Credit risk stress testing: The Portuguese environment, macroeconomic scenarios and the estimation of losses for corporate sectors

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Study of membrane emulsification process as a pre-step for the microencapsulation of lipid compounds by spray drying

Dissertation presented to Faculdade de Ciências e Tecnologia, Universidade Nova de Lisboa for obtaining the master degree in Membrane Engineering

Customer Lifetime Value: a framework for application in the insurance industry - Building a Business Process to Generate and Maintain an Automatic Estimation Agent

Research Project submited as partial fulfilment for the Master Degree in Statistics and Information Management

Ranking schools: a step toward increased accountability or a mere discriminatory practice?

The purpose of this paper is to contribute to the discussion of the effects of published school rankings based on average scores obtained by students on national exams. We study the effectiveness of this (low-stakes) accountability mechanism; we analyze whether students react to these rankings, by moving in or out of high-schools according to their scores and examine the movements of closing of schools. Our results suggest that families react strongly to published rankings. We also look at the changes in the socio-economic background of students of poorly performing schools in order to evaluate whether the publication of rankings has increased inequality, as feared by many observers. According to our results, published rankings do in fact reinforce stratification by income.

Parameter estimation in the presence of auxiliary information

Dissertação para obtenção do Grau de Doutora em Estatística e Gestão de Risco, Especialidade em Estatística

Polymerase chain reaction and restriction fragment length polymorphism analysis of the ITS2 region for differatiation of Brazilian Biomphalaria intermediate hosts of the Schistosoma mansoni

We sequenced the internal transcribed spacer 2 of the ribosomal DNA (ITS2-DNAr) from the three Schistosoma mansoni intermediate hosts in Brazil: Biomphalaria glabrata, Biomphalaria tenagophila and Biomphalaria straminea. Analysis of a restriction map from those sequences allowed us to select putative restriction enzymes able to identify the snail species under study. Four restriction enzymes were used and HpaII provided simple species-specific profiles easily visualized in polyacrylamide gels. The use of ITS2 is advantageous as it provides a small fragment of 460 bp which may be easily amplified by PCR. In the current work, we showed that the amplification of ITS2-DNAr together with HpaII enzyme restriction is an auxiliary molecular tool for the morphological identification of such snails as well as for taxonomic and phylogenetic studies of neotropical planorbids.

An estimation of the frequency of gestational toxoplasmosis in the Brazilian Federal District

Acute infections by the protozoan Toxoplasma gondii during pregnancy (gestational toxoplasmosis) are known to cause serious health problems to the fetus (congenital toxoplasmosis). In Brasília, there have been few studies on the incidence of toxoplasmosis. This report summarizes a retrospective study performed on 2,636 selected pregnant women attended by the public health system of Guará, a satellite-city of Brasília. In this survey, 17 cases of gestational toxoplasmosis were detected; 15 of which were primary maternal infection and the remaining 2 were consistent with secondary maternal infection. These results suggest an annual seroconversion rate of 0.64 percent (90 percent confidence interval: 0.38, 0.90).

Evaluation of uv spectrophotometry for estimation of nitrite and nitrate in nitrified urine

Water is a limited resource for which demand is growing. Contaminated water from inadequate wastewater treatment provides one of the greatest health challenges as it restricts development and increases poverty in emerging and developing countries. Therefore, the connection between wastewater and human health is linked to access to sanitation and to human waste disposal. Adequate sanitation is expected to create a barrier between disposed human excreta and sources of drinking water. Different approaches to wastewater management are required for different geographical regions and different stages of economic governance depending on the capacity to manage wastewater. Effective wastewater management can contribute to overcome the challenges of water scarcity. Separate collection of human urine at its source is one promising approach that strongly reduces the economic and load demands on wastewater treatment plants (WWTP). Treatment of source-separated urine appears as a sanitation system that is affordable, produces a valuable fertiliser, reduces pollution of water resources and promotes health. However, the technical realisation of urine separation still faces challenges. Biological hydrolysis of urea causes a strong increase of ammonia and pH. Under these conditions ammonia volatilises which can cause odour problems and significant nitrogen losses. The above problems can be avoided by urine stabilisation. Biological nitrification is a suitable process for stabilisation of urine. Urine is a highly concentrated nutrient solution which can lead to strong inhibition effects during bacterial nitrification. This can further lead to process instabilities. The major cause of instability is accumulation of the inhibitory intermediate compound nitrite, which could lead to process breakdown. Enhanced on-line nitrite monitoring can be applied in biological source-separated urine nitrification reactors as a sustainable and efficient way to improve the reactor performance, avoiding reactor failures and eventual loss of biological activity. Spectrophotometry appears as a promising candidate for the development and application of on-line nitrite monitoring. Spectroscopic methods together with chemometrics are presented in this work as a powerful tool for estimation of nitrite concentrations. Principal component regression (PCR) is applied for the estimation of nitrite concentrations using an immersible UV sensor and off-line spectra acquisition. The effect of particles and the effect of saturation, respectively, on the UV absorbance spectra are investigated. The analysis allows to conclude that (i) saturation has a substantial effect on nitrite estimation; (ii) particles appear to have less impact on nitrite estimation. In addition, improper mixing together with instabilities in the urine nitrification process appears to significantly reduce the performance of the estimation model.

Length and caliber of the rectosigmoid colon among patients with Chagas disease and controls from areas at different altitudes

Introduction In this study, we investigated radiological changes in the sigmoid colon in chagasic patients by comparing their colon lengths and caliber with those of non-chagasic living in the same region and non-chagasic living at high altitudes. Methods A total of 317 individuals were evaluated using clinical, serological and radiological methods and divided into three groups: 1) one hundred and nine non-chagasic individuals from Uberaba, Brazil; 2) sixty-one non-chagasic from Puno, Peru; 3) one hundred forty-seven chagasics examined in Uberaba, being 62 without megacolon (3A), 72 with megacolon (3B) and 13 with doubtful diagnosis of megacolon (3C). Results In group 2, the sigmoid colon had a significantly larger caliber (p=0.001) and the rectosigmoid colon was longer (p<0.001) than group 1. In subgroup 3A, the sigmoid colon (p<0.001) and rectum (p<0.001) had a significantly larger caliber and the rectosigmoid was longer (p<0.001) than that of the non-chagasic individuals. In subgroup 3B, the rectosigmoid was longer in all patients, and the caliber of the sigmoid was significantly larger than that of subjects in subgroups 3A and 3C (p<0.001). Conclusions Morphometric analysis confirms that Chagas disease may increase the caliber and length of the rectosigmoid. Our results suggest that altitude, ethnicity and diet may have influenced the size and length of the rectosigmoid of andean patients.

Detection of purkinje images for automatic positioning of fixation target and interferometric measurements of anterior eye chamber

In cataract surgery, the eye’s natural lens is removed because it has gone opaque and doesn’t allow clear vision any longer. To maintain the eye’s optical power, a new artificial lens must be inserted. Called Intraocular Lens (IOL), it needs to be modelled in order to have the correct refractive power to substitute the natural lens. Calculating the refractive power of this substitution lens requires precise anterior eye chamber measurements. An interferometry equipment, the AC Master from Zeiss Meditec, AG, was in use for half a year to perform these measurements. A Low Coherence Interferometry (LCI) measurement beam is aligned with the eye’s optical axis, for precise measurements of anterior eye chamber distances. The eye follows a fixation target in order to make the visual axis align with the optical axis. Performance problems occurred, however, at this step. Therefore, there was a necessity to develop a new procedure that ensures better alignment between the eye’s visual and optical axes, allowing a more user friendly and versatile procedure, and eventually automatizing the whole process. With this instrument, the alignment between the eye’s optical and visual axes is detected when Purkinje reflections I and III are overlapped, as the eye follows a fixation target. In this project, image analysis is used to detect these Purkinje reflections’ positions, eventually automatically detecting when they overlap. Automatic detection of the third Purkinje reflection of an eye following a fixation target is possible with some restrictions. Each pair of detected third Purkinje reflections is used in automatically calculating an acceptable starting position for the fixation target, required for precise measurements of anterior eye chamber distances.

EDP - A new estimation algorithm

The aim of this work project is to analyze the current algorithm used by EDP to estimate their clients’ electrical energy consumptions, create a new algorithm and compare the advantages and disadvantages of both. This new algorithm is different from the current one as it incorporates some effects from temperature variations. The results of the comparison show that this new algorithm with temperature variables performed better than the same algorithm without temperature variables, although there is still potential for further improvements of the current algorithm, if the prediction model is estimated using a sample of daily data, which is the case of the current EDP algorithm.

Molecular characterization of Mycobacterium tuberculosis isolates from Tehran, Iran by restriction fragment length polymorphism analysis and spoligotyping

Abstract: INTRODUCTION Characterization of Mycobacterium tuberculosis (MTB) isolates by DNA fingerprinting has contributed to tuberculosis (TB) control. The aim of this study was to determine the genetic diversity of MTB isolates from Tehran province in Iran. METHODS MTB isolates from 60 Iranian and 10 Afghan TB patients were fingerprinted by standard IS6110-restriction fragment length polymorphism (RFLP) analysis and spoligotyping. RESULTS The copy number of IS6110 ranged from 10-24 per isolate. The isolates were classified into 22 clusters showing ≥ 80% similarity by RFLP analysis. Fourteen multidrug-resistant (MDR) isolates were grouped into 4 IS6110-RFLP clusters, with 10 isolates [71% (95% CI: 45-89%)] in 1 cluster, suggesting a possible epidemiological linkage. Eighteen Iranian isolates showed ≥ 80% similarity with Afghan isolates. There were no strains with identical fingerprints. Spoligotyping of 70 isolates produced 23 distinct patterns. Sixty (85.7%) isolates were grouped into 13 clusters, while the remaining 10 isolates (14.2%) were not clustered. Ural (formerly Haarlem4) (n = 22, 31.4%) was the most common family followed by Central Asian strain (CAS) (n = 18, 25.7%) and T (n = 9, 12.8%) families. Only 1strain was characterized as having the Beijing genotype. Among 60 Iranian and 10 Afghan MTB isolates, 25% (95% CI: 16-37) and 70% (95% CI: 39-89) were categorized as Ural lineage, respectively. CONCLUSIONS A higher prevalence of Ural family MTB isolates among Afghan patients than among Iranian patients suggests the possible transmission of this lineage following the immigration of Afghans to Iran.

Characterization of newborns with nonimmune hydrops fetalis admitted to a neonatal intensive care unit

PURPOSE: To determine the incidence and characteristics of nonimmune hydrops fetalis in the newborn population. METHOD: A retrospective study of the period between 1996 and 2000, including all newborns with a prenatal or early neonatal diagnosis of nonimmune hydrops fetalis, based on clinical history, physical examination, and laboratory evaluation. The following were analyzed: prenatal follow-up, delivery type, gender, birth weight, gestational age, presence of perinatal asphyxia, nutritional classification, etiopathic diagnosis, length of hospital stay, mortality, and age at death. RESULTS: A total of 47 newborns with hydrops fetalis (0.42% of live births), 18 (38.3%) with the immune form and 29 (61.7%) with the nonimmune form, were selected for study. The incidence of nonimmune hydrops fetalis was 1 per 414 neonates. Data was obtained from 21 newborns, with the following characteristics: 19 (90.5%) were suspected from prenatal diagnosis, 18 (85.7%) were born by cesarean delivery, 15 (71.4%) were female, and 10 (47.6%) were asphyxiated. The average weight was 2665.9 g, and the average gestational age was 35 3/7 weeks; 14 (66.6%) were preterm; 18 (85.0 %) appropriate delivery time; and 3 (14.3%) were large for gestational age. The etiopathic diagnosis was determined for 62%, which included cardiovascular (19.0%), infectious (9.5%), placental (4.8%), hematologic (4.7%), genitourinary (4.8%), and tumoral causes (4.8%), and there was a combination of causes in 9.5%. The etiology was classified as idiopathic in 38%. The length of hospital stay was 26.6 ± 23.6 days, and the mortality rate was 52.4%. CONCLUSIONS: The establishment of a suitable etiopathic diagnosis associated with prenatal detection of nonimmune hydrops fetalis can be an important step in reducing the neonatal mortality rate from this condition.

Genetic algorithm for shipping route estimation with long-range tracking data : automatic reconstruction of shipping routes based on the historical ship positions for maritime safety applications

Ship tracking systems allow Maritime Organizations that are concerned with the Safety at Sea to obtain information on the current location and route of merchant vessels. Thanks to Space technology in recent years the geographical coverage of the ship tracking platforms has increased significantly, from radar based near-shore traffic monitoring towards a worldwide picture of the maritime traffic situation. The long-range tracking systems currently in operations allow the storage of ship position data over many years: a valuable source of knowledge about the shipping routes between different ocean regions. The outcome of this Master project is a software prototype for the estimation of the most operated shipping route between any two geographical locations. The analysis is based on the historical ship positions acquired with long-range tracking systems. The proposed approach makes use of a Genetic Algorithm applied on a training set of relevant ship positions extracted from the long-term storage tracking database of the European Maritime Safety Agency (EMSA). The analysis of some representative shipping routes is presented and the quality of the results and their operational applications are assessed by a Maritime Safety expert.