A (semi-)parametric functional coefficient autoregressive conditional duration model

In this paper, we propose a class of ACD-type models that accommodates overdispersion, intermittent dynamics, multiple regimes, and sign and size asymmetries in financial durations. In particular, our functional coefficient autoregressive conditional duration (FC-ACD) model relies on a smooth-transition autoregressive specification. The motivation lies on the fact that the latter yields a universal approximation if one lets the number of regimes grows without bound. After establishing that the sufficient conditions for strict stationarity do not exclude explosive regimes, we address model identifiability as well as the existence, consistency, and asymptotic normality of the quasi-maximum likelihood (QML) estimator for the FC-ACD model with a fixed number of regimes. In addition, we also discuss how to consistently estimate using a sieve approach a semiparametric variant of the FC-ACD model that takes the number of regimes to infinity. An empirical illustration indicates that our functional coefficient model is flexible enough to model IBM price durations.

An evolving possibilistic fuzzy modeling approach for value-at-risk estimation

Market risk exposure plays a key role for nancial institutions risk management. A possible measure for this exposure is to evaluate losses likely to incurwhen the price of the portfolio's assets declines using Value-at-Risk (VaR) estimates, one of the most prominent measure of nancial downside market risk. This paper suggests an evolving possibilistic fuzzy modeling approach for VaR estimation. The approach is based on an extension of the possibilistic fuzzy c-means clustering and functional fuzzy rule-based modeling, which employs memberships and typicalities to update clusters and creates new clusters based on a statistical control distance-based criteria. ePFM also uses an utility measure to evaluate the quality of the current cluster structure. Computational experiments consider data of the main global equity market indexes of United States, London, Germany, Spain and Brazil from January 2000 to December 2012 for VaR estimation using ePFM, traditional VaR benchmarks such as Historical Simulation, GARCH, EWMA, and Extreme Value Theory and state of the art evolving approaches. The results show that ePFM is a potential candidate for VaR modeling, with better performance than alternative approaches.

Graph analysis of verbal fluency test discriminate between patients with Alzheimer’s disease, Mild Cognitive Impairment and normal elderly controls

Verbal fluency is the ability to produce a satisfying sequence of spoken words during a given time interval. The core of verbal fluency lies in the capacity to manage the executive aspects of language. The standard scores of the semantic verbal fluency test are broadly used in the neuropsychological assessment of the elderly, and different analytical methods are likely to extract even more information from the data generated in this test. Graph theory, a mathematical approach to analyze relations between items, represents a promising tool to understand a variety of neuropsychological states. This study reports a graph analysis of data generated by the semantic verbal fluency test by cognitively healthy elderly (NC), patients with Mild Cognitive Impairment – subtypes amnestic(aMCI) and amnestic multiple domain (a+mdMCI) - and patients with Alzheimer’s disease (AD). Sequences of words were represented as a speech graph in which every word corresponded to a node and temporal links between words were represented by directed edges. To characterize the structure of the data we calculated 13 speech graph attributes (SGAs). The individuals were compared when divided in three (NC – MCI – AD) and four (NC – aMCI – a+mdMCI – AD) groups. When the three groups were compared, significant differences were found in the standard measure of correct words produced, and three SGA: diameter, average shortest path, and network density. SGA sorted the elderly groups with good specificity and sensitivity. When the four groups were compared, the groups differed significantly in network density, except between the two MCI subtypes and NC and aMCI. The diameter of the network and the average shortest path were significantly different between the NC and AD, and between aMCI and AD. SGA sorted the elderly in their groups with good specificity and sensitivity, performing better than the standard score of the task. These findings provide support for a new methodological frame to assess the strength of semantic memory through the verbal fluency task, with potential to amplify the predictive power of this test. Graph analysis is likely to become clinically relevant in neurology and psychiatry, and may be particularly useful for the differential diagnosis of the elderly.

Apitidão funcional e comportamentos relacionados à saúde em mulheres idosas do município de Jequié-BA

The identification of the factors that interfere in the decline of functional conditions is useful in the planning of actions addressing the improvement in the conditions of the lives of elderly people. The purpose of this investigation was to analyze the relationship between social demographics and health aspects of the functional condition in elderly women of low income of the Brazilian northeast. This crosssectional study involved a representative sample of 222 women with an average age of 70 years (± 7.1), belonging to coexisting groups and that were resident in the urban area of the municipal district of Jequié /Bahia. In order to achieve this objective, a battery of physical tests of functional aptitude was carried out previously tested in pilot study, anthropometric measurements collected with a comparison of the measures referred to the reported weight and height as well as the application of an interview with questions containing subjects related to social demographic variables, clinical conditions and health, physical conditions and behaviors. Descriptive statistics Proceedings (frequency, average, standard deviation and percent distribution) were used for statistic analysis, and the calculation of the respective odds ratio by binary logistics regression, for the analysis of factors hierarchically grouped; p<0.05. The prevalence of 56% (n=122) of women considered with moderated or serious type of functional limitations was found, In which from multi-varied hierarchical analysis, significant association was verified with the age group over 80 years (p=0.02), conditions of widowhood (p=0.04), presence of arterial hypertension (p=0.001), and physical inactivity during leisure time (p=0.03). On the other hand for functional incapacities the prevalence was of 46.8% (n=104) being associated to the increase of the age (p=0.01), hospitalization (p=0.02), absence of physical activities along their lives (p=0.001) and the occurrence of alterations in the cognitive function (p=0.001). The normative table for the parameters of physical fitness generated conducive to health professionals in the diagnosis of health conditions and the prescription of physical exercises. The identified characteristics that are associated with the functional limitations / functional incapacities suggest a complex causal net in the determination of the functional condition in elderly women. However, actions addressed to the incentive of the practice of physical activities in the leisure time and the preservation of the cognitive function can contribute to a life with more quality for these people. This research was multidisciplinary approach to involve elements of psychology, nutrition and Physical Education in the elucidation of the object of study related to the functional condition of elderly women

A interpretação dos sintagmas nominais com adjetivos atributivos por alunos de inglês instrumental

This present work has as objective to analyze the interpretation of the syntactic and semantic meaning performed by third graders in the nominal groups (NGs) with attributive adjectives in the English language in a text of the final exam in the ESP (English for Specific Purposes) discipline. The corpus is made up of 30 exams of two classes from a third grade institution of the biomedical area, corresponding to the basic and advanced levels of the second term in 2006. The text has 24 NGs of different lexical content, a total of 27 NGs in the whole text summing up to 810 analyzed occurrences. The analysis is carried out at the morphologic, syntactic and semantic levels using as theoretical background the traditional and functional grammars (QUIRK et al, 1985; CELSE-MURCIA et al, 1998; TUCKER, 1998), in their semantic aspects, the Semantics (FRAWLEY, 1992) and the Cognitive Linguistics (TAYLOR, 2002). We concluded that the main difficulties were due to the lack of vocabulary and to the use of mother tongue strategies instead of using the top-down strategies for reading a text in English to compensate this gap. We also observed that even when the vocabulary was known, there were difficulties in establishing the semantic and syntactic relations between modifier and noun head. We suggested improvements for the teaching of reading English texts at the third grade grounded in the obtained results such as a more comprehensive study of the several different morphologic and syntactic structures of the NGs with premodifiers and their semantic consequences, an approach of the morphologic, syntactic and semantic aspects of the NGs and the use of both top-down and bottom-up strategies when reading a NG in the English language

Pré-fabricados lingüísticos: estrutura e funcionamento de sintagmas verbais idiomatizados - por uma abordagem cognitivo-funcional em sala de aula

This work aims at under the cognitive-functional perspective describing, inside the vast domain of the linguistic prefabs, the structure and the functioning of the Idiomatic Verb Phrases (SVIs), produced by speakers of the Portuguese from Brazil, located in Natal (RN). From the functionalist presupposition that the language is used essentially to assist to communicative demands, it is observed that its morphologic-syntactic structure is conditioned to the inherent pragmatic vicissitudes to the verbal interaction of subjects, socially heterogeneous and historically established. It is focalized, in the composition of SVIs, the relationships VT + OD (transitive verb + direct object), characterizing the syntactic-semantic nature of the verb and of the respective verbal complement. Those verb combinations + complement can be interpreted as lexical structures, reflexes of the idiomaticity inherent to conventional constructions already systematized in the users' of the language cultural repertoire. It is sought, still, to glimpse the cognitive and discursive motivations pertinent to that linguistic phenomenon. In the investigative process, are analyzed exclusive data of speech collected in Corpus Discurso & Gramática a lingua falada e escrita na cidade do Natal, organized by Furtado da Cunha (1998). The adopted methodological procedures configure as methods of empiric analysis and use of the intuition, being emphasized the qualitative approach (explanatory) of the data with quantitative support of statistical indicators. It shows, finally, a grating of didactic suggestions on SVIs, for Portuguese's classes, as subsidies to the educational practice in the Medium Teaching and in the course of Letters.

Estratégias de relativização no português brasileiro e implicações para o ensino: o caso das cortadoras

This work consists of a cognitive-functional approach of relativization strategies of Brazilian Portuguese (BP), this is, standard relatives (with preposition or without it) and non-standard relatives (copiadora and the deletion pattern), and it emphasizes the last one. We investigate the use of the relative construction strategies in spoken and written texts produced by speakers from different school levels in a specific situation: a face-to-face interviewing. Our database is the corpora Discurso & Gramática: a língua falada e escrita na cidade do Natal e a língua falada e escrita na cidade do Rio de Janeiro. We contrast the use of the standard relative to the deletion pattern in prepositional context, by considering cognitive, social and interactional motivations for the use of the deletion pattern instead of the standard one. Our research leads us to verify that the deletion pattern is fixing as the preferred relativization strategy in prepositional contexts, and, in this way, it brings out a grammaticalization process in working. For this reason, we propose to take this relative construction as a common way to structure a relative clause, in the same way we take the standard pattern. Finally, we discuss the treatment of questions related to the processes of teaching and learning of Portuguese language and some suggestions are given in terms of class activities. We expect that the development of this research may give both support for the Portuguese teachers and suggestions to improve the teaching and learning process of Portuguese language, contributing in special to the treatment of the syntax of complex clauses.

As construções adverbiais em mente: análise funcionalista e implicações para o ensino de língua materna

This research aims at investigating the constructions with adverbials in ly, based on the view of contemporaneous linguistic functionalism, such as proposed by Givón, Hopper, Thompson, Traugott, Furtado da Cunha, as well as the cognitivist notion of language, through construction grammar support upon the patterns of Goldberg and the prototypes theory. The cognitive functional approach adopted here considers the change as a proper and inherent phenomenon of language and understands the linguistic phenomenon as resulting from effective use of language. Another aspect to be considered to the realization of this study is the fact that the formation adjective + ly is a word construction mechanism really productive, which generates interests on linguistic description. In a particular way, our leading objective is to exam the constructions with adverbials in ly in the context of language in use, in its oral and written forms, looking for to apprehend the meaning multiple manifestations forged in the use. Bearing this in mind, we worked with data from the Corpus Discurso & Gramática (Natal). There are, in the data, adverbs ended in ly that take the signification of mode, as foreseen in traditional models, but there are also other significations, for instance, the modalizador in its different manifestations. The results show that this adverb is a linguistic mark that carries in its constitution the multissêmico and multifunctional character, which interferes extremely in the ordination of this category, assuming a position sometimes pre-verbal, sometimes post-verbal. Other aspect observed refers to the relationship between the adverb and the verb, with emphasis on the compatibility or restriction between them, option which is related to the semantic aspect. The data in analysis legitimate the use in different constructions with adverb ended in ly in various genres, as follows: personal experience narrative, retold narrative, local description, proceeding account, opinion account, both in oral as in written language

Características sociodemográficas, hábitos de sono, estado cognitivo e funcional após acidente vascular cerebral

ABSTRACT Introduction: The cerebrovascular accident (CVA) is an important cause of neurological impairment. Few data about the factors associated with morbidity of cerebrovascular accident are found in Brazil. Objectives: Evaluate sociodemographic characteristics, sleep habits, cognitive and functional status of patients with cerebrovascular accident. Methods: The patients evaluated through questionnaire Step 1 to survey the sociodemographic characteristics and Modified Rankin Scale for functional assessment. The neurological degree was evaluated by the National Institutes of Health Stroke Scale (NIHSS), the sleep Habits questionnaire for sleep and cognitive status by the Mini-Examination of the Mental State (MEMS). The data were analyzed using the chi-square test to determine differences in proportions of variables and linear regression analysis. Results: 305 patients were evaluated and the larger number of subjects was between 50 and 69 years (40%), most patients had no formal education (40.3%) and had ischemic type of cerebrovascular accident (72.5%). In the analysis of the functionality it was found that most patients had moderate impairment (55.1%). The results of the sleep habits showed that 63,6% of patients had one more person in the bedroom,12,3% complained about too much noise in the 11 room and 35% of too much light. From these patients 5,8% were smokers, 7,8% and 70,1% drank coffee drinkers, 28,6% had difficulty in initiate to sleep and woke up 37,6% in the middle of the night. Were showed complaints about nightmares (11%), feeling of suffocation (37,7%) and 35% felt very sleepy during the day. In addition, 95% were unemployed, 80,5% did not perform physical activities and 95,4% did not perform mental activities. The cognitive screening conducted a determined association of cognitive status with age and education level and neurological status. Conclusion: The study showed a high frequency of cases of cerebrovascular accident with functional dependence in a moderate degree, identified that many patients do not follow hygienic measures of sleep and found that the assessment of cognitive deficits must take into consideration the age, educational level and degree of neurological patients. We suggest the need for programs of assistance to victims of cerebrovascular accident patients, with a multidimensional approach including the rehabilitation team, the role of sleep medicine and Neuropsychology, so that patients have access to a more appropriate functional rehabilitation, develop a lifestyle that ensures a good sleep quality and are evaluated and rehabilitated with regard to cognitive impairment

A Methodology for Building Service-Oriented Applications in the Presence of Non-Functional Properties

This thesis presents ⇡SOD-M (Policy-based Service Oriented Development Methodology), a methodology for modeling reliable service-based applications using policies. It proposes a model driven method with: (i) a set of meta-models for representing non-functional constraints associated to service-based applications, starting from an use case model until a service composition model; (ii) a platform providing guidelines for expressing the composition and the policies; (iii) model-to-model and model-to-text transformation rules for semi-automatizing the implementation of reliable service-based applications; and (iv) an environment that implements these meta-models and rules, and enables the application of ⇡SOD-M. This thesis also presents a classification and nomenclature for non-functional requirements for developing service-oriented applications. Our approach is intended to add value to the development of service-oriented applications that have quality requirements needs. This work uses concepts from the service-oriented development, non-functional requirements design and model-driven delevopment areas to propose a solution that minimizes the problem of reliable service modeling. Some examples are developed as proof of concepts

Multidisciplinary treatment approach for crown fracture and crown-root fracture - a case report

The increased incidence of traumatic injuries to anterior teeth is a consequence of leisure activities, where the most common injuries are crown fractures. Treatment of the dental trauma is complex and requires a comprehensive and accurate diagnostic and treatment plan. It is also important to consider the biological, functional, esthetic and economic aspects, as well as the patient's desire. The purpose of this article is to report a case that shows the multidisciplinary approach required to successfully manage the rehabilitation of a maxillary central incisor with a complex crown fracture and a maxillary lateral incisor, that at first presented an oblique crown-root fracture, and after the orthodontic extrusion, suffered a more apical new crown-root fracture.

Multidisciplinary approach for the treatment of a complicated crown-root fracture in a young patient: A case report

Crown-root fractures in permanent teeth cause esthetic and functional problems. This paper reports the case of a complicated crown-root fracture in the maxillary right central inc sor of a young patient who was treated with a multidisciplinary approach in two phases. A modified Widman flap, root canal therapy, glass fiber post cementation, and adhesive tooth fragment reattachment were performed shortly after an accident. Satisfactory esthetic and functional outcomes were obtained. However, the patient did not attend follow-up visits and returned after 7 years. During this second phase, the clinical and radiographic examination showed stability and adaptation of the fragment and good periodontal health conditions, but crown darkening and a radiolucent image associated with the root apex of the fractured tooth were also observed. The periapical lesion was surgically removed by apicoectomy, and the esthetics were recovered with a direct composite res n veneer on the traumatized tooth. (Quintessence Int 2011;42:729-735)

Treatment of a severe dental lateral luxation associated with extrusion in an 8-month-old baby: a conservative approach

This case report documents the trauma and follow-up care of lateral luxation associated with extrusion of the lower central incisors in an 8-month-old patient. The teeth were repositioned by digital pressure and stabilized using proximal sutures. Clinical and radiographic follow-up 40 months after the injury showed alterations in both incisors, but both remained functional and free of pathology.

Multidisciplinary approach for the aesthetic treatment of maxillary lateral incisors agenesis: thinking about implants?

Missing maxillary lateral incisors create an esthetic problem with specific orthodontic and prosthetic considerations. Implants are commonly used to replace congenitally missing lateral incisors in adolescent orthodontic patients. However, an interdisciplinary approach should be observed during the diagnosis, prognosis, and treatment plan to provide a result with good predictability and meet the esthetic and functional expectations of the patient. The present study describes a case of a young patient with tooth agenesis of maxillary lateral incisors, which was conducted with an integrated planning. After 5-year follow-up of 2 fixed implant-supported prostheses, clinical and radiographic examination showed the treatment to be successful. (Oral Surg Oral Med Oral Pathol Oral Radiol 2012;114:e22-e28)

Functional aspects of floral nectar secretion of Ananas ananassoides, an ornithophilous bromeliad from the Brazilian savanna

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