Stochastic discount factor bounds and rare events: a review

We aim to provide a review of the stochastic discount factor bounds usually applied to diagnose asset pricing models. In particular, we mainly discuss the bounds used to analyze the disaster model of Barro (2006). Our attention is focused in this disaster model since the stochastic discount factor bounds that are applied to study the performance of disaster models usually consider the approach of Barro (2006). We first present the entropy bounds that provide a diagnosis of the analyzed disaster model which are the methods of Almeida and Garcia (2012, 2016); Ghosh et al. (2016). Then, we discuss how their results according to the disaster model are related to each other and also present the findings of other methodologies that are similar to these bounds but provide different evidence about the performance of the framework developed by Barro (2006).

Benthic response to upwelling events off the SE Brazilian coast

The main aim of the present study was to evaluate and compare temporal responses of the benthos in 2 continental shelf areas (Cabo Frio and Ubatuba) off the SE Brazilian coast. In Cabo Frio (23 degrees S, 42 degrees W), the western boundary coastal upwelling of the South Atlantic Central Water (SACW) enhances primary productivity, potentially increasing food supply to the benthic communities via sinking of particulate organic carbon (POC). In contrast, POC fluxes in Ubatuba (23 degrees S, 45 degrees W) are expected to be comparatively lower because SACW remains subsurface. We analyzed the temporal and spatial input of phytodetritus (concentration of chlorophyll a in sediments) and the benthic microbial biomass (estimated by ATP-based carbon content in sediments). Median surface chlorophyll concentration was computed for all daily available SeaWiFS images (from 2001 and 2002) to follow chlorophyll a inputs. All parameters used to investigate benthic responses in the study areas showed consistently higher values in Cabo Frio than in Ubatuba. The results showed that benthic response to upwelling may last months, fueling the microbial communities in the Cabo Frio region.

Caracterização estatística de processos sísmicos via Distribuição Generalizada de Pareto. Estudo de caso: João Câmara-RN

The work is to make a brief discussion of methods to estimate the parameters of the Generalized Pareto distribution (GPD). Being addressed the following techniques: Moments (moments), Maximum Likelihood (MLE), Biased Probability Weighted Moments (PWMB), Unbiased Probability Weighted Moments (PWMU), Mean Power Density Divergence (MDPD), Median (MED), Pickands (PICKANDS), Maximum Penalized Likelihood (MPLE), Maximum Goodness-of-fit (MGF) and the Maximum Entropy (POME) technique, the focus of this manuscript. By way of illustration adjustments were made for the Generalized Pareto distribution, for a sequence of earthquakes intraplacas which occurred in the city of João Câmara in the northeastern region of Brazil, which was monitored continuously for two years (1987 and 1988). It was found that the MLE and POME were the most efficient methods, giving them basically mean squared errors. Based on the threshold of 1.5 degrees was estimated the seismic risk for the city, and estimated the level of return to earthquakes of intensity 1.5°, 2.0°, 2.5°, 3.0° and the most intense earthquake never registered in the city, which occurred in November 1986 with magnitude of about 5.2º

Prognostic factors for perioperative pulmonary events among patients undergoing upper abdominal surgery

CONTEXTO E OBJETIVO: Associações significativas entre cirurgia do abdome superior e eventos pulmonares do período perioperatório foram investigadas em pacientes com condições pulmonares pré-operatórias submetidos a anestesia geral. TIPO DE ESTUDO E LOCAL: Estudo retrospectivo cujos dados foram retirados de banco de dados obtidos prospectivamente de forma protocolada, de 1 de janeiro de 1999 a 31 de dezembro de 2004, em hospital universitário terciário. MÉTODOS: Estudados 3107 pacientes com mais de 11 anos, American Society of Anesthesiologists (ASA) I, II, III, com cirurgia de abdome superior sob anestesia geral, enviados à sala de recuperação. Condições pré-operatórias analisadas por regressão logística foram: idade, sexo, estado físico ASA, insuficiência cardíaca congestiva, asma, doença pulmonar obstrutiva crônica, insuficiência respiratória e hábito de fumar. Os resultados estudados, ou variáveis dependentes, incluíram eventos intra- e pós-operatórios: broncoespasmo, hipoxemia, hipercapnia, intubação prolongada e secreção de vias aéreas. RESULTADOS: Dos 3.107 pacientes: 1.540 eram homens, 1.649 mulheres, tinham média de 48 anos, 1088 ASA I, 1402 ASA II, 617 ASA III, com insuficiência cardíaca havia 80, asma, 82, doença pulmonar obstrutiva, 122, insuficiência respiratória, 21, hábito de fumar, 428. Pela regressão logística, sexo feminino (p < 0.001), idade maior que 70 anos (p < 0.01), hábito de fumar (p < 0.001) e doença pulmonar obstrutiva crônica (p < 0.02) influenciaram significativamente o desenvolvimento de eventos pulmonares, principalmente hipoxemia e broncospasmo, em ambos os períodos, mas não nos mesmos pacientes. Asma e insuficiência cardíaca não se associaram com eventos pulmonares na sala de recuperação. CONCLUSÃO: em cirurgia do abdome superior sob anestesia geral, sexo feminino, idade maior que 70 anos, hábito de fumar e doença pulmonar obstrutiva crônica foram fatores de risco independentes para a ocorrência de eventos pulmonares intra- e pós-operatórios.

Processamento e interpretação de dados 2D e 3D de GPR :aplicações no imageamento de feições kársticas e estruturas de dissolução no campo de petróleo de Fazenda Belém-CE

In Fazenda Belém oil field (Potiguar Basin, Ceará State, Brazil) occur frequently sinkholes and sudden terrain collapses associated to an unconsolidated sedimentary cap covering the Jandaíra karst. This research was carried out in order to understand the mechanisms of generation of these collapses. The main tool used was Ground Penetrating Radar (GPR). This work is developed twofold: one aspect concerns methodology improvements in GPR data processing whilst another aspect concerns the geological study of the Jandaíra karst. This second aspect was strongly supported both by the analysis of outcropping karst structures (in another regions of Potiguar Basin) and by the interpretation of radargrams from the subsurface karst in Fazenda Belém. It was designed and tested an adequate flux to process GPR data which was adapted from an usual flux to process seismic data. The changes were introduced to take into account important differences between GPR and Reflection Seismic methods, in particular: poor coupling between source and ground, mixed phase of the wavelet, low signal-to-noise ratio, monochannel acquisition, and high influence of wave propagation effects, notably dispersion. High frequency components of the GPR pulse suffer more pronounced effects of attenuation than low frequency components resulting in resolution losses in radargrams. In Fazenda Belém, there is a stronger need of an suitable flux to process GPR data because both the presence of a very high level of aerial events and the complexity of the imaged subsurface karst structures. The key point of the processing flux was an improvement in the correction of the attenuation effects on the GPR pulse based on their influence on the amplitude and phase spectra of GPR signals. In low and moderate losses dielectric media the propagated signal suffers significant changes only in its amplitude spectrum; that is, the phase spectrum of the propagated signal remains practically unaltered for the usual travel time ranges. Based on this fact, it is shown using real data that the judicious application of the well known tools of time gain and spectral balancing can efficiently correct the attenuation effects. The proposed approach can be applied in heterogeneous media and it does not require the precise knowledge of the attenuation parameters of the media. As an additional benefit, the judicious application of spectral balancing promotes a partial deconvolution of the data without changing its phase. In other words, the spectral balancing acts in a similar way to a zero phase deconvolution. In GPR data the resolution increase obtained with spectral balancing is greater than those obtained with spike and predictive deconvolutions. The evolution of the Jandaíra karst in Potiguar Basin is associated to at least three events of subaerial exposition of the carbonatic plataform during the Turonian, Santonian, and Campanian. In Fazenda Belém region, during the mid Miocene, the Jandaíra karst was covered by continental siliciclastic sediments. These sediments partially filled the void space associated to the dissolution structures and fractures. Therefore, the development of the karst in this region was attenuated in comparison to other places in Potiguar Basin where this karst is exposed. In Fazenda Belém, the generation of sinkholes and terrain collapses are controlled mainly by: (i) the presence of an unconsolidated sedimentary cap which is thick enough to cover completely the karst but with sediment volume lower than the available space associated to the dissolution structures in the karst; (ii) the existence of important structural of SW-NE and NW-SE alignments which promote a localized increase in the hydraulic connectivity allowing the channeling of underground water, thus facilitating the carbonatic dissolution; and (iii) the existence of a hydraulic barrier to the groundwater flow, associated to the Açu-4 Unity. The terrain collapse mechanisms in Fazenda Belém occur according to the following temporal evolution. The meteoric water infiltrates through the unconsolidated sedimentary cap and promotes its remobilization to the void space associated with the dissolution structures in Jandaíra Formation. This remobilization is initiated at the base of the sedimentary cap where the flow increases its abrasion due to a change from laminar to turbulent flow regime when the underground water flow reaches the open karst structures. The remobilized sediments progressively fill from bottom to top the void karst space. So, the void space is continuously migrated upwards ultimately reaching the surface and causing the sudden observed terrain collapses. This phenomenon is particularly active during the raining season, when the water table that normally is located in the karst may be temporarily located in the unconsolidated sedimentary cap

Estudoda sismicidade na região de Sobral - CE em 2008

The town of Sobral is located at the northwest part of the Ceará State, 250 km away from its capital, Fortaleza. In January 2008, an intense seismic activity began near Sobral with one event with magnitude 4,2mb on May 21. Since the start of its seismic activity, all events were recorded by the SBBR station (located on EMBRAPA Caprinos Farm), which operates in the region since August 2007. After this event, monitoring the seismic activity was carried out with the deployment of a local three component digital seismographic network, from June 5, 2008 until September 24. Initially, this network was composed of six seismographic stations. Later additional five stations were deployed until August 26 2008. This local network detected approximately 2,800 earthquakes. In this study we analyzed 581 earthquakes recorded by at least three stations for hypocentral and focal mechanism determination, and to contribute to a better explanation of the seismicity which in this region. To determine the hypocenters, we used a half-space model, with vP = 6,00 km/s and vP/vS = 1,71. From the hypocentral determination, it was revealed an active seismic zone with depth ranging between 1 and 8 km, 6 km long in E - W direction. The determination of fault planes and focal mechanism was obtained using the programs FPFIT and PLAN, which allowed comparison between their respective results in order to obtain more accurate results. A set of 24 earthquakes were selected to determine fault using PLAN planes and focal mechanisms using FPFIT. With the aid of detailed map of hypocenters this set, it was possible to identify three structures. Therefore, the set of 24 earthquakes were divided into three subsets. The type of mechanism was predominantly strike-slip with a dextral direction. Although the region has two tectonic structures near the site of the study area: the Café- Ipueiras Fault (normal fault) and the Sobral-Pedro II Lineament (dextral strike-slip fault) it was not possible to correlate the seismicity founded with those structures

Comparação de desempenho da deconvolução preditiva multicanal e da filtragem f-k na atenuação de múltiplas do fundo do mar

The seismic reflection is used on a large scale in oil exploration. In case of marine acquisition the presence of high impedance contrast at the interfaces water/air generates multiple reflections events. Such multiple events can mask primary events; thus from the interpretational viewpoint it is necessary to mitigate the multiples. In this manuscript we compare two methods of multiple attenuation: the predictive multichannel deconvolution (DPM) and the F-K filtering (FKF). DPM is based in the periodicity of the multiples while FKF is based in multiples and primaries splitting in F-K domain. DPM and FKF were applied in common-offset and CDP gathers, respectively. DPM is quite sensible to the correct identification of the period and size of the filter while FKF is quite sensible to an adequate choice of the velocity in order to split multiples and primaries events in the F-K domain. DPM is a method that is designed to act over a specific event. So, when the parameters are well selected, DPM is very efficient in removing the specified multiple. Then DPM can be optimized by applying it several times, each time with a different parameterization. A deficiency of DPM occurs when a multiple is superposed to a primary event: in this situation, DPM can attenuate also the primary event. On the other hand, FKF presents almost the same performance to all multiples that are localized in the same sector of the F-K domain. The two methods can be combined in order to take advantage of their associated potentials. In this situation, DPM is firstly applied, with a focus in the sea bed multiples. Then FKF is applied in order to attenuate the remaining multiples

analise da dispersao de ondas de superficie na provincia borborema, Nordeste do Brasil

The Borborema Province, Northeastern Brazil, had its internal structure investigated by different geophysical methods like gravity, magnetics and seismics. Additionally, many geological studies were also carried out to define the structural domains of this province. Despite the plethora of studies, there are still many important open aspects about its evolution. Here, we study the velocity structure of S-wave in the crust using dispersion of surface waves. The dispersion of surface waves allows an estimate of the average thickness of the crust across the region between the stations. The inversion of the velocity structure was carried out using the inter-station dispersion of surface waves of Rayleigh and Love types. The teleseismic events are mainly from the edges of the South and North American plates. The period of data collection occurred between 2007 and 2010 and we selected 7 events with magnitude above 5.0 MW and up to 40 km depth. The difference between the events back-azimuths and the interstation path was not greater than 10. We also know the depth of the Moho, results from Receiver Functions (Novo Barbosa, 2008), and use those as constrains in inversion. Even using different parameterizations of models for the inversion, our results were very similar the mean profiles velocity structure of S-wave. In pairs of stations located in the Cear´a Central Domain Borborema the province, there are ranges of depths for which the velocities of S are very close. Most of the results in the profile near the Moho complicate their interpretation at that depth, coinciding with the geology of the region, where there are many shear zones. In particular, the profile that have the route Potiguar Bacia in inter-station, had low velocities in the crust. We combine these results to the results of gravimetry and magnetometry (Oliveira, 2008) and receptor function (Novo Barbosa, 2008). We finally, the first results on the behavior of the velocity structure of S-wave with depth in the Province Borborema

Association between atherosclerotic aortic plaques and left ventricular hypertrophy in patients with cerebrovascular events

Background and Purpose - the purpose of this research was to evaluate whether an association exists between the presence of atherosclerotic plaque in the thoracic aorta and left ventricular hypertrophy (LVH) in patients with a cerebrovascular event.Methods - We included 116 consecutive patients ( 79 men; mean age, 62 +/- 12.4 years) with previous history of stroke or transient ischemic attack in a cross-sectional study. Transthoracic echocardiogram was performed to diagnose LVH and transesophageal echocardiogram for the detection of atheromas of the thoracic aorta. Continuous variables were analyzed by Student t or Mann-Whitney tests and categorized variables by Goodman test. From the significant association of LVH and age with atheromatous disease of the aorta, an adjustment to the multivariate logistic model was made using high blood pressure history or age as covariates. All of the statistical tests were carried out at a level of 5% significance.Results - Almost half of the patients (43.1%) presented atherosclerotic lesions in the aorta. LVH was present in 90.0% of patients with plaque and in only 30.3% of patients without plaque. Using high blood pressure as a covariate, the risk of patients with LVH presenting atherosclerotic plaque in the aorta was 18.23-fold greater than the risk for patients without LVH (95% CI, 5.68 to 58.54; P < 0.0001). Adding age into the model, the risk increased to 26.36 ( 95% CI, 7.14 to 97.30; P < 0.0001).Conclusions - LVH detected by conventional echocardiogram is associated with high risk of atherosclerotic plaque in the aorta and would be used as a criterion for indication of transesophageal echocardiography in patients with previous stroke or transient ischemic attack LVH.

Association between distressing non-work-related events and occupational injuries

The following is a report on a case-control study whose objective was to investigate the association between distressing non-work-related events and occupational injures. Ninety three injured workers (cases) were matched with 372 non-injured controls in a large metallurgical factory in southeastern Brazil. Exposure to distressing non-work-related events was measured through a questionnaire focusing on situations pertaining to personal problems unrelated to work activities. The data were analyzed by adjusting a conditional logistic regression model, where occurrence of the work injury was the dependent dichotomous variable and answers from the questionnaire were independent continuous variables. The analysis showed an association between some distressing non-work-related events and occupational injuries. These findings imply expanding the horizon of preventive measures used in targeting. work injuries which have traditionally been focused on the control of strictly workplace risks.

Pericentric inversion events in karyotypic distinction of Brazilian lizards of genus Phyllopezus (Squamata, Gekkonidae) detected by chromosomal banding patterns

Cytogenetic investigations based on conventional and differential staining analysis (C-and replication R-banding and Ag-staining) were carried out on eight specimens of Phyllopezus periosus, 17 of P. pollicaris pollicaris, and one of P. pollicaris przewalskii collected from different localities of Brazil. P. periosus and P. p. pollicaris share the same diploid number of 2n = 40 chromosomes, and their karyotypes are very distinctive regarding to the number of biarmed and uniarmed chromosomes. After careful side-by-side comparison of R-banded chromosomes in both taxa, pronounced homology between, at least, eight pairs was revealed. The R-banding patterns allowed us to postulate that karyotype differentiation could be due to pericentric inversion events. P. p. przewalskii (2n = 38) exhibited a very similar karyotype to that found in P. p. pollicaris, except for the presence of one metacentric pair, which probably resulted from a Robertsonian rearrangement. Single and multiple pairs of NOR-bearing chromosomes, showing variation in number and location, were detected among the three forms of Phyllopezus. Similar C-banding patterns were found in P. periosus and P. p. pollicaris. Sex chromosomes were not positively identified.

Immunolocalization of bone morphogenetic protein 2 during the early healing events after guided bone regeneration

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

Bounds on direct couplings of superheavy metastable particles to the inflaton field from ultra high energy cosmic ray events

Top-down models for the origin of ultra high energy cosmic rays (UHECR's) propose that these events are the decay products of relic superheavy metastable particles, usually called X particles. These particles can be produced in the reheating period following the inflationary epoch of the early Universe. We obtain constraints on some parameters such as the lifetime and direct couplings of the X-particle to the inflaton field from the requirement that they are responsible for the observed UHECR flux.

Measurement of the t(t)over-bar production cross section in p(p)over-bar collisions at root s=1.96 TeV using kinematic characteristics of lepton plus jets events

We present a measurement of the top quark pair production cross section in p (p) over bar collisions at root s=1.96 TeV utilizing 425 pb(-1) of data collected with the D0 detector at the Fermilab Tevatron Collider. We consider the final state of the top quark pair containing one high-p(T) electron or muon and at least four jets. We exploit specific kinematic features of t (t) over bar events to extract the cross section. For a top quark mass of 175 GeV, we measure sigma(t (t) over bar)=6.4(-1.2)(+1.3)(stat)+/- 0.7(syst)+/- 0.4(lum) pb, in good agreement with the standard model prediction.

Measurement of the t(t)over-bar production cross section in p(p)over-bar collisions at root s=1.96 TeV using lepton plus jets events with lifetime b-tagging

We present a measurement of the top quark pair (t (t) over bar) production cross section (sigma(t (t) over bar)) in pp collisions at root s = 1.96 TeV using 230 pb(-1) of data collected by the DO experiment at the Fermilab Tevatron Collider. We select events with one charged lepton (electron or muon), missing transverse energy, and jets in the final state. We employ lifetime-based b-jet identification techniques to further enhance the t F purity of the selected sample. For a top quark mass of 175 GeV, we measure sigma(t (t) over bar) 8.6(-1.5)(+1.6) (stat. + syst.) +/- 0.6(lumi.) pb, in agreement with the standard model expectation. (c) 2005 Published by Elsevier B.V.