927 resultados para return autocorrelation
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This flyer promotes the U.S. Premiere Screening of Return to Ithaca, a film by Laurent Cantet. The director and writer Cantet, co-writer Leonardo Padura, and actor Fernando Hechavarria attended the screening on November 13, 2015 at the Coral Gables Art Cinema.
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In this paper, we provide the first comprehensive UK evidence on the profitability of the pairs trading strategy. Evidence suggests that the strategy performs well in crisis periods, so we control for both risk and liquidity to assess performance. To evaluate the effect of market frictions on the strategy, we use several estimates of transaction costs. We also present evidence on the performance of the strategy in different economic and market states. Our results show that pairs trading portfolios typically have little exposure to known equity risk factors such as market, size, value, momentum and reversal. However, a model controlling for risk and liquidity explains a far larger proportion of returns. Incorporating different assumptions about bid-ask spreads leads to reductions in performance estimates. When we allow for time-varying risk exposures, conditioned on the contemporaneous equity market return, risk-adjusted returns are generally not significantly different from zero.
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DAS is required to report on projects funded through the Return on Investment Program (ROI). The ROI program has been funded through an appropriation from the Technology Reinvestment Fund. The Technology Reinvestment Fund was created during the 2006 legislative session, and the first appropriations from this fund were for FY 2006-2007. The first report related to that fiscal year and was delivered to the legislature by January 1, 2008. This current report updates projects from fiscal years 10, 11 and 12.
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The Office of the Chief Information Officer is required to report on projects funded through the Return on Investment Program (ROI). The ROI program has been funded through an appropriation from the Technology Reinvestment Fund. The Technology Reinvestment Fund was created during the 2006 legislative session, and the first appropriations from this fund were for FY 2006-2007. The first report related to that fiscal year and was delivered to the legislature by January 1, 2008. This current report updates projects from fiscal years 11 and 12.
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This thesis describes the development of the Sample Fetch Rover (SFR), studied for Mars Sample Return (MSR), an international campaign carried out in cooperation between the National Aeronautics and Space Administration (NASA) and the European Space Agency (ESA). The focus of this document is the design of the electro-mechanical systems of the rover. After placing this work into the general context of robotic planetary exploration and summarising the state of the art for what concerns Mars rovers, the architecture of the Mars Sample Return Campaign is presented. A complete overview of the current SFR architecture is provided, touching upon all the main subsystems of the spacecraft. For each area, it is discussed what are the design drivers, the chosen solutions and whether they use heritage technology (in particular from the ExoMars Rover) or new developments. This research focuses on two topics of particular interest, due to their relevance for the mission and the novelty of their design: locomotion and sample acquisition, which are discussed in depth. The early SFR locomotion concepts are summarised, covering the initial trade-offs and discarded designs for higher traverse performance. Once a consolidated architecture was reached, the locomotion subsystem was developed further, defining the details of the suspension, actuators, deployment mechanisms and wheels. This technology is presented here in detail, including some key analysis and test results that support the design and demonstrate how it responds to the mission requirements. Another major electro-mechanical system developed as part of this work is the one dedicated to sample tube acquisition. The concept of operations of this machinery was defined to be robust against the unknown conditions that characterise the mission. The design process led to a highly automated robotic system which is described here in its main components: vision system, robotic arm and tube storage.
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Background: Gli infortuni muscolari generano grande preoccupazione nella medicina sportiva e costituiscono la più frequente causa di assenza dal campo nel calcio. Nello specifico , a causa dei gesti tecnici caratteristici di questo sport, le HSI (lesioni muscolari agli Hamstring) sono le più frequenti nei calciatori, costringendoli all’assenza dal campo più di qualsiasi altro infortunio. Il protocollo di Askling è uno degli studi più popolari e riconosciuti nella riabilitazione delle HSI. Obiettivi: L’obiettivo della revisione sistematica è valutare l’efficacia del protocollo di Askling nel RTP del calciatore post lesione muscolare agli Hamstring. Questo contributo, quindi, discuterà gli attuali concetti clinici riguardanti la riabilitazione delle HSI, analizzando trial clinici randomizzati che confrontino gli effetti del protocollo di Askling con altri protocolli. Materiali e Metodi: Nella selezione degli articoli, sono state indagate le seguenti banche dati: “PubMed”, “PEDro” e “Cochrane Library”. Una volta realizzato il PICOS, questo è stato convertito nelle parole chiave pertinenti all’argomento di interesse della revisione. Sono stati presi in esame unicamente studi RCTs, di qualsiasi anno di pubblicazione e lingua, reperibili in modalità Full Text attraverso il servizio proxy offerto dall’Università di Bologna. Gli studi per essere inclusi devono avere un punteggio PEDro score > 5. Risultati: Il tempo medio del Return To Play è stato ridotto di 23 giorni, da 51 (C-Protocol) a 28 giorni (L-Protocol). Non vi è però alcuna differenza significativa tra i gruppi per i tassi di re-injury entro 2 mesi, da 2 a 6 mesi e da 6 a 12 mesi. Conclusioni: Emerge dalla letteratura che un protocollo riabilitativo costituito principalmente da esercizi che prediligono l’allungamento muscolare risulta più efficace di un protocollo convenzionale nel ridurre il tempo trascorso dall'infortunio all'allenamento completo senza restrizioni e/o al match play.
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L’obiettivo del presente lavoro di tesi è quello di derivare la valutazione di un Total Return Swap (TRS) utilizzando la modellistica stocastica che sta alla base dello studio del pricing di derivati finanziari. I contratti di tipo swap, la cui origine è collocata intorno agli anni ’70, prevedono lo scambio di flussi tra due parti, definiti sulla base del sottostante. In particolare, un Total Return Swap è un derivato finanziario che prevede lo scambio periodico di pagamenti definiti rispetto alla gamba di performance del sottostante e alla gamba di interesse. L’elaborato è composto da un’introduzione alle nozioni matematiche preliminari alla costruzione di un modello di mercato utile a derivare il pricing di un derivato (i.e. Teoria di non arbitraggio, esistenza di una misura martingala e le condizioni sotto le quali questa è unica). Nel secondo capitolo, vengono presentate le definizioni finanziarie necessarie alla descrizione di tali prodotti (e.g. Tassi d’interesse spot e Tassi forward). Nel corso della tesi viene presentata una rassegna della modellistica per l’evoluzione dei tassi descritti da dinamiche di volta in volta più complesse, e.g. Modello di Vasicek, modello di Dothan e approccio di Heath-Jarrow-Morton (HJM). In tale contesto, sono state derivate le formule di valutazione ad Accrual e a Net Present Value (NPV) per il TRS sfruttando la teoria di non arbitraggio, la cui principale differenza diviene dal considerare o meno l’attualizzazione tramite il fattore di sconto stocastico dei flussi di cassa previsti tra le due parti del contratto. Nell’ultimo capitolo, viene presentata un’analisi delle due modalità di pricing effettuata su due TRS rispettivamente su basket di azioni e basket di indici.
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Amphibians have been declining worldwide and the comprehension of the threats that they face could be improved by using mark-recapture models to estimate vital rates of natural populations. Recently, the consequences of marking amphibians have been under discussion and the effects of toe clipping on survival are debatable, although it is still the most common technique for individually identifying amphibians. The passive integrated transponder (PIT tag) is an alternative technique, but comparisons among marking techniques in free-ranging populations are still lacking. We compared these two marking techniques using mark-recapture models to estimate apparent survival and recapture probability of a neotropical population of the blacksmith tree frog, Hypsiboas faber. We tested the effects of marking technique and number of toe pads removed while controlling for sex. Survival was similar among groups, although slightly decreased from individuals with one toe pad removed, to individuals with two and three toe pads removed, and finally to PIT-tagged individuals. No sex differences were detected. Recapture probability slightly increased with the number of toe pads removed and was the lowest for PIT-tagged individuals. Sex was an important predictor for recapture probability, with males being nearly five times more likely to be recaptured. Potential negative effects of both techniques may include reduced locomotion and high stress levels. We recommend the use of covariates in models to better understand the effects of marking techniques on frogs. Accounting for the effect of the technique on the results should be considered, because most techniques may reduce survival. Based on our results, but also on logistical and cost issues associated with PIT tagging, we suggest the use of toe clipping with anurans like the blacksmith tree frog.
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In acquired immunodeficiency syndrome (AIDS) studies it is quite common to observe viral load measurements collected irregularly over time. Moreover, these measurements can be subjected to some upper and/or lower detection limits depending on the quantification assays. A complication arises when these continuous repeated measures have a heavy-tailed behavior. For such data structures, we propose a robust structure for a censored linear model based on the multivariate Student's t-distribution. To compensate for the autocorrelation existing among irregularly observed measures, a damped exponential correlation structure is employed. An efficient expectation maximization type algorithm is developed for computing the maximum likelihood estimates, obtaining as a by-product the standard errors of the fixed effects and the log-likelihood function. The proposed algorithm uses closed-form expressions at the E-step that rely on formulas for the mean and variance of a truncated multivariate Student's t-distribution. The methodology is illustrated through an application to an Human Immunodeficiency Virus-AIDS (HIV-AIDS) study and several simulation studies.
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To assess the occurrence of severe maternal complications owing to postpartum hemorrhage (PPH) and its associated factors. A secondary analysis of data from a multicenter cross-sectional prospective surveillance study included 9555 cases of severe maternal morbidity at 27 centers in Brazil between July 2009 and June 2010. Complications of PPH, conditions of severity management, and sociodemographic and obstetric characteristics were assessed. Factors independently associated with severe maternal outcome (SMO) were identified using multiple regression analysis. Overall, 1192 (12.5%) of the 9555 women experienced complications owing to PPH (981 had potentially life-threatening conditions, 181 maternal near miss, and 30 had died). The SMO ratio was 2.6 per 1000 live births among women with PPH and 8.5 per 1000 live births among women with other complications. Women with PPH had a higher risk of blood transfusion and return to the operating theater than did those with complications from other causes. Maternal age, length of pregnancy, previous uterine scar, and cesarean delivery were the main factors associated with an increased risk of SMO secondary to PPH. PPH frequently leads to severe maternal morbidity. A surveillance system can identify the main causes of morbidity and could help to improve care, especially among women identified as being at high risk of PPH.
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The difficulty in adapting European dairy cows breeds in Brazil affect considerably the milk production sector. Brazilian climatic conditions are not totally favorable and the development of new tecnologies is needed for the animals express their genetic potential, as well as their best feed conversion. An economical analysis of the applied investment in the free-stall climatization equipment in dairy housing, for estimating studies related to profit, possibility of return investment as well as time for this return is necessary. The objective of this research was to evaluate the influence of climatization investment in the milk production process and analyze the economical aspect of this investment. There were used 470 high productive dairy cows with genetic and morphologic homogeneous characteristics, and analyzed in two similar periods. Investment calculations were done using Excell®. The results were satisfactory and the invested capital was proved to return to the producer in a short term, 57 days.
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Quality evaluation of classification was done in two fresh market tomatoes packing house, using electronically and mechanical equipments in two harvest periods, summer and winter seasons. The main goal of this work was to evaluate size and color grading conformity with the standards proposed by the Brazilian Program for Horticulture Modernization and size grading obtainded with the one established by the packer. The cultivar studied was Carmen. The results showed that there was no grade conformity with the fresh tomato quality standards proposed by the Brazilian Program for Horticulture Modernization. The grade conformity obtained when compared with the one programmed by the packer, was only for large sizes, in both equipments. The electronically equipment has presented better performance, over the mechanical, considering grading quality and fruits post-harvest quality. However, the electronically equipment must be constantly monitored to achieve efficiency and investment return. On the other side, for mechanical equipment it will be necessary to review the actual system of size grading, in order to follow the fresh tomato quality standards.
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This article presents a panorama of the area of the linguistics of the indigenous languages in Brazil within the discipline of Brazilian linguiistics as a whole. Special attention is given to those aspects related to its specific development. It is argued that in contrast to what is commonly supposed, the arrival of the Summer Institute of Linguistics (1959) not only was not the beginning of this area of study in the country, but it even contributed to the delay in its establishment. It was only after the return of Brazilian scholars educated abroad who were interested in the study of the national indigenous languages that a specialized branch of linguistics directed to the study of these languages began to take form. The present situation of the area and perspectives for future development are both explored.
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This article considers a procedure for data collection called autoscopy. Autoscopy entails the video recording of a practice with the purpose of allowing analysis and self-evaluation by one of the protagonists of that practice. The objective of the video recording is that of apprehending the actions of the agent (or agents), the scenario, and the plot that make up a situation. The recorded material is subjected to sessions of analysis after the action that aim at the understanding of the reflective process of the agent (or agents) through their verbalizations during the analysis of video recorded scenes. The present text introduces a theoretical basis for the procedure of autoscopy, deals with advantages and limitations of its use, as well as with aspects that deserve attention and, finally, describes the authors' experiences in two studies in which the procedure was employed. Starting from these two experiences, differences and similarities are pointed out between the studies, especially regarding the participants, object, and the time distribution of the video recordings. The authors draw considerations about the formative-reflective potential of the procedure, both for research situations and for the learning and training of various professionals, considering it to be an excellent educational instrument. It is, however, vital to keep in mind the need to recognize and return to the teacher, as an autoscopic participant, his condition as subject of his own profession, thereby promoting, besides the self-evaluation, also the autonomy of his thinking and doing.
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Universidade Estadual de Campinas . Faculdade de Educação Física