890 resultados para Nelson and Siegel model
Resumo:
Security administrators face the challenge of designing, deploying and maintaining a variety of configuration files related to security systems, especially in large-scale networks. These files have heterogeneous syntaxes and follow differing semantic concepts. Nevertheless, they are interdependent due to security services having to cooperate and their configuration to be consistent with each other, so that global security policies are completely and correctly enforced. To tackle this problem, our approach supports a comfortable definition of an abstract high-level security policy and provides an automated derivation of the desired configuration files. It is an extension of policy-based management and policy hierarchies, combining model-based management (MBM) with system modularization. MBM employs an object-oriented model of the managed system to obtain the details needed for automated policy refinement. The modularization into abstract subsystems (ASs) segment the system-and the model-into units which more closely encapsulate related system components and provide focused abstract views. As a result, scalability is achieved and even comprehensive IT systems can be modelled in a unified manner. The associated tool MoBaSeC (Model-Based-Service-Configuration) supports interactive graphical modelling, automated model analysis and policy refinement with the derivation of configuration files. We describe the MBM and AS approaches, outline the tool functions and exemplify their applications and results obtained. Copyright (C) 2010 John Wiley & Sons, Ltd.
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We present a one-parameter extension of the raise and peel one-dimensional growth model. The model is defined in the configuration space of Dyck (RSOS) paths. Tiles from a rarefied gas hit the interface and change its shape. The adsorption rates are local but the desorption rates are non-local; they depend not only on the cluster hit by the tile but also on the total number of peaks (local maxima) belonging to all the clusters of the configuration. The domain of the parameter is determined by the condition that the rates are non-negative. In the finite-size scaling limit, the model is conformal invariant in the whole open domain. The parameter appears in the sound velocity only. At the boundary of the domain, the stationary state is an adsorbing state and conformal invariance is lost. The model allows us to check the universality of non-local observables in the raise and peel model. An example is given.
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Eukaryotic translation initiation factor 5A (eIF5A) is a protein that is highly conserved and essential for cell viability. This factor is the only protein known to contain the unique and essential amino acid residue hypusine. This work focused on the structural and functional characterization of Saccharomyces cerevisiae eIF5A. The tertiary structure of yeast eIF5A was modeled based on the structure of its Leishmania mexicana homologue and this model was used to predict the structural localization of new site-directed and randomly generated mutations. Most of the 40 new mutants exhibited phenotypes that resulted from eIF-5A protein-folding defects. Our data provided evidence that the C-terminal alpha-helix present in yeast eIF5A is an essential structural element, whereas the eIF5A N-terminal 10 amino acid extension not present in archaeal eIF5A homologs, is not. Moreover, the mutants containing substitutions at or in the vicinity of the hypusine modification site displayed nonviable or temperature-sensitive phenotypes and were defective in hypusine modification. Interestingly, two of the temperature-sensitive strains produced stable mutant eIF5A proteins - eIF5A(K56A) and eIF5A(Q22H,L93F)- and showed defects in protein synthesis at the restrictive temperature. Our data revealed important structural features of eIF5A that are required for its vital role in cell viability and underscored an essential function of eIF5A in the translation step of gene expression.
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The Guarguaraz Complex, in western Argentina, comprises a metasedimentary assemblage, associated with mafic sills and ultramafic bodies intruded by basaltic dikes, which are interpreted as Ordovician dismembered ophiolites. Two kinds of dikes are recognized, a group associated with the metasediments and the other ophiolite-related. Both have N-MORB signatures, with epsilon(Nd) between +3.5 and +8.2, indicating a depleted source, and Grenville model ages between 0.99 and 1.62 Ga. A whole-rock Sm-Nd isochron yielded an age of 655 +/- 76 Ma for these mafic rocks, which is compatible with cianobacteria and acritarchae recognized in the clastic metasedimentary platform sequences, that indicate a Neoproterozoic (Vendian)-Cambrian age of deposition. The Guarguaraz metasedimentary-ophiolitic complex represents, therefore, a remnant of an oceanic basin developed to the west of the Grenville-aged Cuyania terrane during the Neoproterozoic. The southernmost extension of these metasedimentary sequences in Cordon del Portillo might represent part of this platform and not fragments of the Chilenia terrane. An extensional event related to the fragmentation of Rodinia is represented by the mafic and ultramafic rocks. The Devonian docking of Chilenia emplaced remnants of ocean floor and slices of the Cuyania terrane (Las Yaretas Gneisses) in tectonic contact with the Neoproterozoic metasediments, marking the Devonian western border of Gondwana. (C) 2009 Elsevier Ltd. All rights reserved.
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In this article, we present the EM-algorithm for performing maximum likelihood estimation of an asymmetric linear calibration model with the assumption of skew-normally distributed error. A simulation study is conducted for evaluating the performance of the calibration estimator with interpolation and extrapolation situations. As one application in a real data set, we fitted the model studied in a dimensional measurement method used for calculating the testicular volume through a caliper and its calibration by using ultrasonography as the standard method. By applying this methodology, we do not need to transform the variables to have symmetrical errors. Another interesting aspect of the approach is that the developed transformation to make the information matrix nonsingular, when the skewness parameter is near zero, leaves the parameter of interest unchanged. Model fitting is implemented and the best choice between the usual calibration model and the model proposed in this article was evaluated by developing the Akaike information criterion, Schwarz`s Bayesian information criterion and Hannan-Quinn criterion.
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Intermolecular associations between a cationic lipid and two model polymers were evaluated from preparation and characterization of hybrid thin films cast on silicon wafers. The novel materials were prepared by spin-coating of a chloroformic solution of lipid and polymer on silicon wafer. Polymers tested for miscibility with the cationic lipid dioctadecyldimethylammonium bromide (DODAB) were polystyrene (PS) and poly(methyl methacrylate) (PMMA). The films thus obtained were characterized by ellipsometry, wettability, optical and atomic force microscopy, Fourier transform infrared spectroscopy (FTIR), differential scanning calorimetry (DSC), and activity against Escherichia coli. Whereas intermolecular ion-dipole interactions were available for the PMMA-DODAB interacting pair producing smooth PMMA-DODAB films, the absence of such interactions for PS-DODAB films caused lipid segregation, poor film stability (detachment from the silicon wafer) and large rugosity. In addition, the well-established but still remarkable antimicrobial DODAB properties were transferred to the novel hybrid PMMA/DODAB coating, which is demonstrated to be highly effective against E. coli.
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The interaction between cationic bilayer fragments and a model oligonucleotide was investigated by differential scanning calorimetry, turbidimetry, determination of excimer to monomer ratio of 2-(10-(1-pyrene)-decanoyl)-phosphatidyl-choline in bilayer fragment dispersions and dynamic light scattering for sizing and zeta-potential analysis. Salt (Na(2)HPO(4)), mononucleotide (2`-deoxyadenosine-5`-monophosphate) or poly (dA) oligonucleotide (3`-AAA AAA AAA A-5`) affected structure and stability of dioctadecyldimethylammonium bromide bilayer fragments. Oligonucleotide and salt increased bilayer packing due to bilayer fragment fusion. Mononucleotide did not reduce colloid stability or did not cause bilayer fragment fusion. Charge neutralization of bilayer fragments by poly (dA) at 1:10 poly (dA):dioctadecyldimethylammonium bromide molar ratio caused extensive aggregation, maximal size and zero of zeta-potential for the assemblies. Above charge neutralization, assemblies recovered colloid stability due to charge overcompensation. For bilayer fragments/poly (dA), the nonmonotonic behavior of colloid stability as a function of poly (dA) concentration was unique for the oligonucleotide and was not observed for Na(2)HPO(4) or 2`-deoxyadenosine-5`-monophosphate. For the first time, such interactions between cationic bilayer fragments and mono- or oligonucleotide were described in the literature. Bilayer fragments/oligonucleotide assemblies may find interesting applications in drug delivery. (c) 2010 Elsevier B.V. All rights reserved.
Resumo:
The Raman band assigned to the nu(C=O)mode in N,N-dimethylformamide (at ca. 1660 cm(-1)) was used as a probe to study a group of ionic liquids 1-alkyl-3-methylimidazolium bromide ([C(n)Mlm]Br) with different alkyl groups (n = 2, 4, 6, 8 and 10 carbons) in binary equimolar binary mixtures with dimethylformamide. Due to the high electric dipole moment of the group C=O, there is a substantial coupling between adjacent molecules in the solution, and the corresponding Raman band involves both vibrational and reorientational modes. Different chain lengths of the ILs lead to different extents of the uncoupling of adjacent molecules of dimethylformamide, resulting in different shifts for this band in the mixtures. Information about the organization of ionic liquids in solution was obtained and a model of aggregation for these systems is proposed. (C) 2010 Elsevier B.V. All rights reserved.
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The Thesis focused on hardware based Load balancing solution of web traffic through a load balancer F5 content switch. In this project, the implemented scenario for distributing HTTPtraffic load is based on different CPU usages (processing speed) of multiple member servers.Two widely used load balancing algorithms Round Robin (RR) and Ratio model (weighted Round Robin) are implemented through F5 load balancer. For evaluating the performance of F5 content switch, some experimental tests has been taken on implemented scenarios using RR and Ratio model load balancing algorithms. The performance is examined in terms of throughput (bits/sec) and Response time of member servers in a load balancing pool. From these experiments we have observed that Ratio Model load balancing algorithm is most suitable in the environment of load balancing servers with different CPU usages as it allows assigning the weight according to CPU usage both in static and dynamic load balancing of servers.
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This paper explores the distortions on the cost of education, associated with government policies and institutional factors, as an additional determinant of cross-country income differences. Agents are finitely lived and the model takes into account life-cycle features of human capital accumulation. There are two sectors, one producing goods and the other providing educational services. The model is calibrated and simulated for 89 economies. We find that human capital taxation has a relevant impact on incomes, which is amplified by its indirect effect on returns to physical capital. Life expectancy plays an important role in determining long-run output: the expansion of the population working life increases the present value of the flow of wages, which induces further human capital investment and raises incomes. Although in our simulations the largest gains are observed when productivity is equated across countries, changes in longevity and in the incentives to educational investment are too relevant to ignore.
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The focus of this thesis is to discuss the development and modeling of an interface architecture to be employed for interfacing analog signals in mixed-signal SOC. We claim that the approach that is going to be presented is able to achieve wide frequency range, and covers a large range of applications with constant performance, allied to digital configuration compatibility. Our primary assumptions are to use a fixed analog block and to promote application configurability in the digital domain, which leads to a mixed-signal interface. The use of a fixed analog block avoids the performance loss common to configurable analog blocks. The usage of configurability on the digital domain makes possible the use of all existing tools for high level design, simulation and synthesis to implement the target application, with very good performance prediction. The proposed approach utilizes the concept of frequency translation (mixing) of the input signal followed by its conversion to the ΣΔ domain, which makes possible the use of a fairly constant analog block, and also, a uniform treatment of input signal from DC to high frequencies. The programmability is performed in the ΣΔ digital domain where performance can be closely achieved according to application specification. The interface performance theoretical and simulation model are developed for design space exploration and for physical design support. Two prototypes are built and characterized to validate the proposed model and to implement some application examples. The usage of this interface as a multi-band parametric ADC and as a two channels analog multiplier and adder are shown. The multi-channel analog interface architecture is also presented. The characterization measurements support the main advantages of the approach proposed.
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This paper, first, presents some basic ideas and models of a structuralist development macroeconomics that complements and actualizes the thought of structuralist development economics that was dominant between the 1940s and the 1960s including in the World Bank. The new approach focus on the relation between the exchange rate and economic growth, and develops three interrelated models: the tendency to the overvaluation of the exchange, the critique of growth with foreign savings, and a model of the Dutch disease based on the existence of two exchange rate equilibriums: the “current” and the “industrial” equilibrium. Second, it summarizes “new developmentalism” – a sum of growth policies based on these models and on the experience of fast growing Asian countries
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Este trabalho tem por objetivo revelar o inter-relacionamento envolvendo os principais determinantes da capacidade de inovação. Até hoje inexistem estudos empíricos que apresentam um modelo abrangente sobre uma base de dados em larga escala mostrando as principais rotas para o desenvolvimento da capacidade de inovação. A partir de uma revisão abrangente e sistemática da literatura, construiu-se um modelo teórico integrando os principais fatores sugeridos em artigos teóricos e de revisão. Desenvolveu-se uma escala de medição confiável e testou-se o modelo empiricamente em uma amostra de 243 firmas brasileiras de vários ramos empresariais. Os métodos utilizados incluem a análise fatorial confirmatória, equações estruturais e a análise multigrupo da invariância estrutural. Os resultados evidenciaram o efeito direto do conhecimento do cliente e do mercado, assim como da gestão estratégica da tecnologia sobre o desempenho em inovação. Ambos os fatores são afetados pela intenção estratégica de inovar e pela liderança transformadora, por meio da gestão de pessoas para inovação. A organicidade da estrutura organizacional e a gestão de projetos têm efeito moderador positivo sobre a relação entre a gestão estratégica da tecnologia e o desempenho em inovação. Esse efeito moderador, entretanto, não se revelou na relação entre o conhecimento do cliente e do mercado e o desempenho em inovação, o que foi explicado post-hoc. O valor deste estudo está na apresentação de uma escala de medição confiável e de um modelo teórico validado empiricamente que integra várias correntes de estudo e explicita como a ação da liderança pode estruturar e alavancar os recursos gerenciais para gerar e manter a capacidade da organização de inovar. Tal modelo se constitui em um road-map que pode ajudar os gerentes a desenvolver estratégias e práticas capazes de alavancar o desempenho em inovação.
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Motivated by a novel stylized fact { countries with isolated capital cities display worse quality of governance { we provide a framework of endogenous institutional choice based on the idea that elites are constrained by the threat of rebellion, and that this threat is rendered less e ective by distance from the seat of political power. In established democracies, the threat of insurgencies is not a binding constraint, and the model predicts no correlation between isolated capitals and misgovernance. In contrast, a correlation emerges in equilibrium in the case of autocracies. Causality runs both ways: broader power sharing (associated with better governance) means that any rents have to be shared more broadly, hence the elite has less of an incentive to protect its position by isolating the capital city; conversely, a more isolated capital city allows the elite to appropriate a larger share of output, so the costs of better governance for the elite, in terms of rents that would have to be shared, are larger. We show evidence that this pattern holds true robustly in the data. We also show that isolated capitals are associated with less power sharing, a larger income premium enjoyed by capital city inhabitants, and lower levels of military spending by ruling elites, as predicted by the theory.
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Com o objetivo de precificar derivativos de taxas de juros no mercado brasileiro, este trabalho foca na implementação do modelo de Heath, Jarrow e Morton (1992) em sua forma discreta e multifatorial através de uma abordagem numérica, e, que possibilita uma grande flexibilidade na estimativa da taxa forward sob uma estrutura de volatilidade baseada em fatores ortogonais, facilitando assim a simulação de sua evolução por Monte Carlo, como conseqüência da independência destes fatores. A estrutura de volatilidade foi construída de maneira a ser totalmente não paramétrica baseada em vértices sintéticos que foram obtidos por interpolação dos dados históricos de cotações do DI Futuro negociado na BM&FBOVESPA, sendo o período analisado entre 02/01/2003 a 28/12/2012. Para possibilitar esta abordagem foi introduzida uma modificação no modelo HJM desenvolvida por Brace e Musiela (1994).