Spatio-temporal patterns of tuberculosis incidence in Ribeirão Preto, State of São Paulo, southeast Brazil, and their relationship with social vulnerability: a Bayesian analysis

INTRODUCTION: The purpose of this ecological study was to evaluate the urban spatial and temporal distribution of tuberculosis (TB) in Ribeirão Preto, State of São Paulo, southeast Brazil, between 2006 and 2009 and to evaluate its relationship with factors of social vulnerability such as income and education level. METHODS: We evaluated data from TBWeb, an electronic notification system for TB cases. Measures of social vulnerability were obtained from the SEADE Foundation, and information about the number of inhabitants, education and income of the households were obtained from Brazilian Institute of Geography and Statistics. Statistical analyses were conducted by a Bayesian regression model assuming a Poisson distribution for the observed new cases of TB in each area. A conditional autoregressive structure was used for the spatial covariance structure. RESULTS: The Bayesian model confirmed the spatial heterogeneity of TB distribution in Ribeirão Preto, identifying areas with elevated risk and the effects of social vulnerability on the disease. We demonstrated that the rate of TB was correlated with the measures of income, education and social vulnerability. However, we observed areas with low vulnerability and high education and income, but with high estimated TB rates. CONCLUSIONS: The study identified areas with different risks for TB, given that the public health system deals with the characteristics of each region individually and prioritizes those that present a higher propensity to risk of TB. Complex relationships may exist between TB incidence and a wide range of environmental and intrinsic factors, which need to be studied in future research.

Market risk charge of the trading book: a comparison of the Basel II and Basel III

This paper aims to investigate if the market capital charge of the trading book increased in Basel III compared to Basel II. I showed that the capital charge rises by 232% and 182% under the standardized and internal model, respectively. The varying liquidity horizons, the calibration to a stress period, the introduction of credit spread risk, the restrictions on correlations across risk categories and the incremental default charge boost Basel III requirements. Nevertheless, the impact of Expected shortfall at 97.5% is low and long term shocks decrease the charge. The standardized approach presents advantages and disadvantages relative to internal models.

Credit default swap (CDS) prediction model & trading strategy

This project focuses on the study of different explanatory models for the behavior of CDS security, such as Fixed-Effect Model, GLS Random-Effect Model, Pooled OLS and Quantile Regression Model. After determining the best fitness model, trading strategies with long and short positions in CDS have been developed. Due to some specifications of CDS, I conclude that the quantile regression is the most efficient model to estimate the data. The P&L and Sharpe Ratio of the strategy are analyzed using a backtesting analogy, where I conclude that, mainly for non-financial companies, the model allows traders to take advantage of and profit from arbitrages.

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.

Spatial distribution of leprosy in areas of risk in Vitoria, State of Espirito Santo, Brazil, 2005 to 2009

Introduction Leprosy remains a relevant public health issue in Brazil. The objective of this study was to analyze the spatial distribution of new cases of leprosy and to detect areas with higher risks of disease in the City of Vitória. Methods The study was ecologically based on the spatial distribution of leprosy in the City of Vitória, State of Espírito Santo between 2005 and 2009. The data sources used came from the available records of the State Health Secretary of Espírito Santo. A global and local empirical Bayesian method was used in the spatial analysis to produce a leprosy risk estimation, and the fluctuation effect was smoothed from the detection coefficients. Results The study used thematic maps to illustrate that leprosy is distributed heterogeneously between the neighborhoods and that it is possible to identify areas with high risk of disease. The Pearson correlation coefficient of 0.926 (p = 0.001) for the Local Method indicated highly correlated coefficients. The Moran index was calculated to evaluate correlations between the incidences of adjoining districts. Conclusions We identified the spatial contexts in which there were the highest incidence rates of leprosy in Vitória during the studied period. The results contribute to the knowledge of the spatial distribution of leprosy in the City of Vitória, which can help establish more cost-effective control strategies because they indicate specific regions and priority planning activities that can interfere with the transmission chain.

Prediction of hyperglycemia in preterm newborn infants

Many conditions are associated with hyperglycemia in preterm neonates because they are very susceptible to changes in carbohydrate homeostasis. The purpose of this study was to evaluate the occurrence of hyperglycemia in preterm infants undergoing glucose infusion during the first week of life, and to enumerate the main variables predictive of hyperglycemia. This prospective study (during 1994) included 40 preterm neonates (gestational age <37 weeks); 511 determinations of glycemic status were made in these infants (average 12.8/infant), classified by gestational age, birth weight, glucose infusion rate and clinical status at the time of determination (based on clinical and laboratory parameters). The clinical status was classified as stable or unstable, as an indication of the stability or instability of the mechanisms governing glucose homeostasis at the time of determination of blood glucose; 59 episodes of hyperglycemia (11.5%) were identified. A case-control study was used (case = hyperglycemia; control = normoglycemia) to derive a model for predicting glycemia. The risk factors considered were gestational age (<=31 vs. >31 weeks), birth weight (<=1500 vs. >1500 g), glucose infusion rate (<=6 vs. >6 mg/kg/min) and clinical status (stable vs. unstable). Multivariate analysis by logistic regression gave the following mathematical model for predicting the probability of hyperglycemia: 1/exp{-3.1437 + 0.5819(GA) + 0.9234(GIR) + 1.0978(Clinical status)} The main predictive variables in our study, in increasing order of importance, were gestational age, glucose infusion rate and, the clinical status (stable or unstable) of the preterm newborn infant. The probability of hyperglycemia ranged from 4.1% to 36.9%.

Risk acceptance in the furniture sector: Analysis of acceptance level and relevant influence factors

Risk acceptance has been broadly discussed in relation to hazardous risk activities and/or technologies. A better understanding of risk acceptance in occupational settings is also important; however, studies on this topic are scarce. It seems important to understand the level of risk that stakeholders consider sufficiently low, how stakeholders form their opinion about risk, and why they adopt a certain attitude toward risk. Accordingly, the aim of this study is to examine risk acceptance in regard to occupational accidents in furniture industries. The safety climate analysis was conducted through the application of the Safety Climate in Wood Industries questionnaire. Judgments about risk acceptance, trust, risk perception, benefit perception, emotions, and moral values were measured. Several models were tested to explain occupational risk acceptance. The results showed that the level of risk acceptance decreased as the risk level increased. High-risk and death scenarios were assessed as unacceptable. Risk perception, emotions, and trust had an important influence on risk acceptance. Safety climate was correlated with risk acceptance and other variables that influence risk acceptance. These results are important for the risk assessment process in terms of defining risk acceptance criteria and strategies to reduce risks.

Predicting type of delivery by identification of obstetric risk factors through data mining

In Maternity Care, a quick decision has to be made about the most suitable delivery type for the current patient. Guidelines are followed by physicians to support that decision; however, those practice recommendations are limited and underused. In the last years, caesarean delivery has been pursued in over 28% of pregnancies, and other operative techniques regarding specific problems have also been excessively employed. This study identifies obstetric and pregnancy factors that can be used to predict the most appropriate delivery technique, through the induction of data mining models using real data gathered in the perinatal and maternal care unit of Centro Hospitalar of Oporto (CHP). Predicting the type of birth envisions high-quality services, increased safety and effectiveness of specific practices to help guide maternity care decisions and facilitate optimal outcomes in mother and child. In this work was possible to acquire good results, achieving sensitivity and specificity values of 90.11% and 80.05%, respectively, providing the CHP with a model capable of correctly identify caesarean sections and vaginal deliveries.

Intelligent decision support to predict patient barotrauma risk in intensive care units

The occurrence of Barotrauma is identified as a major concern for health professionals, since it can be fatal for patients. In order to support the decision process and to predict the risk of occurring barotrauma Data Mining models were induced. Based on this principle, the present study addresses the Data Mining process aiming to provide hourly probability of a patient has Barotrauma. The process of discovering implicit knowledge in data collected from Intensive Care Units patientswas achieved through the standard process Cross Industry Standard Process for Data Mining. With the goal of making predictions according to the classification approach they several DM techniques were selected: Decision Trees, Naive Bayes and Support Vector Machine. The study was focused on identifying the validity and viability to predict a composite variable. To predict the Barotrauma two classes were created: “risk” and “no risk”. Such target come from combining two variables: Plateau Pressure and PCO2. The best models presented a sensitivity between 96.19% and 100%. In terms of accuracy the values varied between 87.5% and 100%. This study and the achieved results demonstrated the feasibility of predicting the risk of a patient having Barotrauma by presenting the probability associated.

Development of a methodology to incorporate risk and uncertainty in electricity power planning

Dissertação de mestrado em Engenharia Industrial

Study to determine the cardiovascular risk ofthe population of Guimarães/Vizela, includingthe prevalence of arterial stiffness and early vascular aging syndrome

Tese de Doutoramento em Medicina.

Predicting SO2 pollution incidents by means of additive models with optimum variable selection

The aim of this paper is to predict time series of SO2 concentrations emitted by coal-fired power stations in order to estimate in advance emission episodes and analyze the influence of some meteorological variables in the prediction. An emission episode is said to occur when the series of bi-hourly means of SO2 is greater than a specific level. For coal-fired power stations it is essential to predict emission epi- sodes sufficiently in advance so appropriate preventive measures can be taken. We proposed a meth- odology to predict SO2 emission episodes based on using an additive model and an algorithm for variable selection. The methodology was applied to the estimation of SO2 emissions registered in sampling lo- cations near a coal-fired power station located in Northern Spain. The results obtained indicate a good performance of the model considering only two terms of the time series and that the inclusion of the meteorological variables in the model is not significant.

Stress induced risk-aversion is reverted by D2/D3 agonist in the rat

Stress exposure triggers cognitive and behavioral impairments that influence decision-making processes. Decisions under a context of uncertainty require complex reward-prediction processes that are known to be mediated by the mesocorticolimbic dopamine (DA) system in brain areas sensitive to the deleterious effects of chronic stress, in particular the orbitofrontal cortex (OFC). Using a decision-making task, we show that chronic stress biases risk-based decision-making to safer behaviors. This decision-making pattern is associated with an increased activation of the lateral part of the OFC and with morphological changes in pyramidal neurons specifically recruited by this task. Additionally, stress exposure induces a hypodopaminergic status accompanied by increased mRNA levels of the dopamine receptor type 2 (Drd2) in the OFC; importantly, treatment with a D2/D3 agonist quinpirole reverts the shift to safer behaviors induced by stress on risky decision-making. These results suggest that the brain mechanisms related to risk-based decision-making are altered after chronic stress, but can be modulated by manipulation of dopaminergic transmission.

A critical evaluation of methods for the reconstruction of tissue-specific models

Under the framework of constraint based modeling, genome-scale metabolic models (GSMMs) have been used for several tasks, such as metabolic engineering and phenotype prediction. More recently, their application in health related research has spanned drug discovery, biomarker identification and host-pathogen interactions, targeting diseases such as cancer, Alzheimer, obesity or diabetes. In the last years, the development of novel techniques for genome sequencing and other high-throughput methods, together with advances in Bioinformatics, allowed the reconstruction of GSMMs for human cells. Considering the diversity of cell types and tissues present in the human body, it is imperative to develop tissue-specific metabolic models. Methods to automatically generate these models, based on generic human metabolic models and a plethora of omics data, have been proposed. However, their results have not yet been adequately and critically evaluated and compared. This work presents a survey of the most important tissue or cell type specific metabolic model reconstruction methods, which use literature, transcriptomics, proteomics and metabolomics data, together with a global template model. As a case study, we analyzed the consistency between several omics data sources and reconstructed distinct metabolic models of hepatocytes using different methods and data sources as inputs. The results show that omics data sources have a poor overlapping and, in some cases, are even contradictory. Additionally, the hepatocyte metabolic models generated are in many cases not able to perform metabolic functions known to be present in the liver tissue. We conclude that reliable methods for a priori omics data integration are required to support the reconstruction of complex models of human cells.

Contact force models for multibody dynamics

"Series: Solid mechanics and its applications, vol. 226"