Occupational health and safety among commercial sex workers

The concept of occupational health and safety (OHS) for commercial sex workers has rarely been investigated, perhaps because of the often informal nature of the workplace, the associated stigma, and the frequently illegal nature of the activity. We reviewed the literature on health, occupational risks, and safety among commercial sex workers. Cultural and local variations and commonalities were identified. Dimensions of OHS that emerged included legal and policing risks, risks associated with particular business settings such as streets and brothels, violence from clients, mental health risks and protective factors, alcohol and drug use, repetitive strain injuries, sexually transmissible infections, risks associated with particular classes of clients, issues associated with male and transgender commercial sex workers, and issues of risk reduction that in many cases are associated with lack of agency or control, stigma, and legal barriers. We further discuss the impact and potential of OHS interventions for commercial sex workers. The OHS of commercial sex workers covers a range of domains, some potentially modifiable by OHS programs and workplace safety interventions targeted at this population. We argue that commercial sex work should be considered as an occupation overdue for interventions to reduce workplace risks and enhance worker safety.

Face Recognition from Video Using the Generic Shape-Illumination Manifold

In spite of over two decades of intense research, illumination and pose invariance remain prohibitively challenging aspects of face recognition for most practical applications. The objective of this work is to recognize faces using video sequences both for training and recognition input, in a realistic, unconstrained setup in which lighting, pose and user motion pattern have a wide variability and face images are of low resolution. In particular there are three areas of novelty: (i) we show how a photometric model of image formation can be combined with a statistical model of generic face appearance variation, learnt offline, to generalize in the presence of extreme illumination changes; (ii) we use the smoothness of geodesically local appearance manifold structure and a robust same-identity likelihood to achieve invariance to unseen head poses; and (iii) we introduce an accurate video sequence “reillumination” algorithm to achieve robustness to face motion patterns in video. We describe a fully automatic recognition system based on the proposed method and an extensive evaluation on 171 individuals and over 1300 video sequences with extreme illumination, pose and head motion variation. On this challenging data set our system consistently demonstrated a nearly perfect recognition rate (over 99.7%), significantly outperforming state-of-the-art commercial software and methods from the literature

Induction and prepatterning of the zebrafish pectoral fin bud requires axial retinoic acid signaling

Vertebrate forelimbs arise as bilateral appendages from the lateral plate mesoderm (LPM). Mutants in aldh1a2 (raldh2), an embryonically expressed gene encoding a retinoic acid (RA)-synthesizing enzyme, have been used to show that limb development and patterning of the limb bud are crucially dependent on RA signaling. However, the timing and cellular origin of RA signaling in these processes have remained poorly resolved. We have used genetics and chemical modulators of RA signaling to resolve these issues in the zebrafish. By rescuing pectoral fin induction in the aldh1a2/neckless mutant with exogenous RA and by blocking RA signaling in wild-type embryos, we find that RA acts as a permissive signal that is required during the six- to eight-somite stages for pectoral fin induction. Cell-transplantation experiments show that RA production is not only crucially required from flanking somites, but is sufficient to permit fin bud initiation when the trunk mesoderm is genetically ablated. Under the latter condition, intermediate mesoderm alone cannot induce the pectoral fin field in the LPM. We further show that induction of the fin field is directly followed by a continued requirement for somite-derived RA signaling to establish a prepattern of anteroposterior fates in the condensing fin mesenchyme. This process is mediated by the maintained expression of the transcription factor hand2, through which the fin field is continuously posteriorized, and lasts up to several hours prior to limb-budding. Thus, RA signaling from flanking somites plays a dual early role in the condensing limb bud mesenchyme.

Hybrid hierarchical patterns of gold nanoparticles and poly(ethylene glycol) microstructures

Hybrid surface micro-patterns composed of topographic structures of polyethylene glycol (PEG)-hydrogels and hierarchical lines of gold nanoparticles (Au NPs) were fabricated on silicon wafers. Micro-sized lines of Au NPs were first obtained on the surface of a silicon wafer via “micro-contact deprinting”, a method recently developed by our group. Topographic micro-patterns of PEG, of both low and high aspect ratio (AR up to 6), were then aligned on the pre-patterned surface via a procedure adapted from the soft lithographic method MIMIC (Micro-Molding in Capillaries), which is denoted as “adhesive embossing”. The result is a complex surface pattern consisting of alternating flat Au NP lines and thick PEG bars. Such patterns provide novel model surfaces for elucidating the interplay between (bio)chemical and physical cues on cell behavior.

Modelos estatísticos de segmentação da estrutura a Termo: testes empíricos de ajustes e previsões

Neste trabalho é proposta uma classe de modelos paramétricos para estrutura a termo de taxa de juros (ETTJ) em que diferentes segmentos possam ter características próprias, porém não independentes, o que é condizente com a teoria de preferências por Habitat. O modelo baseia-se em Bowsher & Meeks (2006) onde a curva é determinada por um spline cúbico nas yields latentes, mas difere no sentido de permitir diferentes funções de classe C2 entre os segmentos, ao invés de polinômios cúbicos. Em particular usa-se a especi cação de Nelson & Siegel, o que permite recuperar o modelo de Diebold & Li (2006) quando não há diferenciação entre os segmentos da curva. O modelo é testado na previsão da ETTJ americana, para diferentes maturidades da curva e horizontes de previsão, e os resultados fora da amostra são comparados aos modelos de referência nesta literatura. Adicionalmente é proposto um método para avaliar a robustez da capacidade preditiva do modelos. Ao considerar a métrica de erros quadráticos médios , os resultados são superiores à previsão dos modelos Random Walk e Diebold & Li, na maior parte das maturidades, para horizontes de 3, 6 , 9 e 12 meses.

Essays in macroeconomy and dynamic term-structure models

This thesis is composed of three articles with the subjects of macroeconomics and - nance. Each article corresponds to a chapter and is done in paper format. In the rst article, which was done with Axel Simonsen, we model and estimate a small open economy for the Canadian economy in a two country General Equilibrium (DSGE) framework. We show that it is important to account for the correlation between Domestic and Foreign shocks and for the Incomplete Pass-Through. In the second chapter-paper, which was done with Hedibert Freitas Lopes, we estimate a Regime-switching Macro-Finance model for the term-structure of interest rates to study the US post-World War II (WWII) joint behavior of macro-variables and the yield-curve. We show that our model tracks well the US NBER cycles, the addition of changes of regime are important to explain the Expectation Theory of the term structure, and macro-variables have increasing importance in recessions to explain the variability of the yield curve. We also present a novel sequential Monte-Carlo algorithm to learn about the parameters and the latent states of the Economy. In the third chapter, I present a Gaussian A ne Term Structure Model (ATSM) with latent jumps in order to address two questions: (1) what are the implications of incorporating jumps in an ATSM for Asian option pricing, in the particular case of the Brazilian DI Index (IDI) option, and (2) how jumps and options a ect the bond risk-premia dynamics. I show that jump risk-premia is negative in a scenario of decreasing interest rates (my sample period) and is important to explain the level of yields, and that gaussian models without jumps and with constant intensity jumps are good to price Asian options.

Uma investigação sobre os fatores determinantes do fluxo de fundos de investimentos no Brasil

O presente trabalho tem como objetivo apresentar, por meio de regressões múltiplas, as variáveis que impactam no fluxo de recursos dos fundos de investimentos de ações no Brasil. Investidores baseiam suas escolhas em performance histórica, porem assimetricamente, aplicando desproporcionalmente mais nos fundos de performance acima da média. Custos de procura parecem influenciar consideravelmente nos fluxos favorecendo instituições de patrimônio relevante por estarem associadas a maiores gastos com propaganda.

Aversão à perda, assimetria nos co-movimentos de mercado e viés doméstico: caso Japão e Reino Unido

Analogamente à Amonlirdviman e Carvalho (2009), que calibrou o modelo de Aversão à Perda Míope de Benartzi and Thaler (1995) para o caso dos Estados Unidos, esta dissertação analisa o problema de alocação de portfolio de ações para o investidor japonês/britânico avesso à perda que decide entre ações domésticas e estrangeiras sujeito às assimetrias nos co-movimentos dos retornos a fim de investigar o papel desta preferência e da evidência empírica de assimetria como potenciais explicações para o viés doméstico em ações. Ao calibrar o modelo para o investidor japonês e britânico, esta dissertação realiza um teste de robustez para o trabalho de Amonlirdviman and Carvalho (2009). Os resultados de inferência dos ganhos com a diversificação internacional apontam que pelo menos parte do viés doméstico existente no caso do Japão e do Reino Unido pode ser explicado pela introdução de preferências com aversão à perda e pela assimetria nos co-movimentos dos retornos.

Prospect theory, diversificação ingênua e propensão a risco de especialistas em mercado: evidência empírica no Brasil

The Prospect Theory is one of the basis of Behavioral Finance and models the investor behavior in a different way than von Neumann and Morgenstern Utility Theory. Behavioral characteristics are evaluated for different control groups, validating the violation of Utility Theory Axioms. Naïve Diversification is also verified, utilizing the 1/n heuristic strategy for investment funds allocations. This strategy causes different fixed and equity allocations, compared to the desirable exposure, given the exposure of the subsample that answered a non constrained allocation question. When compared to non specialists, specialists in finance are less risk averse and allocate more of their wealth on equity.

Essays on finance and macroeconomy

I study the asset-pricing implications in an cnviromncnt with feedback traders and rational arbitrageurs. Feedback traders are defined as possible naive investors who buy after a raise in prices and sell after a drop in prices. I consider two types of feedback strategies: (1) short-term (SF), motivated by institutional rulcs as top-losscs and margin calls and (2) long-tcrm (LF), motivated by representativeness bias from non-sophisticated investors. Their presence in the market follows a stochastic regime swift process. Short lived assumption for the arbitrageurs prevents the correction of the misspricing generated by feedback strategies. The estimated modcl using US data suggests that the regime switching is able to capture the time varying autocorrclation of returns. The segregation of feedback types helps to identify the long term component that otherwise would not show up due to the large movements implied by the SF typc. The paper also has normativo implications for practioners since it providos a methodology to identify mispricings driven by feedback traders.