic in the Northern region of Brazil and across the country.