Pair trading: Clustering based on principal component analysis

This study focuses on the implementation of several pair trading strategies across three emerging markets, with the objective of comparing the results obtained from the different strategies and assessing if pair trading benefits from a more volatile environment. The results show that, indeed, there are higher potential profits arising from emerging markets. However, the higher excess return will be partially offset by higher transaction costs, which will be a determinant factor to the profitability of pair trading strategies. Also, a new clustering approach based on the Principal Component Analysis was tested as an alternative to the more standard clustering by Industry Groups. The new clustering approach delivers promising results, consistently reducing volatility to a greater extent than the Industry Group approach, with no significant harm to the excess returns.

Analysis of the chemical components of hydatid fluid from Echinococcus granulosus

Introduction The aim of this study was to explore the environment of Echinococcus granulosus (E. granulosus) protoscolices and their relationship with their host. Methods Proteins from the hydatid-cyst fluid (HCF) from E. granulosus were identified by proteomics. An inductively coupled plasma atomic emission spectrometer (ICP-AES) was used to determine the elements, an automatic biochemical analyzer was used to detect the types and levels of biochemical indices, and an automatic amino acid analyzer was used to detect the types and levels of amino acids in the E. granulosus HCF. Results I) Approximately 30 protein spots and 21 peptide mass fingerprints (PMF) were acquired in the two-dimensional gel electrophoresis (2-DE) pattern of hydatid fluid; II) We detected 10 chemical elements in the cyst fluid, including sodium, potassium, calcium, magnesium, copper, and zinc; III) We measured 19 biochemical metabolites in the cyst fluid, and the amount of most of these metabolites was lower than that in normal human serum; IV) We detected 17 free amino acids and measured some of these, including alanine, glycine, and valine. Conclusions We identified and measured many chemical components of the cyst fluid, providing a theoretical basis for developing new drugs to prevent and treat hydatid disease by inhibiting or blocking nutrition, metabolism, and other functions of the pathogen.

A description of the Australian early psychosis intervention model and a proposal to establish a Pilot Early Intervention Program in Santa Cruz de la Sierra, Bolívia

RESUMO: Em 2011, a Associação Psiquiátrica Mundial lançou um programa de bolsas de investigação para psiquiatras em início de carreira a partir de países de renda baixa ou média-baixa, no âmbito deste programa, o autor foi selecionado para uma bolsa de pesquisa no Centre for Youth Mental Health/Orygen Youth Health Research Centre da Universidade de Melbourne. Orygen, é a principal organização de pesquisa e tradução do conhecimento do mundo com foco em problemas de saúde mental em pessoas jovens. O estágio foi baseado em Prevenção e Intervenção Precoce Psychosis Centre (EPPIC), que faz parte do Orygen. EPPIC fornece programa de tratamento abrangente e integrada, baseada na comunidade para o primeiro episódio de psicose. Esta dissertação descreve o modelo EPPIC, e seus componentes essenciais e fatores que são necessários para uma implementação de serviço direito. Além disso, uma proposta de criação de um programa-piloto de intervenção psicose precoce é discutido. Este programa inclui um programa de extensão inovadora que combina princípios comerciais sólidos, com metas sociais, a fim de combater especificamente a maior barreira para o tratamento da psicose precoce na Bolívia: o estigma da doença mental. Ao utilizar uma equipe de tratamento móvel, multidisciplinar, que enfatiza os papéis dos gerentes do caso treinados focada em fornecer indivíduo intensiva e apoio familiar no lar, este programa irá prestar cuidados culturalmente apropriados que irá alavancar contribuições de um suprimento limitado de psiquiatras e mudar longe da dependência um sistema médico fragmentado. ---------------------------- ABSTRACT: In 2011, the World Psychiatric Association launched a programme of research fellowships for early-career psychiatrists from low- or lower-middle income countries, within this programme, the author was selected to a research fellowship at the Centre for Youth Mental Health/Orygen Youth Health Research Centre at University of Melbourne. Orygen, is the world’s leading research and knowledge translation organization focusing on mental ill-health in young people. The traineeship was based on Early Psychosis Prevention and Intervention Centre (EPPIC), which is part of Orygen. EPPIC provides comprehensive, integrated, community-based treatment program for first-episode psychosis. This dissertation describes the EPPIC model, and its core components and factors which are necessary to a right service implementation. Additionally, a proposal to establish a pilot early psychosis intervention programme is discussed. This programme includes an innovative outreach programme that combines sound business principals with social goals in order to specifically target the largest barrier to early psychosis treatment in Bolivia: the stigma of mental illness. By utilizing a mobile, multidisciplinary treatment team that emphasizes the roles of trained case managers focused on providing intensive individual and family support in the home, this programme will provide culturally appropriate care that will leverage contributions from a limited supply of psychiatrists and shift dependence away from a fragmented medical system.

Psychological safety, authentic leadership and social networks : A psycho-structural approach to the study of groups

Tese de Doutoramento em Psicologia na área de especialização de Psicologia das Organizações apresentada ao ISPA - Instituto Universitário

Fishing the key biological components of the bacterium Geobacter metallireducens for optimal biotechnological applications

Os resultados apresentados no capítulo 2 foram incluídos no artigo Dantas JM, Campelo LM, Duke NEC, Salgueiro CA, Pokkuluri PR (2015) "The structure of PccH from Geobacter sulfurreducens – a novel low reduction potential monoheme cytochrome essential for accepting electrons from an electrode", FEBS Journal, 282, 2215-2231.

Application of wavelets to the study of political history

\The idea that social processes develop in a cyclical manner is somewhat like a `Lorelei'. Researchers are lured to it because of its theoretical promise, only to become entangled in (if not wrecked by) messy problems of empirical inference. The reasoning leading to hypotheses of some kind of cycle is often elegant enough, yet the data from repeated observations rarely display the supposed cyclical pattern. (...) In addition, various `schools' seem to exist which frequently arrive at di erent conclusions on the basis of the same data." (van der Eijk and Weber 1987:271). Much of the empirical controversies around these issues arise because of three distinct problems: the coexistence of cycles of di erent periodicities, the possibility of transient cycles and the existence of cycles without xed periodicity. In some cases, there are no reasons to expect any of these phenomena to be relevant. Seasonality caused by Christmas is one such example (Wen 2002). In such cases, researchers mostly rely on spectral analysis and Auto-Regressive Moving-Average (ARMA) models to estimate the periodicity of cycles.1 However, and this is particularly true in social sciences, sometimes there are good theoretical reasons to expect irregular cycles. In such cases, \the identi cation of periodic movement in something like the vote is a daunting task all by itself. When a pendulum swings with an irregular beat (frequency), and the extent of the swing (amplitude) is not constant, mathematical functions like sine-waves are of no use."(Lebo and Norpoth 2007:73) In the past, this di culty has led to two di erent approaches. On the one hand, some researchers dismissed these methods altogether, relying on informal alternatives that do not meet rigorous standards of statistical inference. Goldstein (1985 and 1988), studying the severity of Great power wars is one such example. On the other hand, there are authors who transfer the assumptions of spectral analysis (and ARMA models) into fundamental assumptions about the nature of social phenomena. This type of argument was produced by Beck (1991) who, in a reply to Goldstein (1988), claimed that only \ xed period models are meaningful models of cyclic phenomena".We argue that wavelet analysis|a mathematical framework developed in the mid-1980s (Grossman and Morlet 1984; Goupillaud et al. 1984) | is a very viable alternative to study cycles in political time-series. It has the advantage of staying close to the frequency domain approach of spectral analysis while addressing its main limitations. Its principal contribution comes from estimating the spectral characteristics of a time-series as a function of time, thus revealing how its di erent periodic components may change over time. The rest of article proceeds as follows. In the section \Time-frequency Analysis", we study in some detail the continuous wavelet transform and compare its time-frequency properties with the more standard tool for that purpose, the windowed Fourier transform. In the section \The British Political Pendulum", we apply wavelet analysis to essentially the same data analyzed by Lebo and Norpoth (2007) and Merrill, Grofman and Brunell (2011) and try to provide a more nuanced answer to the same question discussed by these authors: do British electoral politics exhibit cycles? Finally, in the last section, we present a concise list of future directions.

Evaluation of the bond performance in FRP-brick components re-bonded after initial delamination

The bond behavior between Fiber Reinforced Polymers (FRPs) and masonry substrates has been the subject of many studies during the last years. Recent accelerated aging tests have shown that bond degradation and FRP delamination are likely to occur in FRP-strengthened masonry components under hygrothermal conditions. While an investigation on the possible methods to improve the durability of these systems is necessary, the applicability of different bond repair methods should also be studied. This paper aims at investigating the debonding mechanisms after repairing delaminated FRP-strengthened masonry components. FRP-strengthened brick specimens, after being delaminated, are repaired with two different adhesives: a conventional epoxy resin and a highly flexible polymer. The latter is used as an innovative adhesive in structural applications. The bond behavior in the repaired specimens is investigated by performing single-lap shear bond tests. Digital image correlation (DIC) is used for deeper investigation of the surface deformation and strains development. The effectiveness of the repair methods is discussed and compared with the strengthened specimens.

Masonry components

Masonry is a non-homogeneous material, composed of units and mortar, which can be of different types, with distinct mechanical properties. The design of both masonry units and mortar is based on the role of the walls in the building. Load-bearing walls relate to structural elements that bear mainly vertical loads, but can serve also to resist to horizontal loads. When a structural masonry building is submitted to in-plane and out-of-plane loadings induced by an earthquake for example, the masonry walls are the structural elements that ensure the global stability of the building. This means that the walls should have adequate mechanical properties that enable them to resist to different combinations of compressive, shear and tensile stresses.The boundary conditions influence the resisting mechanisms of the structural walls under in-plane loading and in a buildings the connection at the intersection walls are of paramount importance for the out-of-plane resisting mechanism. However, it is well established that the masonry mechanical properties are also relevant for the global mechanical performance of the structural masonry walls. Masonry units for load-bearing walls are usually laid so that their perforations are vertically oriented, whereas for partition walls, brick units with horizontal perforation are mostly adopted.

Avaliação de políticas públicas de desenvolvimento turístico das cidades de Gramado (Brasil) e Rovaniemi (Finlândia)

Tese de Doutoramento Geografia (Área de Especialização: Geografia e Planeamento Regional)

Effects of forest structure components on the occurence, group size and density of groups of bare-face tamarin (Saguinus bicolor - primates: Callitrichinae) in Central Amazonia

This study analyzed the influence of forest structural components on the occurence, size and density of groups of Bare-face Tamarin (Saguinus bicolor) - the most threatened species in the Amazon - and produced the first map of distribution of groups in large-scale spatial within the area of continuous forest. Population censuses were conducted between November 2002 and July 2003, covering 6400 hectares in the Ducke Reserve, Manaus-AM, Brazil. Groups of S. bicolor were recorded 41 times accordingly distributed in the environments: plateau (20); slopes (12); and lowlands (09). The mean group size was 4.8 indiv./group, and ranged from 2 to 11 individuals. In the sites where the groups were recorded, and in an equivalent number of sites where no tamarins were found located at least 500 m from those where they had been recorded, we placed 50 m x 50 m plots to record the following forest structural components: abundance of trees; abundance of lianas; abundance of fruiting trees and lianas; abundance of snags; abundance of logs; percentage of canopy opening; leaf litter depth; and altitude. Bare-face Tamarin more often uses areas with lower abundance of forest logs, smaller canopy opening and with higher abundance of snags, areas in the forest with smaller canopy opening present higher density of S. bicolor groups. Apparently this species does not use the forest in a random way, and may select areas for its daily activities depending on the micro-environmental heterogeneity produced by the forest structural components.

Modelo de conhecimento para intermediários de inovação com Crowdsourcing

Tese de Doutoramento em Tecnologias e Sistemas de Informação.

Uma teoria da justiça libertarista: contribuições de Nozick e Steiner

Dissertação de mestrado em Filosofia Política

Numerical modeling and assessment of the thermal environment in an industrial premise of automotive components

Dissertação de mestrado em Engenharia Industrial

Análise e melhoria da produtividade numa empresa do sector de componentes de automóveis

Dissertação de mestrado integrado em Engenharia e Gestão Industrial

Quality costs analysis: case study in the automotive industry

Dissertação de mestrado integrado em Engenharia e Gestão Industrial