Options listing and the volatility of the underling asset: a study on the derivative market function

There are basic misunderstandings on derivative markets. Some professionals believe that they are a kind of casinos and have no utility for the investors. This work looks at the effects of options introduction in the Brazilian market, seeking for another benefit for this introduction: changes in the stocks risk leveI. Our results are the same found in the US and other markets: the options introduction reduces the stocks volatility. We also found that there is a slight indication that the volatility becames more stochastic with this alternative.

Impact of the background region of interest in the relative renal function

Renal scintigraphy with 99mTc-dimercaptosuccinic acid (99mTc-DMSA) is performed with the aim of detect cortical abnormalities related to urinary tract infection and accurately quantify relative renal function (RRF). For this quantitative assessment Nuclear Medicine Technologist should draw regions of interest (ROI) around each kidney (KROI) and peri-renal background (BKG) ROI, although, controversy still exists about BKG-ROI. The aim of this work was to evaluate the effect of the normalization procedure, number and location of BKG-ROI on the RRF in 99mTc-DMSA scintigraphy.

Relationship of balance to function independence in stroke survivors

Cerebral vascular disease is the primary cause of permanent disability in Portugal. Impaired stability is considered an important feature after stroke as it is related with higher risk of falls and functional dependence. Physiotherapy intervention usually starts early after stroke in order to direct motor recovery and help patients to improve their ability to perform activities of daily living (ADL). Purpose: to investigate the relationship of balance to functionality in acute stroke patients. Methods: 16 subjects (8 women and 8 men), mean age 63,62 ± 2,16y, with unilateral ischemic stroke in the middle cerebral artery territory, who were admitted to physiotherapy department of Fernando Fonseca Hospital in Portugal, within the first month after stroke were recruited to participate in this study. All subjects have no cognitive impairment according to Mini Mental State, no history of lower extremity orthopedic problems and no other disease that could interfere with treatments. All patients gave their inform consent to participate in this study. Subjects were assessed with the Modified Barthel Index (MBI) and the Berg Balance Scale (BBS).

SAR determination and influence of the human head in the radiation of a mobile antenna for two different frequencies

The big proliferation of mobile communication systems has caused an increased concern about the interaction between the human body and the antennas of mobile handsets. In order to study the problem, a multiband antenna was designed, fabricated and measured to operate over two frequency sub bands 900 and 1800 MHz. After that, we simulated the same antenna, but now, in the presence of a human head model to analyze the head's influence. First, the influence of the human head on the radiation efficiency of the antenna has been investigated as a function of the distance between the head and the antenna and with the inclination of the antenna. Furthermore, the relative amount of the electromagnetic power absorbed in the head has been obtained.

Influence of the Human Head in the Radiation of a Mobile Antenna

The big proliferation of mobile communication systems has caused an increased concern about the interaction between the human body and the antennas of mobile handsets. In order to study the problem, a multiband antenna was designed, fabricated and measured to operate over two frequency sub bands 900 and 1800 MHz. After that, we simulated the same antenna, but now, in the presence of a human head model to analyze the head's influence. First, the influence of the human head on the radiation efficiency of the antenna has been investigated as a function of the distance between the head and the antenna and with the inclination of the antenna. Furthermore, the relative amount of the electromagnetic power absorbed in the head has been obtained. In this study the electromagnetic analysis has been performed via FDTD (Finite Difference Time Domain).

Stratification of the earth beneath the Azores from P and S receiver functions

Seismic recordings of IRIS/IDA/GSN station CMLA and of several temporary stations in the Azores archipelago are processed with P and S receiver function (PRF and SRF) techniques. Contrary to regional seismic tomography these methods provide estimates of the absolute velocities and of the Vp/Vs ratio up to a depth of similar to 300 km. Joint inversion of PRFs and SRFs for a few data sets consistently reveals a division of the subsurface medium into four zones with a distinctly different Vp/Vs ratio: the crust similar to 20 km thick with a ratio of similar to 1.9 in the lower crust, the high-Vs mantle lid with a strongly reduced VpNs velocity ratio relative to the standard 1.8, the low-velocity zone (LVZ) with a velocity ratio of similar to 2.0, and the underlying upper-mantle layer with a standard velocity ratio. Our estimates of crustal thickness greatly exceed previous estimates (similar to 10 km). The base of the high-Vs lid (the Gutenberg discontinuity) is at a depth of-SO km. The LVZ with a reduction of S velocity of similar to 15% relative to the standard (IASP91) model is terminated at a depth of similar to 200 km. The average thickness of the mantle transition zone (TZ) is evaluated from the time difference between the S410p and SKS660p, seismic phases that are robustly detected in the S and SKS receiver functions. This thickness is practically similar to the standard IASP91 value of 250 km. and is characteristic of a large region of the North Atlantic outside the Azores plateau. Our data are indicative of a reduction of the S-wave velocity of several percent relative to the standard velocity in a depth interval from 460 to 500 km. This reduction is found in the nearest vicinities of the Azores, in the region sampled by the PRFs, but, as evidenced by SRFs, it is missing at a distance of a few hundred kilometers from the islands. We speculate that this anomaly may correspond to the source of a plume which generated the Azores hotspot. Previously, a low S velocity in this depth range was found with SRF techniques beneath a few other hotspots.

Effects of lower limb strengthening on balance and function in persons who suffered a stroke

Introduction - Cerebrovascular diseases, and among them, cerebral vascular accidents, are one of the main causes of morbidity and disability at European Union countries. Clinical framework resulting from these diseases include important limitations in functional ability of the these patients Postural control dysfunctions are one of the most common and devastating consequences of a stroke interfering with function and autonomy and affecting different aspects of people’s life and contributing to decrease quality of life. Neurological physiotherapy plays a central role in the recovery of movement and posture, however it is necessary to study the efficacy of techniques that physiotherapists use to treat these problems. Objectives - The aim of this study was to investigate the effects of a physiotherapy intervention program, based on oriented tasks and strengthening of the affected lower limb, on balance and functionality of individuals who have suffered a stroke. In addition our study aimed to investigate the effect of strength training of the affected lower limb on muscle tone.

Influence of reconstruction parameters during filtered backprojection and ordered-subset expectation maximization in the measurement of the left-ventricular volumes and function during gated SPECT

A crucial method for investigating patients with coronary artery disease (CAD) is the calculation of the left ventricular ejection fraction (LVEF). It is, consequently, imperative to precisely estimate the value of LVEF--a process that can be done with myocardial perfusion scintigraphy. Therefore, the present study aimed to establish and compare the estimation performance of the quantitative parameters of the reconstruction methods filtered backprojection (FBP) and ordered-subset expectation maximization (OSEM). Methods: A beating-heart phantom with known values of end-diastolic volume, end-systolic volume, and LVEF was used. Quantitative gated SPECT/quantitative perfusion SPECT software was used to obtain these quantitative parameters in a semiautomatic mode. The Butterworth filter was used in FBP, with the cutoff frequencies between 0.2 and 0.8 cycles per pixel combined with the orders of 5, 10, 15, and 20. Sixty-three reconstructions were performed using 2, 4, 6, 8, 10, 12, and 16 OSEM subsets, combined with several iterations: 2, 4, 6, 8, 10, 12, 16, 32, and 64. Results: With FBP, the values of end-diastolic, end-systolic, and the stroke volumes rise as the cutoff frequency increases, whereas the value of LVEF diminishes. This same pattern is verified with the OSEM reconstruction. However, with OSEM there is a more precise estimation of the quantitative parameters, especially with the combinations 2 iterations × 10 subsets and 2 iterations × 12 subsets. Conclusion: The OSEM reconstruction presents better estimations of the quantitative parameters than does FBP. This study recommends the use of 2 iterations with 10 or 12 subsets for OSEM and a cutoff frequency of 0.5 cycles per pixel with the orders 5, 10, or 15 for FBP as the best estimations for the left ventricular volumes and ejection fraction quantification in myocardial perfusion scintigraphy.

Effects of the length and timing of nighttime naps on task performance and physiological function

OBJECTIVE: To examine the effects of the length and timing of nighttime naps on performance and physiological functions, an experimental study was carried out under simulated night shift schedules. METHODS: Six students were recruited for this study that was composed of 5 experiments. Each experiment involved 3 consecutive days with one night shift (22:00-8:00) followed by daytime sleep and night sleep. The experiments had 5 conditions in which the length and timing of naps were manipulated: 0:00-1:00 (E60), 0:00-2:00 (E120), 4:00-5:00 (L60), 4:00-6:00 (L120), and no nap (No-nap). During the night shifts, participants underwent performance tests. A questionnaire on subjective fatigue and a critical flicker fusion frequency test were administered after the performance tests. Heart rate variability and rectal temperature were recorded continuously during the experiments. Polysomnography was also recorded during the nap. RESULTS: Sleep latency was shorter and sleep efficiency was higher in the nap in L60 and L120 than that in E60 and E120. Slow wave sleep in the naps in E120 and L120 was longer than that in E60 and L60. The mean reaction time in L60 became longer after the nap, and faster in E60 and E120. Earlier naps serve to counteract the decrement in performance and physiological functions during night shifts. Performance was somewhat improved by taking a 2-hour nap later in the shift, but deteriorated after a one-hour nap. CONCLUSIONS: Naps in the latter half of the night shift were superior to earlier naps in terms of sleep quality. However performance declined after a 1-hour nap taken later in the night shift due to sleep inertia. This study suggests that appropriate timing of a short nap must be carefully considered, such as a 60-min nap during the night shift.

Impact of the background Region of Interest in the relative renal function

Renal scintigraphy with 99mTc-dimercaptosuccinic acid (99mTc-DMSA) is performed with the aim of detect cortical abnormalities related to urinary tract infection and accurately quantify relative renal function (RRF). For this quantitative assessment Nuclear Medicine Technologist should draw regions of interest (ROI) around each kidney (KROI) and peri-renal background (BKG) ROI although controversy still exists about BKG-ROI. The aim of this work was to evaluate the effect of the normalization procedure, number and location of BKG-ROI on the RRF in 99mTc-DMSA scintigraphy.

Solving MPCC problem with the hyperbolic penalty function

The main goal of this work is to solve mathematical program with complementarity constraints (MPCC) using nonlinear programming techniques (NLP). An hyperbolic penalty function is used to solve MPCC problems by including the complementarity constraints in the penalty term. This penalty function [1] is twice continuously differentiable and combines features of both exterior and interior penalty methods. A set of AMPL problems from MacMPEC [2] are tested and a comparative study is performed.

Solving a signalized traffic intersection problem with an hyperbolic penalty function

Mathematical Program with Complementarity Constraints (MPCC) finds many applications in fields such as engineering design, economic equilibrium and mathematical programming theory itself. A queueing system model resulting from a single signalized intersection regulated by pre-timed control in traffic network is considered. The model is formulated as an MPCC problem. A MATLAB implementation based on an hyperbolic penalty function is used to solve this practical problem, computing the total average waiting time of the vehicles in all queues and the green split allocation. The problem was codified in AMPL.

Efeitos de um programa baseado em tarefas orientadas na competência de marcha em indivíduos com acidente vascular cerebral

Mestrado em Fisioterapia.

Sub-micron structuring of silicon using femtosecond laser interferometry

We report the fabrication of planar sub-micron gratings in silicon with a period of 720 nm using a modified Michelson interferometer and femtosecond laser radiation. The gratings consist of alternated stripes of laser ablated and unmodified material. Ablated stripes are bordered by parallel ridges which protrude above the unmodified material. In the regions where ridges are formed, the laser radiation intensity is not sufficient to cause ablation. Nevertheless, melting and a significant temperature increase are expected, and ridges may be formed due to expansion of silicon during resolidification or silicon oxidation. These conclusions are consistent with the evolution of the stripes morphology as a function of the distance from the center of the grating. (C) 2013 Elsevier Ltd. All rights reserved.

Caracterização bidimensional de um canal rádio Wimax

Com o crescimento previsível e exponencial das redes de comunicações móveis motivado pela mobilidade, flexibilidade e também comodidade do utilizador levam a que este se torne na fatia mais importante do mundo das telecomunicações dos dias que correm. Assim é importante estudar e caracterizar canais rádio para as mais diversas gamas de frequências utilizadas nas mais variadas tecnologias. O objectivo principal desta dissertação de Mestrado é caracterizar um canal rádio para a tecnologia sem fios Worldwide Inter-operability for Microwave Access (Wimax para as frequências de 3,5 GHz e 5 GHz) actualmente vista pela comunidade científica como a tecnologia sem fios com maiores perspectivas de sucesso. Para tal, determinaram-se o Perfil de Atraso de Potência (PAP) e também a Potência em Função da Distância (PFD) recorrendo ao método computacional de simulação Finite-Difference Time-Domain (FDTD). De forma a estudar e caracterizar o canal rádio, em termos de desvanecimento relativo ao espalhamento de atraso, usaram-se dois métodos alternativos que têm como entrada o PAP. Para caracterizar o canal quanto ao desvanecimento baseado em espalhamento de Doppler, recorreu-se também a duas técnicas alternativas tendo como entrada o PFD. Em ambas as situações os dois métodos alternativos convergiram para os mesmos resultados. A caracterização é feita em dois cenários diferentes: um em que consideramos que a maioria dos obstáculos são condutores eléctricos perfeitos (CEP) e que passaremos a designar Cenário PEC, e um segundo cenário em que os obstáculos têm propriedades electromagnéticas diferentes, e que passará a ser designado por Cenário MIX. Em ambos os cenários de análise concluiu-se que o canal é plano, lento e sem ISI.