959 resultados para Volatilità implicita, formula di Black and Scholes


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Mestrado Engenharia Química. Ramo Tecnologias de Protecção Ambiental

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Trabalho apresentado no âmbito do Mestrado em Engenharia Informática, como requisito parcial para obtenção do grau de Mestre em Engenharia Informática

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Defective interfering (DI) viruses are thought to cause oscillations in virus levels, known as the ‘Von Magnus effect’. Interference by DI viruses has been proposed to underlie these dynamics, although experimental tests of this idea have not been forthcoming. For the baculoviruses, insect viruses commonly used for the expression of heterologous proteins in insect cells, the molecular mechanisms underlying DI generation have been investigated. However, the dynamics of baculovirus populations harboring DIs have not been studied in detail. In order to address this issue, we used quantitative real-time PCR to determine the levels of helper and DI viruses during 50 serial passages of Autographa californica multiple nucleopolyhedrovirus (AcMNPV) in Sf21 cells. Unexpectedly, the helper and DI viruses changed levels largely in phase, and oscillations were highly irregular, suggesting the presence of chaos. We therefore developed a simple mathematical model of baculovirus-DI dynamics. This theoretical model reproduced patterns qualitatively similar to the experimental data. Although we cannot exclude that experimental variation (noise) plays an important role in generating the observed patterns, the presence of chaos in the model dynamics was confirmed with the computation of the maximal Lyapunov exponent, and a Ruelle-Takens-Newhouse route to chaos was identified at decreasing production of DI viruses, using mutation as a control parameter. Our results contribute to a better understanding of the dynamics of DI baculoviruses, and suggest that changes in virus levels over passages may exhibit chaos.

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Trabalho apresentado no âmbito do Mestrado em Engenharia Informática, como requisito parcial para obtenção do grau de Mestre em Engenharia Informática

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River Flow 2010

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Mestrado em Engenharia Química - Ramo Otimização Energética na Indústria Química

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The aim of this study was to investigate the presence of the Hepatitis G Virus on a population of blood donors from São Paulo, Brazil and to evaluate its association to sociodemographic variables. Two RT-PCR systems targeting the putative 5'NCR and NS3 regions were employed and the former has shown a higher sensitivity. The observed prevalence of HGV-RNA on 545 blood donors was 9.7% (CI 95% 7.4;12.5). Statistical analysis depicted an association with race/ethnicity, black and mulatto donors being more frequently infected; and also with years of education, less educated donors presenting higher prevalences. No association was observed with other sociodemographic parameters as age, gender, place of birth and of residence. DNA sequencing of nine randomly chosen isolates demonstrated the presence of genotypes 1, 2 and 3 among our population but clustering of these Brazilian isolates was not detected upon phylogenetic analysis.

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Distributed data aggregation is an important task, allowing the de- centralized determination of meaningful global properties, that can then be used to direct the execution of other applications. The resulting val- ues result from the distributed computation of functions like count, sum and average. Some application examples can found to determine the network size, total storage capacity, average load, majorities and many others. In the last decade, many di erent approaches have been pro- posed, with di erent trade-o s in terms of accuracy, reliability, message and time complexity. Due to the considerable amount and variety of ag- gregation algorithms, it can be di cult and time consuming to determine which techniques will be more appropriate to use in speci c settings, jus- tifying the existence of a survey to aid in this task. This work reviews the state of the art on distributed data aggregation algorithms, providing three main contributions. First, it formally de nes the concept of aggrega- tion, characterizing the di erent types of aggregation functions. Second, it succinctly describes the main aggregation techniques, organizing them in a taxonomy. Finally, it provides some guidelines toward the selection and use of the most relevant techniques, summarizing their principal characteristics.

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მ. ნოდიას გეოფიზიკის ინსტიტუტში დამუშავებული საშუალო მასშტაბის ატმოსფერული პროცესები რეგიონალური მოდელის გამოყენებით რიცხობრივად გამოიკვლევა მეტეოროლოგიური ველების განაწილებით, რომლებიც გამოწვეულია ხმელთაშუა ზღვის აღმოსავლეთი ნაწილის, შავი და კასპიის ზღვების და მათ ირგვლივ არსებული რელიეფით, აღმოსავლეთით მოძრავ ციკლონურ და ანტიციკლონურ გრიგალებში.

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მძლავრი ვერტიკალური წანაცვლებები მანტიაში წარმოიქმნა, დანალექ ფენაში კი ის უმნიშვნელოა. იგულისხმება, რომ ოკეანე „ტეტისის“ გამეჩხერება დაკავშირებულია მანტიასა და ქერქში ვერტიკალურ თერმომონაცვლებათა პროცესთან. შესაძლოა, რომ უგრანიტო ფენის წარმოქმნა შავ ზღვაში და კასპიის ზღვის ღრმა ნაწილში ამ პერიოდში ამოზევებას და გადარეცხვას უკავშირდება. რღვევები მოხოს ზედაპირზე წარმოიქმნება, გრძელდება „ბაზალტში“, ინტენსიურად ვითარდება „გრანიტში“ და დღემდე არსებობს დანალექ ფენში, რაც რეგიონში თანამედროვე მიწისძვრებს განაპირობებს.

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We describe an algorithm that computes explicit models of hyperelliptic Shimura curves attached to an indefinite quaternion algebra over Q and Atkin-Lehner quotients of them. It exploits Cerednik-Drinfeld’s nonarchimedean uniformisation of Shimura curves, a formula of Gross and Zagier for the endomorphism ring of Heegner points over Artinian rings and the connection between Ribet’s bimodules and the specialization of Heegner points, as introduced in [21]. As an application, we provide a list of equations of Shimura curves and quotients of them obtained by our algorithm that had been conjectured by Kurihara.

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It has been shown that bilinguals are disadvantaged on some language production tasks when compared to monolinguals. The present study investigated the effects of bilingualism on lexical retrieval in single and multi-word utterances. To this purpose, we tested three groups of 35 participants each (Spanish monolinguals, highly proficient Spanish-Catalan and Catalan-Spanish bilinguals) in two sets of picture naming experiments. In the first one, participants were asked to name black-and-white object drawings by single words. In the second one, participants had to name colored pictures with determiner adjectival noun phrases (NP) like “the red car”. In both sets of experiments, bilinguals were slower than monolinguals, even when naming in their dominant language. We also examined the articulatory durations of both single word and NP productions for this bilingual disadvantage. Furthermore, response onset times and durations of all groups in both experiments were affected by lexical variables of the picture names. These results are consistent with previous studies (Ivanova & Costa, 2008, Gollan et al., 2005) showing a bilingual disadvantage in single word production and extend these findings to multiword-utterances and response durations. They also support the claim that articulatory processes are influenced by lexical variables.

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BACKGROUND: We estimated the heritability of three measures of glomerular filtration rate (GFR) in hypertensive families of African descent in the Seychelles (Indian Ocean). METHODS: Families with at least two hypertensive siblings and an average of two normotensive siblings were identified through a national hypertension register. Using the ASSOC program in SAGE (Statistical Analysis in Genetic Epidemiology), the age- and gender-adjusted narrow sense heritability of GFR was estimated by maximum likelihood assuming multivariate normality after power transformation. ASSOC can calculate the additive polygenic component of the variance of a trait from pedigree data in the presence of other familial correlations. The effects of body mass index (BMI), blood pressure, natriuresis, along with sodium to potassium ratio in urine and diabetes, were also tested as covariates. RESULTS: Inulin clearance, 24-hour creatinine clearance, and GFR based on the Cockcroft-Gault formula were available for 348 persons from 66 pedigrees. The age- and gender-adjusted correlations (+/- SE) were 0.51 (+/- 0.04) between inulin clearance and creatinine clearance, 0.53 (+/- 0.04) between inulin clearance and Cockcroft-Gault formula and 0.66 (+/- 0.03) between creatinine clearance and Cockcroft-Gault formula. The age- and gender-adjusted heritabilities (+/- SE) of GFR were 0.41 (+/- 0.10) for inulin clearance, 0.52 (+/- 0.13) for creatinine clearance, and 0.82 (+/- 0.09) for Cockcroft-Gault formula. Adjustment for BMI slightly lowered the correlations and heritabilities for all measurements whereas adjustment for blood pressure had virtually no effect. CONCLUSION: The significant heritability estimates of GFR in our sample of families of African descent confirm the familial aggregation of this trait and justify further analyses aimed at discovering genetic determinants of GFR.

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Hosted by the Regional Health and Social Services Interpreting Project for Black and Minority Ethnic Groups

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Until recently, morphotyping, a method evaluating fringe and surface characteristics of streak colonies grown on malt agar, has been recommended as a simple and unexpensive typing method for Candida albicans isolates. The discriminatory power and reproducibility of Hunter's modified scheme of Phongpaichit's morphotyping has been evaluated on 28 C. albicans isolates recovered from the oral cavity of asymptomatic human immunodeficiency virus-positive subjects, and compared to two molecular typing methods: randomly amplified polymorphic DNA (RAPD) fingerprinting, and contour clamped homogeneous electric field (CHEF) electrophoretic karyotyping. Morphological features of streak colonies allowed to distinguish 11 different morphotypes while RAPD fingerprinting yielded 25 different patterns and CHEF electrophoresis recognized 9 karyotypes. The discriminatory power calculated with the formula of Hunter and Gaston was 0.780 for morphotyping, 0.984 for RAPD fingerprinting, and 0.630 for karyotyping. Reproducibility was tested using 43 serial isolates from 15 subjects (2 to 6 isolates per subject) and by repeating the test after one year storage of the isolates. While genetic methods generally recognized a single type for all serial isolates from each of the subjects studied, morphotyping detected strain variations in five subjects in the absence of genetic confirmation. Poor reproducibility was demonstrated repeating morphotyping after one year storage of the isolates since differences in at least one character were detected in 92.9% of the strains.