955 resultados para Multivariate risk model
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OBJECTIVE: To estimate the seroprevalence of HIV, hepatitis B and C and syphilis and to describe risk behaviors associated to their transmission among recyclable waste collectors. METHODS: A seroepidemiological survey was carried out in the city of Santos, Southeastern Brazil, in 2005. A total of 315 individuals were enrolled in the survey, of which 253 subjects underwent serological testing HIV, hepatitis B and C and syphilis. Statistical analysis consisted of univariate and bivariate analyses (cross-tabulation and odds ratio) and multivariate analysis (by logistic regression), relating HIV infection with established risk behaviors and seropositivity. RESULTS: Overall seroprevalences were: HIV, 8.9%; hepatitis B, 34.4%; hepatitis C, 12.4%; and syphilis, 18.4%. Subjects were characterized by a predominance of males with low educational and economic levels, subjected to parenteral and sexual exposures to HIV and other sexually transmitted infections. Multivariate analysis results indicated that risk factors for both sexually and parenterally related exposure were significantly associated with HIV in this community. CONCLUSIONS: Seroprevalences found in the study were approximately 10 to 12 times higher than the national average. These communities are socially marginalized and generally not recognized by national programs as potentially endangered populations.
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Conferência: 9th International Symposium on Occupational Safety and Hygiene (SHO) Guimaraes, Portugal - FEB 14-15, 2013
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High risk of recurrence/progression bladder tumours is treated with Bacillus Calmette-Guérin (BCG) immunotherapy after complete resection of the tumour. Approximately 75% of these tumours express the uncommon carbohydrate antigen sialyl-Tn (Tn), a surrogate biomarker of tumour aggressiveness. Such changes in the glycosylation of cell-surface proteins influence tumour microenvironment and immune responses that may modulate treatment outcome and the course of disease. The aim of this work is to determine the efficiency of BCG immunotherapy against tumours expressing sTn and sTn-related antigen sialyl-6-T (s6T). METHODS: In a retrospective design, 94 tumours from patients treated with BCG were screened for sTn and s6T expression. In vitro studies were conducted to determine the interaction of BCG with high-grade bladder cancer cell line overexpressing sTn. RESULTS: From the 94 cases evaluated, 36 had recurrence after BCG treatment (38.3%). Treatment outcome was influenced by age over 65 years (HR=2.668; (1.344-5.254); P=0.005), maintenance schedule (HR=0.480; (0.246-0.936); P=0.031) and multifocality (HR=2.065; (1.033-4.126); P=0.040). sTn or s6T expression was associated with BCG response (P=0.024; P<0.0001) and with increased recurrence-free survival (P=0.001). Multivariate analyses showed that sTn and/or s6T were independent predictive markers of recurrence after BCG immunotherapy (HR=0.296; (0.148-0.594); P=0.001). In vitro studies demonstrated higher adhesion and internalisation of the bacillus to cells expressing sTn, promoting cell death. CONCLUSION: s6T is described for the first time in bladder tumours. Our data strongly suggest that BCG immunotherapy is efficient against sTn- and s6T-positive tumours. Furthermore, sTn and s6T expression are independent predictive markers of BCG treatment response and may be useful in the identification of patients who could benefit more from this immunotherapy.
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OBJECTIVE: To assess the health risk of exposure to benzene for a community affected by a fuel leak. METHODS: Data regarding the fuel leak accident with, which occurred in the Brasilia, Federal District, were obtained from the Fuel Distributor reports provided to the environmental authority. Information about the affected population (22 individuals) was obtained from focal groups of eight individuals. Length of exposure and water benzene concentration were estimated through a groundwater flow model associated with a benzene propagation model. The risk assessment was conducted according to the Agency for Toxic Substances and Disease Registry methodology. RESULTS: A high risk perception related to the health consequences of the accident was evident in the affected community (22 individuals), probably due to the lack of assistance and a poor risk communication from government authorities and the polluting agent. The community had been exposed to unsafe levels of benzene (> 5 µg/L) since December 2001, five months before they reported the leak. The mean benzene level in drinking water (72.2 µg/L) was higher than that obtained by the Fuel Distributer using the Risk Based Corrective Action methodology (17.2 µg/L).The estimated benzene intake from the consumption of water and food reached a maximum of 0.0091 µg/kg bw/day (5 x 10-7 cancer risk per 106 individuals). The level of benzene in water vapor while showering reached 7.5 µg/m3 for children (1 per 104 cancer risk). Total cancer risk ranged from 110 to 200 per 106 individuals. CONCLUSIONS: The population affected by the fuel leak was exposed to benzene levels that might have represented a health risk. Local government authorities need to develop better strategies to respond rapidly to these types of accidents to protect the health of the affected population and the environment.
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OBJECTIVE: To analyze the putative effect of type of shift and its interaction with leisure-time physical activity on cardiovascular risk factors in truck drivers.METHODS: A cross-sectional study was undertaken on 57 male truck drivers working at a transportation company, of whom 31 worked irregular shifts and 26 worked on the day-shift. Participants recorded their physical activity using the International Physical Activity Questionnaire along with measurements of blood pressure, body mass index and waist-hip ratio. Participants also provided a fasting blood sample for analysis of lipid-related outcomes. Data were analyzed using a factorial model which was covariate-controlled for age, smoking, work demand, control at work and social support.RESULTS: Most of the irregular-shift and day-shift workers worked more than 8 hours per day (67.7% and 73.1%, respectively). The mean duration of experience working the irregular schedule was 15.7 years. Day-shift workers had never engaged in irregular-shift work and had been working as a truck driver for 10.8 years on average. The irregular-shift drivers had lower work demand but less control compared to day-shift drivers (p < 0.05). Moderately-active irregular-shift workers had higher systolic and diastolic arterial pressures (143.7 and 93.2 mmHg, respectively) than moderately-active day-shift workers (116 and 73.3 mmHg, respectively) (p < 0.05) as well as higher total cholesterol concentrations (232.1 and 145 mg/dl, respectively) (p = 0.01). Irrespective of their physical activity, irregular-shift drivers had higher total cholesterol and LDL-cholesterol concentrations (211.8 and 135.7 mg/dl, respectively) than day-shift workers (161.9 and 96.7 mg/dl, respectively (ANCOVA, p < 0.05).CONCLUSIONS: Truck drivers are exposed to cardiovascular risk factors due to the characteristics of the job, such as high work demand, long working hours and time in this profession, regardless of shift type or leisure-time physical activity.
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The scope of this paper is to adapt the standard mean-variance model of Henry Markowitz theory, creating a simulation tool to find the optimal configuration of the portfolio aggregator, calculate its profitability and risk. Currently, there is a deep discussion going on among the power system society about the structure and architecture of the future electric system. In this environment, policy makers and electric utilities find new approaches to access the electricity market; this configures new challenging positions in order to find innovative strategies and methodologies. Decentralized power generation is gaining relevance in liberalized markets, and small and medium size electricity consumers are also become producers (“prosumers”). In this scenario an electric aggregator is an entity that joins a group of electric clients, customers, producers, “prosumers” together as a single purchasing unit to negotiate the purchase and sale of electricity. The aggregator conducts research on electricity prices, contract terms and conditions in order to promote better energy prices for their clients and allows small and medium customers to benefit improved market prices.
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Não existe uma definição única de processo de memória de longo prazo. Esse processo é geralmente definido como uma série que possui um correlograma decaindo lentamente ou um espectro infinito de frequência zero. Também se refere que uma série com tal propriedade é caracterizada pela dependência a longo prazo e por não periódicos ciclos longos, ou que essa característica descreve a estrutura de correlação de uma série de longos desfasamentos ou que é convencionalmente expressa em termos do declínio da lei-potência da função auto-covariância. O interesse crescente da investigação internacional no aprofundamento do tema é justificado pela procura de um melhor entendimento da natureza dinâmica das séries temporais dos preços dos ativos financeiros. Em primeiro lugar, a falta de consistência entre os resultados reclama novos estudos e a utilização de várias metodologias complementares. Em segundo lugar, a confirmação de processos de memória longa tem implicações relevantes ao nível da (1) modelação teórica e econométrica (i.e., dos modelos martingale de preços e das regras técnicas de negociação), (2) dos testes estatísticos aos modelos de equilíbrio e avaliação, (3) das decisões ótimas de consumo / poupança e de portefólio e (4) da medição de eficiência e racionalidade. Em terceiro lugar, ainda permanecem questões científicas empíricas sobre a identificação do modelo geral teórico de mercado mais adequado para modelar a difusão das séries. Em quarto lugar, aos reguladores e gestores de risco importa saber se existem mercados persistentes e, por isso, ineficientes, que, portanto, possam produzir retornos anormais. O objetivo do trabalho de investigação da dissertação é duplo. Por um lado, pretende proporcionar conhecimento adicional para o debate da memória de longo prazo, debruçando-se sobre o comportamento das séries diárias de retornos dos principais índices acionistas da EURONEXT. Por outro lado, pretende contribuir para o aperfeiçoamento do capital asset pricing model CAPM, considerando uma medida de risco alternativa capaz de ultrapassar os constrangimentos da hipótese de mercado eficiente EMH na presença de séries financeiras com processos sem incrementos independentes e identicamente distribuídos (i.i.d.). O estudo empírico indica a possibilidade de utilização alternativa das obrigações do tesouro (OT’s) com maturidade de longo prazo no cálculo dos retornos do mercado, dado que o seu comportamento nos mercados de dívida soberana reflete a confiança dos investidores nas condições financeiras dos Estados e mede a forma como avaliam as respetiva economias com base no desempenho da generalidade dos seus ativos. Embora o modelo de difusão de preços definido pelo movimento Browniano geométrico gBm alegue proporcionar um bom ajustamento das séries temporais financeiras, os seus pressupostos de normalidade, estacionariedade e independência das inovações residuais são adulterados pelos dados empíricos analisados. Por isso, na procura de evidências sobre a propriedade de memória longa nos mercados recorre-se à rescaled-range analysis R/S e à detrended fluctuation analysis DFA, sob abordagem do movimento Browniano fracionário fBm, para estimar o expoente Hurst H em relação às séries de dados completas e para calcular o expoente Hurst “local” H t em janelas móveis. Complementarmente, são realizados testes estatísticos de hipóteses através do rescaled-range tests R/S , do modified rescaled-range test M - R/S e do fractional differencing test GPH. Em termos de uma conclusão única a partir de todos os métodos sobre a natureza da dependência para o mercado acionista em geral, os resultados empíricos são inconclusivos. Isso quer dizer que o grau de memória de longo prazo e, assim, qualquer classificação, depende de cada mercado particular. No entanto, os resultados gerais maioritariamente positivos suportam a presença de memória longa, sob a forma de persistência, nos retornos acionistas da Bélgica, Holanda e Portugal. Isto sugere que estes mercados estão mais sujeitos a maior previsibilidade (“efeito José”), mas também a tendências que podem ser inesperadamente interrompidas por descontinuidades (“efeito Noé”), e, por isso, tendem a ser mais arriscados para negociar. Apesar da evidência de dinâmica fractal ter suporte estatístico fraco, em sintonia com a maior parte dos estudos internacionais, refuta a hipótese de passeio aleatório com incrementos i.i.d., que é a base da EMH na sua forma fraca. Atendendo a isso, propõem-se contributos para aperfeiçoamento do CAPM, através da proposta de uma nova fractal capital market line FCML e de uma nova fractal security market line FSML. A nova proposta sugere que o elemento de risco (para o mercado e para um ativo) seja dado pelo expoente H de Hurst para desfasamentos de longo prazo dos retornos acionistas. O expoente H mede o grau de memória de longo prazo nos índices acionistas, quer quando as séries de retornos seguem um processo i.i.d. não correlacionado, descrito pelo gBm(em que H = 0,5 , confirmando- se a EMH e adequando-se o CAPM), quer quando seguem um processo com dependência estatística, descrito pelo fBm(em que H é diferente de 0,5, rejeitando-se a EMH e desadequando-se o CAPM). A vantagem da FCML e da FSML é que a medida de memória de longo prazo, definida por H, é a referência adequada para traduzir o risco em modelos que possam ser aplicados a séries de dados que sigam processos i.i.d. e processos com dependência não linear. Então, estas formulações contemplam a EMH como um caso particular possível.
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OBJECTIVE : To analyze the evolution in the prevalence and determinants of malnutrition in children in the semiarid region of Brazil. METHODS : Data were collected from two cross-sectional population-based household surveys that used the same methodology. Clustering sampling was used to collect data from 8,000 families in Ceará, Northeastern Brazil, for the years 1987 and 2007. Acute undernutrition was calculated as weight/age < -2 standard deviation (SD); stunting as height/age < -2 SD; wasting as weight/height < -2 SD. Data on biological and sociodemographic determinants were analyzed using hierarchical multivariate analyses based on a theoretical model. RESULTS : A sample of 4,513 and 1,533 children under three years of age, in 1987 and 2007, respectively, were included in the analyses. The prevalence of acute malnutrition was reduced by 60.0%, from 12.6% in 1987 to 4.7% in 2007, while prevalence of stunting was reduced by 50.0%, from 27.0% in 1987 to 13.0% in 2007. Prevalence of wasting changed little in the period. In 1987, socioeconomic and biological characteristics (family income, mother’s education, toilet and tap water availability, children’s medical consultation and hospitalization, age, sex and birth weight) were significantly associated with undernutrition, stunting and wasting. In 2007, the determinants of malnutrition were restricted to biological characteristics (age, sex and birth weight). Only one socioeconomic characteristic, toilet availability, remained associated with stunting. CONCLUSIONS : Socioeconomic development, along with health interventions, may have contributed to improvements in children’s nutritional status. Birth weight, especially extremely low weight (< 1,500 g), appears as the most important risk factor for early childhood malnutrition.
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OBJECTIVE To analyze the factors associated with a lack of prenatal care in a large municipality in southern Brazil. METHODS In this case-control age-matched study, 716 women were evaluated; of these, 179 did not receive prenatal care and 537 received prenatal care (controls). These women were identified using the Sistema Nacional de Informação sobre Nascidos Vivos (Live Birth Information System) of Pelotas, RS, Southern Brazil, between 2009 and 2010. Multivariate analysis was performed using conditional logistic regression to estimate the odds ratios (OR). RESULTS In the final model, the variables associated with a lack of prenatal care were the level of education, particularly when it was lesser than four years [OR 4.46; 95% confidence interval (CI) 1.92;10.36], being single (OR 3.61; 95%CI 1.85;7.04), and multiparity (OR 2.89; 95%CI 1.72;4.85). The prevalence of a lack of prenatal care among administrative regions varied between 0.7% and 3.9%. CONCLUSIONS The risk factors identified must be considered when planning actions for the inclusion of women in prenatal care by both the central management and healthcare teams. These indicated the municipal areas with greater deficits in prenatal care. The reorganization of the actions to identify women with risk factors in the community can be considered to be a starting point of this process. In addition, the integration of the activities of local programs that target the mother and child is essential to constantly identify pregnant women without prenatal care.
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OBJECTIVE To test whether the occupational conditions of professional truck drivers are associated with amphetamine use after demographic characteristics and ones regarding mental health and drug use are controlled for.METHODS Cross-sectional study, with a non-probabilistic sample of 684 male truck drivers, which was collected in three highways in Sao Paulo between years 2012 and 2013. Demographic and occupational information was collected, as well as data on drug use and mental health (sleep quality, emotional stress, and psychiatric disorders). A logistic regression model was developed to identify factors associated with amphetamine use. Odds ratio (OR; 95%CI) was defined as the measure for association. The significance level was established as p < 0.05.RESULTS The studied sample was found to have an average age of 36.7 (SD = 7.8) years, as well as low education (8.6 [SD = 2.3] years); 29.0% of drivers reported having used amphetamines within the twelve months prior to their interviews. After demographic and occupational variables had been controlled for, the factors which indicated amphetamine use among truck drivers were the following: being younger than 38 years (OR = 3.69), having spent less than nine years at school (OR = 1.76), being autonomous (OR = 1.65), working night shifts or irregular schedules (OR = 2.05), working over 12 hours daily (OR = 2.14), and drinking alcohol (OR = 1.74).CONCLUSIONS Occupational aspects are closely related to amphetamine use among truck drivers, which reinforces the importance of closely following the application of law (Resting Act (“Lei do Descanso”); Law 12,619/2012) which regulates the workload and hours of those professionals. Our results show the need for increased strictness on the trade and prescription of amphetamines in Brazil.
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ABSTRACT OBJECTIVE To evaluate the association between recurrent wheezing and atopy, the Asthma Predictive Index, exposure to risk factors, and total serum IgE levels as potential factors to predict recurrent wheezing. METHODS A case-control study with infants aged 6-24 months treated at a specialized outpatient clinic from November 2011 to March 2013. Evaluations included sensitivity to inhalant and food antigens, positive Asthma Predictive Index, and other risk factors for recurrent wheezing (smoking during pregnancy, presence of indoor smoke, viral infections, and total serum IgE levels). RESULTS We evaluated 113 children: 65 infants with recurrent wheezing (63.0% male) with a mean age of 14.8 (SD = 5.2) months and 48 healthy infants (44.0% male) with a mean age of 15.2 (SD = 5.1) months. In the multiple analysis model, antigen sensitivity (OR = 12.45; 95%CI 1.28–19.11), positive Asthma Predictive Index (OR = 5.57; 95%CI 2.23–7.96), and exposure to environmental smoke (OR = 2.63; 95%CI 1.09–6.30) remained as risk factors for wheezing. Eosinophilia ≥ 4.0% e total IgE ≥ 100 UI/mL were more prevalent in the wheezing group, but failed to remain in the model. Smoking during pregnancy was identified in a small number of mothers, and secondhand smoke at home was higher in the control group. CONCLUSIONS Presence of atopy, positive Asthma Predictive Index and exposure to environmental smoke are associated to recurrent wheezing. Identifying these factors enables the adoption of preventive measures, especially for children susceptible to persistent wheezing and future asthma onset.
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In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.
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Dissertation submitted to Faculdade de Ciências e Tecnologia of Universidade Nova de Lisboa for the achievement of Integrated Master´s degree in Industrial Management Engineering
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In this paper, a mixed-integer quadratic programming approach is proposed for the short-term hydro scheduling problem, considering head-dependency, discontinuous operating regions and discharge ramping constraints. As new contributions to earlier studies, market uncertainty is introduced in the model via price scenarios, and risk aversion is also incorporated by limiting the volatility of the expected profit through the conditional value-at-risk. Our approach has been applied successfully to solve a case Study based on one of the main Portuguese cascaded hydro systems, requiring a negligible computational time.
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"It is a widely accepted fact that the consumption-based capital asset pricing model (CCAPM) fails to provide a good explanation of many important features of the behaviour of financial market returns in a large range of countries over a long period of time. However, within a representative consumer/investor model, it is hard to see how the basic structure of the consumption based model can be safely abandoned." [introdução]