Contagion in financial networks: a network theory and agent-based approaches to modeling the spread of risk in financial systems

Esta dissertação estuda a propagação de crises sobre o sistema financeiro. Mais especi- ficamente, busca-se desenvolver modelos que permitam simular como um determinado choque econômico atinge determinados agentes do sistema financeiro e apartir dele se propagam, transformando-se em um problema sistêmico. A dissertação é dividida em dois capítulos,além da introdução. O primeiro capítulo desenvolve um modelo de propa- gação de crises em fundos de investimento baseado em ciência das redes.Combinando dois modelos de propagação em redes financeiras, um simulando a propagação de perdas em redes bipartites de ativos e agentes financeiros e o outro simulando a propagação de perdas em uma rede de investimentos diretos em quotas de outros agentes, desenvolve-se um algoritmo para simular a propagação de perdas através de ambos os mecanismos e utiliza-se este algoritmo para simular uma crise no mercado brasileiro de fundos de investimento. No capítulo 2,desenvolve-se um modelo de simulação baseado em agentes, com agentes financeiros, para simular propagação de um choque que afeta o mercado de operações compromissadas.Criamos também um mercado artificial composto por bancos, hedge funds e fundos de curto prazo e simulamos a propagação de um choque de liquidez sobre um ativo de risco securitizando utilizado para colateralizar operações compromissadas dos bancos.

Transparent access to relational, autonomous and distributed databases using semantic web and service oriented technologies

With the constant grow of enterprises and the need to share information across departments and business areas becomes more critical, companies are turning to integration to provide a method for interconnecting heterogeneous, distributed and autonomous systems. Whether the sales application needs to interface with the inventory application, the procurement application connect to an auction site, it seems that any application can be made better by integrating it with other applications. Integration between applications can face several troublesome due the fact that applications may not have been designed and implemented having integration in mind. Regarding to integration issues, two tier software systems, composed by the database tier and by the “front-end” tier (interface), have shown some limitations. As a solution to overcome the two tier limitations, three tier systems were proposed in the literature. Thus, by adding a middle-tier (referred as middleware) between the database tier and the “front-end” tier (or simply referred application), three main benefits emerge. The first benefit is related with the fact that the division of software systems in three tiers enables increased integration capabilities with other systems. The second benefit is related with the fact that any modifications to the individual tiers may be carried out without necessarily affecting the other tiers and integrated systems and the third benefit, consequence of the others, is related with less maintenance tasks in software system and in all integrated systems. Concerning software development in three tiers, this dissertation focus on two emerging technologies, Semantic Web and Service Oriented Architecture, combined with middleware. These two technologies blended with middleware, which resulted in the development of Swoat framework (Service and Semantic Web Oriented ArchiTecture), lead to the following four synergic advantages: (1) allow the creation of loosely-coupled systems, decoupling the database from “front-end” tiers, therefore reducing maintenance; (2) the database schema is transparent to “front-end” tiers which are aware of the information model (or domain model) that describes what data is accessible; (3) integration with other heterogeneous systems is allowed by providing services provided by the middleware; (4) the service request by the “frontend” tier focus on ‘what’ data and not on ‘where’ and ‘how’ related issues, reducing this way the application development time by developers.

Clonagem e expressão do gene que codifica o inibidor de quimotripsina de Erythrina velutina WILLD. - caracterização e avaliação de seu potencial farmacológico

Proteinases are enzymes distributed widely founded in several organisms and perform many different functions, from maintaining homeostasis to the worsening of some diseases such as cancer, autoimmune diseases and infections. The proteins responsible of controlling the action of these enzymes are the inhibitors, that are classified based on their target proteases and are founded since simple organisms, such as bacteria, to higher organisms, such as larger plants and mammals. Plant proteinase inhibitors act by reducing or inactivating the activity of target proteases, thus, these proteins have been studied as potential tools in the treatment of diseases related to protease activities. In this context, an inhibitor of chymotrypsin from Erythrina velutina, called EvCI was previously purified and it was observed that this protein plays in vitro anticoagulant activity and anti-inflammatory activity in in vivo model. Aiming to reduce the environmental impact caused by the purification EvCI in high amounts and to facilitate the process of obtaining this protein, the recombinant chymotrypsin inhibitor from Eryhrina velutina was produced after cloning and expression in Escherichia coli. The bacteria were grown in LB medium and after induction of the expression this material was subjected to procedures for cell lysis and the product was applied on Nickel-affinity column. The proteins adsorbed were digested by thrombin and applied on Chymotrypsin-Sepharose affinity column, obtaining the purified inhibitor, named recEvCI. After electrophoresis, the recombinant inhibitor showed an approximately molecular mass of 17 kDa, and reduced the chymotrypsin and elastase activities in vitro. The recombinant inhibitor was sequenced and was found similar amino acids residues when compared to other inhibitors deposited in the database, with some modifications. recEvCI showed high stability under pH variations and reducing conditions, maintaining its activity around 80%. This protein increased the blood coagulation time in vitro by acting on the intrinsic pathway and did not show cytotoxicity against strains of mouse 3T3 fibroblasts and RAW 264.7 macrophages. recEvCI showed microbicide activity related to release of nitric oxide and consequently the activation of macrophages, futhermore having proinflammatory effects assessed by increased release of TNF-α. These results indicate that recEvCI can be biotechnologically used as a new tool in the control of coagulation-related diseases as well as can be an activating agent of the immune system in immunosuppressed individuals

Host-guest system of 4-nerolidylcatechol in 2-hydroxypropyl-beta-cyclodextrin: preparation, characterization and molecular modeling

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Genetic Diversity and Population Differentiation of the Causal Agent of Citrus Black Spot in Brazil

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

Histopathological analysis of the reproductive system of male dogs experimentally infected with Toxoplasma gondii

O presente trabalho teve como objetivo descrever eventuais alterações histopatológicas no sistema reprodutor (testículo e epidídimo) de cães machos experimentalmente infectados com Toxoplasma gondii. Para tal, 10 animais sorologicamente negativos para T. gondii foram selecionados e distribuídos em três grupos experimentais: GI - três cães inoculados com 2,0 x 10(5) oocistos da cepa P, GII - três cães infectados com 1,0 x 10(6) taquizoítos da cepa RH e GIII - quatro cães mantidos como controle. Pesquisa de anticorpos (IFI) contra T. gondii foi realizada. A infecção por T. gondii confirmou-se pela soroconversão de todos os machos infectados a partir do 7° e do 14° dia pós-inoculação (DPI) para cães que receberam taquizoítos e oocistos respectivamente. Decorridos 70DPI, realizou-se, em todos os cães, orquiectomia, e amostras (testículo e epidídimo) foram coletadas e processadas histologicamente para leitura em microscópio óptico. As seguintes alterações foram diagnosticadas: infiltrado inflamatório mononuclear leve e moderado em epidídimo, edema celular moderado, degeneração hidrópica e fibrose intersticial moderada em túbulos seminíferos. Os resultados histopatológicos do presente trabalho, aliados ao isolamento do T. gondii em fragmentos de testículo e epidídimo pela imunoistoquímica, juntamente com os resultados encontrados na literatura por outros autores em diferentes tecidos, permitem inferir que as alterações encontradas nos cães infectados com o respectivo protozoário são sugestivas de infecção toxoplásmica.

Digestible methionine plus cystine requirements of ISA Label broilers reared in free-range system

Three assays were carried out to determine the digestible methionine+cystine (Met+Cys) requirement for ISA Label broilers from both sexes. The birds were reared in free range system on starting phase (1 to 28 days), growing phase (28 to 56 days) and finishing phase (56 to 84 days). Four hundred and eighty birds were distributed into 24 pens, each one composed of shelter (3.13 m(2)) and pasture (72.87 m(2)). The experimental design was completely randomized with eight treatments as factorial arrangement (four Met+Cys levels and two sexes) with three replicates of 20 birds. The digestible Met+Cys levels were 0.532; 0.652; 0.772; 0.892% for starting phase; 0.515; 0.635; 0.755; 0.875% for growing phase and 0.469; 0.589; 0.709; 0.829% for finishing phase. The analyzed parameters were performance, carcass yield, body protein and fat deposition, weight and protein concentration in feathers. In the starting phase, the digestible Met+Cys level estimated for males was 0.765 and 0.803% for females, corresponding to 0.252 and 0.268% of Met+Cys/Mcal of ME, respectively. For the growing phase, the digestible Met+Cys level estimated was 0.716% for both sexes, corresponding to 0.235% of Met+Cys/Mcal of ME. For the finishing phase, the Met+Cys levels were 0.756 and 0.597% for males and females, corresponding to 0.244 and 0.193% of Met+Cys/Mcal of ME respectively.

Multi-objective evolutionary particle swarm optimization in the assessment of the impact of distributed generation

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

ALGORITHM FOR PROBABILISTIC ANALYSIS of DISTRIBUTION SYSTEMS WITH DISTRIBUTED GENERATION

In this paper an efficient algorithm for probabilistic analysis of unbalanced three-phase weakly-meshed distribution systems is presented. This algorithm uses the technique of Two-Point Estimate Method for calculating the probabilistic behavior of the system random variables. Additionally, the deterministic analysis of the state variables is performed by means of a Compensation-Based Radial Load Flow (CBRLF). Such load flow efficiently exploits the topological characteristics of the network. To deal with distributed generation, a strategy to incorporate a simplified model of a generator in the CBRLF is proposed. Thus, depending on the type of control and generator operation conditions, the node with distributed generation can be modeled either as a PV or PQ node. To validate the efficiency of the proposed algorithm, the IEEE 37 bus test system is used. The probabilistic results are compared with those obtained using the Monte Carlo method.

Antimicrobial resistance of isolated Streptococcus pneumoniae in a hospital of the Brazilian public system

Streptococcus pneumoniae is the predominant bacterial agent that affects the human population with pneumonia. This disease is an important cause of death in the elderly and the children under five years old. In this study, 29 strains of invasive S. pneumoniae were isolated from 29 patients of pneumonia, bacteremia and meningitis in the laboratory of the Municipal Hospital in Paulinia, Brazil, from May 2006 to October 2007. Patients' age ranged from 8 months old to 60 years old. These strains of S. pneumoniae were isolated from blood, pleural fluid and cerebrospinal fluid (CSF) of patients. After typing of encapsulated strains of S. pneumoniae through quellung reaction, their resistance to antimicrobial agents was gauged through Disc Diffusion Technique followed by determination of minimum inhibitory concentration (MIC). Among the 29 strains analyzed, 23 were methicillin-sensitive and six were methicillin-resistant and penicillin intermediate resistant. No strain presented full resistance to penicillin. Serotyping was performed only in two samples, which belonged to serotype 18. Our data may alert ambulatory regarding the incidence of pneumococcal strains resistant to the most common drugs due to inappropriate use of antimicrobials and also collaborate to the elaboration of pneumococcal conjugate vaccines specific to each region.

Clastogenicity of Piper cubeba (Piperaceae) seed extract in an in vivo mammalian cell system

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Effect of genotype, finishing system, and sex on physiochemical characteristics of goat meat

Foram utilizados 78 cabritos de ambos os sexos e de cinco genótipos: raça Alpina, ½ Boer + ½ Alpina, ¾ Boer + ¼ Alpina, ½ Anglo-nubiana + ½ Alpina e tricross (½ Anglo-nubiana + ¼ Boer + ¼ Alpina), com peso médio inicial de 14,1 ± 2,5 kg. Objetivou-se avaliar os efeitos do genótipo, do sistema de terminação e do sexo sobre as características físico-químicas da carne. Os sistemas de terminação foram constituídos: ST1 - cabrito + mãe em pasto e ST2 - cabrito desmamado confinado. Os cabritos do ST1 foram mantidos em piquetes formados com Panicum maximum cv. Tanzânia e os do ST2 receberam dieta completa com 16% PB e 73% NDT. Os valores de pH, a* (teor de vermelho), Perda de Peso ao Cozimento (PPC) e porcentagem de Extrato Etéreo (EE) foram influenciados pelo genótipo. Os teores de vermelho (a*) e L* (luminosidade), PPC e porcentagens de umidade, proteína, EE e cinzas foram influenciados pelo sistema de terminação. O músculo longissimus dorsidos animais ½ BA apresentou as melhores características físico-químicas. Se a preferência do consumidor for por uma carne mais macia e com maior teor de gordura, as fêmeas são mais indicadas.

Short-term evaluation of the pulpo-dentin complex response to a resin-modified glass-ionomer cement and a bonding agent applied in deep cavities

Objectives. To evaluate the response of the pulpo-dentin complex following application of a resin-modified glass-ionomer cement or an adhesive system in deep cavities performed in human teeth.Methods. Deep class V cavities were prepared on the buccal surface of 26 premolars. In Group I the cavity walls (dentin) and enamel were conditioned with 32% phosphoric acid and the dentin adhesive system One Step (Bisco, Inc., Itasca, IL, USA) was applied. In Groups 2 and 3, before total etching and application of bonding agent, the cavity floor was lined with the resin-modified glass-ionomer cement-Vitrebond (3M ESPE Dental Products Division, St. Paul, MN, USA) or the calcium hydroxide cement-Dycal (control group, Dentsply, Mildford, DE, USA), respectively. The cavities were restored using light-cured Z-100 composite resin (3M ESPE). The teeth were extracted between 5 and 30 days and prepared for microscopic assessment. Serial sections were stained with H/E, Masson's trichrome, and Brown and Brenn techniques.Results. In Group 1, the inflammatory response was more evident than in Groups 2 and 3. Diffusion of dental material components across dentinal tubules was observed only in Group 1, in which the intensity of the pulp response increased as the remaining dentin thickness decreased. Bacteria were evidenced in the lateral walls of two samples (Group 2) which exhibited no inflammatory response or tissue disorganization.Conclusions. Based on the experimental conditions, it was concluded total acid etching followed by application of One Step bonding agent cannot be recommended as adequate procedures. In this clinical condition the cavity walls should be lined with a biocompatible dental material, such as Vitrebond or Dycal. 2003 Academy of Dental Materials. Published by Elsevier Ltd. All rights reserved.

Response of human pulps following acid conditioning and application of a bonding agent in deep cavities

Objectives. The aim of this in vivo study was to evaluate the human dental pulp response when a one-bottle adhesive system was applied on etched or unetched deep dentine.Methods. Eighteen class V deep cavity preparations were divided in three groups: group 1-total etching + two coats of single bond (SB) + composite resin (Z-100); group 2-enamel etching + two coats of SB + Z-100, group 3-cavity floor lined with a calcium hydroxide liner (Dycal) + acid-etching of enamel and lateral walls + two coats of SB + Z-100. Two teeth were used as intact control group. After 30 days the teeth were extracted and processed through H and E, Masson's trichrome and Brown and Brenn staining techniques.Results. Moderate inflammatory response, disorganization of pulp tissue, as well as, deposition of thin layer of reactionary dentin were observed in group 1 teeth in which the remaining dentin thickness (RDT) was less than 300 mum. These histological findings appear to be related to long resin tags formation and bonding agent diffusion through dentinal tubules. In group 2, slight inflammatory response was observed only in one tooth in which the RDT was 162 mum. In group 3, all the teeth showed normal histological characteristics which were similar to the intact control group. Presence of bacteria was not correlated with the intensity of pulpal response. The patients reported no symptoms during the experiment. Radiographic evaluation showed no periapical pathology for any of the teeth,Significance and conclusions. Acid-etched deep dentin (RDT less than 300 mum) lined with SB causes more intense pulpal response than unetched deep dentin. Based on the results observed in the present study and the conditions in which it was carried out, we recommend the application of a biocompatible liner before etching deep dentin and applying SB. (C) 2002 Academy of Dental Materials. Published by Elsevier B.V. Ltd. All rights reserved.

Propolis and the immune system: a review

Propolis has been used empirically for centuries and it was always mentioned as an immunomodulatory agent. In recent years, in vitro and in vivo assays provided new information concerning its mechanisms of action, thus a review dealing with propolis and the immune system became imperative. This review compiles data from our laboratory as well as from other researchers, focusing on its chemical composition and botanical sources, the seasonal effect on its composition and biological properties, its immunomodulatory and antitumor properties, considering its effects on antibody production and on different cells of the immune system, involving the innate and adaptive immune response. In vitro and in vivo assays demonstrated the modulatory action of propolis on murine peritoneal macrophages, increasing their microbicidal activity. Its stimulant action on the lytic activity of natural killer cells against tumor cells, and on antibody production was demonstrated. Propolis inhibitory effects on lymphoproliferation may be associated to its anti-inflammatory property. In immunological assays, the best results were observed when propolis was administered over a short-term to animals. Propolis antitumor property and its anticarcinogenic and antimutagenic potential are discussed. Since humans have used propolis for different purposes and propolis-containing products have been marketed, the knowledge of its properties with scientific basis is not only of academic interest but also of those who use propolis as well. This review opens a new perspective on the investigation of propolis biological properties, mainly with respect to the immune system. (c) 2007 Elsevier B.V.. All rights reserved.