Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series

In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space. This procedure permits choosing prior normal distributions for the transformed parameters. The posterior summaries were obtained using Monte Carlo Markov chain methods (MCMC). The methodology was evaluated by considering the Telebras series from the Brazilian financial market. The results show that the two methods are able to adjust ARCH models with different numbers of parameters. The empirical Bayesian method provided a more parsimonious model to the data and better adjustment than the complete Bayesian method.

Estimation of (co)variance components and genetic parameters for weights of red-winged tinamou using random regression models

Com este trabalho objetivou-se determinar parâmetros genéticos para peso corporal de perdizes em cativeiro. Foram utilizados modelos de regressão aleatória na análise dos dados considerando os efeitos genéticos aditivos diretos (AD) e de ambiente permanente de animal (AP) como aleatórios. As variâncias residuais foram modeladas utilizando-se funções de variância de ordem 5. A curva média da população foi ajustada por polinômios ortogonais de Legendre de ordem 6. Os efeitos genéticos aditivos diretos e de ambiente permanente de animal foram modelados utilizando-se polinômios de Legendre de segunda a nona ordem. Os melhores resultados foram obtidos pelos modelos de ordem 6 de ajuste para os efeitos genéticos aditivos diretos e de ordem 3 para os de ambiente permanente pelo Critério de Informação de Akaike e ordem 3 para ambos os efeitos pelos Critério de Informação Bayesiano de Schwartz e Teste de Razão de Verossimilhança. As herdabilidades estimadas variaram de 0,02 a 0,57. O primeiro autovalor respondeu por 94 e 90% da variação decorrente de efeitos aditivos diretos e de ambiente permanente, respectivamente. A seleção de perdizes para peso corporal é mais efetiva a partir de 112 dias de idade.

Structural organization in leaf blade and sheath of elephant-grass cultivars (Pennisetum purpureum Schum. - POACEAE).

Elephant-grass is known as a great feed to dairy and beef cattle at tropical regions. Its agricultural aspects have been very observed. However, its botanical, mainly anatomical characteristics, are few studied. The objective of this work was to investigate the anatomical changes occurred in leaves (leaf blades and sheaths) of three elephant-grass cultivars (Pennisetum purpureum Schum. cultivar Roxo, EMPASC 307 Testo and EMPASC 309 Areia) at three stages of physiological maturity (4, 8 and 16 weeks after sprouting). In general, the three cultivars presented similar anatomy. A unique feature, the presence of aerenchyma was found in the leaf sheath of all three cultivars, at the second harvest (a weeks).

Molecular models of cyclin-dependent kinase 1 complexed with inhibitors

Roscovitine and flavopiridol have been shown to potently inhibit cyclin-dependent kinase 1 and 2 (CDK1 and 2). The structures of CDK2 complexed with roscovitine and deschoroflavopiridol have been reported, however no crystallographic structure is available for complexes of CDK1 with inhibitors. The present work describes two molecular models for the binary complexes CDK1:roscovitine and CDK1:flavopiridol. These structural models indicate that both inhibitors strongly bind to the ATP-binding pocket of CDKI and structural comparison of the CDK complexes correlates the structures with differences in inhibition of these CDKs by flavopiridol and roscovitine. This article explains the structural basis for the observed differences in activity of these inhibitors. (C) 2004 Elsevier B.V. All rights reserved.

The influence of study schedules and work on the sleep-wake cycle of college students

College students usually exhibit an irregular sleep-wake cycle characterized by great phase delays on weekends and short sleep length on weekdays. As the temporal organization of social activities is an important synchronizer of human biological rhythms, we investigated the role played by study's schedules and work on the sleep-wake cycle. Three groups of female college students were investigated: (1) no-job morning group, (2) no-job evening group, (3) job evening group. The volunteers answered a sleep questionnaire in the classroom. The effects of day of the week and group on the sleep schedules and sleep length were analyzed by a two way ANOVA for repeated measures. The three groups showed delays in the wake up time on weekends. No-job evening and morning groups also delayed bedtime, but the job evening group slept at the same time on weekdays as on weekends. Sleep length increased on weekends for morning group and job evening group, whereas the no-job evening group maintained the amount of sleep from weekdays to weekends. This survey showed that the tendency of phase delay on weekends was differently expressed according to study's schedules and work.

Aggregation-based decomposition for multi-divisional models

The aggregation theory of mathematical programming is used to study decentralization in convex programming models. A two-level organization is considered and a aggregation-disaggregation scheme is applied to such a divisionally organized enterprise. In contrast to the known aggregation techniques, where the decision variables/production planes are aggregated, it is proposed to aggregate resources allocated by the central planning department among the divisions. This approach results in a decomposition procedure, in which the central unit has no optimization problem to solve and should only average local information provided by the divisions.

Work and technological innovation in organic agriculture

Organic agriculture is a sustainable cultivation ecologically, economically and socially. Several researches in organic agriculture have been made from technical perspectives, economic traits or related to ecological aspects. There are practically no investigations into the nature of the technology used in organic agriculture, especially from an ergonomic perspective. From the activity analysis, this study aimed to map the technology used in the production of organic vegetables. Properties producing organic vegetables were selected representing the State of São Paulo. It was applied an instrument (questionnaire and semi-structured interview) with their managers and it was made visual records to identify adaptations, innovations and technological demands that simultaneously minimize the workload and the difficulties in performing the tasks and increase work productivity. For some of the technological innovations a digital scanner was used to generate a virtual solid model to facilitate its redesign and virtual prototyping. The main results show that organic farmers have little technology in product form. The main innovations that enable competitive advantage or allow higher labor productivity occur in the form of processes, organization and marketing.

Spatial variability models of CO2 emissions from soils colonized by grass (Deschampsia antarctica) and moss (Sanionia uncinata) in Admiralty Bay, King George Island

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Skin and pulmonary models using coated bentonite particles for the study of the inflammation evoked by Paracoccidioides brasiliensis antigens in previously immunized mice

Bentonite particles coated with polysaccharide antigen or crude soluble antigen of Paracoccidioides brasiliensis were injected intradermally or intravenously in mice. In control animals that were not pre-immunized with P. brasiliensis antigens, coated and uncoated bentonite caused minimal and nonspecific inflammation around the cutaneous injection site or around the bentonite thrombi in small lung vessels after intravenous injection. However, in mice previously immunized with P. brasiliensis antigens, the coated bentonite particles boosted the humoral and cellular immune responses to P. brasiliensis and evoked intense inflammatory reactions. Twelve days after intradermal injection, the inflammatory reaction around the bentonite was rich in neutrophils, macrophages, lymphocytes and plasma cells associated with young granulation tissue. In intravenously injected mice, the pulmonary inflammation was maximal at day 2, and was characterized by a florid neutrophilic and macrophagic cellular infiltration around bentonite thrombi; in some foci, there was incipient organization to mature granuloma. However, in both models, there was no formation of epithelioid granulomata, demonstrating that in paracoccidioidomycosis cellular immunity alone, without the presence of intact micro-organisms, may not be enough for the development of this type of granuloma.

Relations between two-dimensional models from dimensional reduction

In this work we explore the consequences of dimensional reduction of the 3D Maxwell-Chern-Simons and some related models. A connection between topological mass generation in 3D and mass generation according to the Schwinger mechanism in 2D is obtained. In addition, a series of relationships is established by resorting to dimensional reduction and duality interpolating transformations. Non-Abelian generalizations are also pointed out.

Distribution line models analysis for loss calculation within three-phase three-wire power flow algorithms

Three-phase three-wire power flow algorithms, as any tool for power systems analysis, require reliable impedances and models in order to obtain accurate results. Kron's reduction procedure, which embeds neutral wire influence into phase wires, has shown good results when three-phase three-wire power flow algorithms based on current summation method were used. However, Kron's reduction can harm reliabilities of some algorithms whose iterative processes need loss calculation (power summation method). In this work, three three-phase three-wire power flow algorithms based on power summation method, will be compared with a three-phase four-wire approach based on backward-forward technique and current summation. Two four-wire unbalanced medium-voltage distribution networks will be analyzed and results will be presented and discussed. © 2004 IEEE.

Information and mechanical models of intelligence: What can we learn from cognitive science?

The impact of new advanced technology on issues that concern meaningful information and its relation to studies of intelligence constitutes the main topic of the present paper. The advantages, disadvantages and implications of the synthetic methodology developed by cognitive scientists, according to which mechanical models of the mind, such as computer simulations or self-organizing robots, may provide good explanatory tools to investigate cognition, are discussed. A difficulty with this methodology is pointed out, namely the use of meaningless information to explain intelligent behavior that incorporates meaningful information. In this context, it is inquired what are the contributions of cognitive science to contemporary studies of intelligent behavior and how technology may play a role in the analysis of the relationships established by organisms in their natural and social environments. © John Benjamins Publishing Company.

The strength of trilinear higgs boson coupling in composite models

In this work we discuss the strength of the trilinear Higgs boson coupling in composite models in a model independent way. The coupling is determined as a function of a very general ansatz for the fermionic self-energy, and turns out to be equal or smaller than the one of the Standard Model Higgs boson depending on the dynamics of the theory. © World Scientific Publishing Company.

Study of biosorption of rare earth metals (La, Nd, Eu, Gd) by Sargassum sp. biomass in batch systems: Physicochemical evaluation of kinetics and adsorption models

This work evaluated kinetic and adsorption physicochemical models for the biosorption process of lanthanum, neodymium, europium, and gadolinium by Sargassum sp. in batch systems. The results showed: (a) the pseudo-second order kinetic model was the best approximation for the experimental data with the metal adsorption initial velocity parameter in 0.042-0.055 mmol.g -1.min-1 (La < Nd < Gd < Eu); (b) the Langmuir adsorption model presented adequate correlation with maximum metal uptake at 0.60-0.70 mmol g-1 (Eu < La < Gd < Nd) and the metal-biomass affinity parameter showed distinct values (Gd < Nd < Eu < La: 183.1, 192.5, 678.3, and 837.3 L g-1, respectively); and (c) preliminarily, the kinetics and adsorption evaluation did not reveal a well-defined metal selectivity behavior for the RE biosorption in Sargassum sp., but they indicate a possible partition among RE studied. © (2009) Trans Tech Publications.