Pollen record of sediment core GeoB1008-3 from the Congo fan

Palynological investigation of the marine core, GeoB1008-3, from near the mouth of the Congo river (6°35.6'S/10°19.1'E), provides information about the changes in vegetation and climate in West Equatorial Africa during the last 190 ka. The pollen diagram is divided into zones 1-6 which are considered to correspond in time with the marine isotope stages 1-6. Oscillations in temperature and moisture are indicated during the cold stage 6. During stage 5, two cooler periods (5d and 5b) can be shown with an expansion of Podocarpus forests to lower elevations on the expense of lowland rain forest. Extended mangrove swamps existed along the coast in times of high sea level (stages 5 and 1).

Pollen analysis of sediment core GIK16415-2 in the eastern tropical Atlantic

Palynological data of the marine core M 16415-2 show latitudinal shifts of the northern fringe of the tropical rain forest in north-west Africa during the last 700 ka. Savanna and dry open forest expanded southwards and tropical rain forest expanded northwards during dry and humid periods, respectively. Until 220 ka B.P., the tropical rain forest probably kept its zonal character in West Africa during glacials and interglacials. It is only during the last two glacial periods that the rain forest possibly fragmented into refugia. Throughout the Brunhes chron, pollen and spore transport was mainly by trade winds.

Plane detection from monocular image sequences

AIRES, Kelson R. T. ; ARAÚJO, Hélder J. ; MEDEIROS, Adelardo A. D. . Plane Detection from Monocular Image Sequences. In: VISUALIZATION, IMAGING AND IMAGE PROCESSING, 2008, Palma de Mallorca, Spain. Proceedings..., Palma de Mallorca: VIIP, 2008

Classificazione delle curve ellittiche viste come curve algebriche piane

Nel presente lavoro è affrontato lo studio delle curve ellittiche viste come curve algebriche piane, più precisamente come cubiche lisce nel piano proiettivo complesso. Dopo aver introdotto nella prima parte le nozioni di Superfici compatte e orientabili e curve algebriche, tramite il teorema di classificazione delle Superfici compatte, se ne fornisce una preliminare classificazione basata sul genere della superficie e della curva, rispettivamente. Da qui, segue la definizione di curve ellittiche e uno studio più dettagliato delle loro pricipali proprietà, quali la possibilità di definirle tramite un'equazione affine nota come equazione di Weierstrass e la loro struttura intrinseca di gruppo abeliano. Si fornisce quindi un'ulteriore classificazione delle cubiche lisce, totalmente differente da quella precedente, che si basa invece sul modulo della cubica, invariante per trasformazioni proiettive. Infine, si considera un aspetto computazionale delle curve ellittiche, ovvero la loro applicazione nel campo della Crittografia. Grazie alla struttura che esse assumono sui campi finiti, sotto opportune ipotesi, i crittosistemi a chiave pubblica basati sul problema del logaritmo discreto definiti sulle curve ellittiche, a parità di sicurezza rispetto ai crittosistemi classici, permettono l'utilizzo di chiavi più corte, e quindi meno costose computazionalmente. Si forniscono quindi le definizioni di problema del logaritmo discreto classico e sulle curve ellittiche, ed alcuni esempi di algoritmi crittografici classici definiti su quest'ultime.

Estudo anatômico de trembleya phlogiformis dc.

v. 13, n. 2, p. 82-92, 2016.

Plane detection from monocular image sequences

AIRES, Kelson R. T. ; ARAÚJO, Hélder J. ; MEDEIROS, Adelardo A. D. . Plane Detection from Monocular Image Sequences. In: VISUALIZATION, IMAGING AND IMAGE PROCESSING, 2008, Palma de Mallorca, Spain. Proceedings..., Palma de Mallorca: VIIP, 2008

Situações-problema no ensino de matemática financeira

O presente trabalho descreve uma proposta de atividade educacional direcionada para professores de Matemática, envolvendo situações-problema no ensino de Matemática Financeira para ser aplicado com alunos do Ensino Médio. Tais atividades tem como objetivo fornecer um contexto real, no qual o estudante esteja inserido. O trabalho se divide em quatro partes: a introdução de uma situaçãoproblema envolvendo juros simples, o conhecimento matemático, a resolução da situação-problema e a proposta de atividade educacional. Diferenciando-se do que usualmente é encontrado nos livros didáticos, a proposta aqui apresentada propõe estudar conteúdos matemáticos de forma articulada, envolvendo o conceito de porcentagem vinculado com funções lineares e juros simples com função afim e progressão aritmética. Dessa forma, é apresentada uma sequência de aulas envolvendo situações-problema através de atividades, adequadas para os alunos.

EIR – sistema inteligente para detecção e classificação de calcificações em mamografias

Dissertação (mestrado)—Universidade de Brasília, Faculdade Gama, Programa de Pós-Graduação em Engenharia Biomédica, 2016.

Energy norm a-posteriori error estimation for hp-adaptive discontinuous Galerkin methods for elliptic problems in three dimensions

We develop the energy norm a-posteriori error estimation for hp-version discontinuous Galerkin (DG) discretizations of elliptic boundary-value problems on 1-irregularly, isotropically refined affine hexahedral meshes in three dimensions. We derive a reliable and efficient indicator for the errors measured in terms of the natural energy norm. The ratio of the efficiency and reliability constants is independent of the local mesh sizes and weakly depending on the polynomial degrees. In our analysis we make use of an hp-version averaging operator in three dimensions, which we explicitly construct and analyze. We use our error indicator in an hp-adaptive refinement algorithm and illustrate its practical performance in a series of numerical examples. Our numerical results indicate that exponential rates of convergence are achieved for problems with smooth solutions, as well as for problems with isotropic corner singularities.

Vegetação arbustivo-arbórea em áreas de cerrado rupestre na Cadeia do Espinhaço

Tese (doutorado)—Universidade de Brasília, Faculdade de Tecnologia, Departamento de Engenharia Florestal, Programa de Pós-Graduação em Ciências Florestais, 2016.

Guided Migration and Collective Behavior: Cell Dynamics during Cancer Progression

This dissertation focuses on gaining understanding of cell migration and collective behavior through a combination of experiment, analysis, and modeling techniques. Cell migration is a ubiquitous process that plays an important role during embryonic development and wound healing as well as in diseases like cancer, which is a particular focus of this work. As cancer cells become increasingly malignant, they acquire the ability to migrate away from the primary tumor and spread throughout the body to form metastatic tumors. During this process, changes in gene expression and the surrounding tumor environment can lead to changes in cell migration characteristics. In this thesis, I analyze how cells are guided by the texture of their environment and how cells cooperate with their neighbors to move collectively. The emergent properties of collectively moving groups are a particular focus of this work as collective cell dynamics are known to change in diseases such as cancer. The internal machinery for cell migration involves polymerization of the actin cytoskeleton to create protrusions that---in coordination with retraction of the rear of the cell---lead to cell motion. This actin machinery has been previously shown to respond to the topography of the surrounding surface, leading to guided migration of amoeboid cells. Here we show that epithelial cells on nanoscale ridge structures also show changes in the morphology of their cytoskeletons; actin is found to align with the ridge structures. The migration of the cells is also guided preferentially along the ridge length. These ridge structures are on length scales similar to those found in tumor microenvironments and as such provide a system for studying the response of the cells' internal migration machinery to physiologically relevant topographical cues. In addition to sensing surface topography, individual cells can also be influenced by the pushing and pulling of neighboring cells. The emergent properties of collectively migrating cells show interesting dynamics and are relevant for cancer progression, but have been less studied than the motion of individual cells. We use Particle Image Velocimetry (PIV) to extract the motion of a collectively migrating cell sheet from time lapse images. The resulting flow fields allow us to analyze collective behavior over multiple length and time scales. To analyze the connection between individual cell properties and collective migration behavior, we compare experimental flow fields with the migration of simulated cell groups. Our collective migration metrics allow for a quantitative comparison between experimental and simulated results. This comparison shows that tissue-scale decreases in collective behavior can result from changes in individual cell activity without the need to postulate the existence of subpopulations of leader cells or global gradients. In addition to tissue-scale trends in collective behavior, the migration of cell groups includes localized dynamic features such as cell rearrangements. An individual cell may smoothly follow the motion of its neighbors (affine motion) or move in a more individualistic manner (non-affine motion). By decomposing individual motion into both affine and non-affine components, we measure cell rearrangements within a collective sheet. Finally, finite-time Lyapunov exponent (FTLE) values capture the stretching of the flow field and reflect its chaotic character. Applying collective migration analysis techniques to experimental data on both malignant and non-malignant human breast epithelial cells reveals differences in collective behavior that are not found from analyzing migration speeds alone. Non-malignant cells show increased cooperative motion on long time scales whereas malignant cells remain uncooperative as time progresses. Combining multiple analysis techniques also shows that these two cell types differ in their response to a perturbation of cell-cell adhesion through the molecule E-cadherin. Non-malignant MCF10A cells use E-cadherin for short time coordination of collective motion, yet even with decreased E-cadherin expression, the cells remain coordinated over long time scales. In contrast, the migration behavior of malignant and invasive MCF10CA1a cells, which already shows decreased collective dynamics on both time scales, is insensitive to the change in E-cadherin expression.

Performance and Robustness Analysis of Co-Prime and Nested Sampling

Coprime and nested sampling are well known deterministic sampling techniques that operate at rates significantly lower than the Nyquist rate, and yet allow perfect reconstruction of the spectra of wide sense stationary signals. However, theoretical guarantees for these samplers assume ideal conditions such as synchronous sampling, and ability to perfectly compute statistical expectations. This thesis studies the performance of coprime and nested samplers in spatial and temporal domains, when these assumptions are violated. In spatial domain, the robustness of these samplers is studied by considering arrays with perturbed sensor locations (with unknown perturbations). Simplified expressions for the Fisher Information matrix for perturbed coprime and nested arrays are derived, which explicitly highlight the role of co-array. It is shown that even in presence of perturbations, it is possible to resolve $O(M^2)$ under appropriate conditions on the size of the grid. The assumption of small perturbations leads to a novel ``bi-affine" model in terms of source powers and perturbations. The redundancies in the co-array are then exploited to eliminate the nuisance perturbation variable, and reduce the bi-affine problem to a linear underdetermined (sparse) problem in source powers. This thesis also studies the robustness of coprime sampling to finite number of samples and sampling jitter, by analyzing their effects on the quality of the estimated autocorrelation sequence. A variety of bounds on the error introduced by such non ideal sampling schemes are computed by considering a statistical model for the perturbation. They indicate that coprime sampling leads to stable estimation of the autocorrelation sequence, in presence of small perturbations. Under appropriate assumptions on the distribution of WSS signals, sharp bounds on the estimation error are established which indicate that the error decays exponentially with the number of samples. The theoretical claims are supported by extensive numerical experiments.

Guided Migration and Collective Behavior: Cell Dynamics during Cancer Progression

This dissertation focuses on gaining understanding of cell migration and collective behavior through a combination of experiment, analysis, and modeling techniques. Cell migration is a ubiquitous process that plays an important role during embryonic development and wound healing as well as in diseases like cancer, which is a particular focus of this work. As cancer cells become increasingly malignant, they acquire the ability to migrate away from the primary tumor and spread throughout the body to form metastatic tumors. During this process, changes in gene expression and the surrounding tumor environment can lead to changes in cell migration characteristics. In this thesis, I analyze how cells are guided by the texture of their environment and how cells cooperate with their neighbors to move collectively. The emergent properties of collectively moving groups are a particular focus of this work as collective cell dynamics are known to change in diseases such as cancer. The internal machinery for cell migration involves polymerization of the actin cytoskeleton to create protrusions that---in coordination with retraction of the rear of the cell---lead to cell motion. This actin machinery has been previously shown to respond to the topography of the surrounding surface, leading to guided migration of amoeboid cells. Here we show that epithelial cells on nanoscale ridge structures also show changes in the morphology of their cytoskeletons; actin is found to align with the ridge structures. The migration of the cells is also guided preferentially along the ridge length. These ridge structures are on length scales similar to those found in tumor microenvironments and as such provide a system for studying the response of the cells' internal migration machinery to physiologically relevant topographical cues. In addition to sensing surface topography, individual cells can also be influenced by the pushing and pulling of neighboring cells. The emergent properties of collectively migrating cells show interesting dynamics and are relevant for cancer progression, but have been less studied than the motion of individual cells. We use Particle Image Velocimetry (PIV) to extract the motion of a collectively migrating cell sheet from time lapse images. The resulting flow fields allow us to analyze collective behavior over multiple length and time scales. To analyze the connection between individual cell properties and collective migration behavior, we compare experimental flow fields with the migration of simulated cell groups. Our collective migration metrics allow for a quantitative comparison between experimental and simulated results. This comparison shows that tissue-scale decreases in collective behavior can result from changes in individual cell activity without the need to postulate the existence of subpopulations of leader cells or global gradients. In addition to tissue-scale trends in collective behavior, the migration of cell groups includes localized dynamic features such as cell rearrangements. An individual cell may smoothly follow the motion of its neighbors (affine motion) or move in a more individualistic manner (non-affine motion). By decomposing individual motion into both affine and non-affine components, we measure cell rearrangements within a collective sheet. Finally, finite-time Lyapunov exponent (FTLE) values capture the stretching of the flow field and reflect its chaotic character. Applying collective migration analysis techniques to experimental data on both malignant and non-malignant human breast epithelial cells reveals differences in collective behavior that are not found from analyzing migration speeds alone. Non-malignant cells show increased cooperative motion on long time scales whereas malignant cells remain uncooperative as time progresses. Combining multiple analysis techniques also shows that these two cell types differ in their response to a perturbation of cell-cell adhesion through the molecule E-cadherin. Non-malignant MCF10A cells use E-cadherin for short time coordination of collective motion, yet even with decreased E-cadherin expression, the cells remain coordinated over long time scales. In contrast, the migration behavior of malignant and invasive MCF10CA1a cells, which already shows decreased collective dynamics on both time scales, is insensitive to the change in E-cadherin expression.

Credit risk & forward price models

Doutoramento em Gestão

Essays in Financial Econometrics

The first paper sheds light on the informational content of high frequency data and daily data. I assess the economic value of the two family models comparing their performance in forecasting asset volatility through the Value at Risk metric. In running the comparison this paper introduces two key assumptions: jumps in prices and leverage effect in volatility dynamics. Findings suggest that high frequency data models do not exhibit a superior performance over daily data models. In the second paper, building on Majewski et al. (2015), I propose an affine-discrete time model, labeled VARG-J, which is characterized by a multifactor volatility specification. In the VARG-J model volatility experiences periods of extreme movements through a jump factor modeled as an Autoregressive Gamma Zero process. The estimation under historical measure is done by quasi-maximum likelihood and the Extended Kalman Filter. This strategy allows to filter out both volatility factors introducing a measurement equation that relates the Realized Volatility to latent volatility. The risk premia parameters are calibrated using call options written on S&P500 Index. The results clearly illustrate the important contribution of the jump factor in the pricing performance of options and the economic significance of the volatility jump risk premia. In the third paper, I analyze whether there is empirical evidence of contagion at the bank level, measuring the direction and the size of contagion transmission between European markets. In order to understand and quantify the contagion transmission on banking market, I estimate the econometric model by Aït-Sahalia et al. (2015) in which contagion is defined as the within and between countries transmission of shocks and asset returns are directly modeled as a Hawkes jump diffusion process. The empirical analysis indicates that there is a clear evidence of contagion from Greece to European countries as well as self-contagion in all countries.