Volatility forecasting with range models: An evaluation of new alternatives to the CARR model

The aim of this paper is to analyze the forecasting ability of the CARR model proposed by Chou (2005) using the S&P 500. We extend the data sample, allowing for the analysis of different stock market circumstances and propose the use of various range estimators in order to analyze their forecasting performance. Our results show that there are two range-based models that outperform the forecasting ability of the GARCH model. The Parkinson model is better for upward trends and volatilities which are higher and lower than the mean while the CARR model is better for downward trends and mean volatilities.

Learning to manage in knowledge based organizations: the role of portfolios

Paper presented at the 8th European Conference on Knowledge Management, Barcelona, 6-7 Sep. 2008 URL: http://www.academic-conferences.org/eckm/eckm2007/eckm07-home.htm

Exposure to microbial volatile organic compounds in a waste-handling unit

The production of MVOC by fungi has been taken into account especially from the viewpoint of indoor pollution with microorganisms but the relevance of fungal metabolites in working environments has not been sufficiently studied. The purpose of this study was to assess exposure to MVOCs in a waste-handling unit. It was used Multirae equipment (RAE Systems) to measured MVOCs concentration with a 10.6 eV lamps. The measurements were done near workers nose and during the normal activities. All measurements were done continuously and had the duration of 5 minutes at least. It was consider the higher value obtained in each measurement. In addition, for knowing fungi contamination, five air samples of 50 litres were collected through impaction method at 140 L/minute, at one meter tall, on to malt extract agar with the antibiotic chloramphenicol (MEA). MVOCs results range between 4.7 ppm and 8.9 ppm in the 6 locations consider. These results are eight times higher than normally obtained in indoor settings. Considering fungi results, two species were identified in air, being the genera Penicillium found in all the samples in uncountable colonies and Rhizopus only in one sample (40 UFC/m3). These fungi are known as MVOCs producers, namely terpenoids, ketones, alcohols and others. Until now, there has been no evidence that MVOCs are toxicologically relevant, but further epidemiological research is necessary to elucidate their role on human’s health, particularly in occupational settings where microbiological contamination is common. Additionally, further research should concentrate on quantitative analyses of specific MVOCs.

Data mining techniques to support the classification of MV electricity customers

This paper describes a methodology that was developed for the classification of Medium Voltage (MV) electricity customers. Starting from a sample of data bases, resulting from a monitoring campaign, Data Mining (DM) techniques are used in order to discover a set of a MV consumer typical load profile and, therefore, to extract knowledge regarding to the electric energy consumption patterns. In first stage, it was applied several hierarchical clustering algorithms and compared the clustering performance among them using adequacy measures. In second stage, a classification model was developed in order to allow classifying new consumers in one of the obtained clusters that had resulted from the previously process. Finally, the interpretation of the discovered knowledge are presented and discussed.

From antimicrobial agents to health promotion

A emergência de multiresistência apresentada por microrganismos é um dos grandes desafios que enfrentam actualmente os profissionais de Saúde e a população em geral. Os factores que contribuem para o desenvolvimento de resistência a antibióticos na comunidade podem ser categorizados como comportamentais ou ambientais/políticas. O objectivo deste trabalho foi caracterizar a situação actual na visão dos Pais de alunos do pré-escolar e 1º ciclo. De modo a avaliar as necessidades de intervenção e as actividades a serem desenvolvidas, um instrumento para estudar os hábitos e comportamentos adoptados na utilização de antibióticos, foi adaptado, validado e aplicado numa amostra piloto.

Living conditions and receptive vocabulary of children aged two to five years

OBJECTIVE: To assess the receptive vocabulary of children aged between two years and six months and five years and eleven months who were attending childcare centers and kindergarten schools. METHODS: An analytical cross-sectional study was carried out in the municipality of Embu, Southeastern Brazil. The Peabody Picture Vocabulary Test and analysis of factors associated with children's performance were applied. The sample consisted of 201 children of both genders, aged between two and six years. Statistical analysis was performed using multivariate analysis and logistic regression model. The dependent variable analyzed was test performance and the independent variables were child's age, mother's level of education and family socio-demographic characteristics. RESULTS: It was observed that 44.3% of the children had performances in the test that were below what would be expected for their age. The factors associated with the best performances in the test were child's age (OR=2.4; 95% CI: 1.6-3.5) and mother's education level (OR= 3.2; 95% CI: 1.3-7.4). CONCLUSIONS: Mother's education level is important for child's language development. Settings such as childcare and kindergarten schools are protective factors for child development in families of low income and education.

Re-evaluation of a reported increased micronucleus frequency in lymphocytes of workers occupationally exposed to formaldehyde

A replicate evaluation of increased micronucleus (MN) frequencies in peripheral lymphocytes of workers occupationally exposed to formaldehyde (FA) was undertaken to verify the observed effect and to determine scoring variability. May–Grünwald–Giemsa-stained slides were obtained from a previously performed cytokinesis-block micronucleus test (CBMNT) with 56 workers in anatomy and pathology laboratories and 85 controls. The first evaluation by one scorer (scorer 1) had led to a highly significant difference between workers and controls (3.96 vs 0.81 MN per 1000 cells). The slides were coded before re-evaluation and the code was broken after the complete re-evaluation of the study. A total of 1000 binucleated cells (BNC) were analysed per subject and the frequency of MN (in ‰) was determined. Slides were distributed equally and randomly between two scorers, so that the scorers had no knowledge of the exposure status. Scorer 2 (32 exposed, 36 controls) measured increased MN frequencies in exposed workers (9.88 vs 6.81). Statistical analysis with the two-sample Wilcoxon test indicated that this difference was not significant (p = 0.17). Scorer 3 (20 exposed, 46 controls) obtained a similar result, but slightly higher values for the comparison of exposed and controls (19.0 vs 12.89; p = 0.089). Combining the results of the two scorers (13.38 vs 10.22), a significant difference between exposed and controls (p = 0.028) was obtained when the stratified Wilcoxon test with the scorers as strata was applied. Interestingly, the re-evaluation of the slides led to clearly higher MN frequencies for exposed and controls compared with the first evaluation. Bland–Altman plots indicated that the agreement between the measurements of the different scorers was very poor, as shown by mean differences of 5.9 between scorer 1 and scorer 2 and 13.0 between scorer 1 and scorer 3. Calculation of the intra-class correlation coefficient (ICC) revealed that all scorer comparisons in this study were far from acceptable for the reliability of this assay. Possible implications for the use of the CBMNT in human biomonitoring studies are discussed.

Mental health and psychiatry research in Brazil: scientific production from 1999 to 2003

OBJECTIVE: To assess the extent of mental health scientific production in Brazil from 1999 to 2003, and to identify the nature of the publications generated, their sources of finance and the ways of publicly disseminating the research findings. METHODS: Searches for publications were conducted in the Medline and PsychInfo databases for the period 1999-2003. A semi-structured questionnaire developed by an international team was applied to 626 mental health researchers, covering each interviewee's educational background, research experience, access to funding sources, public impact and research priorities. The sample was composed by 626 mental health researchers identified from 792 publications indexed on Medline and PsychInfo databases for the period above, and from a list of reviewers of Revista Brasileira de Psiquiatria. RESULTS: In Brazil, 792 publications were produced by 525 authors between 1999 and 2003 (441 indexed in Medline and 398 in the ISI database). The main topics were: depression (29.1%), substance misuse (14.6%), psychoses (10%), childhood disorders (7%) and dementia (6.7%). Among the 626 Brazilian mental health researchers, 329 answered the questionnaire. CONCLUSIONS: There were steadily increasing numbers of Brazilian articles on mental health published in foreign journals from 1999 to 2003: the number of articles in Medline tripled and it doubled in the ISI database. The content of these articles corresponded to the priorities within mental health, but there is a need for better interlinking between researchers and mental health policymakers.

In vitro exposure of acer negundo pollen to atmospheric levels of SO2 and NO2: effects on allergenicity and germination

In the last years, a rising trend of pollen allergies in urban areas has been attributed to atmospheric pollution. In this work, we investigated the effects of SO2 and NO2 on the protein content, allergenicity, and germination rate of Acer negundo pollen. A novel environmental chamber was assembled to exposure pollen samples with SO2 or NO2 at two different levels: just below and two times the atmospheric hour-limit value acceptable for human health protection in Europe. Results showed that protein content was lower in SO2- exposed pollen samples and slightly higher in NO2-exposed pollen compared to the control sample. No different polypeptide profiles were revealed by SDSPAGE between exposed and nonexposed pollen, but the immunodetection assays indicated higher IgE recognition by all sera of sensitized patients to Acer negundo pollen extracts in all exposed samples in comparison to the nonexposed samples. A decrease in the germination rate of exposed in contrast to nonexposed pollen was verified, which was more pronounced for NO2-exposed samples. Our results indicated that in urban areas, concentrations of SO2 and NO2 below the limits established for human protection can indirectly aggravate pollen allergy on predisposed individuals and affect plant reproduction.

Analysing organochlorine pesticides in strawberry jams using GC-ECD, GC-MS/MS and QuEChERS sample preparation

This paper describes a comparison of adaptations of the QuEChERS (quick, easy, cheap, effective, rugged and safe) approach for the determination of 14 organochlorine pesticide (OCP) residues in strawberry jam by concurrent use of gas chromatography (GC) coupled to electron capture detector (ECD) and GC tandem mass spectrometry (GC-MS/MS). Three versions were tested based on the original QuEChERS method. The results were good (overall average of 89% recoveries with 15% RSD) using the ultrasonic bath at five spiked levels. Performance characteristics, such as accuracy, precision, linear range, limits of detection (LOD) and quantification (LOQ), were determined for each pesticide. LOD ranged from 0.8 to 8.9 microg kg-1 ; LOQ was in the range of 2.5–29.8 microg kg- 1; and calibration curves were linear (r2>0.9970) in the whole range of the explored concentrations (5–100 microg kg- 1). The LODs of these pesticides were much lower than the maximum residue levels (MRLs) allowed in Europe for strawberries. The method was successfully applied to the quantification of OCP in commercially available jams. The OCPs were detected lower than the LOD.

Tracking of physical activity from adolescence to adulthood: a population-based study

OBJECTIVE: To assess the association between regular physical activity in adolescence and leisure-time physical activity in adulthood, with emphasis on gender differences. METHODS: A population-based cross-sectional study was carried out in Pelotas, Southern Brazil, in 2003. A representative sample of households was selected in multiple stages and subjects aged 20-59 years were interviewed. Leisure-time physical activity was evaluated using the International Physical Activity Questionnaire. Data on adolescent physical activity were based on subjects' recall. RESULTS: Of 2,577 subjects interviewed, 27.5% were classified as adequately active, and 54.9% reported regular physical activity in adolescence. Subjects who engaged in regular physical activity during adolescence were more likely to be adequately active in adulthood (adjusted prevalence ratio 1.42; 95% CI: 1.23; 1.65). This effect was stronger in women (adjusted prevalence ratio: 1.51; 95% CI: 1.22; 1.86) than men (adjusted prevalence ratio: 1.35; 95% CI: 1.10; 1.67). CONCLUSIONS: Promoting physical activity in school age may be a successful intervention against the epidemic of adult inactivity. Although women were less likely to report regular physical activity in adolescence, the effect of this experience on adult behavior was stronger than in men.

QuEChERS: a new sample preparation approach for the determination of ibuprofen and its metabolites in soils

Ibuprofen is one of the most used active pharmaceutical ingredients worldwide. A new method for the analysis of ibuprofen and its metabolites, hydroxyibuprofen and carboxyibuprofen, in soils is presented. The extraction of these compounds from the soil matrices was performed by using a modified quick, easy, cheap, effective, rugged, and safe (QuEChERS) method. The method involves a single extraction of the investigated compounds with purified water (acidified at pH 2.5 with hydrochloric acid), and a slow and continuous addition of the QuEChERS content, followed by the addition of acidified acetonitrile (1% acetic acid), prior to the determination by liquid chromatography coupled with fluorescence detection (LC–FLD). Validation studies were carried out using soil samples with a range of organic carbon contents. Recoveries of the fortified samples ranged from 79.5% to 101%. Relative standard deviations for all matrix–compound combinations did not exceed 3%. The method quantification limits were ≤22.4 μg kg−1 in all cases. The developed method was applied to the analysis of sixteen real samples.

The gambin model provides a superior fit to species abundance distributions with a single free parameter : evidence, implementation and interpretation

The species abundance distribution (SAD) has been a central focus of community ecology for over fifty years, and is currently the subject of widespread renewed interest. The gambin model has recently been proposed as a model that provides a superior fit to commonly preferred SAD models. It has also been argued that the model's single parameter (α) presents a potentially informative ecological diversity metric, because it summarises the shape of the SAD in a single number. Despite this potential, few empirical tests of the model have been undertaken, perhaps because the necessary methods and software for fitting the model have not existed. Here, we derive a maximum likelihood method to fit the model, and use it to undertake a comprehensive comparative analysis of the fit of the gambin model. The functions and computational code to fit the model are incorporated in a newly developed free-to-download R package (gambin). We test the gambin model using a variety of datasets and compare the fit of the gambin model to fits obtained using the Poisson lognormal, logseries and zero-sum multinomial distributions. We found that gambin almost universally provided a better fit to the data and that the fit was consistent for a variety of sample grain sizes. We demonstrate how α can be used to differentiate intelligibly between community structures of Azorean arthropods sampled in different land use types. We conclude that gambin presents a flexible model capable of fitting a wide variety of observed SAD data, while providing a useful index of SAD form in its single fitted parameter. As such, gambin has wide potential applicability in the study of SADs, and ecology more generally.

Occupational exposure to toxigenic fungi from Aspergillus flavus complex

Bioaerosols are mainly composed of fungal particles, bacteria and plant spores, being fungi responsible for the release of VOCs and micotoxins into indoor environments. Aspergillus flavus is a common opportunistic pathogen causing human infections and is involved in the production of aflatoxin and other secondary metabolites associated with toxic and allergic reactions. Poultry workers are exposed to high concentrations of fungi and are therefore more prone to develop associated pathologies. To evaluate occupational exposure of the workers to Aspergillus flavus and aflatoxins, six animal production facilities were selected, including 10 buildings, from which indoor air samples and outdoor reference samples were obtained. Twenty-five duplicate samples were collected by two methodologies: impactation onto malt extract agar of 25L air samples using a Millipore Air Tester were used to evaluate quantitative (CFU/m3) and qualitative (species identification, whenever possible) sample composition; 300 L air samples collected with the Coriolis Air Sampler into phosphate–saline buffer were used to isolate DNA, following molecular identification of Aspergillus section flavi using nor-1 specific primers by real-time PCR.

Water quality issues in rivers, lakes and reservoirs in Asian countries: an approach to the problems and the methodologies

Water covers over 70% of the Earth's surface, and is vital for all known forms of life. But only 3% of the Earth's water is fresh water, and less than 0.3% of all freshwater is in rivers, lakes, reservoirs and the atmosphere. However, rivers and lakes are an important part of fresh surface water, amounting to about 89%. In this Master Thesis dissertation, the focus is on three types of water bodies – rivers, lakes and reservoirs, and their water quality issues in Asian countries. The surface water quality in a region is largely determined both by the natural processes such as climate or geographic conditions, and the anthropogenic influences such as industrial and agricultural activities or land use conversion. The quality of the water can be affected by pollutants discharge from a specific point through a sewer pipe and also by extensive drainage from agriculture/urban areas and within basin. Hence, water pollutant sources can be divided into two categories: Point source pollution and Non-point source (NPS) pollution. Seasonal variations in precipitation and surface run-off have a strong effect on river discharge and the concentration of pollutants in water bodies. For example, in the rainy season, heavy and persistent rain wash off the ground, the runoff flow increases and may contain various kinds of pollutants and, eventually, enters the water bodies. In some cases, especially in confined water bodies, the quality may be positive related with rainfall in the wet season, because this confined type of fresh water systems allows high dilution of pollutants, decreasing their possible impacts. During the dry season, the quality of water is largely related to industrialization and urbanization pollution. The aim of this study is to identify the most common water quality problems in Asian countries and to enumerate and analyze the methodologies used for assessment of water quality conditions of both rivers and confined water bodies (lakes and reservoirs). Based on the evaluation of a sample of 57 papers, dated between 2000 and 2012, it was found that over the past decade, the water quality of rivers, lakes, and reservoirs in developing countries is being degraded. Water pollution and destruction of aquatic ecosystems have caused massive damage to the functions and integrity of water resources. The most widespread NPS in Asian countries and those which have the greatest spatial impacts are urban runoff and agriculture. Locally, mine waste runoff and rice paddy are serious NPS problems. The most relevant point pollution sources are the effluents from factories, sewage treatment plant, and public or household facilities. It was found that the most used methodology was unquestionably the monitoring activity, used in 49 of analyzed studies, accounting for 86%. Sometimes, data from historical databases were used as well. It can be seen that taking samples from the water body and then carry on laboratory work (chemical analyses) is important because it can give an understanding of the water quality. 6 papers (11%) used a method that combined monitoring data and modeling. 6 papers (11%) just applied a model to estimate the quality of water. Modeling is a useful resource when there is limited budget since some models are of free download and use. In particular, several of used models come from the U.S.A, but they have their own purposes and features, meaning that a careful application of the models to other countries and a critical discussion of the results are crucial. 5 papers (9%) focus on a method combining monitoring data and statistical analysis. When there is a huge data matrix, the researchers need an efficient way of interpretation of the information which is provided by statistics. 3 papers (5%) used a method combining monitoring data, statistical analysis and modeling. These different methods are all valuable to evaluate the water quality. It was also found that the evaluation of water quality was made as well by using other types of sampling different than water itself, and they also provide useful information to understand the condition of the water body. These additional monitoring activities are: Air sampling, sediment sampling, phytoplankton sampling and aquatic animal tissues sampling. Despite considerable progress in developing and applying control regulations to point and NPS pollution, the pollution status of rivers, lakes, and reservoirs in Asian countries is not improving. In fact, this reflects the slow pace of investment in new infrastructure for pollution control and growing population pressures. Water laws or regulations and public involvement in enforcement can play a constructive and indispensable role in environmental protection. In the near future, in order to protect water from further contamination, rapid action is highly needed to control the various kinds of effluents in one region. Environmental remediation and treatment of industrial effluent and municipal wastewaters is essential. It is also important to prevent the direct input of agricultural and mine site runoff. Finally, stricter environmental regulation for water quality is required to support protection and management strategies. It would have been possible to get further information based in the 57 sample of papers. For instance, it would have been interesting to compare the level of concentrations of some pollutants in the diferente Asian countries. However the limit of three months duration for this study prevented further work to take place. In spite of this, the study objectives were achieved: the work provided an overview of the most relevant water quality problems in rivers, lakes and reservoirs in Asian countries, and also listed and analyzed the most common methodologies.