869 resultados para Time-varying bond risk premia


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In this paper, a mixed-integer quadratic programming approach is proposed for the short-term hydro scheduling problem, considering head-dependency, discontinuous operating regions and discharge ramping constraints. As new contributions to earlier studies, market uncertainty is introduced in the model via price scenarios, and risk aversion is also incorporated by limiting the volatility of the expected profit through the conditional value-at-risk. Our approach has been applied successfully to solve a case Study based on one of the main Portuguese cascaded hydro systems, requiring a negligible computational time.

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Introduction: Healthcare improvements have allowed prevention but have also increased life expectancy, resulting in more people being at risk. Our aim was to analyse the separate effects of age, period and cohort on incidence rates by sex in Portugal, 2000–2008. Methods: From the National Hospital Discharge Register, we selected admissions (aged ≥49 years) with hip fractures (ICD9-CM, codes 820.x) caused by low/moderate trauma (falls from standing height or less), readmissions and bone cancer cases. We calculated person-years at risk using population data from Statistics Portugal. To identify period and cohort effects for all ages, we used an age–period–cohort model (1-year intervals) followed by generalised additive models with a negative binomial distribution of the observed incidence rates of hip fractures. Results: There were 77,083 hospital admissions (77.4 % women). Incidence rates increased exponentially with age for both sexes (age effect). Incidence rates fell after 2004 for women and were random for men (period effect). There was a general cohort effect similar in both sexes; risk of hip fracture altered from an increasing trend for those born before 1930 to a decreasing trend following that year. Risk alterations (not statistically significant) coincident with major political and economic change in the history of Portugal were observed around birth cohorts 1920 (stable–increasing), 1940 (decreasing–increasing) and 1950 (increasing–decreasing only among women). Conclusions: Hip fracture risk was higher for those born during major economically/politically unstable periods. Although bone quality reflects lifetime exposure, conditions at birth may determine future risk for hip fractures.

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Bancroftian filariasis is spreading in towns of endemic areas as in Recife, northeastern Brazil, where it is a major public health problem. This paper deals with the prevalence of microfilaraemia and filarial disease in two urban areas of Recife, studying their association with individual characteristics and variables related to the exposure to the vectors. The parasitologic survey was performed through a "door-to-door" census and microfilaraemia was examined by the thick-drop technique using 45µl of peripheral blood collected between 20:00 and 24:00 o' clock. 2,863 individuals aged between 5 and 65 years were interviewed and submitted to clinical examination. Males aged between 15 and 44 years old presented the greatest risk of being microfilaraemic. Microfilaraemia was also significantly associated with no use of bednet to sleep. The risk of being microfilaraemic was greater among those who had lived in the studied areas for more than 5 years. The overall disease prevalence was 6.3%. Males presented the greatest risk of developing acute disease. The risk of developing chronic manifestations was also greater among males and increased with age. We found no association between time of residence, bednet use, microfilaraemia and acute and chronic disease. We may conclude that in endemic areas there are subgroups of individuals who has a higher risk of being microfilariae carriers due to different behaviours in relation to vector contact.

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Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies.

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Schistosomiasis mansoni in the Serrano village, municipality of Cururupu, state of Maranhão, Brazil, is a widely spread disease. The PECE (Program for the Control of Schistosomiasis), undertaken since 1979 has reduced the prevalence of S. mansoni infection and the hepatosplenic form of the disease. Nevertheless piped water is available in 84% of the households, prevalence remains above 20%. In order to identify other risk factors responsible for the persistence of high prevalence levels, a cross-sectional survey was carried out in a systematic sample of 294 people of varying ages. Socioeconomic, environmental and demographic variables, and water contact patterns were investigated. Fecal samples were collected and analyzed by the Kato-Katz technique. Prevalence of S. mansoni infection was 24.1%, higher among males (35.5%) and between 10-19 years of age (36.6%). The risk factors identified in the univariable analysis were water contacts for vegetable extraction (Risk Ratio - RR = 2.92), crossing streams (RR = 2.55), bathing (RR = 2.35), fishing (RR = 2.19), hunting (RR = 2.17), cattle breeding (RR = 2.04), manioc culture (RR = 1.90) and leisure (RR = 1.56). After controlling for confounding variables by proportional hazards model the risks remained higher for males, vegetable extraction, bathing in rivers and water contact in rivers or in periodically inundated parts of riverine woodland (swamplands)

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A case-control study was conducted to identify risk factors for death from tetanus in the State of Pernambuco, Brazil. Information was obtained from medical records of 152 cases and 152 controls, admitted to the tetanus unit in the State University Hospital, in Recife, from 1990 to 1995. Variables were grouped in three different sets. Crude and adjusted odds ratios, p-values and 95% confidence intervals were estimated. Variables selected in the multivariate analysis in each set were controlled for the effect of those selected in the others. All factors related to the disease progression - incubation period, time elapsed between the occurrence of the first tetanus symptom and admission, and period of onset - showed a statistically significant association with death from tetanus. Similarly, signs and/or symptoms occurring on admission or in the following 24 hours (second set): reflex spasms, neck stiffness, respiratory signs/symptoms and respiratory failure requiring artificial ventilation (third set) were associated with death from tetanus even when adjusted for the effect of the others.

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Inspired in dynamic systems theory and Brewer’s contributions to apply it to economics, this paper establishes a bond graph model. Two main variables, a set of inter-connectivities based on nodes and links (bonds) and a fractional order dynamical perspective, prove to be a good macro-economic representation of countries’ potential performance in nowadays globalization. The estimations based on time series for 50 countries throughout the last 50 decades confirm the accuracy of the model and the importance of scale for economic performance.

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Anti-Toxoplasma IgG-avidity was determined in 168 serum samples from IgG- and IgM-positive pregnant women at various times during pregnancy, in order to evaluate the predictive value for risk of mother-to-child transmission in a single sample, taking the limitations of conventional serology into account. The neonatal IgM was considered the serologic marker of transmission. Fluorometric tests for IgG, IgM (immunocapture) and IgG-avidity were performed. Fifty-one of the 128 pregnant women tested gave birth in the hospital and neonatal IgM was obtained. The results showed 32 (62.75%) pregnant women having high avidity, IgM indexes between 0.6 and 2.4, and no infected newborn. Nineteen (37.25%) had low or inconclusive avidity, IgM indexes between 0.6 and 11.9, and five infected newborns and one stillbirth. In two infected newborns and the stillbirth maternal IgM indexes were low and in one infected newborn the only maternal parameter that suggested fetal risk was IgG-avidity. In the present study, IgG-avidity performed in single samples from positive IgM pregnant women helped to determine the risk of transmission at any time during pregnancy, especially when the indexes of the two tests were analysed with respect to gestational age. This model may be less expensive in developing countries where there is a high prevalence of infection than the follow-up of susceptible mothers until childbirth with monthly serology, and it creates a new perspective for the diagnosis of congenital toxoplasmosis.

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O método de união com ligações adesivas está cada vez mais a ser utilizado na conceção de estruturas mecânicas, por causa das vantagens significativas desta técnica em comparação com as ligações tradicionais. De facto, as juntas com ligação adesiva estão sob investigação intensa há bastante tempo. Entre as vantagens, destaca-se a redução de peso e possibilidade de unir diferentes materiais, incluindo compósitos, sem danificar as estruturas a ligar. Os adesivos comerciais variam desde resistentes e frágeis (por exemplo, Araldite® AV138) a menos resistentes e dúcteis (por exemplo, Araldite® 2015). Uma nova família de adesivos de poliuretano combina elevada resistência e ductilidade (por exemplo, Sikaforce® 7888). Este trabalho compara o desempenho à tração dos três adesivos supracitados, em juntas de alumínio (Al6082-T651) de sobreposição simples e dupla, com variação dos valores de comprimento de sobreposição (LO). A análise numérica de modelos de dano coesivo (MDC) foi realizada para analisar as tensões de arrancamento (oy) e as de corte (txy) na camada adesiva, para estudar a variável de dano do MDC durante o processo de rotura e para avaliar a capacidade MDC na previsão da resistência da junta. A análise da resistência e da variável de dano ajudou na compreensão das diferenças entre os adesivos no que se refere ao processo de rotura e resistência da junta. Observou-se que as juntas de sobreposição dupla apresentam uma distribuição de tensões bastante mais favorável relativamente às juntas de sobreposição simples, principalmente devido à eliminação da flexão do substrato interior. Como resultado, a resistência destas juntas foi tipicamente superior ao dobro da observada para as juntas de sobreposição simples, com exceção de algumas configurações de junta em que houve plastificação extensa ou mesmo rotura dos substratos por tração. O trabalho proposto permitiu também concluir que as previsões MDC são tipicamente precisas, e qual a família de adesivos é mais adequada para cada configuração de junta, com a clara vantagem para o Sikaforce® 7888. Como resultado deste trabalho, foram propostas diretrizes de conceção para juntas adesivas.

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HHV-6 is the etiological agent of Exanthem subitum which is considered the sixth most frequent disease in infancy. In immuno-compromised hosts, reactivation of latent HHV-6 infection may cause severe acute disease. We developed a Sybr Green Real Time PCR for HHV-6 and compared the results with nested conventional PCR. A 214 pb PCR derived fragment was cloned using pGEM-T easy from Promega system. Subsequently, serial dilutions were made in a pool of negative leucocytes from 10-6 ng/µL (equivalent to 2465.8 molecules/µL) to 10-9 (equivalent to 2.46 molecules/µL). Dilutions of the plasmid were amplified by Sybr Green Real Time PCR, using primers HHV3 (5' TTG TGC GGG TCC GTT CCC ATC ATA 3)'and HHV4 (5' TCG GGA TAG AAA AAC CTA ATC CCT 3') and by conventional nested PCR using primers HHV1 (outer): 5'CAA TGC TTT TCT AGC CGC CTC TTC 3'; HHV2 (outer): 5' ACA TCT ATA ATT TTA GAC GAT CCC 3'; HHV3 (inner) and HHV4 (inner) 3'. The detection threshold was determined by plasmid serial dilutions. Threshold for Sybr Green real time PCR was 24.6 molecules/µL and for the nested PCR was 2.46 molecules/µL. We chose the Real Time PCR for diagnosing and quantifying HHV-6 DNA from samples using the new Sybr Green chemistry due to its sensitivity and lower risk of contamination.

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Cross-sectional study analyzed as case-control to identify risk factors for non-adherence to antiretroviral therapy. We studied 412 out-clinics HIV infected subjects of three public hospitals of Recife, Pernambuco. The objective was to examine the association between non-adherence to the antiretroviral therapy and biological, social-behavior and demographics and economic factors, factors related to the disease and/or treatment, factors related to life habits and depression symptoms. Variables significantly associated with non-adherence to antiretroviral therapy were: time elapsed since HIV diagnosis (p = 0.002), daily dose (p = 0.046), use of alcohol (p = 0.030) and past drug use (p = 0.048), and borderline p-values were found for educational level (p = 0.093) and family monthly income (p = 0.08). In the multivariable analysis, the factors that remained in the final model were family monthly income, time period with HIV infection and use of alcohol. No association was observed between non-adherence to antiretroviral therapy and gender, age, sexual orientation, marital status, educational level and place of residence. Based on our results and the local situation we suggest: assessment of social needs; training of partners and/or families on supporting adherence, creation of "adherence groups" to motivate and to reassure patients on the benefits of treatment; counseling and/or psychotherapy for alcohol drinkers.

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Limited and contradictory information exists regarding the prognosis of HIV/HTLV-I co-infection. Our goal was to estimate the effect of HTLV-I infection on mortality in HIV-infected patients at a HIV reference center in Peru. We studied a retrospective cohort of HIV-infected patients, who were exposed or unexposed to HTLV-I. Exposed patients were Western Blot (WB) positive for both retroviruses. Unexposed patients were WB positive for HIV, and had least one negative EIA for HTLV-I. These were selected among patients who entered our Program immediately before and after each exposed patient, between January 1990 and June 2004. Survival time was considered between the diagnosis of exposure to HTLV-I and death or censoring. Confounding variables were age, gender, baseline HIV clinical stage, baseline CD4+ T cell count, and antiretroviral therapy. We studied 50 exposed, and 100 unexposed patients. Exposed patients had a shorter survival compared to unexposed patients [median survival: 47 months (95% CI: 17-77) vs. 85 months (95% CI: 70-100), unadjusted p = 0.06]. Exposed patients had a higher rate of mortality compared to unexposed patients (HIV/HTLV-I (24/50 [48%]) vs. HIV only (37/100 [37%]), univariable p = 0.2]. HTLV-I exposure was not associated to a higher risk of death in the adjusted analysis: HR: 1.2 (0.4-3.5). AIDS clinical stage and lack of antiretroviral therapy were associated to a higher risk of dying. In conclusions, HTLV-I infection was not associated with a higher risk of death in Peruvian HIV-infected patients. Advanced HIV infection and lack of antiretroviral therapy may explain the excess of mortality in this population.

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Tese apresentada como requisito parcial para obtenção do grau de Doutor em Estatística e Gestão de Informação pelo Instituto Superior de Estatística e Gestão de Informação da Universidade Nova de Lisboa

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics