Assimetria na volatilidade - O impacto das más notícias nas rendibilidades do PSI 20

Mestrado em Contabilidade e Gestão das Instituições Financeiras

A cultura e as características qualitativas da informação financeira: evidência empírica a partir do relato de entidades cotadas na União Europeia

Mestrado em Contabilidade

Estudo sobre a memória longa na volatilidade das rendibilidades do índice Nasdaq 100: uma abordagem com base nos modelos tipo Arch

Mestrado em Controlo de Gestão e dos Negócios

Contratos futuros sobre o petróleo: um estudo sobre a assimetria na volatilidade

Mestrado em Contabilidade e Análise Financeira

Efeito dos dias da semana na volatilidade do índice S&P 500: Um estudo empírico

Mestrado em Contabilidade e Análise Financeira,

Caractérisation des maladies respiratoires en lien avec les problématiques d’humidité excessive ou de moisissures dans les logements des étudiants universitaires

Résumé : PROBLÉMATIQUE: L’exposition résidentielle à l’humidité excessive ou aux moisissures est maintenant reconnue comme un facteur important influençant la santé respiratoire. Cette problématique a été peu étudiée chez les étudiants universitaires, bien que vulnérables par leur faible revenu et leur statut de locataire. OBJECTIFS: Cette maîtrise vise à décrire la prévalence (a) de l’exposition résidentielle à l’humidité excessive ou aux moisissures et (b) des maladies respiratoires chez les étudiants universitaires, ainsi qu’à (c) examiner l’association entre l’exposition résidentielle à l’humidité excessive ou aux moisissures et ces maladies. MÉTHODES: En 2014, une enquête électronique a été réalisée auprès de 2097 étudiants enregistrés à l’Université de Sherbrooke (Québec, Canada). Lorsque possible, des questions et des scores validés ont été utilisés pour estimer les prévalences des maladies respiratoires (rhinite allergique, asthme et infections respiratoires), de l’exposition résidentielle à l’humidité excessive ou aux moisissures et des covariables (ex. : revenu annuel familial, statut tabagique, atopie familiale, caractéristiques de l’étudiant). Les associations entre cette exposition et ces maladies ont d’abord été examinées par des tests de chi-carré en utilisant un seuil alpha de 0,05. Des régressions logistiques multivariées ont ensuite été utilisées pour déterminer les associations brutes et ajustée entre cette exposition et les maladies respiratoires. Les analyses descriptives ont été pondérées pour le sexe, l’âge et le campus d’étude. RÉSULTATS: L’exposition à l’humidité excessive ou aux moisissures était fréquente parmi les participants (36,0%; Intervalle de confiance (IC)95% : 33,9-38,1). Ceux-ci ont également été nombreux à rapporter une rhinite allergique (23,9%; IC95% :22,0-25,8), de l’asthme (32,6%; IC95% : 30,5-34,7) et des infections respiratoires (19,4%; IC95% :17,7-21,2) au cours de la dernière année. Après ajustement, les associations demeuraient significatives entre l’exposition à l’humidité excessive ou aux moisissures et la rhinite allergique (Rapport de cote (RC) : 1,30; IC95% : 1.05-1.60), l’asthme RC : 1,75; IC95% : 1,42-2,16), mais pas les infections respiratoires (RC : 1,07; IC95% : 0,85-1.35). CONCLUSIONS: La prévalence élevée de l’exposition résidentielle des étudiants universitaires à l’humidité excessive ou aux moisissures, de même que son association avec l’asthme et la rhinite allergique, mettent en lumière sa contribution potentielle à la forte prévalence des maladies respiratoires ayant une composante allergique dans cette population. Cette étude fournit un nouveau levier pour les organisations de santé publique et leurs partenaires afin d’adapter les stratégies préventives ciblant les logements insalubres, particulièrement chez les populations vulnérables.

RELIGIOSIDADE E ESTILO DE VIDA DE UMA POPULAÇÃO ADULTA

Objetivo: Caracterizar o perfil de religiosidade e estilo de vida de uma população adulta e analisar a associação entre essas variáveis. Métodos: Pesquisa descritiva, transversal e quantitativa, realizada com participantes (n=206) de duas Feiras de Saúde na cidade de São Paulo, em 20/10/2013 e 04/05/2014. Aplicaram-se dois instrumentos, o Duke University Religion Index (DUREL, subdividido nas dimensões Religiosidade Organizacional, Não Organizacional e Intrínseca) e o Estilo de Vida FANTÁSTICO. Realizaram-se os testes Rho de Spearman para associação das variáveis “estilo de vida” e “religiosidade”, e Qui- Quadrado para análise bivariada entre sexo e religiosidade. Resultados: Encontrou-se perfil de religiosidade predominantemente bom nas três dimensões, com destaque para a Religiosidade Intrínseca, que alcançou 83,5% (n=167) nos três quesitos. Quanto ao estilo de vida (FANTÁSTICO), obteve-se a classificação de: 26,6% (n=34) “Bom”, 48,4% (n=62) “Muito Bom” e 12,5% (n=16) “Excelente”. Das 125 análises bivariadas, 13 (11,3%) apresentaram correlação fraca (ρ< 0,30), porém significativa (p<0,05). Nas associações do Qui-Quadrado, a religiosidade se relacionou às dimensões do estilo de vida quanto ao uso de álcool e drogas, alimentação equilibrada e saúde mental. Conclusão: A religiosidade na população estudada, considerando-se as três dimensões analisadas, caracterizou-se como “boa” e “muito boa”; e o estilo de vida, segundo escore total do questionário FANTÁSTICO, pôde ser considerado saudável. Apesar de fraca, confirmou-se associação entre a religiosidade e o estilo de vida.

PREVALENCE AND FACTORS ASSOCIATED WITH THE PERFORMANCE OF MAMMOGRAPHY AND PAP SMEAR TEST

Objective: To estimate the prevalence and factors associated with the performance of mammography and pap smear test in women from the city of Maringá, Paraná. Methods: Population-based cross-sectional study conducted with 345 women aged over 20 years in the period from March 2011 to April 2012. An interview was carried out using a questionnaire proposed by the Ministry of Health, which addressed sociodemographic characteristics, risk factors for chronic noncommunicable diseases and issues related to mammographic and pap screening. Data were analyzed using bivariate analysis, crude analysis with odds ratio (OR) and chi-squared test using Epi Info 3.5.1 program; multivariate analysis using logistic regression was performed using the software Statistica 7.1, with a significance level of 5% and a confidence interval of 95%. Results: The mean age of the women was 52.19 (±5.27) years. The majority (56.5%) had from 0 to 8 years of education. Additionally, 84.6% (n=266) of the women underwent pap smear and 74.3% (n=169) underwent mammography. The lower performance of pap smear test was associated with women with 9-11 years of education (p=0.01), and the lower performance of mammography was associated with women without private health insurance (p<0.01). Conclusion: The coverage of mammography and pap smear test was satisfactory among the women from Maringá, Paraná. Low education level and women who depended on the public health system presented lower performance of mammography.

Structures familiales, encadrement communautaire et survie des enfants. Une recherche en milieu rural malien

The influence of the family environment on child survival is difficult to study using retrospective data, especially in contexts where family structures are complex and where children are mobile. Data from a follow-up survey in rural Mali (1976-2009) are used here to address this question. Several indicators are constructed to test the effect of family structures on child mortality: morphology of the domestic group, availability of family resources, the child's place in the family and the presence of his or her parents. Bivariate and multivariate analyses find no difference in child mortality across different family environments. This finding suggests that the family and social networks still play a powerful role in regulating and managing risks of unequal treatment and care of children

Examining underlying determinants of fertility rates in Zambia: Evidence from the 2007 Zambia Demographic and Health Survey

Limited data exits on factors influencing fertility in Zambia. This study examined underlying determinants of fertility patterns and levels in Zambia. Data extracted from the 2007 Zambia Demographic and Health Survey was analysed using bivariate and multivariate logistic regression. Of 7146 women aged 15-49 years, age group 25-29 years experienced the highest prevalence of births (28.5%). Married women accounted for 27% of all births. Women with low education recorded more births (27%) than those with higher education (9.5%) (P<0.001). Fertility was higher among the poorest (28%) compared to the richest (12%) (P<0.001). Though not statistically significant, urban areas recorded more births (25%) than rural areas (15%). Education and wealth significantly influence fertility Zambia. Fertility management strategies should consider these factors and their fertility reducing effects. Improving education and wealth status of women can contribute to fertility reduction, particularly rural women. Lower fertility, with reduced mortality and migration, would provide less pressure on distribution of the limited economic resources of the country.

A space-time hybrid hourly rainfall model for derived flood frequency analysis

For derived flood frequency analysis based on hydrological modelling long continuous precipitation time series with high temporal resolution are needed. Often, the observation network with recording rainfall gauges is poor, especially regarding the limited length of the available rainfall time series. Stochastic precipitation synthesis is a good alternative either to extend or to regionalise rainfall series to provide adequate input for long-term rainfall-runoff modelling with subsequent estimation of design floods. Here, a new two step procedure for stochastic synthesis of continuous hourly space-time rainfall is proposed and tested for the extension of short observed precipitation time series. First, a single-site alternating renewal model is presented to simulate independent hourly precipitation time series for several locations. The alternating renewal model describes wet spell durations, dry spell durations and wet spell intensities using univariate frequency distributions separately for two seasons. The dependence between wet spell intensity and duration is accounted for by 2-copulas. For disaggregation of the wet spells into hourly intensities a predefined profile is used. In the second step a multi-site resampling procedure is applied on the synthetic point rainfall event series to reproduce the spatial dependence structure of rainfall. Resampling is carried out successively on all synthetic event series using simulated annealing with an objective function considering three bivariate spatial rainfall characteristics. In a case study synthetic precipitation is generated for some locations with short observation records in two mesoscale catchments of the Bode river basin located in northern Germany. The synthetic rainfall data are then applied for derived flood frequency analysis using the hydrological model HEC-HMS. The results show good performance in reproducing average and extreme rainfall characteristics as well as in reproducing observed flood frequencies. The presented model has the potential to be used for ungauged locations through regionalisation of the model parameters.

Prevalence, types and factors associated with echocardiographic abnormalities among newly diagnosed diabetic patients at Mulago Hospital.

Background: The prevalence of Diabetes mellitus (DM) is on a rise in sub-Saharan Africa and will more than double by 2025. Cardiovascular disease (CVD) accounts for up to 2/3 of all deaths in the diabetic population. Of all the CVD deaths in DM, 3/4 occur in sub Saharan Africa (SSA). Non invasive identification of cardiac abnormalities, such as Left Ventricular Hypertrophy (LVH), diastolic and systolic dysfunction, is not part of diabetes complications surveillance programs in Uganda and there is limited data on this problem. This study sought to determine the prevalence, types and factors associated with echocardiographic abnormalities among newly diagnosed diabetic patients at Mulago National referral hospital in Uganda. Methods: In this cross sectional study conducted between June 2014 and December 2014, we recruited 202 newly diagnosed adult diabetic patients. Information on patients\' socio-demographics, bio-physical profile, biochemical testing and echocardiographic findings was obtained for all the participants using a pre-tested questionnaire. An abnormal echocardiogram in this study was defined as the presence of LVH, diastolic and/or systolic dysfunction and wall motion abnormality. Bivariate and multivariate logistic regression analyses were used to investigate the association of several parameters with echocardiographic abnormalities. Results: Of the 202 patients recruited, males were 102(50.5%) and the mean age was 46±15 years. Majority of patients had type 2 DM, 156(77.2%) and type 1 DM, 41(20.3%) with mean HbA1C of 13.9±5.3%. Mean duration of diabetes was 2 months. The prevalence of an abnormal echocardiogram was 67.8 % (95% CI 60%-74%). Diastolic dysfunction, systolic dysfunction, LVH and wall motion abnormalities were present in 55.0%, 21.8%, 19.3% and 4.0% of all the participants respectively. In bivariate logistic regression analysis, the factors associated with an abnormal echocardiogram were age (OR 1.09 [95% CI 1.06–1.12], P <0.0001), type 2 DM (OR 5.8[95% CI 2.77-12.07], P<0.0001), hypertension (OR 2.64[95% CI 1.44-4.85], P=0.002), obesity (OR 3.51[955 CI 1.25-9.84], P=0.017 and increased waist circumference (OR 1.02[95% CI 1.00-1.04], P=0.024. On Multiple logistic regression analysis, age was the only factor associated with an abnormal echocardiogram (OR 1.09[95%CI 1.05-1.15], P<0.0001). Conclusion: Echocardiographic abnormalities were common among newly diagnosed adults with DM. Traditional CVD risk factors were associated with an abnormal echocardiogram in this patient population. Due to a high prevalence of echocardiographic abnormalities among newly diagnosed diabetics, we recommend screening for cardiac disease especially in patients who present with traditional CVD risk factors. This will facilitate early diagnosis, management and hence better patient outcomes.

Distribuição de funções de variáveis aleatórias dependentes e R-Vines cópulas

Dissertação (mestrado)—Universidade de Brasília, Instituto de Ciências Exatas, Departamento de Estatística, 2015.

Modelagem univariada e regressão múltipla na análise da oferta e do preço do boi gordo no mercado brasileiro

Dissertação (mestrado)—Universidade de Brasília, Faculdade de Agronomia e Medicina Veterinária, Programa de Pós-Graduação em Agronegócios, 2016.

Coping religioso, resiliência e qualidade de vida de pessoas com HIV/AIDS

Tese (doutorado)—Universidade de Brasília, Instituto de Psicologia, Programa de Pós-Graduação em Processos de Desenvolvimento Humano e Saúde, 2016.