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.

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.

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.

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).

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)

Odometria visual baseada em técnicas de structure from motion

Visual Odometry is the process that estimates camera position and orientation based solely on images and in features (projections of visual landmarks present in the scene) extraced from them. With the increasing advance of Computer Vision algorithms and computer processing power, the subarea known as Structure from Motion (SFM) started to supply mathematical tools composing localization systems for robotics and Augmented Reality applications, in contrast with its initial purpose of being used in inherently offline solutions aiming 3D reconstruction and image based modelling. In that way, this work proposes a pipeline to obtain relative position featuring a previously calibrated camera as positional sensor and based entirely on models and algorithms from SFM. Techniques usually applied in camera localization systems such as Kalman filters and particle filters are not used, making unnecessary additional information like probabilistic models for camera state transition. Experiments assessing both 3D reconstruction quality and camera position estimated by the system were performed, in which image sequences captured in reallistic scenarios were processed and compared to localization data gathered from a mobile robotic platform

Step Counting and Energy Expenditure Estimation in Patients With Chronic Obstructive Pulmonary Disease and Healthy Elderly: Accuracy of 2 Motion Sensors

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Energy expenditure during daily activities as measured by two motion sensors in patients with COPD

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

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.

Analytical and semi-analytical analysis of an artificial satellite's rotational motion

The rotational motion of an artificial satellite is studied by considering torques produced by gravity gradient and direct solar radiation pressure. A satellite of circular cylinder shape is considered here, and Andoyers variables are used to describe the rotational motion. Expressions for direct solar radiation torque are derived. When the earth's shadow is not considered, an analytical solution is obtained using Lagrange's method of variation of parameters. A semi-analytical procedure is proposed to predict the satellite's attitude under the influence of the earth's shadow. The analytical solution shows that angular variables are linear and periodic functions of time while their conjugates suffer only periodic variations. When compared, numerical and analytical solutions have a good agreement during the time range considered.

Analytical attitude prediction of spin stabilized spacecrafts perturbed by magnetic residual torque

An analytical approach for spin-stabilized spacecraft attitude prediction is presented for the influence of the residual magnetic torques. Assuming an inclined dipole model for the Earth's magnetic field, an analytical averaging method is applied to obtain the mean residual torque every orbital period. The orbit mean anomaly is utilized to compute the average components of residual torque in the spacecraft body frame reference system. The theory is developed for time variations in the orbital elements, and non-circular orbits, giving rise to many curvature integrals. It is observed that the residual magnetic torque does not have component along the spin axis. The inclusion of this torque on the rotational motion differential equations of a spin stabilized spacecraft yields conditions to derive an analytical solution. The solution shows that residual torque does not affect the spin velocity magnitude, contributing only for the precession and the drift of the spin axis of the spacecraft. (c) 2005 COSPAR. Published by Elsevier Ltd. All rights reserved.

Study of Stability of Rotational Motion of Spacecraft with Canonical Variables

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Mean motion resonances and the stability of a circumbinary disk in a triple stellar system

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)