Avaliação dos impactos de movimentos inesperados nas variáveis macroeconômicas no retorno setorial

O objetivo dessa dissertação é analisar o impacto dos movimentos inesperados de variáveis macroeconômicas nos retornos das ações de empresas de diferentes setores. As variáveis macroeconômicas estudadas serão: produto, juros, inflação e preço de commodities. Estudam-se alguns modelos através de diferentes técnicas de regressão para se chegar àquele que tem a melhor especificação. Com o objetivo de melhorar o poder de explicação dos modelos são utilizados os três fatores de Fama e French como variáveis explicativas e outro modelo que além dos fatores de Fama e French incluiu também momentum. Procura-se analisar a magnitude do impacto dos movimentos inesperados das variáveis macroeconômicas e suas relevâncias estatísticas a cada setor.

Violência institucional no âmbito da saúde reprodutiva : a percepção de mulheres usuárias do SUS, na cidade de Natal/RN

Institutional violence ranges from the most widespread lack of access to the poor quality of services provided. It includes abuses committed by virtue of the unequal power between patients and professionals within institutions. The aim of this study was to analyze the perception of women with regard to this type of violence, in the services offered at a reproductive health facility belonging to the National Health System (SUS) in Natal, Brazil. Interdisciplinary perspective is important, in that it provides interaction and complementarity between various disciplines, favoring, in an integrated way, a thematic approach in research activities, teaching and extension, involving professionals, students and researchers in medicine, social services, psychology, nursing, anthropology and physical therapy. A quantitative/qualitative approach was used, involving a sample of 401 women, as part of a transversal observational study. In the qualitative stage, which consisted of participatory observation and semi-structured interviews, we used an intentional sample of 10 individuals. The data were analyzed using logistic regression techniques, correspondence analysis and categorical thematic content analysis, showing that the 2 questions that investigated directly the perception of institutional violence obtained affirmative response frequencies of 28.2% and 31.8%, respectively. In regard to data collected in a field diary related to participatory observation, the main complaints referred to the health providerpatient relation, translated into dissatisfaction with the interpersonal relationship and with the resolution of the specific demand that required care. From content analysis, we classified 4 categories: Access; Information; Health professionalpatient relation; and Respect/dignity. We identified 6 subcategories: Impossibility of choice; Repressed demand; Communication difficulty; Asymmetric interpersonal relations; Privacy/confidentiality; Disrespect. We concluded, therefore, that the data presented show that in the reproductive health care programs, there are indicators of institutional violence. However, it is difficult to approach this phenomenon, mainly because of the power relations involved in the patient-health care provider interaction, resulting from unawareness that determinate situations violate sexual and reproductive rights. This can be explained by sociostructural questions that reveal marked inequalities, ratified by issues related to violation of the rights of National Health System (SUS) patients

Avaliação dos modelos de predição de propagação para telefonia móvel celular na cidade do Natal

The development of wireless telecommunication in the last years has been great. It has been taking academics to conceive new ideas and techniques. Their aims are to increase the capacity and the quality of the system s services. Cells that are smaller every time, frequencies that are every time higher and environments that get more and more complex, all those facts deserve more accurate models the propagation prediction techniques are inserted in this context and results with a merger of error that is compatible with the next generations of communication systems. The objective of this Work is to present results of a propagation measurement campaign, aiming at pointing the characteristics of the mobile systems covering in the city of Natal (state of Rio Grande do Norte, Brazil). A mobile laboratory was set up, using the infra-structure available and frequently used by ANATEL. The measures were taken in three different areas: one characterized by high buildings, high relief, presence of trees and towers of different highs. These areas covered the city s central zone, a suburban / rural zone and a section of coast surrounded by sand dunes. It is important to highlight that the analysis was made taking into consideration the actual reality of cellular systems with covering ranges by reduced cells, with the intent of causing greater re-use of frequencies and greater capacity of telephone traffic. The predominance of telephone traffic by cell in the city of Natal occurs within a range inferior to 3 (three) km from the Radio-Base Station. The frequency band used was 800 MHz, corresponding to the control channels of the respective sites, which adopt the FSK modulation technique. This Dissertation starts by presenting a general vision of the models used for predicting propagation. Then, there is a description of the methodology used in the measuring, which were done using the same channels of control of the cellular system. The results obtained were compared with many existing prediction models, and some adaptations were developed by using regression techniques trying to obtain the most optimized solutions. Furthermore, according to regulations from the old Brazilian Holding Telebrás, a minimum covering of 90% of a determined previously area, in 90% of the time, must be obeyed when implanting cellular systems. For such value to be reached, considerations and studies involving the specific environment that is being covered are important. The objective of this work is contribute to this aspect

Comparative study between RBF and radial-PPS neural networks

The study of function approximation is motivated by the human limitation and inability to register and manipulate with exact precision the behavior variations of the physical nature of a phenomenon. These variations are referred to as signals or signal functions. Many real world problem can be formulated as function approximation problems and from the viewpoint of artificial neural networks these can be seen as the problem of searching for a mapping that establishes a relationship from an input space to an output space through a process of network learning. Several paradigms of artificial neural networks (ANN) exist. Here we will be investigated a comparative of the ANN study of RBF with radial Polynomial Power of Sigmoids (PPS) in function approximation problems. Radial PPS are functions generated by linear combination of powers of sigmoids functions. The main objective of this paper is to show the advantages of the use of the radial PPS functions in relationship traditional RBF, through adaptive training and ridge regression techniques.

Modelo de programação matemática para controle do crescimento da vegetação sob redes de distribuição de energia elétrica

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Alternativas para redução de efeitos de multicolinearidade em modelos de avaliação de efeitos genéticos em bovinos de corte

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Determinação da maior intensidade de esforço onde o consumo máximo de oxigênio é atingido durante o ciclismo: influência do estado e especificidade do treinamento aeróbio

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

Estimação da contribuição de múltiplas fontes harmônicas utilizando regressão não paramétrica

Este trabalho apresenta uma nova metodologia para estimar a contribuição harmônica de múltiplas cargas geradoras de harmônicos na distorção de tensão de um sistema elétrico. Essa metodologia cria modelos estatísticos que descrevem o comportamento da tensão harmônica de um sistema elétrico qualquer em função da corrente harmônica das cargas presentes nele, de tal forma, que seja possível avaliar o impacto das cargas geradoras de harmônicos nos níveis de distorção harmônica de tensão do sistema elétrico em análise. A criação desses modelos é realizada com base no método estatístico chamado de regressão polinomial local de kernel, que é um método de regressão não paramétrica, cuja característica principal é criar modelos não condicionados a uma família específica de curvas de regressão, ou seja, os dados são os únicos responsáveis pelo formato do modelo. Uma vez criado o modelo, estima-se a tensão harmônica que as cargas provocaram no período em análise e, por fim, avalia-se seu valor em relação à medida.

Water Rights and Land Values in the West-Central Plains

Irrigation is vital to the economic activity of the west-central Great Plains. The crops grown, the distribution of center-pivot irrigation systems, and the basic transportation infrastructure is the same in northwest Kansas, northeast Colorado, and southwest Nebraska. But buyers of agricultural land face a different price for irrigated cropland in each of the states, even when the production characteristics of the land are similar. After accounting for factors like productivity and local property tax differences, we argue that it is the difference in water marketing rights between the three states that explains the price difference. The link between land values and water marketing rights is statistically developed by using Ordinary Least Squared (OLS) regression techniques. After adjusting for differences in property taxes, the analysis reveals that the implicit value of full water-marketing rights in the region is approximately $1,026 per acre. This valuation is within the range of estimates provided by other comparable studies across the country.

Gender-based violence and socioeconomic inequalities: Does living in more deprived neighbourhoods increase women's risk of intimate partner violence?

This study investigates the influence of neighbourhood socioeconomic conditions on women's likelihood of experiencing intimate partner violence (IPV) in Sao Paulo, Brazil. Data from 940 women who were interviewed as part of the WHO multi-country study on women's health and domestic violence against women, and census data for Sao Paulo City, were analyzed using multilevel regression techniques. A neighbourhood socioeconomic-level scale was created, and proxies for the socioeconomic positions of the couple were included. Other individual level variables included factors related to partner's behaviour and women's experiences and attitudes. Women's risk of IPV did not vary across neighbourhoods in Sao Paulo nor was it influenced by her individual socioeconomic characteristics. However, women in the middle range of the socioeconomic scale were significantly more likely to report having experienced violence by a partner. Partner behaviours such as excessive alcohol use, controlling behaviour and multiple sexual partnerships were important predictors of IPV. A women's likelihood of IPV also increased if either her mother had experienced IPV or if she used alcohol excessively. These findings suggest that although the characteristics of people living in deprived neighbourhoods may influence the probability that a woman will experience IPV, higher-order contextual dynamics do not seem to affect this risk. While poverty reduction will improve the lives of individuals in many ways, strategies to reduce IPV should prioritize shifting norms that reinforce certain negative male behaviours. (C) 2012 Elsevier Ltd. All rights reserved.

Evaluation of Human Exposure to Magnetic Fields Generated by Electric Power Systems in Complex Configurations

The international growing concern for the human exposure to magnetic fields generated by electric power lines has unavoidably led to imposing legal limits. Respecting these limits, implies being able to calculate easily and accurately the generated magnetic field also in complex configurations. Twisting of phase conductors is such a case. The consolidated exact and approximated theory regarding a single-circuit twisted three-phase power cable line has been reported along with the proposal of an innovative simplified formula obtained by means of an heuristic procedure. This formula, although being dramatically simpler, is proven to be a good approximation of the analytical formula and at the same time much more accurate than the approximated formula found in literature. The double-circuit twisted three-phase power cable line case has been studied following different approaches of increasing complexity and accuracy. In this framework, the effectiveness of the above-mentioned innovative formula is also examined. The experimental verification of the correctness of the twisted double-circuit theoretical analysis has permitted its extension to multiple-circuit twisted three-phase power cable lines. In addition, appropriate 2D and, in particularly, 3D numerical codes for simulating real existing overhead power lines for the calculation of the magnetic field in their vicinity have been created. Finally, an innovative ‘smart’ measurement and evaluation system of the magnetic field is being proposed, described and validated, which deals with the experimentally-based evaluation of the total magnetic field B generated by multiple sources in complex three-dimensional arrangements, carried out on the basis of the measurement of the three Cartesian field components and their correlation with the field currents via multilinear regression techniques. The ultimate goal is verifying that magnetic induction intensity is within the prescribed limits.

Recipients' Satisfaction with Locally Procured Food Aid Rations: Comparative Evidence from a Three Country Matched Survey

Using survey data from natural experiments in three countries that simultaneously received food aid sourced locally and from the United States, we test the hypothesis that locally-sourced commodities are more culturally appropriate and thus preferred over traditional food aid commodities sourced from the donor country. We use a semi-nonparametric regression method to estimate recipients' satisfaction with these commodities across a range of criteria. We establish that recipients of locally procured rations are generally more satisfied with the commodities they receive than are recipients of US-sourced foods. This pattern is especially pronounced among less-well-off recipients. (C) 2013 Elsevier Ltd. All rights reserved.

On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series

Fossil pollen data from stratigraphic cores are irregularly spaced in time due to non-linear age-depth relations. Moreover, their marginal distributions may vary over time. We address these features in a nonparametric regression model with errors that are monotone transformations of a latent continuous-time Gaussian process Z(T). Although Z(T) is unobserved, due to monotonicity, under suitable regularity conditions, it can be recovered facilitating further computations such as estimation of the long-memory parameter and the Hermite coefficients. The estimation of Z(T) itself involves estimation of the marginal distribution function of the regression errors. These issues are considered in proposing a plug-in algorithm for optimal bandwidth selection and construction of confidence bands for the trend function. Some high-resolution time series of pollen records from Lago di Origlio in Switzerland, which go back ca. 20,000 years are used to illustrate the methods.

A BAYESIAN APPROACH TO DOSE-RESPONSE ASSESSMENT AND DRUG-DRUG INTERACTION ANALYSIS: APPLICATION TO IN VITRO STUDIES

The considerable search for synergistic agents in cancer research is motivated by the therapeutic benefits achieved by combining anti-cancer agents. Synergistic agents make it possible to reduce dosage while maintaining or enhancing a desired effect. Other favorable outcomes of synergistic agents include reduction in toxicity and minimizing or delaying drug resistance. Dose-response assessment and drug-drug interaction analysis play an important part in the drug discovery process, however analysis are often poorly done. This dissertation is an effort to notably improve dose-response assessment and drug-drug interaction analysis. The most commonly used method in published analysis is the Median-Effect Principle/Combination Index method (Chou and Talalay, 1984). The Median-Effect Principle/Combination Index method leads to inefficiency by ignoring important sources of variation inherent in dose-response data and discarding data points that do not fit the Median-Effect Principle. Previous work has shown that the conventional method yields a high rate of false positives (Boik, Boik, Newman, 2008; Hennessey, Rosner, Bast, Chen, 2010) and, in some cases, low power to detect synergy. There is a great need for improving the current methodology. We developed a Bayesian framework for dose-response modeling and drug-drug interaction analysis. First, we developed a hierarchical meta-regression dose-response model that accounts for various sources of variation and uncertainty and allows one to incorporate knowledge from prior studies into the current analysis, thus offering a more efficient and reliable inference. Second, in the case that parametric dose-response models do not fit the data, we developed a practical and flexible nonparametric regression method for meta-analysis of independently repeated dose-response experiments. Third, and lastly, we developed a method, based on Loewe additivity that allows one to quantitatively assess interaction between two agents combined at a fixed dose ratio. The proposed method makes a comprehensive and honest account of uncertainty within drug interaction assessment. Extensive simulation studies show that the novel methodology improves the screening process of effective/synergistic agents and reduces the incidence of type I error. We consider an ovarian cancer cell line study that investigates the combined effect of DNA methylation inhibitors and histone deacetylation inhibitors in human ovarian cancer cell lines. The hypothesis is that the combination of DNA methylation inhibitors and histone deacetylation inhibitors will enhance antiproliferative activity in human ovarian cancer cell lines compared to treatment with each inhibitor alone. By applying the proposed Bayesian methodology, in vitro synergy was declared for DNA methylation inhibitor, 5-AZA-2'-deoxycytidine combined with one histone deacetylation inhibitor, suberoylanilide hydroxamic acid or trichostatin A in the cell lines HEY and SKOV3. This suggests potential new epigenetic therapies in cell growth inhibition of ovarian cancer cells.

HIV-related malignancies: A community-based study using a linkage of cancer registry and HIV registry data

Background. Increased incidence of cancer is documented in immunosuppressed transplant patients. Likewise, as survival increases for persons infected with the Human Immunodeficiency Virus (HIV), we expect their incidence of cancer to increase. The objective of this study was to examine the current gender specific spectrum of cancer in an HIV infected cohort (especially malignancies not currently associated with Acquired Immunodeficiency Syndrome (AIDS)) in relation to the general population.^ Methods. Cancer incidence data was collected for residents of Harris County, Texas who were diagnosed with a malignancy between 1975 and 1994. This data was linked to HIV/AIDS registry data to identify malignancies in an HIV infected cohort of 14,986 persons. A standardized incidence ratio (SIR) analysis was used to compare incidence of cancer in this cohort to that in the general population. Risk factors such as mode of HIV infection, age, race and gender, were evaluated for contribution to the development of cancer within the HIV cohort, using Cox regression techniques.^ Findings. Of those in the HIV infected cohort, 2289 persons (15%) were identified as having one or more malignancies. The linkage identified 29.5% of these malignancies (males 28.7% females 60.9%). HIV infected men and women had incidences of cancer that were 16.7 (16.1, 17.3) and 2.9 (2.3, 3.7) times that expected for the general population of Harris County, Texas, adjusting for age. Significant SIR's were observed for the AIDS-defining malignancies of Kaposi's sarcoma, non-Hodgkin's lymphoma, primary lymphoma of the brain and cancer of the cervix. Additionally, significant SIR's for non-melanotic skin cancer in males, 6.9 (4.8, 9.5) and colon cancer in females, 4.0 (1.1, 10.2) were detected. Among the HIV infected cohort, race/ethnicity of White (relative risk 2.4 with 95% confidence intervals 2.0, 2.8) or Spanish Surname, 2.2 (1.9, 2.7) and an infection route of male to male sex, with, 3.0 (1.9, 4.9) or without, 3.4 (2.1, 5.5) intravenous drug use, increased the risk of having a diagnosis of an incident cancer.^ Interpretation. There appears to be an increased risk of developing cancer if infected with the HIV. In addition to the malignancies routinely associated with HIV infection, there appears to be an increased risk of being diagnosed with non-melanotic skin cancer in males and colon cancer in females. ^