Multi index model - uma abordagem para aplicação ao mercado accionista em Portugal

O mercado accionista, de uma forma global, tem-se revelado nos últimos tempos uma das principais fontes de incentivo ao mercado de valores mobiliários. O seu impacto junto do público em geral é enorme e a sua importância para as empresas é vital. Interessa, então, perceber como é que a teoria financeira tem obordado a avaliação e a compreensão do processo de formação de uma cotação. Desde os anos 50 até aos dias de hoje, interessa perceber como é que os diferentes autores têm tratado esta abordagem e quais os resultados deste confronto. Interessa sobretudo perceber o abordogem de Stephen Ross e a teoria do arbitragem. Na sequência desta obordagem e com o aparecimento do Multi Index Model, passou a ser possível extimar com maior precisão a evolução da cotação, na medida em que esta estaria dependente de um vasto conjunto de variavéis, que abragem uma vasta área de influência. O contributo de Ross é por isso decisivo. No final interessa reter a melhor técnica e teoria, que defende os interesses do investidor. Face o isto resta, então, saber qual a melhor técnica estatística para proceder a estes estudos empíricos.

Comorbidity adjustment index for the international classification of diseases, 10

OBJECTIVE: To develop a Charlson-like comorbidity index based on clinical conditions and weights of the original Charlson comorbidity index. METHODS: Clinical conditions and weights were adapted from the International Classification of Diseases, 10th revision and applied to a single hospital admission diagnosis. The study included 3,733 patients over 18 years of age who were admitted to a public general hospital in the city of Rio de Janeiro, southeast Brazil, between Jan 2001 and Jan 2003. The index distribution was analyzed by gender, type of admission, blood transfusion, intensive care unit admission, age and length of hospital stay. Two logistic regression models were developed to predict in-hospital mortality including: a) the aforementioned variables and the risk-adjustment index (full model); and b) the risk-adjustment index and patient's age (reduced model). RESULTS: Of all patients analyzed, 22.3% had risk scores >1, and their mortality rate was 4.5% (66.0% of them had scores >1). Except for gender and type of admission, all variables were retained in the logistic regression. The models including the developed risk index had an area under the receiver operating characteristic curve of 0.86 (full model), and 0.76 (reduced model). Each unit increase in the risk score was associated with nearly 50% increase in the odds of in-hospital death. CONCLUSIONS: The risk index developed was able to effectively discriminate the odds of in-hospital death which can be useful when limited information is available from hospital databases.

Cluster analysis using affinity aoefficient in order to identify religious beliefs profiles

International Scientific Forum, ISF 2013, ISF 2013, 12-14 December 2013, Tirana.

Body mass index for predicting hyperglycemia and serum lipid changes in Brazilian adolescents

OBJECTIVE: To determine the best cut-offs of body mass index for identifying alterations of blood lipids and glucose in adolescents. METHODS: A probabilistic sample including 577 adolescent students aged 12-19 years in 2003 (210 males and 367 females) from state public schools in the city of Niterói, Southeastern Brazil, was studied. The Receiver Operating Characteristic curve was used to identify the best age-adjusted BMI cut-off for predicting high levels of serum total cholesterol (>150mg/dL), LDL-C (>100mg/dL), serum triglycerides (>100mg/dL), plasma glucose (>100mg/dL) and low levels of HDL-C (< 45mg/dL). Four references were used to calculate sensitivity and specificity of BMI cut-offs: one Brazilian, one international and two American. RESULTS: The most prevalent metabolic alterations (>50%) were: high total cholesterol and low HDL-C. BMI predicted high levels of triglycerides in males, high LDL-C in females, and high total cholesterol and the occurrence of three or more metabolic alterations in both males and females (areas under the curve range: 0.59 to 0.67), with low sensitivity (57%-66%) and low specificity (58%-66%). The best BMI cut-offs for this sample (20.3 kg/m² to 21.0 kg/m²) were lower than those proposed in the references studied. CONCLUSIONS: Although BMI values lower than the International cut-offs were better predictor of some metabolic abnormalities in Brazilian adolescents, overall BMI is not a good predictor of these abnormalities in this population.

Estimate of DMFT index using teeth most affected by dental caries in twelve-year-old children

The objective of the study was to develop regression models to describe the epidemiological profile of dental caries in 12-year-old children in an area of low prevalence of caries. Two distinct random probabilistic samples of schoolchildren (n=1,763) attending public and private schools in Piracicaba, Southeastern Brazil, were studied. Regression models were estimated as a function of the most affected teeth using data collected in 2005 and were validated using a 2001 database. The mean (SD) DMFT index was 1.7 (2.08) in 2001 and the regression equations estimated a DMFT index of 1.67 (1.98), which corresponds to 98.2% of the DMFT index in 2001. The study provided detailed data on the caries profile in 12-year-old children by using an updated analytical approach. Regression models can be an accurate and feasible method that can provide valuable information for the planning and evaluation of oral health services.

Análise probabilística de segurança de barragens gravidade de betão

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Civil na Área de Especialização de Estruturas

Desenvolvimento do método de Índice de Qualidade ("QIM-Quality Index Method") para as lapas (Patella candei e Patella aspera) e estudo das suas condições de transporte

Dissertação de Mestrado, Estudos Integrados dos Oceanos, 15 de Março de 2016, Universidade dos Açores.

Conectividade estrutural do cérebro: diferenças entre um cérebro normal e um cérebro com patologia

Perceber a rede estrutural formada pelos neurónios no cérebro a nível da macro escala é um desafio atual na área das neurociências. Neste estudo analisou-se a conectividade estrutural do cérebro em 22 indivíduos saudáveis e em dois doentes com epilepsia pós-traumática. Avaliaram-se as diferenças entre estes dois grupos. Também se pesquisaram diferenças a nível do género e idade no grupo de indivíduos saudáveis e os que têm valores médios mais elevados nas métricas de caracterização da rede. Para tal, desenvolveu-se um protocolo de análise recorrendo a diversos softwares especializados e usaram-se métricas da Teoria dos Grafos para a caracterização da conectividade estrutural entre 118 regiões encefálicas distintas. Dentro do grupo dos indivíduos saudáveis concluiu-se que os homens, no geral, são os que têm média mais alta para as métricas de caracterização da rede estrutural. Contudo, não se observaram diferenças significativas em relação ao género nas métricas de caracterização global do cérebro. Relativamente à idade, esta correlaciona-se negativamente, no geral, com as métricas de caracterização da rede estrutural. As regiões onde se observaram as diferenças mais importantes entre indivíduos saudáveis e doentes são: o sulco rolândico, o hipocampo, o pré-cuneus, o tálamo e o cerebelo bilateralmente. Estas diferenças são consistentes com as imagens radiológicas dos doentes e com a literatura estudada sobre a epilepsia pós-traumática. Preveem-se desenvolvimentos para o estudo da conectividade estrutural do cérebro humano, uma vez que a sua potencialidade pode ser combinada com outros métodos de modo a caracterizar as alterações dos circuitos cerebrais.

Synthesis, structural characterization and leishmanicidal activity evaluation of ferrocenyl N-heterocyclic compounds

Agência Financiadora: FCT - PTDC/QUI/72656/2006 ; SFRH/BPD/27454/2006; SFRH/BPD/44082/2008; SFRH/BPD/41138/2007

Structural modification of TiO2 nanorod films with an influence on the photovoltaic efficiency of a dye-sensitized solar cell (DSSC).

TiO2 nanorod films have been deposited on ITO substrates by dc reactive magnetron sputtering technique. The structures of these nanorod films were modified by the variation of the oxygen pressure during the sputtering process. Although all these TiO2 nanorod films deposited at different oxygen pressures show an anatase structure, the orientation of the nanorod films varies with the oxygen pressure. Only a very weak (101) diffraction peak can be observed for the TiO2 nanorod film prepared at low oxygen pressure. However, as the oxygen pressure is increased, the (220) diffraction peak appears and the intensity of this diffraction peak is increased with the oxygen pressure. The results of the SEM show that these TiO2 nanorods are perpendicular to the ITO substrate. At low oxygen pressure, these sputtered TiO2 nanorods stick together and have a dense structure. As the oxygen pressure is increased, these sputtered TiO2 nanorods get separated gradually and have a porous structure. The optical transmittance of these TiO2 nanorod films has been measured and then fitted by OJL model. The porosities of the TiO2 nanorod films have been calculated. The TiO2 nanorod film prepared at high oxygen pressure shows a high porosity. The dye-sensitized solar cells (DSSCs) have been assembled using these TiO2 nanorod films prepared at different oxygen pressures as photoelectrode. The optimum performance was achieved for the DSSC using the TiO2 nanorod film with the highest (220) diffraction peak and the highest porosity.

Molecule: sistema de organização e visualização de Tags

Diversas plataformas permitem que os utilizadores rotulem recursos com tags e partilhem informação com outros utilizadores. Assim, foram desenvolvidas várias formas de visualização das tags associados aos recursos, com o intuito de facilitar aos utilizadores a pesquisa dos mesmos, assim como a visualização do tag space. De entre os vários conceitos desenvolvidos, a nuvem de tags destaca-se como a forma mais comum de visualização. Este documento apresenta um estudo efetuado sobre as suas limitações e propõe uma forma de visualização alternativa. Sugere-se também uma nova interpretação sobre como pesquisar e visualizar informação associada a tags, diferindo assim do método de pesquisa direta do termo na base de dados que atualmente é maioritariamente utilizado. Como resultado desta implementação, obteve-se uma solução viável e inovadora, o sistema Molecule, para vários dos problemas associados à tradicional nuvem de tags.

Study of optical and structural properties of Cu2ZnSnS4 thin films

Cu2ZnSnS4 is a promising semiconductor to be used as absorber in thin film solar cells. In this work, we investigated optical and structural properties of Cu2ZnSnS4 thin films grown by sulphurization of metallic precursors deposited on soda lime glass substrates. The crystalline phases were studied by X-ray diffraction measurements showing the presence of only the Cu2ZnSnS4 phase. The studied films were copper poor and zinc rich as shown by inductively coupled plasma mass spectroscopy. Scanning electron microscopy revealed a good crystallinity and compactness. An absorption coefficient varying between 3 and 4×104cm−1 was measured in the energy range between 1.75 and 3.5 eV. The band gap energy was estimated in 1.51 eV. Photoluminescence spectroscopy showed an asymmetric broad band emission. The dependence of this emission on the excitation power and temperature was investigated and compared to the predictions of the donor-acceptor-type transitions and radiative recombinations in the model of potential fluctuations. Experimental evidence was found to ascribe the observed emission to radiative transitions involving tail states created by potential fluctuations.

Tensile behaviour of a structural adhesive at high temperatures by the extended finite element method

Component joining is typically performed by welding, fastening, or adhesive-bonding. For bonded aerospace applications, adhesives must withstand high-temperatures (200°C or above, depending on the application), which implies their mechanical characterization under identical conditions. The extended finite element method (XFEM) is an enhancement of the finite element method (FEM) that can be used for the strength prediction of bonded structures. This work proposes and validates damage laws for a thin layer of an epoxy adhesive at room temperature (RT), 100, 150, and 200°C using the XFEM. The fracture toughness (G Ic ) and maximum load ( ); in pure tensile loading were defined by testing double-cantilever beam (DCB) and bulk tensile specimens, respectively, which permitted building the damage laws for each temperature. The bulk test results revealed that decreased gradually with the temperature. On the other hand, the value of G Ic of the adhesive, extracted from the DCB data, was shown to be relatively insensitive to temperature up to the glass transition temperature (T g ), while above T g (at 200°C) a great reduction took place. The output of the DCB numerical simulations for the various temperatures showed a good agreement with the experimental results, which validated the obtained data for strength prediction of bonded joints in tension. By the obtained results, the XFEM proved to be an alternative for the accurate strength prediction of bonded structures.

Ligand-Induced structural changes in TEM‑1 probed by molecular dynamics and relative binding free energy calculations

The TEM family of enzymes has had a crucial impact on the pharmaceutical industry due to their important role in antibiotic resistance. Even with the latest technologies in structural biology and genomics, no 3D structure of a TEM- 1/antibiotic complex is known previous to acylation. Therefore, the comprehension of their capability in acylate antibiotics is based on the protein macromolecular structure uncomplexed. In this work, molecular docking, molecular dynamic simulations, and relative free energy calculations were applied in order to get a comprehensive and thorough analysis of TEM-1/ampicillin and TEM-1/amoxicillin complexes. We described the complexes and analyzed the effect of ligand binding on the overall structure. We clearly demonstrate that the key residues involved in the stability of the ligand (hot-spots) vary with the nature of the ligand. Structural effects such as (i) the distances between interfacial residues (Ser70−Oγ and Lys73−Nζ, Lys73−Nζ and Ser130−Oγ, and Ser70−Oγ−Ser130−Oγ), (ii) side chain rotamer variation (Tyr105 and Glu240), and (iii) the presence of conserved waters can be also influenced by ligand binding. This study supports the hypothesis that TEM-1 suffers structural modifications upon ligand binding.

Power law analysis of financial index dynamics

Power law PL and fractional calculus are two faces of phenomena with long memory behavior. This paper applies PL description to analyze different periods of the business cycle. With such purpose the evolution of ten important stock market indices DAX, Dow Jones, NASDAQ, Nikkei, NYSE, S&P500, SSEC, HSI, TWII, and BSE over time is studied. An evolutionary algorithm is used for the fitting of the PL parameters. It is observed that the PL curve fitting constitutes a good tool for revealing the signal main characteristics leading to the emergence of the global financial dynamic evolution.