Systemic risk in dynamical networks with stochastic failure criterion

Complex non-linear interactions between banks and assets we model by two time-dependent Erdos-Renyi network models where each node, representing a bank, can invest either to a single asset (model I) or multiple assets (model II). We use a dynamical network approach to evaluate the collective financial failure -systemic risk- quantified by the fraction of active nodes. The systemic risk can be calculated over any future time period, divided into sub-periods, where within each sub-period banks may contiguously fail due to links to either i) assets or ii) other banks, controlled by two parameters, probability of internal failure p and threshold T-h ("solvency" parameter). The systemic risk decreases with the average network degree faster when all assets are equally distributed across banks than if assets are randomly distributed. The more inactive banks each bank can sustain (smaller T-h), the smaller the systemic risk -for some Th values in I we report a discontinuity in systemic risk. When contiguous spreading becomes stochastic ii) controlled by probability p(2) -a condition for the bank to be solvent (active) is stochasticthe- systemic risk decreases with decreasing p(2). We analyse the asset allocation for the U.S. banks. Copyright (C) EPLA, 2014

Utilização de parâmetros qualitativos dos resíduos aterrados como referência no processo de seleção de valores empregados em modelos matemáticos para a estimativa de geração de metano

The study of mathematical modeling assists in evaluation of the capacity of production and measurement of generation time of biogas in landfills, enabling the implantation of projects of energy generation from methane. Thus, the work aims, by simulating scenarios of potential methane generation in the landfill in Rio Claro, the use of field data from methane flow and waste grounded parameters as references for selecting values of k e L0 used to estimate methane generation model in LandGEM. As a result it was found that compared the characteristics adopted in the four scenarios recommended by the USEPA literature with those found in the landfill of Rio Claro (high amount of organic matter in the waste landed and daily practice of leachate recirculation), the scenario that apparently better represent the rate of methane generation is the scenario 01, with k = 0.7 and L0 = 96. Now, the adjustment of parameters in relation to the data field of methane flow, the value of L0 which best fits the methane generation from the landfill in Rio Claro is 150, while for k the line behavior that best represents the reality are values between 0.7 and 0.3. Regarding the parameters of the waste grounded, between the suggested values of k, 0,3 is most consistent with the intermediate level of biological degradation of the residue grounded, while L0 due to the biodegradability of the waste, a new value between 120 and 150 may be more appropriate for the study

Search for displaced supersymmetry in events with an electron and a muon with large impact parameters

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for stealth supersymmetry in events with jets, either photons or leptons, and low missing transverse momentum in pp collisions at 8 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for physics beyond the standard model in dilepton mass spectra in proton-proton collisions at root s=8 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Higher screen time is associated with overweight, poor dietary habits and physical inactivity in Brazilian adolescents, mainly among girls

To analyse the associations between high screen time and overweight, poor dietary habits and physical activity in adolescents according to sex. The study comprised 515 boys and 716 girls aged 14-17 years from Londrina, Brazil. Nutritional status (normal weight or overweight/obese) was assessed by calculating the body mass index. Eating habits and time spent in physical activity were reported using a questionnaire. The measurement of screen time considered the time spent watching television, using a computer and playing video games during a normal week. Associations between high screen time and dependent variables (nutritional status, eating habits and physical activity levels) were assessed by binary logistic regression, adjusted for sociodemographic and lifestyle variables. Most adolescents (93.8% of boys and 87.2% of girls) spent more than 2 hours per day in screen-time activities. After adjustments, an increasing trend in the prevalence of overweight and physical inactivity with increasing time spent on screen activities was observed for both sexes. Screen times of >4 hours/day compared with <2 hours/day were associated with physical inactivity, low consumption of vegetables and high consumption of sweets only in girls and the consumption of soft drinks in both sexes. The frequency of overweight and physical inactivity increased with increasing screen time in a trending manner and independently of the main confounders. The relationship between high screen time and poor eating habits was particularly relevant for adolescent girls.

Ensaio clínico randomizado duplo-cego do perfil inflamatório e do nível de estresse oxidativo em indivíduos com diagnóstico polissonográfico de SAOS antes e após o uso de CPAP

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A general threshold stress hybrid hazard model for lifetime data

In this paper we propose a hybrid hazard regression model with threshold stress which includes the proportional hazards and the accelerated failure time models as particular cases. To express the behavior of lifetimes the generalized-gamma distribution is assumed and an inverse power law model with a threshold stress is considered. For parameter estimation we develop a sampling-based posterior inference procedure based on Markov Chain Monte Carlo techniques. We assume proper but vague priors for the parameters of interest. A simulation study investigates the frequentist properties of the proposed estimators obtained under the assumption of vague priors. Further, some discussions on model selection criteria are given. The methodology is illustrated on simulated and real lifetime data set.

Discovery potential for supersymmetry at a high luminosity upgrade of LHC14

After completion of the LHC8 run in 2012, the plan is to upgrade the LHC for operation close to its design energy root s = 14 TeV, with a goal of collecting hundreds of fb(-1) of integrated luminosity. The time is propitious to begin thinking of what is gained by even further LHC upgrades. In this report, we compute an LHC14 reach for supersymmetry in the mSUGRA/CMSSM model with an anticipated high luminosity upgrade. We find that LHC14 with 300 (3000) fb(-1) has a reach for supersymmetry via gluino/squark searches of m((g) over tilde) similar to 3.2 TeV (3.6 TeV) for m((q) over tilde) similar to m((g) over tilde), and a reach of m((g) over tilde) similar to 1.8 TeV (2.3 TeV) for m((q) over tilde) >> m((g) over tilde). In the case where m((q) over tilde) >> m((g) over tilde), then the LHC14 reach for chargino-neutralino production with decay into the Wh + 6 is not an element of(T) final state reaches to m((g) over tilde) similar to 2.6 TeV for 3000 fb(-1).

Charge dynamics in half-filled Hubbard chains with finite on-site interaction

We study the charge dynamic structure factor of the one-dimensional Hubbard model with finite on-site repulsion U at half-filling. Numerical results from the time-dependent density matrix renormalization group are analyzed by comparison with the exact spectrum of the model. The evolution of the line shape as a function of U is explained in terms of a relative transfer of spectral weight between the two-holon continuum that dominates in the limit U -> infinity and a subset of the two-holon-two-spinon continuum that reconstructs the electron-hole continuum in the limit U -> 0. Power-law singularities along boundary lines of the spectrum are described by effective impurity models that are explicitly invariant under spin and eta-spin SU(2) rotations. The Mott-Hubbard metal-insulator transition is reflected in a discontinuous change of the exponents of edge singularities at U = 0. The sharp feature observed in the spectrum for momenta near the zone boundary is attributed to a van Hove singularity that persists as a consequence of integrability.

New cosmic accelerating scenario without dark energy

We propose an alternative, nonsingular, cosmic scenario based on gravitationally induced particle production. The model is an attempt to evade the coincidence and cosmological constant problems of the standard model (Lambda CDM) and also to connect the early and late time accelerating stages of the Universe. Our space-time emerges from a pure initial de Sitter stage thereby providing a natural solution to the horizon problem. Subsequently, due to an instability provoked by the production of massless particles, the Universe evolves smoothly to the standard radiation dominated era thereby ending the production of radiation as required by the conformal invariance. Next, the radiation becomes subdominant with the Universe entering in the cold dark matter dominated era. Finally, the negative pressure associated with the creation of cold dark matter (CCDM model) particles accelerates the expansion and drives the Universe to a final de Sitter stage. The late time cosmic expansion history of the CCDM model is exactly like in the standard Lambda CDM model; however, there is no dark energy. The model evolves between two limiting (early and late time) de Sitter regimes. All the stages are also discussed in terms of a scalar field description. This complete scenario is fully determined by two extreme energy densities, or equivalently, the associated de Sitter Hubble scales connected by rho(I)/rho(f) = (H-I/H-f)(2) similar to 10(122), a result that has no correlation with the cosmological constant problem. We also study the linear growth of matter perturbations at the final accelerating stage. It is found that the CCDM growth index can be written as a function of the Lambda growth index, gamma(Lambda) similar or equal to 6/11. In this framework, we also compare the observed growth rate of clustering with that predicted by the current CCDM model. Performing a chi(2) statistical test we show that the CCDM model provides growth rates that match sufficiently well with the observed growth rate of structure.

Life cycle assessment of sugarcane ethanol and palm oil biodiesel joint production

Sugarcane (Saccharum spp.) and palm tree (Elaeis guianeensis) are crops with high biofuel yields, 7.6 m(3) ha (1) y(-)1 of ethanol and 4 Mg ha(-1) y(-1) of oil, respectively. The joint production of these crops enhances the sustainability of ethanol. The objective of this work was comparing a traditional sugarcane ethanol production system (TSES) with a joint production system (JSEB), in which ethanol and biodiesel are produced at the same biorefinery but only ethanol is traded. The comparison is based on ISO 14.040:2006 and ISO 14044:2006, and appropriate indicators. Production systems in Cerrado (typical savannah), Cerradao (woody savannah) and pastureland ecosystems were considered. Energy and carbon balances, and land use change impacts were evaluated. The joint system includes 100% substitution of biodiesel for diesel, which is all consumed in different cropping stages. Data were collected by direct field observation methods, and questionnaires applied to Brazilian facilities. Three sugarcane mills situated in Sao Paulo State and one palm oil refinery located in Para State were surveyed. The information was supplemented by secondary sources. Results demonstrated that fossil fuel use and greenhouse gas emissions decreased, whereas energy efficiency increased when JSEB was compared to TSES. In comparison with TSES, the energy balance of JSEB was 1.7 greater. In addition, JSEB released 23% fewer GHG emissions than TSES. The ecosystem carbon payback time for Cerrado, Cerradao, and Degraded Grassland of JSEB was respectively 4, 7.7 and -7.6 years. These are typical land use types of the Brazilian Cerrado region for which JSEB was conceived. (C) 2012 Elsevier Ltd. All rights reserved.

A General Latent Class Model for Performance Evaluation of Diagnostic Tests in the Absence of a Gold Standard: An Application to Chagas Disease

We propose a new general Bayesian latent class model for evaluation of the performance of multiple diagnostic tests in situations in which no gold standard test exists based on a computationally intensive approach. The modeling represents an interesting and suitable alternative to models with complex structures that involve the general case of several conditionally independent diagnostic tests, covariates, and strata with different disease prevalences. The technique of stratifying the population according to different disease prevalence rates does not add further marked complexity to the modeling, but it makes the model more flexible and interpretable. To illustrate the general model proposed, we evaluate the performance of six diagnostic screening tests for Chagas disease considering some epidemiological variables. Serology at the time of donation (negative, positive, inconclusive) was considered as a factor of stratification in the model. The general model with stratification of the population performed better in comparison with its concurrents without stratification. The group formed by the testing laboratory Biomanguinhos FIOCRUZ-kit (c-ELISA and rec-ELISA) is the best option in the confirmation process by presenting false-negative rate of 0.0002% from the serial scheme. We are 100% sure that the donor is healthy when these two tests have negative results and he is chagasic when they have positive results.

W Z plus missing-E-T signal from gaugino pair production at LHC7

LHC searches for supersymmetry currently focus on strongly produced sparticles, which are copiously produced if gluinos and squarks have masses of a few hundred GeV. However, in supersymmetric models with heavy scalars, as favored by the decoupling solution to the SUSY flavor and CP problems, and m((g) over tilde) greater than or similar to 500 GeV as indicated by recent LHC results, chargino-neutralino ((W) over tilde (+/-)(1)(Z) over tilde (2)) production is the dominant cross section for m((W) over tilde1) similar to m((Z) over tilde2) < m(<(g)over tilde>)/3 at LHC with root s = 7 TeV (LHC7). Furthermore, if m((Z) over tilde1) + (m (Z) over tilde) less than or similar to m((Z) over tilde2) less than or similar to m((Z) over tilde1) + m(h), then (Z) over tilde (2) dominantly decays via (Z) over tilde (2) -> (Z) over tilde (1)Z, while (W) over tilde (1) decays via (W) over tilde (1) -> (Z) over tilde W-1. We investigate the LHC7 reach in the W Z + (sic)T channel (for both leptonic and hadronic decays of the W boson) in models with and without the assumption of gaugino mass universality. In the case of the mSUGRA/CMSSM model with heavy squark masses, the LHC7 discovery reach in the W Z+ (sic)T channel becomes competetive with the reach in the canonical (sic)T + jets channel for integrated luminosities similar to 30 fb(-1). We also present the LHC7 reach for a simplified model with arbitrary m((Z) over tilde1) and m((W) over tilde1) similar to m((Z) over tilde2). Here, we find a reach of up to m((W) over tilde1) similar to 200 (250) GeV for 10 (30) fb(-1).

Constraining the dark energy and smoothness parameter with type Ia supernovae and gamma-ray bursts

The existence of inhomogeneities in the observed Universe modifies the distance-redshift relations thereby affecting the results of cosmological tests in comparison to the ones derived assuming spatially uniform models. By modeling the inhomogeneities through a Zeldovich-Kantowski-Dyer-Roeder approach which is phenomenologically characterized by a smoothness parameter alpha, we rediscuss the constraints on the cosmic parameters based on type Ia supernovae (SNe Ia) and gamma-ray bursts (GRBs) data. The present analysis is restricted to a flat Lambda CDM model with the reasonable assumption that Lambda does not clump. A chi(2) analysis using 557 SNe Ia data from the Union2 compilation data (R. Amanullah et al., Astrophys. J. 716, 712 (2010).) constrains the pair of parameters (Omega(m), alpha) to Omega(m) = 0.27(-0.03)(+0.08) (2 sigma) and alpha >= 0.25. A similar analysis based only on 59 Hymnium GRBs (H. Wei, J. Cosmol. Astropart. Phys. 08 (2010) 020.) constrains the matter density parameter to be Omega(m) = 0.35(-0.24)(+0.62) (2 sigma) while all values for the smoothness parameter are allowed. By performing a joint analysis, it is found that Omega(m) = 0.27(-0.06)(+0.06) and alpha >= 0.52. As a general result, although considering that current GRB data alone cannot constrain the smoothness alpha parameter, our analysis provides an interesting cosmological probe for dark energy even in the presence of inhomogeneities.