Predicting market movement with Artificial Neural Networks

This paper presents an application of an Artificial Neural Network (ANN) to the prediction of stock market direction in the US. Using a multilayer perceptron neural network and a backpropagation algorithm for the training process, the model aims at learning the hidden patterns in the daily movement of the S&P500 to correctly identify if the market will be in a Trend Following or Mean Reversion behavior. The ANN is able to produce a successful investment strategy which outperforms the buy and hold strategy, but presents instability in its overall results which compromises its practical application in real life investment decisions.

Systemic hypertension, diabetes mellitus, and dyslipidemia in relation to body mass index: evaluation of a Brazilian population

OBJECTIVE: To determine the prevalence of systemic hypertension, diabetes mellitus, hypercholesterolemia, and hypertriglyceridemia in a Brazilian population in relation to body mass index. METHOD: Retrospective evaluation of 1213 adults (mean age: 45.2 ± 12.8; 80.6% females) divided into groups according to body mass index [normal (18.5 - 24.4 kg/m²); overweight (25 - 29.9 kg/m²); grade 1 obesity (30 - 34.9 kg/m²); grade 2 obesity (35 - 39.9 kg/m²), and grade 3 obesity (> 40 kg/m²)]. The prevalence of hypertension, diabetes mellitus, hypercholesterolemia, and hypertriglyceridemia were analyzed in each group. The severity of cardiovascular risk was determined. High-risk patients were considered those reporting 2 or more of the following factors: systemic hypertension, HDL < 35 mg/dL, total cholesterol > 240 mg/dL, triglycerides > 200 mg/dL when HDL < 35 mg/dL, and glycemia > 126 mg/dL. Moderate-risk patients were those reporting 2 or more of the following factors: systemic hypertension, HDL < 45, triglycerides > 200 mg/dL, and total cholesterol > 200 mg/dL. RESULTS: The prevalence of systemic hypertension, diabetes mellitus, hypertriglyceridemia, and low HDL-cholesterol levels increased along with weight, but the prevalence of hypercholesterolemia did not. The odds ratio adjusted for gender and age, according to grade of obesity compared with patients with normal weight were respectively 5.9, 8.6, and 14.8 for systemic hypertension, 3.8, 5.8, and 9.2 for diabetes mellitus and 1.2, 1.3, and 2.6 for hypertriglyceridemia. We also verified that body mass index was positively related to cardiovascular high risk (P < .001) CONCLUSION: In our population, cardiovascular risk increased along with body mass index.

The burden of chronic low back pain in the adult Portuguese population : an epidemiological population-based study under the scope of Epireumapt

RESUMO: Nos países desenvolvidos a lombalgia é a condição músculo-­‐esquelética mais prevalente. Quando evolui para um quadro crónico é responsável por um encargo económico bastante considerável, não só em relação aos indivíduos, mas também para a sociedade. A lombalgia crónica é por isso uma das principais causas de perda de produtividade e de perda de independência económica, nomeadamente através do absenteísmo (ausência do trabalho), do presenteísmo (perda de produtividade no trabalho, devido à capacidade diminuída provocada pela lombalgia) e da incapacidade para trabalhar (invalidez permanente, total ou parcial). Até à data, em Portugal, a prevalência e carga social da lombalgia crónica eram desconhecidas. Até agora não existiam estudos populacionais de grande dimensão sobre este tema. O objetivo principal desta tese foi determinar a prevalência de lombalgia crónica, e também avaliar a carga social que esta tem na população adulta Portuguesa. O trabalho de investigação foi desenvolvido no âmbito do Estudo Epidemiológico de Doenças Reumáticas em Portugal (EpiReumaPt). Este foi o primeiro estudo de larga escala e de base populacional, que determinou a prevalência de doenças reumáticas e músculo-­‐ esqueléticas na população adulta portuguesa. Foi realizado numa amostra aleatória e representativa, de 10.661 indivíduos do Continente, da Região Autónoma dos Açores e da Região Autónoma da Madeira, entre Setembro de 2011 e Dezembro de 2013. Esta tese foi dividida em duas secções. A primeira secção incluiu o detalhe das questões relativas ao desenvolvimento e gestão do EpiReumaPt, constituindo-­‐se como um guia prático sobre como realizar um estudo de base populacional de larga escala, em Portugal. A metodologia detalhada do EpiReumaPt foi também descrita nesta secção e incluiu os objectivos, o desenho do estudo, as características de recrutamento e a preparação de dados para análise. Nesta secção foram ainda descritos os principais resultados do EpiReumaPt. Estes evidenciaram que a lombalgia foi a condição músculo-­‐esquelética com maior prevalência na população adulta portuguesa.A segunda secção desta tese estimou a prevalência da lombalgia crónica ativa na população adulta Portuguesa, e avaliou a carga social esta condição. A lombalgia ativa foi definida com base na dor auto-­‐relatada no dia da entrevista e que persistia há pelo menos 90 dias (independentemente da causa). A lombalgia foi definida como dor na área definida entre a margem inferior das décimas segundas costelas até às pregas glúteas inferiores, com ou sem dor nos membros inferiores. A carga social foi medida tendo em conta os seguintes parâmetros: qualidade de vida, função, consumo de recursos de saúde, consumo de analgésicos e outros fármacos usados no alívio da dor, sintomas de ansiedade e sintomas de depressão. Os resultados mostraram que o consumo de recursos em saúde e a carga social da lombalgia crónica na população adulta Português é significativa. Também a incapacidade causada pela lombalgia crónica,nos indivíduos com idade ativa, é responsável por elevadas taxas de absenteísmo e má qualidade de vida, aos quais acresce o consequente ónus socioeconómico. Esta tese também concluiu que o consumo de analgésicos e outros medicamentos para alívio da dor, na população adulta portuguesa com lombalgia crónica ativa, é relativamente baixa. A maioria destes indivíduos não tomava nenhum medicamento analgésico, independentemente da intensidade da dor. Mesmo os indivíduos que reportaram dor intensa, apenas 4.0% estavam no primeiro degrau da escada analgésica da Organização Mundial de Saúde; 2.3% usavam opióides fracos e 0.03% usavam opióides fortes para controlar a dor (segundo e terceiro degrau da escada analgésica da Organização Mundial da Saúde). O trabalho de investigação também confirmou que a prevalência de sintomas de ansiedade e depressão entre os indivíduos adultos portugueses com lombalgia crónica ativa é elevada. Nestes indivíduos, registou-­‐se um consumo mais elevado de analgésicos e outros medicamentos para alívio da dor, quando comparados com os indivíduos com lombalgia crónica activa sem esses sintomas psicológicos. Os grupos terapêuticos mais utilizados foram os ansiolíticos, sedativos e hipnóticos, os antidepressivos e os anti-­‐inflamatórios não esteróides. A intensidade média da dor reportada foi também maior entre os indivíduos com lombalgia ativa e sintomas de ansiedade e/ou depressão. Também nestes, foi reportada pior função e pior estado de saúde. Em relação ao consumo de recursos de saúde foram encontradas diferenças significativas entre as duas populações: os indivíduos com lombalgia ativa e sintomas psicológicos concomitantes registaram maior número de consultas de psiquiatria de outras especialidades médicas, assim como precisaram de mais apoio domiciliário nos 12 meses prévios à entrevista do EpiReumaPt. Foram também identificados os fatores associados a sintomas isolados de ansiedade, a sintomas isolados de depressão e a sintomas de ansiedade e depressão. Resumindo,esta tese permitiu concluir que a lombalgia crónica é um problema de saúde comum na população adulta portuguesa, contribuindo para um elevado grau de incapacidade e que consequentemente afeta o desempenho laboral e o bem-­‐estar dos indivíduos. A lombalgia crónica é também responsável por um consumo considerável de recursos de saúde. Acresce ainda que os sintomas de ansiedade e depressão são comuns, entre os indivíduos com lombalgia crónica, contribuindo com uma carga social adicional.---------------------------------- ABSTRACT:Low Back Pain(LBP) is the most prevalent of musculoskeletal condition in developed countries.When it becomes chronic, LBP causesan enormous economic burden on individuals and society -­‐ it is one of the leading causes of loss of productivity and economic independence through absenteeism (time off work), presenteeism (lost productivity because of diminished capacity while at work) and work disability (permanent, partial or complete disablement for work purposes). In Portugal the prevalence and burden of LBP and chronic LBP (CLBP) were poorly defined. Until now no large population-­‐based studies have focused on this. The main aim of this thesis was to determine the prevalence of LBP and CLBP, and also to assess the burden of CLBP in the adult rtuguese population. The research work was developed under the scope of EpiReumaPt (the Portuguese Epidemiologic Study of Rheumatic Diseases). EpiReumaPt was the first national large population-­‐based and prevalence study of rheumatic and musculoskeletal diseases (RMD). It was performed among a randomized and representative sample of 10,661 adult Portuguese subjects recruited in Mainland, Azores and Madeira Islands, from September 2011 to December 2013. The first section of this thesis included detailed issues regarding the development and management of EpiReumaPt, and provided a practical guide on how to set-­‐up a large population-­‐based study in Portugal. The detailed methodology of EpiReumaPt, including its objectives,study design,recruitment features,and data preparation for analyses were also described. The main results from EpiReumaPt study were provided in this section and showed that LBP was the musculoskeletal condition with highest prevalence among Portuguese population. The second section of this thesis estimated the prevalence of active CLBP among adult Portuguese population, and assessed the social burden of this condition. Active CLBP was defined based on self-­‐reported pain on the day of the interview, and for most of the time for at least 90 days (independently from cause). LBP was defined as pain in the back area from the lower margin of the twelfth ribs to he lower gluteal folds, with or without pain referred to the lower limbs. Social burden was measured taking into account the following outcomes: quality of life, function, healthcare resources consumption, analgesic and other pain relief drugs intake, anxiety and depression symptoms. Results showed that the healthcare consumption and social burden of CLBP among adult Portuguese population were enormous, and the disability caused by CLBP among subjects in a working age provides high rates of absenteeism (work loss) and poor quality of life, with a consequent socioeconomic burden. This thesis also concluded that analgesic and other pain relief drugs untake among adult Portuguese population with active CLBP was very low. Most of the subjects with active CLBP did not take any analgesic drug regardless pain severity. Even when subjects self-­‐reported severe pain, only 24.0% were in the 1st step of the analgesic ladder,2.3% used weak analgesic opioids and 0.03% used strong opioids (2nd and 3rd step of WHO analgesic ladder, respectively) to control pain . The research work also confirmed that the prevalence of anxiety and depression symptoms among adult Portuguese subjects with active CLBP was high. Regarding pharmacological therapy, the intake of analgesic and other pain relief drugs was higher among subjects with anxiety and/or depression symptoms, when compared with subjects without these psychological symptoms. Anxiolytics, sedatives and hypnotics, antidepressants and NSAIDs intake had higher usage rates among these subjects. The pain severity mean was also higher among this subjects and function and health status was worse. Regarding healthcare resources consumption,significant differences between the two populations were found. Subjects with ctive CLBP and concomitant psychological symptoms had a higher number of psychiatrist and other physician visits. They also needed more home care in the previous 12 months. Factors associated with isolated symptoms of anxiety, depression,and concomitant anxiety and depression symptoms were also identified. Summarizing, we concluded that CLBP is a common health problem among adult Portuguese population contributing to disability and affecting labor performance, and the well being of subjects. it is also responsible for considerable healthcare resource consumption. Anxiety and depression symptoms are common among subjects with CLBP and provided an additional burden among them.

Harvest control rule vs optimal harvesting of an age-structured population: The case of the Ibero-Atlantic Sardine Fishery

Research Masters

Aggregating community resources of care and assistance services for the elderly population

Changes in population age structure are a major concern and represent a priority in the agendas and policies of the developed world, which are demanding for renewed models of social and healthcare as well as assistance services to the elderly population. Studies indicate that as far as possible these types of services should desirably be provided at the user’s home, and that ICT-based solutions can have tremendous impact on the delivery of new services. This paper highlight and discusses some of the main results of a project undertaken in a Portuguese Municipality that demonstrates the potential contribution of an e-Marketplace of care and assistance services to the well-being of elderly people. Studies undertaken allowed identifying the main services that should be provided by such e-Marketplace (termed GuiMarket), the relevance that the population grant to this platform and, conversely, the fact that the Digital Divide phenomena influences the potential utilization of this project (and alike projects). The findings support that there is a strong relation between age and qualifications, and between access to ICT and the intended use of GuiMarket.

Changes in population and land use over time in the Ecuadorian Amazon

This paper draws upon a detailed longitudinal survey of households living on agricultural plots in the northern three provinces of the Ecuadorian Amazon, the principal region of colonization by migrants in Ecuador since the 1970s. Following the discovery of petroleum in 1967 near what has subsequently come to be the provincial capital and largest Amazonian city of Lago Agrio, oil companies built roads to lay pipelines to extract and pump oil across the Andes for export. As a result, for the past 30 years over half of both Ecuador's export earnings and government revenues have come from petroleum extracted from this region. But the roads also facilitated massive spontaneous in-migration of families from origin areas in the Ecuadorian Sierra, characterized by minifundia and rural poverty. This paper is about those migrants and their effects on the Amazonian landscape. We discuss the data collection methodology and summarize key results on settler characteristics and changes in population, land use, land ownership, technology, labor allocation, and living conditions, as well as the relationships between changes in population and changes in land use over time. The population in the study region has been growing rapidly due to both natural population growth (high fertility) and in-migration. This has led to a dramatic process of subdivision and fragmentation of plots in the 1990's, which contrasts with the consolidation of plots that has occurred in most of the mature frontier areas of the Brazilian Amazon. This fragmentation has led to important changes in land tenure and land use, deforestation, cattle raising, labor allocation, and settler welfare.

A case study of product usability of a pelvic device used by children with neuromotor impairments

On assistive technology targeted for people with activity limitations and participation, usability issues becomes an essential tool to ensure that the product has the appropriate ergonomics characteristics, in other words, ensure that it fits the specific user´s needs. The aim of this study was to analyze the usability of an adaptive seating device for children with neuromotor impairments, by using kinematic indicators of the reaching movement. The study sample consisted of 13 children with associated neurologic conditions. The tests were developed by using a wooden bench height adjustable, integrated with the adaptive seating device under study, and a system to capture three-dimensional image, called Qualisys Track Manager. The following reaching kinematics variables were measured: maximum reaching velocity, movement duration, index of curvature, and unit movements. It was found that the use of the adaptive seating device had a positive impact on upper limb function in children with neuromotor impairments. It was also noticed an improvement in the reaching movement kinematics, which was statistical significant for the index of curvature and unit movements. As main conclusions, it is possible to point out some positive effects that the product under study seems to have on users' movements, such as the improved movement quality of the upper limb, which could mean a better postural adjustments and higher trunk postural control. By identifying new measures of usability in terms of effectiveness and efficiency for the analyzeddevice, the results obtained may serve also as performance indicators, providing new data that may help to improve the product and eventually modifying it, in order to turn it more compatible with the needs of the considered target population.

Engineering modular viral scaffolds for targeted bacterial population editing

Bacteria are central to human health and disease, but existing tools to edit microbial consortia are limited. For example, broad-spectrum antibiotics are unable to precisely manipulate bacterial communities. Bacteriophages can provide highly specific targeting of bacteria, but assembling well-defined phage cocktails solely with natural phages can be a time-, labor- and cost-intensive process. Here, we present a synthetic biology strategy to modulate phage host ranges by engineering phage genomes in Saccharomyces cerevisiae. We used this technology to redirect Escherichia coli phage scaffolds to target pathogenic Yersinia and Klebsiella bacteria, and conversely, Klebsiella phage scaffolds to target E. coli by modular swapping of phage tail components. The synthetic phages achieved efficient killing of their new target bacteria and were used to selectively remove bacteria from multi-species bacterial communities with cocktails based on common viral scaffolds. We envision this approach accelerating phage biology studies and enabling new technologies for bacterial population editing.

Structure of Anopheles (Diptera: Culicidae) population in areas with different degrees of human settlement: Cantá - Roraima - Brazil

Malaria has still been one of the most important endemic diseases in the Amazonian region. This study presents the impact of human settlements on the structure of Anopheles population. Diversity, abundance, richness and distribution of the genus Anopheles were observed in two areas with different levels of human settlement in the Cantá city, Roraima State, Northern Brazil. The influence of the dry and rainy seasons on mosquito populations was also observed. Mosquito captures were performed between 6:00 and 10:00 pm during the dry (February and November) and rainy (May and August) seasons at four different sites of each area. Among the 11 species of Anopheles identified through the adults' characteristics, An. albitarsis s.l. (45.5%) and An. darlingi (19.2%) were the most abundant in the more intensively anthropized area while An. triannulatus (19.2%) was more common in the less modified area. Other species found were An. nuneztovari (10.9%), An. oswaldoi (2.0%), An. evansae (1.7%), An. brasiliensis (0.6%), An. intermedius (0.3%), An. mediopunctatus (0.5%), An. periassui (0.08%) and An. argyritarsis (0.04%). The highest mosquitoes' population density was observed in May and the lowest one was observed in February and November. These results demonstrate the existence of a high diversity of anophelines in the study areas, showing that anthropic changes in the environment and climate variability affect both the population density and relative abundance of these vectors.

Learning joint representations for order and timing of perceptual-motor sequences: a dynamic neural field approach

Many of our everyday tasks require the control of the serial order and the timing of component actions. Using the dynamic neural field (DNF) framework, we address the learning of representations that support the performance of precisely time action sequences. In continuation of previous modeling work and robotics implementations, we ask specifically the question how feedback about executed actions might be used by the learning system to fine tune a joint memory representation of the ordinal and the temporal structure which has been initially acquired by observation. The perceptual memory is represented by a self-stabilized, multi-bump activity pattern of neurons encoding instances of a sensory event (e.g., color, position or pitch) which guides sequence learning. The strength of the population representation of each event is a function of elapsed time since sequence onset. We propose and test in simulations a simple learning rule that detects a mismatch between the expected and realized timing of events and adapts the activation strengths in order to compensate for the movement time needed to achieve the desired effect. The simulation results show that the effector-specific memory representation can be robustly recalled. We discuss the impact of the fast, activation-based learning that the DNF framework provides for robotics applications.

Global vs. local nonlinear optimization techniques for human-like movement of an anthropomorphic robot

In this paper a comparison between using global and local optimization techniques for solving the problem of generating human-like arm and hand movements for an anthropomorphic dual arm robot is made. Although the objective function involved in each optimization problem is convex, there is no evidence that the admissible regions of these problems are convex sets. For the sequence of movements for which the numerical tests were done there were no significant differences between the optimal solutions obtained using the global and the local techniques. This suggests that the optimal solution obtained using the local solver is indeed a global solution.

Population Dynamics Modeling of Arapaima gigas

Pirarucu (Arapaima gigas) has been of the most important natural fishing resources of the Amazon region. Due to its economic importance, and the necessity to preserve the species hand, field research concerning the habits and behavior of the pirarucu has been increasing for the last 20 years. The aim of this paper is to present a mathematical model for the pirarucu population dynamics considering the species peculiarities, particularly the male parental care over the offspring. The solution of the dynamical systems indicates three possible equilibrium points for the population. The first corresponds to extinction; the third corresponds to a stable population close to the environmental carrying capacity. The second corresponds to an unstable equilibrium located between extinction and full use of the carrying capacity. It is shown that lack of males’ parental care closes the gap between the point corresponding to the unstable equilibrium and the point of stable non-trivial equilibrium. If guarding failure reaches a critical point the two points coincide and the population tends irreversibly to extinction. If some event tends to destabilize the population equilibrium, as for instance inadequate parental care, the model responds in such a way as to restore the trajectory towards the stable equilibrium point avoiding the route to extinction. The parameters introduced to solve the system of equations are partially derived from limited but reliable field data collected at the Mamirauá Sustainable Development Reserve (MSDR) in the Brazilian Amazonian Region.

Outcrossing rate of Couratari multiflora (J.Smith) Eyma (Lecythidaceae), a low-density tropical tree species from a central Amazonian rainforest

A multilocus mixed-mating model was used to evaluate the mating system of a population of Couratari multiflora, an emergent tree species found in low densities (1 individual/10 ha) in lowland forests of central Amazonia. We surveyed and observed phenologically 41 trees in an area of 400 ha. From these, only four mother trees were analyzed here because few of them set fruits, which also suffered high predation. No difference was observed between the population multilocus outcrossing rate (t mp = 0.953 ± 0.040) and the average single locus rate (t sp = 0.968 ± 0.132). The four mother trees were highly outcrossed (t m ~ 1). Two out of five loci showed departures from the Hardy-Weinberg Equilibrium (HWE) expectations, and the same results occurred with the mixed-mating model. Besides the low number of trees analyzed, the proportion of loci in HWE suggests random mating in the population. However, the pollen pool was heterogeneous among families, probably due to both the small sample number and the flowering of trees at different times of the flowering season. Reproductive phenology of the population and the results presented here suggest, at least for part of the population, a long-distance pollen movement, around 1,000 m.

Effector memory CD4+ T cells are associated with cognitive performance in a senior population

Objective: Immunosenescence and cognitive decline are common markers of the aging process. Taking into consideration the heterogeneity observed in aging processes and the recently described link between lymphocytes and cognition, we herein explored the possibility of an association between alterations in lymphocytic populations and cognitive performance. Methods: In a cohort of cognitively healthy adults (n = 114), previously characterized by diverse neurocognitive/psychological performance patterns, detailed peripheral blood immunophenotyping of both the innate and adaptive immune systems was performed by flow cytometry. Results: Better cognitive performance was associated with lower numbers of effector memory CD4(+) T cells and higher numbers of naive CD8(+) T cells and B cells. Furthermore, effector memory CD4(+) T cells were found to be predictors of general and executive function and memory, even when factors known to influence cognitive performance in older individuals (e.g., age, sex, education, and mood) were taken into account. Conclusions: This is the first study in humans associating specific phenotypes of the immune system with distinct cognitive performance in healthy aging.