Valuation of marine and coastal ecosystems: The role of ecological-economic modeling

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

Computational modeling of prefrontal cortex circuits

Dissertation presented to obtain the Ph.D degree in Biology

Quality of process modeling using BPMN: a model-driven approach

Dissertação para obtenção do Grau de Doutor em Engenharia Informática

Predictive analytical and numerical modeling for orthogonal cutting

In this thesis, a predictive analytical and numerical modeling approach for the orthogonal cutting process is proposed to calculate temperature distributions and subsequently, forces and stress distributions. The models proposed include a constitutive model for the material being cut based on the work of Weber, a model for the shear plane based on Merchants model, a model describing the contribution of friction based on Zorev’s approach, a model for the effect of wear on the tool based on the work of Waldorf, and a thermal model based on the works of Komanduri and Hou, with a fraction heat partition for a non-uniform distribution of the heat in the interfaces, but extended to encompass a set of contributions to the global temperature rise of chip, tool and work piece. The models proposed in this work, try to avoid from experimental based values or expressions, and simplifying assumptions or suppositions, as much as possible. On a thermo-physical point of view, the results were affected not only by the mechanical or cutting parameters chosen, but also by their coupling effects, instead of the simplifying way of modeling which is to contemplate only the direct effect of the variation of a parameter. The implementation of these models was performed using the MATLAB environment. Since it was possible to find in the literature all the parameters for AISI 1045 and AISI O2, these materials were used to run the simulations in order to avoid arbitrary assumption.

Is an increased body mass index associated with a risk of cutaneous leishmaniasis?

All adults (n = 334) living in Brejo do Mutambal, an endemic area for cutaneous leishmaniasis, were included in this study. Contrary to our initial hypothesis, it was observed that men (23.7 ± 3.2 vs. 22.1 ± 2.6 kg/m²) and women (24.1 ± 4.7 vs. 22.5 ± 3.4 kg/m²) with cutaneous leishmaniasis presented higher body mass index than the controls.

High molecular mass fraction in clinical isolates of Paracoccidioides brasiliensis

INTRODUCTION: Different serum levels of the IgG/IgE for Paracoccidioides brasiliensis high mass molecular (hMM) fraction (~366kDa) in the acute and chronic forms of the disease have been reported. Considering the nonexistence of hMM fraction investigation involving clinical isolates of P. brasiliensis, the present study aimed to investigate the presence of the hMM fraction (~366kDa) in cell free antigens (CFA) from P. brasiliensis clinical isolates. METHODS: CFA from 10 clinical isolates and a reference strain (Pb18) were submitted to SDS-polyacrylamide gel electrophoresis (SDS-PAGE) followed by gel image capturing and densitometer analysis. Additionally, CFA from 20 isolates and Pb18 were analyzed by capture ELISA (cELISA) using polyclonal (polAb) or monoclonal (mAb) antibodies to the hMM fraction. RESULTS: The presence of the hMM component was observed in CFA of all samples analyzed by SDS-PAGE/densitometry and by cELISA. In addition, Pearson's correlation test demonstrated stronger coefficients between hMM fraction levels using pAb and mAb (R = 0.853) in cELISA. CONCLUSIONS: The soluble hMM fraction was present in all the P. brasiliensis clinical isolates analyzed and the reference strain Pb18, which could be used as a source of this antigen. The work also introduces for first time, the cELISA method for P. brasiliensis hMM fraction detection. Analysis also suggests that detection is viable using polAb or mAb and this methodology may be useful for future investigation of the soluble hMM fraction (~366kDa) in sera from PCM patients.

Land cover mapping analysis and urban growth modeling using remote sensing techniques

The rapid growth of big cities has been noticed since 1950s when the majority of world population turned to live in urban areas rather than villages, seeking better job opportunities and higher quality of services and lifestyle circumstances. This demographic transition from rural to urban is expected to have a continuous increase. Governments, especially in less developed countries, are going to face more challenges in different sectors, raising the essence of understanding the spatial pattern of the growth for an effective urban planning. The study aimed to detect, analyse and model the urban growth in Greater Cairo Region (GCR) as one of the fast growing mega cities in the world using remote sensing data. Knowing the current and estimated urbanization situation in GCR will help decision makers in Egypt to adjust their plans and develop new ones. These plans should focus on resources reallocation to overcome the problems arising in the future and to achieve a sustainable development of urban areas, especially after the high percentage of illegal settlements which took place in the last decades. The study focused on a period of 30 years; from 1984 to 2014, and the major transitions to urban were modelled to predict the future scenarios in 2025. Three satellite images of different time stamps (1984, 2003 and 2014) were classified using Support Vector Machines (SVM) classifier, then the land cover changes were detected by applying a high level mapping technique. Later the results were analyzed for higher accurate estimations of the urban growth in the future in 2025 using Land Change Modeler (LCM) embedded in IDRISI software. Moreover, the spatial and temporal urban growth patterns were analyzed using statistical metrics developed in FRAGSTATS software. The study resulted in an overall classification accuracy of 96%, 97.3% and 96.3% for 1984, 2003 and 2014’s map, respectively. Between 1984 and 2003, 19 179 hectares of vegetation and 21 417 hectares of desert changed to urban, while from 2003 to 2014, the transitions to urban from both land cover classes were found to be 16 486 and 31 045 hectares, respectively. The model results indicated that 14% of the vegetation and 4% of the desert in 2014 will turn into urban in 2025, representing 16 512 and 24 687 hectares, respectively.

Flexible multivariate GARCH modeling with an application to international stock markets

This paper offers a new approach to estimating time-varying covariance matrices in the framework of the diagonal-vech version of the multivariate GARCH(1,1) model. Our method is numerically feasible for large-scale problems, produces positive semidefinite conditional covariance matrices, and does not impose unrealistic a priori restrictions. We provide an empirical application in the context of international stock markets, comparing the nev^ estimator with a number of existing ones.

Are the L'oreal hair care brands currently operating in the Kenyan mass market adequately positioned and adapted to the Kenyan consumers?: A recommendation to the new L'oreal East Africa Office concerning the hair care brand positioning and portfolio in Kenya

NSBE - UNL

Carbohydrate-rich high-molecular-mass antigens are strongly recognized during experimental Histoplasma capsulatum infection

INTRODUCTION: During histoplasmosis, Histoplasma capsulatum soluble antigens (CFAg) can be naturally released by yeast cells. Because CFAg can be specifically targeted during infection, in the present study we investigated CFAg release in experimental murine histoplasmosis, and evaluated the host humoral immune response against high-molecular-mass antigens (hMMAg. >150 kDa), the more immunogenic CFAg fraction. METHODS: Mice were infected with 2.2x10(4) H. capsulatum IMT/HC128 yeast cells. The soluble CFAg, IgG anti-CFAg, IgG anti-hMMAg, and IgG-hMMAg circulating immune complexes (CIC) levels were determined by enzymelinked immunosorbent assay, at days 0, 7, 14, and 28 post-infection. RESULTS: We observed a progressive increase in circulating levels of CFAg, IgG anti-CFAg, IgG anti-hMMAg, and IgG-hMMAg CIC after H. capsulatum infection. The hMMAg showed a high percentage of carbohydrates and at least two main immunogenic components. CONCLUSIONS: We verified for the first time that hMMAg from H. capsulatum IMT/HC128 strain induce humoral immune response and lead to CIC formation during experimental histoplasmosis.

Adverse reactions following mass drug administration with diethylcarbamazine in lymphatic filariasis endemic areas in the Northeast of Brazil

INTRODUCTION: The Global Programme to Eliminate Lymphatic Filariasis was launched with the goal of eliminating this disease via the annual mass drug administration (MDA) of a single dose of antifilarial drugs. Adverse drug reactions following MDA are a major factor of poor treatment adherence in several countries. This study assessed the occurrence of adverse drug reactions (ADRs) following the first round of mass treatment in two communities treated with different dosages of diethylcarbamazine (DEC) in the City of Recife, Brazil. METHODS: Population-based cross-sectional surveys were conducted in a random sample of the population living in both communities (Areas I and II). The dose of DEC recommended by the WHO (6mg/kg) was calculated based on the individual's weight-for-age. In Area II, weight differences between the genders were also considered when determining dosage. Data were obtained through interviews conducted in the first 12 to 48h and on the 5th day after MDA during household visits. RESULTS: A total of 487 and 365 individuals were interviewed in Areas I and II, respectively. The prevalence of ADRs in Area I (23.6; 95%CI: 19.1-29.5) was higher than in Area II (16.2; 95%CI:11.9-21.5)(p=0.0078). The prevalence of ADRs among females was higher than in males in Area I (p=0.0021). In Area II, no significant difference between the genders was observed (p=0.1840). Age was not associated with ADRs in either area. CONCLUSIONS: Adjusting MDA dosage schedules according to weight-for-age and sex may be may contribute to reduce the occurrence of adverse drug reactions in the population.

Modeling and forecasting value-at-risk for the Portuguese stock market

The aim of this work project is to find a model that is able to accurately forecast the daily Value-at-Risk for PSI-20 Index, independently of the market conditions, in order to expand empirical literature for the Portuguese stock market. Hence, two subsamples, representing more and less volatile periods, were modeled through unconditional and conditional volatility models (because it is what drives returns). All models were evaluated through Kupiec’s and Christoffersen’s tests, by comparing forecasts with actual results. Using an out-of-sample of 204 observations, it was found that a GARCH(1,1) is an accurate model for our purposes.

Dynamic delta hedging of autocallables under a discrete rebalancing context

This work tests different delta hedging strategies for two products issued by Banco de Investimento Global in 2012. The work studies the behaviour of the delta and gamma of autocallables and their impact on the results when delta hedging with different rebalancing periods. Given its discontinuous payoff and path dependency, it is suggested the hedging portfolio is rebalanced on a daily basis to better follow market changes. Moreover, a mixed strategy is analysed where time to maturity is used as a criterion to change the rebalancing frequency.

On the pricing of bivariate options in the presence of a discrete dividend payment

A Work Project, presented as part of the requirements for the Award of a Master's Double Degree in Finance from the NOVA School of Business and Economics / Masters Degree in Economics from Insper