Modeling and predicting the CBOE market volatility index

This paper performs a thorough statistical examination of the time-series properties of the daily market volatility index (VIX) from the Chicago Board Options Exchange (CBOE). The motivation lies not only on the widespread consensus that the VIX is a barometer of the overall market sentiment as to what concerns investors' risk appetite, but also on the fact that there are many trading strategies that rely on the VIX index for hedging and speculative purposes. Preliminary analysis suggests that the VIX index displays long-range dependence. This is well in line with the strong empirical evidence in the literature supporting long memory in both options-implied and realized variances. We thus resort to both parametric and semiparametric heterogeneous autoregressive (HAR) processes for modeling and forecasting purposes. Our main ndings are as follows. First, we con rm the evidence in the literature that there is a negative relationship between the VIX index and the S&P 500 index return as well as a positive contemporaneous link with the volume of the S&P 500 index. Second, the term spread has a slightly negative long-run impact in the VIX index, when possible multicollinearity and endogeneity are controlled for. Finally, we cannot reject the linearity of the above relationships, neither in sample nor out of sample. As for the latter, we actually show that it is pretty hard to beat the pure HAR process because of the very persistent nature of the VIX index.

Depleting the curriculum: teaching digital platforms and curricular impoverishment

The paper aims at showing how curricular complexity tends to be depleted by the use of digital platforms based on the SCORM (Sharable Content Object Reference Model) standard, which was created with the main purpose of recycling content as it is supposed to be independent both from the context of learning and the supporting technology also deemed to be neutral, all surrounded by a rhetoric of innovation and “pedagogical” innovation. The starting point of the discussion is García Perez’s model of Traditional Didactics as a simple tool to show almost graphically that any ancient didactic model is far richer in terms of complexity than the linearity, in disguise most of the times but still visible under a not so sophisticated critical lens, of the interaction human-(reusable) content that is the basis of the SCORM standard. The paper also addresses some of the more common deliberate mix-ups related to those digital platforms, such as learning and teaching, content and learning object, systems of automatic teaching and learning management systems.

O desenvolvimento da docência nas engenharias: um estudo na universidade federal de campina grande (UFCG)

This research has the objective of studying the teacher-engineers awareness regarding their teaching practice of courses Civil, Electrical and Materials at the Federal University of Campina Grande. It presents and analyses major themes concerning the teaching work. At the same time, it pinpoints the need to develop good teaching practice in higher education. The study is based on the concepts of bricolage (KINCHELOE; BERRY, 2007) and multi-referentiality (ARDOINO, 1998). The Case Study procedure was adopted as an investigation strategy (YIN, 2004; AFONSO, 2005). The data collection was done through the application of questionnaires based on the teacher education paradigms (ZEICHNER, 1983; SACRISTAN, 1998; ALTET, 2001; BRÜTTEN, 2008). The theoretical background for the thematic axis is oriented by reflections on university teaching (MASETTO, 2003; 2007; ZABALZA, 2004; CUNHA et al, 2005; GRILLO, 2008; PIMENTA; ANASTASIOU, 2010 ); on Engineering teaching (BAZZO, 2001; MASETTO, 2009) and on the present-day relationship between educational policies and higher education (MENEZES, 2001; SANTOS, 1995;2005; BOSI, 2007). The data analysis was done by means of a quantitative and qualitative approach (SAMPIERI; COLLADO; LUCIO, 2006), allow us to understand how the teachers surveyed live their professional activity. The results make it possible to generalize that the teacher-engineers give value to research as part of their teacher education and they view the university pedagogy as an important aspect to improve their practice. A considerable number of them is interested in being part of reflection groups, aiming to enhance teaching at higher education. The teacher-engineers dedicate themselves to university teaching without sharing their experience with other teachers, consolidating a present tendency seen in the international and national literature. They tend to apply a pedagogy originated from their daily teaching practice, because they believe that teaching is perfected through practice, though they admit that practice alone is not sufficient for professional development. In the view of most informants, good teaching requires willingness, along with the political element, the mastery of the lesson contents and familiarity with the discipline objectives, if we regard teachers as advisors in the educational process. Throughout the teaching process, the teachers use diversified pedagogical strategies, such as contextualization and exemplification of the lesson contents, epistemological basis in the scientific field, and group work. They do not share any bond of relationship between them and the students, though they consider it important. In general terms, they lack preparation for university teaching and no involvement or interest in institutional issues, by supporting and improving the teaching quality

Alfabetização de crianças e jovens: superando desafios da inclusão escolar

This work has its genesis in the life of a teacher. It contemplates the report of a great story that expresses the political will of anonymous people who sought/seek to overcome challenges and prejudices, a joint effort to make real the right to literacy. The reported story was developed in the Pedagogic Clinic Teacher Heitor Carrilho, Natal-RN which, concerned about the sentence of 'unable to learn the written language' attributed to children and young public school students, decided to invest in overcoming prejudices and fight against school failure of these underprivileged. The problem that motivated the study was thus set up: What particularities characterize a pedagogical practice which aims to teach literacy to children and youth from public schools, considered not capable of learning the written language? What theoretical and methodological procedures are shown as a boost to literacy in the development of a pedagogical practice systematically targeted to reflect the perspective of educating those students in public schools? Aiming to answer these questions, we conducted a qualitative research having as methodology, Life Stories and Research/Formation. For the construction of the data, it was decided to use the participative observation, semi-structured interviews and document analysis. Guided by the principles of content analysis the data analysis was built, from which emerged two categories: theoretical and methodological procedures aligned to the major axes of literacy and Procedures of the specific theoretical and methodological fundamentals of literacy. As subsets of the transverse procedures others were seized: didactic-pedagogic procedures; social affective procedures. Regarding these ones, the research shows the importance of the teacher to build a relationship of listening to the students and their families in order to organize the pedagogical work, looking at multiple dimensions of the subject: the intellect, the creative, the affective, moral, noting that between the methodology and didactics or as part of it, the links built represent great opportunities to promote literacy. Regarding the specific procedures, others were built: procedures that emphasize oral communication, procedures that favor writing and procedures that privilege reading. Under these procedures, the results of research show that you can only promote literacy if the teacher provides the students effective conditions of understanding the principles of alphabetical notation from the use of various kinds of texts, leading them to comprehend and use them in different contexts. Therefore, instructors must meet the learners' prior knowledge, their language, and the learning real needs that will bring new challenges consistent with their possibilities. The research confirms the importance of the Educational Support extra school. However, it is essential to emphasize that it is a function of the school to promote literacy for all students in the early years of schooling. It is recorded, however, that for the implementation of this desire, we must break the school model characterized by a rigid tradition, in which there is only room for those who learn the content taught in a minimum time. Unfortunately, despite the discourse of inclusion and ensuring the right to education, the school remains exclusive and selective separating the school learning of interpersonal relations and social integration and performance. On the one hand, research showed the difficulties of conducting studies and/or strategies that address the particularities of children and young people believed not capable of learning. On the other hand, the political commitment and motivation have increased the perception that it is possible to mitigate the existing deficits in the educational context, beginning with the everyday teaching practice, in which new knowledge can be learned, methodologies can be improved and, despite everything, the educational success can be built

Perioperative cardiac arrest and its mortality in children. A 9-year survey in a Brazilian tertiary teaching hospital

Background: the incidence of perioperative cardiac arrest and mortality in children is higher than in adults. This survey evaluated the incidence, causes, and outcome of perioperative cardiac arrests in a pediatric surgical population in a tertiary teaching hospital between 1996 and 2004.Methods: the incidence of cardiac arrest during anesthesia was identified from an anesthesia database. During the study period, 15 253 anesthetics were performed in children. Data collected included patient demographics, surgical procedures (elective, urgent, or emergency), ASA physical status classification, anesthesia provider information, type of surgery, surgical areas, and outcome. All cardiac arrests were reviewed and grouped by the cause of arrest and death into one of four groups: totally anesthesia-related, partially anesthesia-related, totally surgery-related, or totally child disease or condition-related.Results: There were 35 cardiac arrests (22.9 : 10 000) and 15 deaths (9.8 : 10 000). Major risk factors for cardiac arrest were neonates and children under 1 year of age (P < 0.05) with ASA III or poorer physical status (P < 0.05), in emergency surgery (P < 0.05), and general anesthesia (P < 0.05). Child disease/condition was the major cause of cardiac arrest or death (P < 0.05). There were seven cardiac arrests because of anesthesia (4.58 : 10 000) - four totally (2.62 : 10 000) and three partially related to anesthesia (1.96 : 10 000). There were no anesthesia attributable deaths reported. The main causes of anesthesia attributable cardiac arrest were respiratory events (71.5%) and medication-related events (28.5%).Conclusions: Perioperative cardiac arrests were relatively higher in neonates and infants than in older children with severe underlying disease and during emergency surgery. The fact that all anesthesia attributable cardiac arrests were related to airway management and medication administration is important in prevention strategies.

Perioperative cardiac arrest: a study of 53718 anaesthetics over 9 yr from a Brazilian teaching hospital

Background. Little information exists regarding factors influencing perioperative cardiac arrests and their outcome. This survey evaluated the incidence, causes and outcome of perioperative cardiac arrests in a Brazilian tertiary general teaching hospital between April 1996 and March 2005.Methods. The incidence of cardiac arrest during anaesthesia was prospectively identified from an anaesthesia database. There were 53 718 anaesthetics during the study period. Data collected included patient characteristics, surgical procedures (elective, urgent or emergency), ASA physical status classification, anaesthesia provider information, type of surgery, surgical areas and outcome. All cardiac arrests were retrospectively reviewed and grouped by cause of arrest and death into one of four groups: totally anaesthesia related, partially anaesthesia related, totally surgery related or totally patient disease or condition related.Results. One hundred and eighty-six cardiac arrests (34.6:10 000) and 118 deaths (21.97:10 000) were found. Major risk factors for cardiac arrest were neonates, children under 1 yr and the elderly (P < 0.05), male patients with ASA III or poorer physical status (P < 0.05), in emergency surgery (P < 0.05) and under general anaesthesia (P < 0.05). Patient disease/condition was the major cause of cardiac arrest or death (P < 0.05). There were 18 anaesthesia-related cardiac arrests (3.35:10 000)-10 totally attributed (1.86:10 000) and 8 partially related to anaesthesia (1.49:10 000). There were 6 anaesthesia-related deaths (1.12:10 000)-3 totally attributable and 3 partially related to anaesthesia (0.56:10 000 in both cases). The main causes of anaesthesia-related cardiac arrest were respiratory events (55.5%) and medication-related events (44.5%).Conclusions. Perioperative cardiac arrests were relatively higher in neonates, infants, the elderly and in males with severe underlying disease and under emergency surgery. All anaesthesia-related cardiac arrests were related to airway management and medication administration which is important for prevention strategies.

Polyclonal endemicity of Pseudomonas aeruginosa in a teaching hospital from Brazil: molecular typing of decade-old strains

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Predictors of adherence to influenza vaccination for healthcare workers from a teaching hospital: a study in the prepandemic era

Introduction: Even before the 2009 pandemics, influenza in healthcare workers (HCW) was a known threat to patient safety, while Influenza vaccine coverage in the same group was generally low. Identification of predictors for HCW adherence to Influenza vaccination has challenged infection control committees. Methods: Our group conducted a cross-sectional survey in December 2007, interviewing 125 HCWs from a teaching hospital to identify adherence predictors for Influenza vaccination. The outcomes of interest were: A - adherence to the 2007 vaccination campaign; B - adherence to at least three yearly campaigns in the past five years. Demographic and professional data were assessed through univariate and multivariate analysis. Results: of the HCWs interviewed, 43.2% were vaccinated against Influenza in 2007. However, only 34.3% of HCWs working in healthcare for more than five years had adhered to at least three of the last five vaccination campaigns. Multivariate analysis showed that working in a pediatric unit (OR = 7.35, 95% I = 1.90-28.44, p = 0.004) and number of years in the job (OR = 1.32, 95%CI = 1.00-1.74, p = 0.049) were significant predictors of adherence to the 2007 campaign. Physicians returned the worst outcome performances in A (OR = 0.40, 95%CI = 0.16-0.97, p = 0.04) and B (OR = 0.17, 95%CI = 0.05-0.60, p = 0.006). Conclusions: Strategies to improve adherence to Influenza vaccination should focus on physicians and newly-recruited HCWs. New studies are required to assess the impact of the recent Influenza A pandemics on HCW-directed immunization policies.

Comparing the Teaching-Learning Process With and Without the Use of Computerized Technological Resources

Computerized technological resources have become essential in education, particularly for teaching topics that require the performance of specific tasks. These resources can effectively help the execution of such tasks and the teaching-learning process itself. After the development of a Web site on the topic of nursing staff scheduling, this study aimed at comparing the development of students involved in the teaching-learning process of the previously mentioned topic, with and without the use of computer technology. Two random groups of undergraduate nursing students from a public university in São Paulo state, Brazil, were organized: a case group (used the Web site) and a control group (did not use the Web site). Data were collected from 2003 to 2005 after approval by the Research Ethics Committee. Results showed no significant difference in motivation or knowledge acquisition. A similar performance for the two groups was also verified. Other aspects observed were difficulty in doing the nursing staff scheduling exercise and the students' acknowledgment of the topic's importance for their training and professional lives; easy access was considered to be a positive aspect for maintaining the Web site.

Effect of oral hygiene education and motivation on removable partial denture wearers: longitudinal study

The purpose of this study was to determine the effect of two different preventive oral hygiene education and motivation programmes on the plaque and gingival index, as well as denture hygiene of patients provided with removable partial denture (RPD) during a 12-month follow-up.A total of 53 partially edentulous patients were recruited for this study. The presence or absence of plaque and gingival bleeding by gentle probing was scored on all tooth surfaces at the preliminary visit. The plaque and gingival indexes were measured using the Loe index. Following treatment, the patients were randomly divided into three groups. In Control Group I, subjects were instructed to continue their personal oral hygiene routine. In Group II, participants were given verbal instructions and a self-educational manual on oral hygiene without illustrations. In Group III, oral hygiene guidance was delivered using a combination of verbal instructions and a self-teaching manual. To evaluate the effect of the different modes of instruction, the presence or absence of plaque and gingival bleeding was scored on all tooth surfaces (day zero examination) and re-examined 7, 15 and 30 days, 3, 6 and 12 months following RPD placement. The state of denture hygiene was evaluated 7, 15 and 30 days and 3, 6 and 12 months following rehabilitation. Parametric statistics was applied to dental plaque and gingival indexes. For accumulation of plaque and calculus on the RPD, non-parametric statistic was applied.The frequency of plaque found during the preliminary visit was higher than that found in the other periods. With regard to gingival index, significant difference was found between the preliminary visit examination and other periods. There was a significant difference in the plaque accumulation on the denture surface between groups I and III.The different methods of oral hygiene instruction used in this study indicate that the type of education was not of significant importance.

Nothing too much: reflecting about the role of contextualization in science teaching

The contextualization and discussion about the science role in the social and economical development are unquestionably important for the science teaching process. It doesn't mean, however, that the scientific-theoretic knowledge and the strategies involved in its construction and application might be neglected. In this way, a dangerous situation is created when the contextualization is assumed as a unique and primordial target in science education. This paper presents a research carried out with 15 future chemistry teachers and the results show a worrying "supervalorization", of the contextualization beside other equally important aspects of the chemical knowledge.

A Organização do trabalho de uma equipe gestora e o desempenho escolar dos alunos

Pós-graduação em Educação Escolar - FCLAR

O trabalho docente face ao atendimento da faixa etária de 6 anos no ensino fundamental: um estudo a partir das manifestações de um grupo de professores alfabetizadoras no município de Araraquara

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A interação oral de uma professora não-nativa em aulas de língua estrangeira (inglês)

Pós-graduação em Estudos Linguísticos - IBILCE

Criatividade e educação musical: uma proposta composicional numa escola de música da cidade de São Paulo

Pós-graduação em Música - IA