937 resultados para Algoritmic pairs trading, statistical arbitrage, Kalman filter, mean reversion.
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Consider a random medium consisting of N points randomly distributed so that there is no correlation among the distances separating them. This is the random link model, which is the high dimensionality limit (mean-field approximation) for the Euclidean random point structure. In the random link model, at discrete time steps, a walker moves to the nearest point, which has not been visited in the last mu steps (memory), producing a deterministic partially self-avoiding walk (the tourist walk). We have analytically obtained the distribution of the number n of points explored by the walker with memory mu=2, as well as the transient and period joint distribution. This result enables us to explain the abrupt change in the exploratory behavior between the cases mu=1 (memoryless walker, driven by extreme value statistics) and mu=2 (walker with memory, driven by combinatorial statistics). In the mu=1 case, the mean newly visited points in the thermodynamic limit (N >> 1) is just < n >=e=2.72... while in the mu=2 case, the mean number < n > of visited points grows proportionally to N(1/2). Also, this result allows us to establish an equivalence between the random link model with mu=2 and random map (uncorrelated back and forth distances) with mu=0 and the abrupt change between the probabilities for null transient time and subsequent ones.
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Background and Purpose: The right kidney has been less frequently used in live donor nephrectomy, because of the shorter length of the right renal vein (RRV) that is associated with technical difficulties and higher rates of venous thrombosis. In live open donor or deceased donor transplant nephrectomy, an additional cuff of the inferior vena cava is usually removed, but this is a more difficult and risky maneuver in laparoscopic nephrectomy. For this reason, laparoscopic right nephrectomy (LRN) for renal transplantation (RT) is not frequently performed in most medical institutions. We evaluate the difference between RRV and left renal vein (LRV) lengths in cadavers, as harvested for RT by three clamping methods. Our objective was to obtain information that could clarify when LRN for RT should be encouraged or avoided with regard to conventional surgery. Materials and Methods: Ninety adult fresh unfrozen cadavers were randomly divided into three groups of 30, according to the clamping device used: Satinsky, stapler, and Hem-o-lok clip. The abdominal viscera were removed through a median xyphopubic incision, and the veins were measured on the bench. Two lateral limits were used: The renal hilum and the tangential line of the renal poles. As for medial limits, the inferior vena cava or the laparoscopic clipping device on the RRV were used on the right side, while on the LRV, the medial border of the emergence of the adrenal vein was considered. After section of the renal vein, a slight traction of the extremity was applied for the measurement. All measurements were obtained three times using a metallic millimetric ruler, and the arithmetic mean was considered. The chi-square, one-way analysis of variance, and paired t tests were used for statistical analysis. Statistical significance was accepted at P <= 0.05. Results: The groups of cadavers were homogeneous in demographic characteristics. Regardless of the clamping method and considering the useful length of the LRV, the RRV was statistically smaller. The evaluation of the vein length did not depend on the lateral limit considered. Independent of the clamping method, on both sides, the lengths after the vein section were larger than before the section, a fact attributed to traction. Use of a stapler and a single Hem-o-lok presented the same waste of vein length on the right side. On average, the RRV was 13.7% shorter than the LRV. Conclusions: With the wide acceptance of laparoscopic live donor nephrectomy, the length difference between the veins of both kidneys is an important issue, and the right kidney is therefore used less than the left, compared with conventional surgery. This article represents the first step to quantify the anatomic length of renal veins in different situations. Certainly, more imagenologic or surgical studies should be carried out before decisions can be made for better selection of patients for LRN.
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Objectives: Adults with major depressive disorder (MDD) are reported to have reduced orbitofrontal cortex (OFC) volumes, which could be related to decreased neuronal density. We conducted a study on medication naive children with MDD to determine whether abnormalities of OFC are present early in the illness course. Methods: Twenty seven medication naive pediatric Diagnostic and Statistical Manual of Mental Disorders, 4(th) edition (DSM-IV) MDD patients (mean age +/- SD = 14.4 +/- 2.2 years; 10 males) and 26 healthy controls (mean age +/- SD = 14.4 +/- 2.4 years; 12 males) underwent a 1.5T magnetic resonance imaging (MRI) with 3D spoiled gradient recalled acquisition. The OFC volumes were compared using analysis of covariance with age, gender, and total brain volume as covariates. Results: There was no significant difference in either total OFC volume or total gray matter OFC volume between MDD patients and healthy controls. Exploratory analysis revealed that patients had unexpectedly larger total right lateral (F = 4.2, df = 1, 48, p = 0.05) and right lateral gray matter (F = 4.6, df = 1, 48, p = 0.04) OFC volumes compared to healthy controls, but this finding was not significant following statistical correction for multiple comparisons. No other OFC subregions showed a significant difference. Conclusions: The lack of OFC volume abnormalities in pediatric MDD patients suggests the abnormalities previously reported for adults may develop later in life as a result of neural cell loss.
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Introduction: The purpose of this study was to compare the electromyography index of muscle coactivation of the following muscle pairs: posterior deltoid and pectoralis major (PD/PM); triceps brachii and biceps brachii (TB/BB); and serratus anterior and upper trapezius (SA/UT) during three different closed kinetic chain exercises (wall-press, bench-press and push-up) on an unstable surface at the maximal load. Methods: A total of 20 healthy sedentary men participated in the study. Integral linear values were obtained from three sustained contractions of six seconds each for the three proposed exercises. Mean coactivation index values were compared using the mixed-effects linear model, with a five percent significance level. Results: Electromyography indexes of muscle coactivation showed significant differences for the PD/PM and TB/BB muscle pairs. No differences were found between exercises for the SA/UT muscle pair. Conclusion: Our results seem to differ from those of previous studies, which reported that the similarity in exercises performed is responsible for the comparable muscle activation levels.
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Background: Structural myocardial abnormalities have been extensively documented in hypothyroidism. Experimental studies in animal models have also shown involvement of thyroid hormones in gene expression of myocardial collagen. This study was planned to investigate the ability of ultrasonic tissue characterization, as evaluated by integrated backscatter (IBS), to early identify myocardial involvement in thyroid dysfunction. Patients and Methods: We studied 15 patients with hyperthyroidism (HYPER), 8 patients with hypothyroidism (HYPO), 14 patients with subclinical hypothyroidism (SCH) and 19 normal (N) subjects, who had normal LV systolic function. After treatment, 10 HYPER, 6 HYPO, and 8 SCH patients were reevaluated. IBS images were obtained and analyzed in parasternal short axis (papillary muscle level) view, at left ventricular (LV) posterior wall. The following IBS variables were analyzed: 1) the corrected coefficient (CC) of IBS, obtained by dividing IBS intensity by IBS intensity measured in a rubber phantom, using the same equipment adjustments, at the same depth; 2) cardiac cyclic variation (CV) of IBS - peak-to-peak difference between maximal and minimal values of IBS during cardiac cycle; 3) cardiac cyclic variation index (CVI) of IBS - percentual relationship between the cyclic variation (CV) and the mean value of IBS intensity. Results: CC of IBS was significantly larger (p < 0.05) in HYPER (1.57 +/- 0.6) and HYPO (1.53 +/- 0.3) as compared to SCH (1.32 +/- 0.3) or N (1.15 +/- 0.27). The CV (dB) (HYPO: 7.5 +/- 2.4; SCH: 8.2 +/- 3.1; HYPER: 8.2 +/- 2.0) and the CVI (HYPO: 35.6 +/- 19.7%; SCH: 34.7 +/- 17.5%; HYPER: 37.8 +/- 11.6%) were not significantly different in patients with thyroid dysfunction as compared to N (7.0 +/- 2.0 and 44.5 +/- 15.1%). Conclusions: CC of IBS was able to differentiate cardiac involvement in patients with overt HYPO and HYPER who had normal LV systolic function. These early myocardial structural abnormalities were partially reversed by drug therapy in HYPER group. On the other hand, although mean IBS intensity tended to be slightly larger in patients with SCH as compared to N, this difference was not statistical significant.
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Objective: The objective of this study was to evaluate the influence of different Er:YAG laser (lambda = 2.94 mu m) energy parameters on the microtensile bond strength (mu TBS) and superficial morphology of bovine enamel bleached with 16% carbamide peroxide. Background: Laser irradiation could improve adhesion to bleached enamel surfaces. Methods: Sixty bovine enamel blocks (7x3x3 mm(3)) were randomly assigned to six groups according to enamel preparation procedures (n = 10): G1-bleaching and Er:YAG laser irradiation with 25.52 J/cm(2) (laser A, LA); G2-bleaching and Er:YAG laser irradiation with 4.42J/cm(2) (laser B, LB); G3-bleaching; G4-Er:YAG laser irradiation with 25.52 J/cm(2); G5-Er:YAG laser irradiation with 4.42J/cm(2); G6-control, no treatment. G1 to G3 were bleached for 6 h during 21 days. Afterwards, enamel surfaces in all groups were slightly abraded with 600-grit SiC papers and G1, G2, G4 and G5 were irradiated according to each protocol. Enamel blocks were then restored with an etch-and-rinse adhesive system and a 4-mm thick composite buildup was made in two increments (n = 9). After 24 h, restored blocks were serially sectioned with a cross-section area of similar to 1 mm(2) at the bonded interface and tested in tension in a universal testing machine (1 mm/min). Failure mode was determined at a magnification of x100 using a stereomicroscope. One treated block of each group was selected for scanning electron microscopy (SEM) analysis. mu TBS data were analyzed by two-way ANOVA and no statistical differences were observed among groups. Results: Mean bond strengths (SD) in MPa were: G1-30.4(6.2); G2-27.9(8.5); G3-32.3(3.9); G4-23.7(5.8); G5-29.3(6.0); G6-29.1(6.1). A large number of adhesive failures was recorded for bleached and irradiated enamel surfaces. Conclusions: Bleached enamel surfaces mu TBS values were not significantly different from those of unbleached enamel. Even though Er:YAG laser irradiation with both parameters had no influence on mu TBS for bleached and unbleached enamel, SEM analysis revealed that Er:YAG laser irradiation with 25.52J/cm(2) should not be recommended, as enamel ablation was observed, whereas irradiation with 4.42J/cm(2) did not promote any remarkable changes on enamel surface.
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Background: Dermatomyositis (DM) and polymyositis (PM) are rare systemic autoimmune rheumatic diseases with high fatality rates. There have been few population-based mortality studies of dermatomyositis and polymyositis in the world, and none have been conducted in Brazil. The objective of the present study was to employ multiple-cause of-death methodology in the analysis of trends in mortality related to dermatomyositis and polymyositis in the state of Sao Paulo, Brazil, between 1985 and 2007. Methods: We analyzed mortality data from the Sao Paulo State Data Analysis System, selecting all death certificates on which DM or PM was listed as a cause of death. The variables sex, age and underlying, associated or total mentions of causes of death were studied using mortality rates, proportions and historical trends. Statistical analysis were performed by chi-square and H Kruskal-Wallis tests, variance analysis and linear regression. A p value less than 0.05 was regarded as significant. Results: Over a 23-year period, there were 318 DM-related deaths and 316 PM-related deaths. Overall, DM/PM was designated as an underlying cause in 55.2% and as an associated cause in 44.8%; among 634 total deaths females accounted for 71.5%. During the study period, age-and gender-adjusted DM mortality rates did not change significantly, although PM as an underlying cause and total mentions of PM trended lower (p < 0.05). The mean ages at death were 47.76 +/- 20.81 years for DM and 54.24 +/- 17.94 years for PM (p = 0.0003). For DM/PM, respectively, as underlying causes, the principal associated causes of death were as follows: pneumonia (in 43.8%/33.5%); respiratory failure (in 34.4%/32.3%); interstitial pulmonary diseases and other pulmonary conditions (in 28.9%/17.6%); and septicemia (in 22.8%/15.9%). For DM/PM, respectively, as associated causes, the following were the principal underlying causes of death: respiratory disorders (in 28.3%/26.0%); circulatory disorders (in 17.4%/20.5%); neoplasms (in 16.7%/13.7%); infectious and parasitic diseases (in 11.6%/9.6%); and gastrointestinal disorders (in 8.0%/4.8%). Of the 318 DM-related deaths, 36 involved neoplasms, compared with 20 of the 316 PM-related deaths (p = 0.03). Conclusions: Our study using multiple cause of deaths found that DM/PM were identified as the underlying cause of death in only 55.2% of the deaths, indicating that both diseases were underestimated in the primary mortality statistics. We observed a predominance of deaths in women and in older individuals, as well as a trend toward stability in the mortality rates. We have confirmed that the risk of death is greater when either disease is accompanied by neoplasm, albeit to lesser degree in individuals with PM. The investigation of the underlying and associated causes of death related to DM/PM broaden the knowledge of the natural history of both diseases and could help integrate mortality data for use in the evaluation of control measures for DM/PM.
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Background: Ezetimibe specifically blocks the absorption of dietary and biliary cholesterol and plant sterols. Synergism of ezetimibe-statin therapy on LDL-cholesterol has been demonstrated, but data concerning the pleiotropic effects of this combination are controversial. Objective: This open-label trial evaluated whether the combination of simvastatin and ezetimibe also results in a synergistic effect that reduces the pro-inflammatory status of pre-diabetic subjects. Methods: Fifty pre-diabetic subjects were randomly assigned to one of 2 groups, one receiving ezetimibe (10 mg/day), the other, simvastatin (20 mg/d) for 12 weeks, followed by an additional 12-week period of combined therapy. Blood samples were collected at baseline, 12 and 24 weeks. RESULTS: Total cholesterol, LDL-cholesterol and apolipoprotein B levels decreased in all the periods analyzed (p < 0.01), but triglycerides declined significantly only after combined therapy. Both drugs induced reductions in C-reactive protein, reaching statistical significance after combining ezetimibe with the simvastatin therapy (baseline 0.59 +/- 0.14, simvastatin monotherapy 0.48 +/- 0.12 mg/dL and 0.35 +/- 0.12 mg/dL, p < 0.023). Such a reduction was independent of LDL-cholesterol change. However, mean levels of TNF-alpha and interleukin-6 and leukocyte count did not vary during the whole study. Conclusion: Expected synergistic lowering effects of a simvastatin and ezetimibe combination on LDL-cholesterol, apolipoprotein B and triglycerides levels were confirmed in subjects with early disturbances of glucose metabolism. We suggest an additive effect of this combination also on inflammatory status based on the reduction of C-reactive protein. Attenuation of pro-inflammatory conditions may be relevant in reducing cardiometabolic risk.
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Background: Adequate nutrition plays an important role in bone mass accrual and maintenance and has been demonstrated as a significant tool for the prevention of fractures in individuals with osteoporosis. Objective: The aim of the present study was to evaluate bone health-related nutrients intake and its association with osteoporotic fractures in a representative sample of 2344 individuals aged 40 years or older in Brazil. Methods: In a transversal population-based study, a total of 2420 individuals over 40 years old were evaluated from March to April 2006. Participants were men and women from all socioeconomic classes and education levels living around the Brazilian territory Individuals responded a questionnaire including self reported fractures as well a 24-hour food recall. Nutrient intakes were evaluated by Nutrition Data System for Research software (NDSR, University of Minnesota, 2007). Low trauma fracture was defined as that resulting of a fall from standing height or less. Nutrient intakes adequacies were performed by using the DRI's proposed values. Statistical analysis comprises Oneway ANCOVA adjusted by age and use of nutritional supplements and multiple logistic regression. SAS software was used for statistical analysis. Results: Fractures was reported by 13% of men and 15% of women. Women with fractures presented significantly higher calcium, phosphorus and magnesium intakes. However, in all regions and socio-economical levels mean intakes of bone related nutrients were below the recommended levels. It was demonstrated that for every 100 mg/phosphorus increase the risk of fractures by 9% (OR 1.09; IC95% 1.05-1.13, p < 0.001). Conclusion: The results demonstrated inadequacies in bone related nutrients in our population as well that an increase in phosphorus intake is related to bone fractures.
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This paper presents a new statistical algorithm to estimate rainfall over the Amazon Basin region using the Tropical Rainfall Measuring Mission (TRMM) Microwave Imager (TMI). The algorithm relies on empirical relationships derived for different raining-type systems between coincident measurements of surface rainfall rate and 85-GHz polarization-corrected brightness temperature as observed by the precipitation radar (PR) and TMI on board the TRMM satellite. The scheme includes rain/no-rain area delineation (screening) and system-type classification routines for rain retrieval. The algorithm is validated against independent measurements of the TRMM-PR and S-band dual-polarization Doppler radar (S-Pol) surface rainfall data for two different periods. Moreover, the performance of this rainfall estimation technique is evaluated against well-known methods, namely, the TRMM-2A12 [ the Goddard profiling algorithm (GPROF)], the Goddard scattering algorithm (GSCAT), and the National Environmental Satellite, Data, and Information Service (NESDIS) algorithms. The proposed algorithm shows a normalized bias of approximately 23% for both PR and S-Pol ground truth datasets and a mean error of 0.244 mm h(-1) ( PR) and -0.157 mm h(-1)(S-Pol). For rain volume estimates using PR as reference, a correlation coefficient of 0.939 and a normalized bias of 0.039 were found. With respect to rainfall distributions and rain area comparisons, the results showed that the formulation proposed is efficient and compatible with the physics and dynamics of the observed systems over the area of interest. The performance of the other algorithms showed that GSCAT presented low normalized bias for rain areas and rain volume [0.346 ( PR) and 0.361 (S-Pol)], and GPROF showed rainfall distribution similar to that of the PR and S-Pol but with a bimodal distribution. Last, the five algorithms were evaluated during the TRMM-Large-Scale Biosphere-Atmosphere Experiment in Amazonia (LBA) 1999 field campaign to verify the precipitation characteristics observed during the easterly and westerly Amazon wind flow regimes. The proposed algorithm presented a cumulative rainfall distribution similar to the observations during the easterly regime, but it underestimated for the westerly period for rainfall rates above 5 mm h(-1). NESDIS(1) overestimated for both wind regimes but presented the best westerly representation. NESDIS(2), GSCAT, and GPROF underestimated in both regimes, but GPROF was closer to the observations during the easterly flow.
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Aims. In an earlier paper we introduced a new method for determining asteroid families where families were identified in the proper frequency domain (n, g, g + s) ( where n is the mean-motion, and g and s are the secular frequencies of the longitude of pericenter and nodes, respectively), rather than in the proper element domain (a, e, sin(i)) (semi-major axis, eccentricity, and inclination). Here we improve our techniques for reliably identifying members of families that interact with nonlinear secular resonances of argument other than g or g + s and for asteroids near or in mean-motion resonant configurations. Methods. We introduce several new distance metrics in the frequency space optimal for determining the diffusion in secular resonances of argument 2g - s, 3g - s, g - s, s, and 2s. We also regularize the dependence of the g frequency as a function of the n frequency (Vesta family) or of the eccentricity e (Hansa family). Results. Our new approaches allow us to recognize as family members objects that were lost with previous methods, while keeping the advantages of the Carruba & Michtchenko (2007, A& A, 475, 1145) approach. More important, an analysis in the frequency domain permits a deeper understanding of the dynamical evolution of asteroid families not always obtainable with an analysis in the proper element domain.
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We study the star/galaxy classification efficiency of 13 different decision tree algorithms applied to photometric objects in the Sloan Digital Sky Survey Data Release Seven (SDSS-DR7). Each algorithm is defined by a set of parameters which, when varied, produce different final classification trees. We extensively explore the parameter space of each algorithm, using the set of 884,126 SDSS objects with spectroscopic data as the training set. The efficiency of star-galaxy separation is measured using the completeness function. We find that the Functional Tree algorithm (FT) yields the best results as measured by the mean completeness in two magnitude intervals: 14 <= r <= 21 (85.2%) and r >= 19 (82.1%). We compare the performance of the tree generated with the optimal FT configuration to the classifications provided by the SDSS parametric classifier, 2DPHOT, and Ball et al. We find that our FT classifier is comparable to or better in completeness over the full magnitude range 15 <= r <= 21, with much lower contamination than all but the Ball et al. classifier. At the faintest magnitudes (r > 19), our classifier is the only one that maintains high completeness (> 80%) while simultaneously achieving low contamination (similar to 2.5%). We also examine the SDSS parametric classifier (psfMag - modelMag) to see if the dividing line between stars and galaxies can be adjusted to improve the classifier. We find that currently stars in close pairs are often misclassified as galaxies, and suggest a new cut to improve the classifier. Finally, we apply our FT classifier to separate stars from galaxies in the full set of 69,545,326 SDSS photometric objects in the magnitude range 14 <= r <= 21.
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We show that the one-loop effective action at finite temperature for a scalar field with quartic interaction has the same renormalized expression as at zero temperature if written in terms of a certain classical field phi(c), and if we trade free propagators at zero temperature for their finite-temperature counterparts. The result follows if we write the partition function as an integral over field eigenstates (boundary fields) of the density matrix element in the functional Schrodinger field representation, and perform a semiclassical expansion in two steps: first, we integrate around the saddle point for fixed boundary fields, which is the classical field phi(c), a functional of the boundary fields; then, we perform a saddle-point integration over the boundary fields, whose correlations characterize the thermal properties of the system. This procedure provides a dimensionally reduced effective theory for the thermal system. We calculate the two-point correlation as an example.
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We consider a simple Maier-Saupe statistical model with the inclusion of disorder degrees of freedom to mimic the phase diagram of a mixture of rodlike and disklike molecules. A quenched distribution of shapes leads to a phase diagram with two uniaxial and a biaxial nematic structure. A thermalized distribution, however, which is more adequate to liquid mixtures, precludes the stability of this biaxial phase. We then use a two-temperature formalism, and assume a separation of relaxation times, to show that a partial degree of annealing is already sufficient to stabilize a biaxial nematic structure.
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We introduce a simple mean-field lattice model to describe the behavior of nematic elastomers. This model combines the Maier-Saupe-Zwanzig approach to liquid crystals and an extension to lattice systems of the Warner-Terentjev theory of elasticity, with the addition of quenched random fields. We use standard techniques of statistical mechanics to obtain analytic solutions for the full range of parameters. Among other results, we show the existence of a stress-strain coexistence curve below a freezing temperature, analogous to the P-V diagram of a simple fluid, with the disorder strength playing the role of temperature. Below a critical value of disorder, the tie lines in this diagram resemble the experimental stress-strain plateau and may be interpreted as signatures of the characteristic polydomain-monodomain transition. Also, in the monodomain case, we show that random fields may soften the first-order transition between nematic and isotropic phases, provided the samples are formed in the nematic state.