A systematic component of the jump-risk premium in an AJD model

We develop an affine jump diffusion (AJD) model with the jump-risk premium being determined by both idiosyncratic and systematic sources of risk. While we maintain the classical affine setting of the model, we add a finite set of new state variables that affect the paths of the primitive, under both the actual and the risk-neutral measure, by being related to the primitive's jump process. Those new variables are assumed to be commom to all the primitives. We present simulations to ensure that the model generates the volatility smile and compute the "discounted conditional characteristic function'' transform that permits the pricing of a wide range of derivatives.

Dynamic headspace solid-phase microextraction combined with one-dimensional gas chromatography–mass spectrometry as a powerful tool to differentiate banana cultivars based on their volatile metabolite profile

In this study the effect of the cultivar on the volatile profile of five different banana varieties was evaluated and determined by dynamic headspace solid-phase microextraction (dHS-SPME) combined with one-dimensional gas chromatography–mass spectrometry (1D-GC–qMS). This approach allowed the definition of a volatile metabolite profile to each banana variety and can be used as pertinent criteria of differentiation. The investigated banana varieties (Dwarf Cavendish, Prata, Maçã, Ouro and Platano) have certified botanical origin and belong to the Musaceae family, the most common genomic group cultivated in Madeira Island (Portugal). The influence of dHS-SPME experimental factors, namely, fibre coating, extraction time and extraction temperature, on the equilibrium headspace analysis was investigated and optimised using univariate optimisation design. A total of 68 volatile organic metabolites (VOMs) were tentatively identified and used to profile the volatile composition in different banana cultivars, thus emphasising the sensitivity and applicability of SPME for establishment of the volatile metabolomic pattern of plant secondary metabolites. Ethyl esters were found to comprise the largest chemical class accounting 80.9%, 86.5%, 51.2%, 90.1% and 6.1% of total peak area for Dwarf Cavendish, Prata, Ouro, Maçã and Platano volatile fraction, respectively. Gas chromatographic peak areas were submitted to multivariate statistical analysis (principal component and stepwise linear discriminant analysis) in order to visualise clusters within samples and to detect the volatile metabolites able to differentiate banana cultivars. The application of the multivariate analysis on the VOMs data set resulted in predictive abilities of 90% as evaluated by the cross-validation procedure.

Neuronal Assembly Detection and Cell Membership Specification by Principal Component Analysis

LOPES-DOS-SANTOS, V. , CONDE-OCAZIONEZ, S. ; NICOLELIS, M. A. L. , RIBEIRO, S. T. , TORT, A. B. L. . Neuronal assembly detection and cell membership specification by principal component analysis. Plos One, v. 6, p. e20996, 2011.

Do modelo geométrico ao modelo físico: o tridimensional na educação do arquiteto e urbanista

In the teaching practice of architecture and urbanism in Brazil, educational legislation views modeling laboratories and workshops as an indispensable component of the infrastructure required for the good functioning of any architectural course of study. Although the development of information technology at the international level has created new possibilities for digital production of architectural models, research in this field being underway since the early 1990s, it is only from 2007 onwards that such technologies started to be incorporated into the teaching activity of architecture and urbanism in Brazil, through the pioneering experience at LAPAC/FEC/UNICAMP. It is therefore a recent experiment whose challenges can be highlighted through the following examples: (i) The implementation of digital prototyping laboratories in undergraduate courses of architecture and urbanism is still rare in Brazil; (ii) As a new developing field with few references and application to undergraduate programs, it is hard to define methodological procedures suitable for the pedagogical curricula already implemented or which have already been consolidated over the years; (iii) The new digital ways for producing tridimensional models are marked with specificities which make it difficult to fit them within the existing structures of model laboratories and workshops. Considering the above, the present thesis discusses the tridimensional model as a tool which may contribute to the development of students skills in perceiving, understanding and representing tridimensional space. Analysis is made of the relation between different forms of models and the teaching of architectural project, with emphasis on the design process. Starting from the conceptualization of the word model as it is used in architecture and urbanism, an attempt is made to identify types of tridimensional models used in the process of project conception, both through the traditional, manual way of model construction as well as through the digital ones. There is also an explanation on how new technologies for digital production of models through prototyping are being introduced in undergraduate academic programs of architecture and urbanism in Brazil, as well as a review of recent academic publications in this area. Based on the paradigm of reflective practice in teaching as designed by Schön (2000), the experiment applied in the research was undertaken in the integrated workshop courses of architectural project in the undergraduate program of architecture and urbanism at Universidade Federal do Rio Grande do Norte. Along the experiment, physical modeling, geometric modeling and digital prototyping are used in distinct moments of the design process with the purpose of observing the suitability of each model to the project s phases. The procedures used in the experiments are very close to the Action Research methodology in which the main purpose is the production of theoretical knowledge by improving the practice. The process was repeated during three consecutive semesters and reflection on the results which were achieved in each cycle helped enhancing the next one. As a result, a methodological procedure is proposed which consists of the definition of the Tridimensional Model as the integrating element for the contents studied in a specific academic period or semester. The teaching of Architectural Project as it is developed along the fifth academic period of the Architecture and Urbanism undergraduate program of UFRN is taken as a reference

Estudo sobre as potencialidades de compósitos à base de gesso e fibras de coco seco para aplicação na construção civil

The use of gypsum, one of the oldest building materials for the construction industry in the country has been experiencing a significant and steady growth, due to its low cost and some of its properties that confer comparative advantage over other binder materials. Its use comprises various applications including the coating of walls and the production of internal seals and linings. Moreover, the fibers are being increasingly incorporated into arrays fragile in an attempt to improve the properties of the composite by reducing the number of cracks, the opening of the same and its propagation velocity. Other properties, depending on the function of the component material or construction, among these thermal and acoustic performances, are of great importance in the context of buildings and could be improved, that is, having better performance with this embodiment. Conduct a comparative study of physico-mechanical, thermal and acoustic composite gypsum incorporating dry coconut fiber, in the form of blanket, constituted the main objective of this work. Improving the thermal and acoustic performances of precast gypsum, used for lining and internal vertical fences of buildings, was the purpose of development of these composites. To evaluate the effect of fiber content on the properties of the composites were used to manufacture the composite layer with different thicknesses. The composites were fabricated in the form of plates with dimensions of 500x500x24mm. To facilitate the comparative study of the properties were also made with material gypsum boards only. We then determined the physico-mechanical, thermal and acoustical plaster and composites. The results indicated that the composites were significant gains in relation to thermal performance and also acoustic, in certain frequency range, increasing the thickness of the blanket. Concerning other physical-mechanical properties, the results showed that although the compressive strength was lower than for the composite did not occur after a fracture catastrophic failure. The same trend was observed with regard to resistance to bending, since the composites have not suffered sudden rupture and still continued after the load supporting point of maximum load

Reduction capability of soil humic substances from the Rio Negro basin, Brazil, towards Hg(II) studied by a multimethod approach and principal component analysis (PCA)

This paper characterizes humic substances (HS) extracted from soil samples collected in the Rio Negro basin in the state of Amazonas, Brazil, particularly investigating their reduction capabilities towards Hg(II) in order to elucidate potential mercury cycling/volatilization in this environment. For this reason, a multimethod approach was used, consisting of both instrumental methods (elemental analysis, EPR, solid-state NMR, FIA combined with cold-vapor AAS of Hg(0)) and statistical methods such as principal component analysis (PCA) and a central composite factorial planning method. The HS under study were divided into groups, complexing and reducing ones, owing to different distribution of their functionalities. The main functionalities (cor)related with reduction of Hg(II) were phenolic, carboxylic and amide groups, while the groups related with complexation of Hg(II) were ethers, hydroxyls, aldehydes and ketones. The HS extracted from floodable regions of the Rio Negro basin presented a greater capacity to retain (to complex, to adsorb physically and/or chemically) Hg(II), while nonfloodable regions showed a greater capacity to reduce Hg(II), indicating that HS extracted from different types of regions contribute in different ways to the biogeochemical mercury cycle in the basin of the mid-Rio Negro, AM, Brazil. (c) 2007 Published by Elsevier B.V.

Estado nutricional antropométrico, perfil lipídico e consumo alimentar como fatores de risco para doença cardiovascular em adolescentes

The dyslipidemia and excess weight in adolescents, when combined, suggest a progression of risk factors for cardiovascular disease (CVD). Besides these, the dietary habits and lifestyle have also been considered unsuitable impacting the development of chronic diseases. The study objectives were: (1) estimate the prevalence of lipid profile and correlate with body mass index (BMI), waist circumference (WC) and waist / height ratio (WHR) in adolescents, considering the maturation sexual, (2) know the sources of variance in the diet and the number of days needed to estimate the usual diet of adolescents and (3) describe the dietary patterns and lifestyle of adolescents, family history of CVD and age correlates them with the patterns of risk for CVD, adjusted for sexual maturation. A cross-sectional study was performed with 432 adolescents, aged 10-19 years from public schools of the Natal city, Brazil. The dyslipidemias were evaluated considering the lipid profile, the index of I Castelli (TC / HDL) and II (LDL / HDL) and non-HDL cholesterol. Anthropometric indicators were BMI, WC and WHR. The intake of energy, nutrients including fiber, fatty acids and cholesterol was estimated from two 24-hour recalls (24HR). The variables of lipid profile, anthropometric and clinical data were used in the models of Pearson correlation and linear regression, considering the sexual maturation. The variance ratio of the diet was calculated from the component-person variance, determined by analysis of variance (ANOVA). The definition of the number of days to estimate the usual intake of each nutrient was obtained by taking the hypothetical correlation (r) ≥ 0.9, between nutrient intake and the true observed. We used the principal component analysis as a method of extracting factors that 129 accounted for the dependent variables and known cardiovascular risk obtained from the lipid profile, the index for Castelli I and II, non-HDL cholesterol, BMI, and WC the WHR. Dietary patterns and lifestyle were obtained from the independent variables, based on nutrients consumed and physical activity weekly. In the study of principal component analysis (PCA) was investigated associations between the patterns of cardiovascular risk factors in dietary patterns and lifestyle, age and positive family history of CVD, through bivariate and multiple logistic regression adjusted for sexual maturation. The low HDL-C dyslipidemia was most prevalent (50.5%) for adolescents. Significant correlations were observed between hypercholesterolemia and positive family history of CVD (r = 0.19, p <0.01) and hypertriglyceridemia with BMI (r = 0.30, p <0.01), with the CC (r = 0.32, p <0.01) and WHR (r = 0.33, p <0.01). The linear model constructed with sexual maturation, age and BMI explained about 1 to 10.4% of the variation in the lipid profile. The sources of variance between individuals were greater for all nutrients in both sexes. The reasons for variances were  1 for all nutrients were higher in females. The results suggest that to assess the diet of adolescents with greater precision, 2 days would be enough to R24h consumption of energy, carbohydrates, fiber, saturated and monounsaturated fatty acids. In contrast, 3 days would be recommended for protein, lipid, polyunsaturated fatty acids and cholesterol. Two cardiovascular risk factors as have been extracted in the ACP, referring to the dependent variables: the standard lipid profile (HDL-C and non-HDL cholesterol) and "standard anthropometric index (BMI, WC, WHR) with a power explaining 75% of the variance of the original data. The factors are representative of two independent variables led to dietary patterns, "pattern 130 western diet" and "pattern protein diet", and one on the lifestyle, "pattern energy balance". Together, these patterns provide an explanation power of 67%. Made adjustment for sexual maturation in males remained significant variables: the associations between puberty and be pattern anthropometric indicator (OR = 3.32, CI 1.34 to 8.17%), and between family history of CVD and the pattern lipid profile (OR = 2.62, CI 1.20 to 5.72%). In females adolescents, associations were identified between age after the first stage of puberty with anthropometric pattern (OR = 3.59, CI 1.58 to 8.17%) and lipid profile (OR = 0.33, CI 0.15 to 0.75%). Conclusions: The low HDL-C was the most prevalent dyslipidemia independent of sex and nutritional status of adolescents. Hypercholesterolemia was influenced by family history of CVD and sexual maturation, in turn, hypertriglyceridemia was closely associated with anthropometric indicators. The variance between the diets was greater for all nutrients. This fact reflected in a variance ratio less than 1 and consequently in a lower number of days requerid to estimate the usual diet of adolescents considering gender. The two dietary patterns were extracted and the pattern considered unhealthy lifestyle as healthy. The associations were found between the patterns of CVD risk with age and family history of CVD in the studied adolescents

Kinetics of cellular component in inflammatory response induced by different stimuli in the swim bladder of pacu, Piaractus mesopotamicus Holmberg 1887 (Characidae)

The present study assessed the kinetics of cell accumulation at the site of inflammation induced by thioglycolate, Escherichia coli lipopolysaccharide (LPS) and heat-inactivated Aeromonas hydrophila, in the pacu, Piaractus mesopotamicus (Characidae), swim bladder. A quantitative, as well as qualitative, assessment was done of all the cells present in the exudate at 6, 24, and 48 h (n = 8) after inoculation of inflammatory agents. The results show that the thioglycolate was the irritant to induce higher total inflammatory cell accumulation when compared to the control group, 6 h after insult (P < 0.05). Inoculation of heat-inactivated Aeromonas hydrophila induced progressive accumulation of total inflammatory cells, with cell number peaking after 24 h and being significantly higher than observed in the other groups (P < 0.05). Injection of LPS also induced greater cell accumulation when compared to the control group (P < 0.05), although in lower numbers than those induced by the other two irritants. All irritants injected induced significantly greater accumulation of lymphocytes and thrombocytes when compared to the control group (P < 0.05).

O ensino de enfermagem gerontológica na formação do enfermeiro

At the current time of demographic changes in the world , it is observed that the health sector requires restructuring of its practices in caring for the elderly , in order to enable a comprehensive and humane care . In this sense, we identify the need for qualified professionals to assist the elderly and, therefore , it is important that training curricula are adequate to this reality . The study aims to analyze how it develops teaching gerontological nursing component in undergraduate nursing . This is a descriptive , exploratory study with a qualitative approach, in two higher education institutions in the city of Natal / RN . The population involved corresponded to the coordinators of graduate courses in nursing and teachers who teach content of health care for the elderly, a total of seven participants . The data collection instruments were used: a questionnaire containing questions related to the characterization of the participants and the teaching of gerontological nursing in undergraduate courses in nursing and a form with items of analysis for pedagogical projects . The results were presented descriptively in tables and analyzed from coming themes of the main themes of the instruments defined in: knowledge about the research participants , knowledge of teaching gerontological nursing component and knowledge of pedagogical projects , discussed under Resolution paragraph . 03 of 7/11/2001 , which establishes standards for the nursing program , the educational projects of educational institutions , the Theoretical Donald Shoon and thematically relevant literature . The results indicate that the majority of participants were female (four), all have graduate though , none of them stated in the qualification of aging or elderly health area; the organization of the contents of the component in the curriculum, workload theoretical- methodological and practical teaching strategies presented was heterogeneous and sometimes diverging at the same institution . On the definition of gerontological nursing component was identified that is not well defined along the pedagogical design of educational institutions surveyed . It was concluded that in the context of this study , teaching gerontological nursing is present in the course of nursing education, but needs reevaluation and updating in order to teach a wider range of driving and health practices

Variance component estimates applying random regression models for test-day milk yield in Caracu heifers (Bos taurus Artiodactyla, Bovidae)

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Uma arquitetura baseada em SCTP e SIP para suporte a aplicações VoIP móveis e a especificação formal do seu módulo de controle

New versions of SCTP protocol allow the implementation of handover procedures in the transport layer, as well as the supply of a partially reliable communication service. A communication architecture is proposed herein, integrating SCTP with the session initiation protocol, SIP, besides additional protocols. This architecture is intended to handle voice applications over IP networks with mobility requirements. User localization procedures are specified in the application layer as well, using SIP, as an alternative mean to the mechanisms used by traditional protocols, that support mobility in the network layer. The SDL formal specification language is used to specify the operation of a control module, which coordinates the operation of the system component protocols. This formal specification is intended to prevent ambiguities and inconsistencies in the definition of this module, assisting in the correct implementation of the elements of this architecture

IgE antibody response to the main antigenic component of Paracoccidioides brasiliensis in patients with paracoccidioidomycosis

Paracoccidioidomycosis (PCM) has two main clinical presentations, a chronic form (CF) and an acute, more severe form (AF). The AF is associated with a more marked dysfunction of the patient's immune response, and a distinct anti-Paracoccidioides brasiliensis immunoglobulin (Ig)A and IgG antibody subclass expression, compared with that seen in the CF. In this study we investigated the presence of IgE antibodies against the main P. brasiliensis antigen (a 43-kDa molecule) in the serum of PCM patients using an enzyme-linked immunosorbent assay. We found that 100% of the AF patients (n = 16) produced IgE antibodies, mostly at high levels, whereas only 9 (27%) out of 33 CF patients produced this isotype. Interestingly, these nine patients presented higher serological titers on the counter-immunoelectrophoresis assays than did those who did not produce IgE; a finding that suggests that they had a relatively more severe disease. As IgE is a characteristic feature of the AF patients, and switching to a positive IgE response is dependent on interleukin-4, our results support the notion that the relatively more severe impairment of cellular immunity in the AF is probably related to a Th-2 pattern of immune response.

The contribution of 700,000 ORF sequence tags to the definition of the human transcriptome

open reading frame expressed sequences tags (ORESTES) differ from conventional ESTs by providing sequence data from the central protein coding portion of transcripts. We generated a total of 696,745 ORESTES sequences from 24 human tissues and used a subset of the data that correspond to a set of 15,095 full-length mRNAs as a means of assessing the efficiency of the strategy and its potential contribution to the definition of the human transcriptome. We estimate that ORESTES sampled over 80% of all highly and moderately expressed, and between 40% and 50% of rarely expressed, human genes. In our most thoroughly sequenced tissue, the breast, the 130,000 ORESTES generated are derived from transcripts from an estimated 70% of all genes expressed in that tissue, with an equally efficient representation of both highly and poorly expressed genes. In this respect, we find that the capacity of the ORESTES strategy both for gene discovery and shotgun transcript sequence generation significantly exceeds that of conventional ESTs. The distribution of ORESTES is such that many human transcripts are now represented by a scaffold of partial sequences distributed along the length of each gene product. The experimental joining of the scaffold components, by reverse transcription-PCR, represents a direct route to transcript finishing that may represent a useful alternative to full-length cDNA cloning.

Efeitos não-gaussianos em astrofísica e cosmologia

The recent astronomical observations indicate that the universe has null spatial curvature, is accelerating and its matter-energy content is composed by circa 30% of matter (baryons + dark matter) and 70% of dark energy, a relativistic component with negative pressure. However, in order to built more realistic models it is necessary to consider the evolution of small density perturbations for explaining the richness of observed structures in the scale of galaxies and clusters of galaxies. The structure formation process was pioneering described by Press and Schechter (PS) in 1974, by means of the galaxy cluster mass function. The PS formalism establishes a Gaussian distribution for the primordial density perturbation field. Besides a serious normalization problem, such an approach does not explain the recent cluster X-ray data, and it is also in disagreement with the most up-to-date computational simulations. In this thesis, we discuss several applications of the nonextensive q-statistics (non-Gaussian), proposed in 1988 by C. Tsallis, with special emphasis in the cosmological process of the large structure formation. Initially, we investigate the statistics of the primordial fluctuation field of the density contrast, since the most recent data from the Wilkinson Microwave Anisotropy Probe (WMAP) indicates a deviation from gaussianity. We assume that such deviations may be described by the nonextensive statistics, because it reduces to the Gaussian distribution in the limit of the free parameter q = 1, thereby allowing a direct comparison with the standard theory. We study its application for a galaxy cluster catalog based on the ROSAT All-Sky Survey (hereafter HIFLUGCS). We conclude that the standard Gaussian model applied to HIFLUGCS does not agree with the most recent data independently obtained by WMAP. Using the nonextensive statistics, we obtain values much more aligned with WMAP results. We also demonstrate that the Burr distribution corrects the normalization problem. The cluster mass function formalism was also investigated in the presence of the dark energy. In this case, constraints over several cosmic parameters was also obtained. The nonextensive statistics was implemented yet in 2 distinct problems: (i) the plasma probe and (ii) in the Bremsstrahlung radiation description (the primary radiation from X-ray clusters); a problem of considerable interest in astrophysics. In another line of development, by using supernova data and the gas mass fraction from galaxy clusters, we discuss a redshift variation of the equation of state parameter, by considering two distinct expansions. An interesting aspect of this work is that the results do not need a prior in the mass parameter, as usually occurs in analyzes involving only supernovae data.Finally, we obtain a new estimate of the Hubble parameter, through a joint analysis involving the Sunyaev-Zeldovich effect (SZE), the X-ray data from galaxy clusters and the baryon acoustic oscillations. We show that the degeneracy of the observational data with respect to the mass parameter is broken when the signature of the baryon acoustic oscillations as given by the Sloan Digital Sky Survey (SDSS) catalog is considered. Our analysis, based on the SZE/X-ray data for a sample of 25 galaxy clusters with triaxial morphology, yields a Hubble parameter in good agreement with the independent studies, provided by the Hubble Space Telescope project and the recent estimates of the WMAP