885 resultados para Implied volatility (VIX)
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O presente estudo tem como objetivo analisar o trabalho na Assistência Social carioca durante a gestão César Maia na Prefeitura do Rio de Janeiro. Essa proposta, tendo como objeto de pesquisa o trabalho dos assistentes sociais na Secretaria Municipal de Assistência Social, interpretados aqui como sujeitos inseridos em um contexto permeado pelas contradições entre as classes sociais, baseou-se na leitura de que a interpretação dos processos sociais na ótica da totalidade social representa a possibilidade de apropriação do significado social da profissão, potencializando o pensamento no que se refere às condições e relações de trabalho. Sendo assim, o interesse foi decifrar a organização do trabalho subjacente à revisão da assistência social e perceber o espaço técnico da ação profissional. Isso significou tomar a teoria do processo de trabalho em exame e analisar o espaço de autonomia do trabalhador assalariado na gestão pública da cidade na época, assim como o contraste entre controle, qualidade dos serviços e das relações de trabalho. Isso implicou em revisitar o debate do Serviço Social sobre a categoria trabalho e conhecer de perto o modo como o sujeito profissional lida com o dilema do controle e da autonomia a partir de uma pauta de produção de serviços delimitada gerencialmente.
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Ao considerar a disciplina História da Educação na circunstância e na experiência do ensino emergiu a pergunta Que História é essa?, um disparador que provocou a proposta da pesquisa apresentada no doutorado em educação. Procurou-se analisar o arranjo disciplinar, considerando as circunstâncias na composição do currículo de formação dos professores. Foi elaborado um conjunto de interrogações-guia, a saber: Como a História da Educação foi constituída em saber escolar? Quais referências implicaram sua composição? Como a disciplina foi desenvolvida? Que tipos de práticas foram favorecidas no seu desenvolvimento? Que sujeitos foram responsáveis por sua oferta? O problema da constituição histórica da disciplina História da Educação configurou a arquitetura do trabalho de tese, que assumiu a experiência particular de organização da disciplina História da Educação na Universidade Estadual de Londrina, entre 1962 e 1998, assumida aqui, como referência para uma análise local e geral desse dispositivo no campo da Historiografia da Educação. A trama tecida nessa pesquisa se entrelaça na rede de reflexões e debates sobre o tema em âmbito local e nacional. Como chave para análise do problema, operou-se com uma tripla dimensão, a saber; a dimensão institucional, a dimensão dos sujeitos e a dimensão dos saberes. Essa chave se configurou como recurso metodológico, entendendo que tais dimensões não encontram-se separadas e sim implicadas, configurando trama histórica a ser considerada e interrogada, integrantes de uma rede, interdependentes. A investigação particularizada de cada dimensão visou facilitar o tratamento das séries documentais e a análise dos discursos e fontes selecionados. Ao mesmo tempo possibilitou o tratamento das articulações, das regularidades e das variações no período estabelecido. Postas em relação, tornaram possível delinear a constituição da formação docente como desafio institucional, as soluções locais e principalmente o modo como se deu o processo de disciplinarização da História da Educação no âmbito do projeto em análise, considerando a própria genealogia do saber e as soluções marcadas pelas configurações institucionais e agenciamento dos professores que ministraram a disciplina em situações bem determinadas. O conjunto documental organizado em séries homogêneas, a partir do qual pôde-se definir relações, foi constituído da experiência histórica representada, ou seja, registrada. O trabalho se deu considerando então a História Serial, sendo organizado e recortado temporalmente pela e na circunstância dos documentos localizados e selecionados. As séries foram constituídas por programas e diários de classe da UEL, UEPG e UEM, depoimentos de professores, registros e documentos institucionais, material didático, catálogos de curso, propostas curriculares, trabalhos acadêmicos. No movimento de aproximação aos questionamentos apresentados, uma trama narrativa foi tecida no conjunto de quatro capítulos. Este estudo incidiu sobre uma problemática ainda marginal no campo da história da educação, o ensino de História da Educação. A análise das séries documentais apontou para a rede de relações tecidas na configuração da disciplina HE: com experiências internacionais (Europa e Estados Unidos), com a elaboração de bibliografia na área, com os círculos acadêmicos e de formação dos professores colocando à vista a relação entre a tradição e o exercício de criação das formas, recortes e conteúdos da(s) História(s) da Educação ensinada(s). Deste modo, ao examinar o aparato institucional, a ordem dos saberes que instaura a história da educação e o modo como determinados professores conduziram a disciplina, investiu-se no estudo do ordinário da história da educação visibilizando elementos para os quais ainda não se confere a legitimidade e importância que a disciplina e seu ensino podem vir a ter.
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With the global proliferation of toxic Harmful Algal Bloom (HAB) species, there is a need to identify the environmental and biological factors that regulate toxin production. One such species, Karenia brevis, forms nearly annual blooms that threaten coastal regions throughout the Gulf of Mexico. This dinoflagellate produces brevetoxins, potent neurotoxins that cause neurotoxic shellfish poisoning and respiratory illness in humans, as well as massive fish kills. A recent publication reported that a rapid decrease in salinity increased cellular toxin quotas in K. brevis and hypothesized that brevetoxins serve a role in osmoregulation. This finding implied that salinity shifts could significantly alter the toxic impacts of blooms. We repeated the original experiments separately in three different laboratories and found no evidence for increased brevetoxin production in response to low-salinity stress in any of the eight K. brevis strains we tested, including three used in the original study. Thus, we find no support for an osmoregulatory function of brevetoxins. The original publication also stated that there was no known cellular function for brevetoxins. However, there is increasing evidence that brevetoxins promote survival of the dinoflagellates by deterring grazing by zooplankton. Whether they have other as yet unidentified cellular functions is currently unknown.
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We define a copula process which describes the dependencies between arbitrarily many random variables independently of their marginal distributions. As an example, we develop a stochastic volatility model, Gaussian Copula Process Volatility (GCPV), to predict the latent standard deviations of a sequence of random variables. To make predictions we use Bayesian inference, with the Laplace approximation, and with Markov chain Monte Carlo as an alternative. We find both methods comparable. We also find our model can outperform GARCH on simulated and financial data. And unlike GARCH, GCPV can easily handle missing data, incorporate covariates other than time, and model a rich class of covariance structures.
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As many industrial organizations have learned to apply roadmapping successfully, they have also learned that it is "roadmapping" rather than "the roadmap" that generates value. This two-part special report has focused primarily on product and technology roadmapping in industry. The first part (RTM, March-April 2003, pp. 26-59) examined the workings of the process at Lucent Technologies, Rockwell Automation, the pharmaceutical/biotechnology industry, and United Kingdom-based Domino Printing Sciences. This second part examines roadmapping in the UK, Motorola, General Motors, the services sector, and in cases that demand major investment decisions under conditions of volatility.
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We introduce a new regression framework, Gaussian process regression networks (GPRN), which combines the structural properties of Bayesian neural networks with the non-parametric flexibility of Gaussian processes. This model accommodates input dependent signal and noise correlations between multiple response variables, input dependent length-scales and amplitudes, and heavy-tailed predictive distributions. We derive both efficient Markov chain Monte Carlo and variational Bayes inference procedures for this model. We apply GPRN as a multiple output regression and multivariate volatility model, demonstrating substantially improved performance over eight popular multiple output (multi-task) Gaussian process models and three multivariate volatility models on benchmark datasets, including a 1000 dimensional gene expression dataset.
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An experiment was carried out in farmers' gher (shrimp farm) at Bagerhat sadar upazilla, Bagerhat to ascertain the effects of three different types of feeds on the production and economics of brackishwater shrimp, Penaeus monodon for a period of 120 days. There were three treatments such as T1 (BFRI dough feed containing of 30% fish meal, 10% protein conc., 10% soya meal, 15% mustard oil cake, 18% rice bran, 5% maize, 10% wheat flour, 1% oyster shell powder and 1% vitamin premix), T2 (Commercial diet Saudi-Bangla grower) and T3 (Saudi-Bangla special feed). Each treatment had two replicates and the stocking of shrimp in each gher was 3 nos/m². Water quality parameters did not differ significantly among the treatments except water depth. Average production and net return of shrimp in different treatments varied from 404.0 to 509.0 kg/ha and Tk. 56,493.99-Tk. 84,209.60, respectively. T2 showed significantly (p<0.05) the highest production and economic return. The result of the study implied that T2 is more suitable and economically viable than that of other treatments for shrimp farming.
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Distributions over exchangeable matrices with infinitely many columns, such as the Indian buffet process, are useful in constructing nonparametric latent variable models. However, the distribution implied by such models over the number of features exhibited by each data point may be poorly- suited for many modeling tasks. In this paper, we propose a class of exchangeable nonparametric priors obtained by restricting the domain of existing models. Such models allow us to specify the distribution over the number of features per data point, and can achieve better performance on data sets where the number of features is not well-modeled by the original distribution.
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A new experimental configuration has been developed to examine the effects of flow on the autoignition of dilute diesel and biodiesel sprays, where the spray is injected in the form of monodisperse individual droplets at right angles to a hot air turbulent flow. The ignition location has been measured by monitoring the OH * chemiluminescence. A qualitative comparison of the flame behaviour between ethanol, acetone, heptane and biodiesel as fuels has also been carried out. With decreasing volatility of the fuel, the flame showed progressively a higher number of individual droplets burning, with the first autoignition spots appearing at random locations but in general earlier than the intense droplet-flame emission. The time-averaged autoignition length increased with increasing air velocity and with increasing intensity of the turbulence, while it decreased with the temperature and the droplet size. The data can be used for validating models for two-phase turbulent combustion. © 2012 Elsevier Inc.
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This paper explores the ignition and subsequent evolution of spray flames in a bluff-body configuration with and without swirl. Ethanol and n-heptane are used to compare the effects of volatility. Ignition is performed by a laser spark. High speed imaging of OH *-chemiluminescence and OH-PLIF collected at 5kHz are used to investigate the behaviour of the flames during the first stages of ignition and the stable flame structure following ignition. Swirl induces a wider and shorter flame, precession, and multiple reaction zones, while the non-swirling flames have a simpler structure. The reaction fronts seem thinner with ethanol than with heptane. The dataset can be used for model validation. © 2012 Elsevier Inc.
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Partially premixed compression ignition (PPCI) engines operating with a low temperature highly homogeneous charge have been demonstrated previously using conventional diesel fuel. The short ignition delay of conventional diesel fuel requires high fuel injection pressures to achieve adequate premixing along with high levels of EGR (exhaust gas recirculation) to achieve low NOx emissions. Low load operating regions are typified by substantial emissions of CO and HC and there exists an upper operating load limitation due to very high rates of in-cylinder gas pressure rise. In this study mixtures of gasoline and diesel fuel were investigated using a multi-cylinder light duty diesel engine. It was found that an increased proportion of gasoline fuel reduced smoke emissions at higher operating loads through an increase in charge premixing resulting from an increase in ignition delay and higher fuel volatility. The results of this investigation confirm that a combination of fuel properties, exhibiting higher volatility and increased ignition delay, would enable a widening of the low emission operating regime, but that consideration must be given to combustion stability at low operating loads. Copyright © 2007 SAE International.
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The presence of liquid fuel inside the engine cylinder is believed to be a strong contributor to the high levels of hydrocarbon emissions from spark ignition (SI) engines during the warm-up period. Quantifying and determining the fate of the liquid fuel that enters the cylinder is the first step in understanding the process of emissions formation. This work uses planar laser induced fluorescence (PLIF) to visualize the liquid fuel present in the cylinder. The fluorescing compounds in indolene, and mixtures of iso-octane with dopants of different boiling points (acetone and 3-pentanone) were used to trace the behavior of different volatility components. Images were taken of three different planes through the engine intersecting the intake valve region. A closed valve fuel injection strategy was used, as this is the strategy most commonly used in practice. Background subtraction and masking were both performed to reduce the effect of any spurious fluorescence. The images were analyzed on both a time and crank angle (CA) basis, showing the time of maximum liquid fuel present in the cylinder and the effect of engine events on the inflow of liquid fuel. The results show details of the liquid fuel distribution as it enters the engine as a function of crankangle degree, volatility and location in the cylinder. A. semi-quantitative analysis based on the integration of the image intensities provides additional information on the temporal distribution of the liquid fuel flow. © 1998 Society of Automotive Engineers, Inc.
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IMPORTANCE: Forward models predict the sensory consequences of planned actions and permit discrimination of self- and non-self-elicited sensation; their impairment in schizophrenia is implied by an abnormality in behavioral force-matching and the flawed agency judgments characteristic of positive symptoms, including auditory hallucinations and delusions of control. OBJECTIVE: To assess attenuation of sensory processing by self-action in individuals with schizophrenia and its relation to current symptom severity. DESIGN, SETTING, AND PARTICIPANTS: Functional magnetic resonance imaging data were acquired while medicated individuals with schizophrenia (n = 19) and matched controls (n = 19) performed a factorially designed sensorimotor task in which the occurrence and relative timing of action and sensation were manipulated. The study took place at the neuroimaging research unit at the Institute of Cognitive Neuroscience, University College London, and the Maudsley Hospital. RESULTS: In controls, a region of secondary somatosensory cortex exhibited attenuated activation when sensation and action were synchronous compared with when the former occurred after an unexpected delay or alone. By contrast, reduced attenuation was observed in the schizophrenia group, suggesting that these individuals were unable to predict the sensory consequences of their own actions. Furthermore, failure to attenuate secondary somatosensory cortex processing was predicted by current hallucinatory severity. CONCLUSIONS AND RELEVANCE: Although comparably reduced attenuation has been reported in the verbal domain, this work implies that a more general physiologic deficit underlies positive symptoms of schizophrenia.
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Temporal synchronization of multiple video recordings of the same dynamic event is a critical task in many computer vision applications e.g. novel view synthesis and 3D reconstruction. Typically this information is implied, since recordings are made using the same timebase, or time-stamp information is embedded in the video streams. Recordings using consumer grade equipment do not contain this information; hence, there is a need to temporally synchronize signals using the visual information itself. Previous work in this area has either assumed good quality data with relatively simple dynamic content or the availability of precise camera geometry. In this paper, we propose a technique which exploits feature trajectories across views in a novel way, and specifically targets the kind of complex content found in consumer generated sports recordings, without assuming precise knowledge of fundamental matrices or homographies. Our method automatically selects the moving feature points in the two unsynchronized videos whose 2D trajectories can be best related, thereby helping to infer the synchronization index. We evaluate performance using a number of real recordings and show that synchronization can be achieved to within 1 sec, which is better than previous approaches. Copyright 2013 ACM.
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Toll-like receptor 3 (TLR3) participates in the innate immune response by recognizing viral pathogens. To investigate grass carp immune system responding to GCRV (grass carp reovirus) infection, the full-length cDNA sequence and genomic organization of grass carp TLR3 (CiTLR3) was identified and characterized. The full-length genome sequence of CiTLR3 is composed of 5668 nucleotides, including five exons and four introns. The full-length of CiTLR3 cDNA is 3681 bp in length and encodes a polypeptide of 904 amino acids with an estimated molecular mass of 102,765 Da and a predicted isoelectric point of 8.35. Analysis of the deduced amino acid sequence indicated that CiTLR3 has four main structural domains, including a signal peptide sequence, 14 LRR (leucine-rich repeat) motifs, a transmembrane region and a TIR (Toll/interleukin-1 receptor) domain. It is most similar to the crucian carp (Carassius auratus) TLR3 amino acid sequence with an identity of 99%. Quantitative RT-PCR analysis showed that CiTLR3 transcripts were significantly up-regulated starting at day 1 and continued through day 7 following GCRV infection (P < 0.05). These data implied that CiTLR3 is involved in antiviral defense, provide molecular and functional information for grass carp TLR3, and implicate their role in mediating immune protection against grass carp viral diseases. (C) 2009 Elsevier Ltd. All rights reserved.