Conferencia MaB-Mediterráneo.

Título anterior de la publicación : Boletín de la Comisión Española de la UNESCO

Ancient watercourses and biogeography of the Sahara explain the peopling of the desert

Evidence increasingly suggests that sub-Saharan Africa is at the center of human evolution and understanding routes of dispersal “out of Africa” is thus becoming increasingly important. The Sahara Desert is considered by many to be an obstacle to these dispersals and a Nile corridor route has been proposed to cross it. Here we provide evidence that the Sahara was not an effective barrier and indicate how both animals and humans populated it during past humid phases. Analysis of the zoogeography of the Sahara shows that more animals crossed via this route than used the Nile corridor. Furthermore, many of these species are aquatic. This dispersal was possible because during the Holocene humid period the region contained a series of linked lakes, rivers, and inland deltas comprising a large interlinked waterway, channeling water and animals into and across the Sahara, thus facilitating these dispersals. This system was last active in the early Holocene when many species appear to have occupied the entire Sahara. However, species that require deep water did not reach northern regions because of weak hydrological connections. Human dispersals were influenced by this distribution; Nilo-Saharan speakers hunting aquatic fauna with barbed bone points occupied the southern Sahara, while people hunting Savannah fauna with the bow and arrow spread southward. The dating of lacustrine sediments show that the “green Sahara” also existed during the last interglacial (∼125 ka) and provided green corridors that could have formed dispersal routes at a likely time for the migration of modern humans out of Africa.

Analytic approximations for multi-asset option pricing

We derive general analytic approximations for pricing European basket and rainbow options on N assets. The key idea is to express the option’s price as a sum of prices of various compound exchange options, each with different pairs of subordinate multi- or single-asset options. The underlying asset prices are assumed to follow lognormal processes, although our results can be extended to certain other price processes for the underlying. For some multi-asset options a strong condition holds, whereby each compound exchange option is equivalent to a standard single-asset option under a modified measure, and in such cases an almost exact analytic price exists. More generally, approximate analytic prices for multi-asset options are derived using a weak lognormality condition, where the approximation stems from making constant volatility assumptions on the price processes that drive the prices of the subordinate basket options. The analytic formulae for multi-asset option prices, and their Greeks, are defined in a recursive framework. For instance, the option delta is defined in terms of the delta relative to subordinate multi-asset options, and the deltas of these subordinate options with respect to the underlying assets. Simulations test the accuracy of our approximations, given some assumed values for the asset volatilities and correlations. Finally, a calibration algorithm is proposed and illustrated.

Climate change projections and selected impacts for Vietnam

In September 2013, the 5th Assessment Report (5AR) of the International Panel on Climate Change (IPCC) has been released. Taking the 5AR cli-mate change scenarios into account, the World Bank published an earli-er report on climate change and its impacts on selected hot spot re-gions, including Southeast Asia. Currently, dynamical and statistical-dynamical downscaling efforts are underway to obtain higher resolution and more robust regional climate change projections for tropical South-east Asia, including Vietnam. Such initiatives are formalized under the World Meteorological Organization (WMO) Coordinated Regional Dynamic Downscaling Experiment (CORDEX) East Asia and Southeast Asia and also take place in climate change impact projects such as the joint Vietnam-ese-German project “Environmental and Water Protection Technologies of Coastal Zones in Vietnam (EWATEC-COAST)”. In this contribution, the lat-est assessments for changes in temperature, precipitation, sea level, and tropical cyclones (TCs) under the 5AR Representative Concentration Pathway (RCP) scenarios 4.5 and 8.5 are reviewed. Special emphasis is put on changes in extreme events like heat waves and/or heavy precipita-tion. A regional focus is Vietnam south of 16°N. A continued increase in mean near surface temperature is projected, reaching up to 5°C at the end of this century in northern Vietnam un-der the high greenhouse-gas forcing scenario RCP8.5. Overall, project-ed changes in annual precipitation are small, but there is a tendency of more rainfall in the boreal winter dry season. Unprecedented heat waves and an increase in extreme precipitation events are projected by both global and regional climate models. Globally, TCs are projected to decrease in number, but an increase in intensity of peak winds and rain-fall in the inner core region is estimated. Though an assessment of changes in land-falling frequency in Vietnam is uncertain due to difficul-ties in assessing changes in TC tracks, some work indicates a reduction in the number of land-falling TCs in Vietnam. Sea level may rise by 75-100 cm until the end of the century with the Vietnamese coastline experienc-ing 10-15% higher rise than on global average. Given the large rice and aquaculture production in the Mekong and Red River Deltas, that are both prone to TC-related storm surges and flooding, this poses a challenge to foodsecurity and protection of coastal population and assets.

Efeito da suplementação de carboidratos na resposta glicêmica de adolescentes diabéticos tipo 1 durante o exercício

Durante o exercício, indivíduos com diabetes tipo 1 podem necessitar um aporte maior de carboidratos (CHO), do que os contidos nas bebidas esportivas, para manter os níveis de glicose sanguínea. OBJETIVO: Verificar a resposta glicêmica em adolescentes diabéticos tipo 1, durante 60 minutos e após 60 minutos do término de exercício submáximo (55-65% do VO2max) em ciclo ergômetro em 2 situações: (1) com a utilização de bebida carboidratada a 8% (CHO 8%) e (2) com a utilização de bebida carboidratada a 10% (CHO 10%). MÉTODOS: Dezesseis adolescentes (10 meninos e 6 meninas – 16,25 ± 2,65 anos), com diabetes tipo 1 controlada (HbA1c< 7,31%) e sem complicações da doença, pedalaram a 55-65% do VO2max por 60 min em dois dias separados. Os sujeitos ingeriram tanto a bebida com CHO 8% como a CHO 10% (2,62 g e 3,28 g de frutose; e 5,38 g e 6,72 g de glicose em 100 ml, respectivamente) em cada uma das duas sessões de exercício. As duas bebidas eram similares na cor e no sabor. O volume ingerido das bebidas foi de 5 ml·kg-1 15 min antes do exercício, e 2 ml·kg-1 a cada 15 min de exercício, oferecidos de forma randomizada e duplo-cega. RESULTADOS: Após 60 min de bicicleta, houve uma redução não significativa de 20,06 mg·dL-1 (p>0,05) e a manutenção (-0,533 mg·dL- 1)(p>0,05) da glicemia capilar com a ingestão das bebida CHO 8% e CHO 10%, respectivamente. Durante o exercício, a diferença entre os deltas das bebidas também não foi significativa (p=0,056). No período de recuperação, não foram encontradas diferenças significativas na glicemia entre as sessões. Também não foram encontradas diferenças significativas entre as sessões na freqüência cardíaca, taxa de percepção ao esforço, peso pré e pós-exercício e nos sintomas gastrointestinais. CONCLUSÃO: A ingestão de bebida contendo 8% e 10% de CHO preveniu uma redução significativa na glicemia induzida por uma hora de exercício contínuo em adolescentes com diabetes tipo 1.

Utilização do CAPM na modelagem de superfícies de volatilidades implícitas de opções de ações do mercado brasileiro

Muitos bancos e fundos de investimento mantêm opções de ações com pouca liquidez em suas carteiras que precisam ser apreçadas diariamente, e esta falta de liquidez gera dificuldades para o processo de apreçamento. A proposta deste trabalho para resolver este problema é utilizar um modelo derivado do CAPM para estimar a superfície de volatilidades implícitas destas opções sem liquidez através da superfície de volatilidades implícitas de opções do Índice BOVESPA, ou de outras opções com maior liquidez. O modelo testado é conhecido como modelo de um fator e é utilizado para o cálculo da variância, e conseqüentemente do risco, de uma ação, ou de uma carteira de ações. Porém, neste trabalho, testaremos a validade da aplicação deste modelo para a obtenção das volatilidades implícitas de opções ilíquidas, mas com liquidez nos ativos objeto, através dos betas obtidos pelo CAPM e de volatilidades implícitas de opções líquidas e com ativos objeto também líquidos. Para o teste, foram utilizadas séries históricas de volatilidades implícitas de opções de compra líquidas de algumas ações negociadas na BM&FBOVESPA no período de 2005 a 2010, e estas foram comparadas com as volatilidades implícitas obtidas através do modelo proposto. Com os resultados, pode-se observar que as volatilidades implícitas obtidas pelo modelo são boas estimativas para apreçarmos opções com deltas próximos de 50% e para vencimentos de até 2 meses.

Determinantes da volatilidade implícita das opções de juros (IDI) : a influência do COPOM

A identificação das principais variáveis que influenciam a volatilidade implícita das opções de juros (IDI) pode ser de grande valia para os agentes do mercado financeiro. Sendo assim, o presente trabalho procura determinar quais divulgações econômicas - dentre elas, as alterações das taxas de juros da economia brasileira pelo COPOM (Comitê de Política Monetária onde são tomadas as decisões sobre a nova taxa de juros básica), a divulgação de seus documentos oficiais de comunicação (Ata e Relatório Trimestral de Inflação), e até as surpresas de dados macroeconômicos, como a variação do PIB, a variação da produção industrial e das vendas no varejo - alteram de forma significativa a variável de estudo. Para isso, foi utilizado um teste de evento, considerando-se o período de análise de agosto de 2007 a maio de 2012, analisando as opções com vencimento em 126, 189 e 252 dias úteis, possuindo deltas de 25%, 50% e 75%. De todas as variáveis analisadas, a principal variável de destaque é a decisão do COPOM, que altera de forma significativa a volatilidade implícita dessas opções de juros.

Efeito do treinamento resistido na função autônomica cardíaca, nos parâmetros bioquímicos e antropométricos de pessoas vivendo com HIV/AIDS

Introduction: The emergence of High Active Antiretroviral Therapy (HAART) increase the life expectancy of the persons living with HIV/AIDS (PLHIV), therefore the prolonged use cause metabolic implications and influences on body fat distribution and increase the cardiovascular diseases prevalence. Aims: Evaluate the effect of resistance training on heart rate variability, biochemical parameters and somatotype on PLHIV. Methods: Participated this study seven sedentary men, with age above 25 years old, living with HIV/AIDS, under HAART use. Were submitted a 16 week intervention with resistance training. Evaluated the heart rate variability, biochemical parameters and somatotype, before, after 8 weeks and 16 weeks, all in paired form. It was found the data normality by Shapiro-Wilk test and conducted the Anova one way combined with Tukey post hoc to samples in each evaluate moment, adopting significance level p<0,05. Also were calculated percentage change deltas. For somatotype was used the somatotype spatial distance (DES), obeying the significance value DES≥1. Results: Was found significance differences only in variable final heart rate delta 60s (p=0,01), however, is not showed changes on heart rate variability, biochemical parameters and somatotype components. Conclusion: 16 weeks of resistance training showed improvement on heart rate recovery after submaximal effort and, despite is not enough to produce significance differences on biochemical parameters and somatotype components, could be realize improvement on average value of fasting glucose and lipid profile, as well as reducing the endomorphic component

Arquitetura deposicional e evolução tectono-estratigráfica das sequências pré-rifte e rifte, na porção central do Vale do Cariri, Bacia do Araripe, NE do Brasil

A complex depositional history, related to Atlantic rifting, demonstrates the geological evolution during the late Jurassic and early Neocomian periods in the Araripe Basin NE Brazil. Based on outcrop, seismic and remote sensing data, a new model of the tectono-stratigraphic evolution of the section that covers the stages Dom João, Rio da Serra and Aratu (Brejo Santo, Missão Velha and Abaiara formations) is presented in this paper. In the stratigraphic section studied, ten sedimentary facies genetically linked to nine architectural elements were described, representing depositional systems associated with fluvial, aeolian and deltaic environments. Based on the relationship between the rates of creation of accommodation space and sediment influx (A / S) it was possible to associate these depositional systems with High and Low accommodation system tracks. These system tracks represent two tectono-sequences, separated by regional unconformities. The Tectono-sequence I, which includes lithotypes from the Brejo Santo Formation and is related to the pre-rift stage, is bounded at the base by the Paleozoic unconformity. This unit represents only a High Accommodation System Track, composed by a succession of pelitic levels interbedded with sandstones and limestones, from a large fluvial floodplain origin, developed under arid climatic conditions. The Tectono-sequence II, separated from the underlying unit by an erosional unconformity, is related to the rift stage, and is composed by the Missão Velha and Abaiara Formation lithotypes. Changes in depositional style that reflect variations in the A / S ratio, and the presence of hydroplastic deformation bands, make it possible to divide this tectonosequence into two internal sequences. Sequence IIA, which includes the lower portion of the Missão Velha Formation and sequence IIB, is composed by the upper section of the Missão Velha and Abaiara Formations The Sequence IIA below, composed only by the Low Accommodation System Track, includes crossbedding sandstones interbedded with massive mudstones, which are interpreted as deposits of sandy gravel beds wandering rivers. Sequence IIB, above, is more complex, showing a basal Low Accommodation System Track and a High Accommodation System Track at the top, separated by an expansion surface. The lower System Track, related to the upper portion of the Missão Velha Formation, is composed by a series of amalgamated channels, separated by erosion surfaces, interpreted as deposits of a belt of braided channels. The High Accommodation System Track, correlated with the Abaiara Unit, is marked by a significant increase in the A / S, resulting in the progradation of a system of braided river deltas with aeolic influence. Regarding tectonic evolution, the stratigraphic study indicates that the Tectonosequence Rift in the Araripe basin was developed in two phases: first characterized by a beginning of rifting, related to Sequence IIA, followed by a phase of syndepositional deformation, represented by sequence IIB. The first phase was not influenced by the development of large faults, but was influenced by a sharp and continuous decrease of accommodation space that permitted a change in depositional patterns, establishing a new depositional architecture. In turn, the stage of syndepositional deformation allowed for the generation of enough accommodation space for the preservation of fluvial-lacustrine deposits and conditioned the progradation of a braided river-dominated delta system.

Limnogeology in Brazil's "forgotten wilderness": a synthesis from the large floodplain lakes of the Pantanal

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

Sedimentation of the Cretaceous Bauru Group in São Paulo, Parana Basin, Brazil

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

Enthalpy-entropy compensation based on isotherms of mango

Dados de equilíbrio da umidade da polpa de manga foram determinados utilizando-se o método estático gravimétrico. As isotermas de adsorção e dessorção foram obtidas na faixa de 30-70 ºC e as atividades de água (a w) de 0,02 a 0,97. A utilização do modelo de GAB nos resultados experimentais, através da análise de regressão não linear, proporcionou um bom ajuste entre os dados experimentais e os valores calculados. O calor isostérico de sorção foi estimado a partir dos dados de equilíbrio de sorção, utilizando-se a equação de Clausius-Clayperon. Notou-se que os calores isostéricos de sorção crescem com o aumento da temperatura e pode ser bem ajustado através de uma relação exponencial. A teoria da compensação entalpia-entropia foi aplicada às isotermas de sorção e gráficos deltaH versus deltaS forneceram as temperaturas isocinéticas, indicando um processo de sorção entalpicamente controlado.

Thermodynamic properties applied to the sorption isotherms of kiwifruit

The net isosteric heat and entropy of water sorption were calculated for kiwifruit, based on sorption isotherms obtained by the static gravimetric method at different temperatures (20 to 70 degreesC). The Guggenheim-Anderson-deBoer equation was fitted to the experimental data, using direct non-linear regression analysis; the agreement between experimental and calculated values was satisfactory. The net isosteric heat of sorption was estimated from equilibrium sorption data, using the Clausius-Clapeyron equation. Isosteric heats of sorption were found to increase with increasing temperature and could be well adjusted by an exponential relationship. The enthalpy-entropy compensation theory was applied to sorption isotherms and plots of DeltaH versus DeltaS provided the isokinetic temperature, T-B = 450.9 +/- 7.7 K, indicating an enthalpy-controlled desorption process over the whole range of moisture content considered.

Aspectos morfologicos da Planicie Amazonica na Ilha de Tupinambarana (Amazonia-Brasil).

The Island is bordered by Amazon and Madeira rivers and by Uraria furo. The alluvial bars show the evolution phases of these big rivers on the fluvial plain. The lacustrine deltas are another morphologic feature. Within the lakes it is possible to observe streams with great density of sediments, when the flood phases of the Amazon create internal deltas and lake bedforms.-from English summary

Non-exhaustive test for aerobic capacity determination in running rats

A simple and applicable method for non-exhaustive aerobic evaluation in running rats is described. Wistar rats were submitted to running test at different velocities (10, 15, 20, 25 m/min) with 48 h recovery among them. At each velocity, the rats ran two bouts of 5 min with 2 min of rest between bouts. Blood samples were collected at the end of each bout for lactate determination. For each intensity, delta lactate was calculated and using deltas obtained by four tests, an individual linear interpolation was plotted. The y-intercept of linear interpolation was the null delta lactate equivalent to the critical velocity (CV). To verify the lactate stabilization at CV, the animals were submitted to 25 min of continuous exercise (15, 20, 25 m/min), with blood collection every 5 min. The estimated CV was 16.6±0.7 m/min, with significant linear regressions (R=0.90±0.03). The rats presented maximal lactate steady state (MLSS) at 3.9±0.4 mmol/L, at 20 m/min. The CV was less than MLSS but significantly correlated with this parameter (r=0.78). This non-exhaustive test seems to be valid for the aerobic evaluation of sedentary rats and this protocol underestimates the MLSS in 20%. This test seems to be the interesting method for the evaluation of rats submitted to acute exercise or physical training.