What is the value of value-at-risk after all?: A conditional approach using quantile regressions

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Tech Frame: Integrative work project in strategy

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Validation of NASA rotor 67 with openFOAM's transonic density-based solver

Dissertação para obtenção do Grau de Mestre em Engenharia Mecânica

C-reactive protein in early risk assessment in acute pancreatitis

ABSTRACT:C-reactive protein (CRP) has been widely used in the early risk assessment of patients with acute pancreatitis (AP), but unclear aspects about its prognostic accuracy in this setting persist. This project evaluated first CRP prognostic accuracy for severity, pancreatic necrosis (PNec), and in-hospital mortality (IM) in AP in terms of the best timing for CRP measurement and the optimal CRP cutoff points. Secondly it was evaluated the CRP measured at approximately 24 hours after hospital admission (CRP24) prognostic accuracy for IM in AP individually and in a combined model with a recent developed tool for the early risk assessment of patients with AP, the Bedside Index for Severity in AP (BISAP). Two single-centre retrospective cohort studies were held. The first study included 379 patients and the second study included 134 patients. Statistical methods such as the Hosmer-Lemeshow goodness-of-fit test, the area under the receiver-operating characteristic curve, the net reclassification improvement, and the integrated discrimination improvement were used. It was found that CRP measured at approximately 48 hours after hospital admission (CRP48) had a prognostic accuracy for severity, PNec, and IM in AP better than CRP measured at any other timing. It was observed that the optimal CRP48 cutoff points for severity, PNec, and IM in AP varied from 170mg/l to 190mg/l, values greater than the one most often recommended in the literature – 150mg/l. It was found that CRP24 had a good prognostic accuracy for IM in AP and that the cutoff point of 60mg/l had a negative predictive value of 100%. Finally it was observed that the prognostic accuracy of a combined model including BISAP and CRP24 for IM in AP could perform better than the BISAP alone model. These results might have a direct impact on the early risk assessment of patients with AP in the daily clinical practice.--------- RESUMO: A proteina c-reactiva (CRP) tem sido largamente usada na avaliação precoce do risco em doentes com pancreatite aguda (AP), mas aspectos duvidosos acerca do seu valor prognóstico neste contexto persistem. Este projecto avaliou primeiro o valor prognóstico da CRP para a gravidade, a necrose pancreática (PNec) e a mortalidade intra-hospitalar (IM) na AP em termos do melhor momento para efectuar a sua medição e dos seus pontos-de-corte óptimos. Em segundo lugar foi avaliado o valor prognóstico da proteína c-reactiva medida aproximadamente às 24 horas após a admissão hospitalar (CRP24) para a IM na AP isoladamente e num modelo combinado, que incluiu uma ferramenta de avaliação precoce do risco em doentes com AP recentemente desenvolvida, o Bedside Index for Severity in Acute Pancreatitis (BISAP). Dois estudos unicêntricos de coorte retrospectivo foram realizados. O primeiro estudo incluiu 379 doentes e o segundo estudo incluiu 134 doentes. Metodologias estatísticas como o teste de Hosmer-Lemeshow goodness-of-fit, a area under the receiver-operating characteristic curve, o net reclassification improvement e o integrated discrimination improvement foram usadas. Verificou-se que a CRP medida às 48 horas após a admissão hospitalar (CRP48) teve um valor prognóstico para a gravidade, a PNec e a IM na AP melhor do que a CRP medida em qualquer outro momento. Observou-se que os pontos de corte óptimos da CRP48 para a gravidade, a PNec e a IM na AP variaram entre 170mg/l e 190mg/l, valores acima do valor mais frequentemente recomendado na literatura – 150mg/l. Verificou-se que a CRP medida aproximadamente às 24 horas após a admissão hospitalar (CRP24) teve um bom valor prognóstico para a IM na AP e que o ponto de corte 60mg/l teve um valor preditivo negativo de 100%. Finalmente observou-se que o valor prognóstico de um modelo combinado incluindo o BISAP e a CRP24 para a IM na AP pode ter um desempenho melhor do que o do BISAP isoladamente. Estes resultados podem ter um impacto directo na avaliação precoce do risco em doentes com AP na prática clínica diária.

Sensitivity correction of images obtained with the prototype Clear-PEM in pre-clinical environment

Dissertation presented at Faculdade de Ciências e Tecnologia Universidade Nova de Lisboa to obtain a Master Degree in Biomedical Engineering

Estudo da expressão génica da Legionella pneumophila estirpe paris após co-cultura em Acanthamoeba castellanii

RESUMO: A Legionella é um bacilo Gram-negativo que replica dentro de protozoários como Acanthamoeba castellanii (A. castellanii) e no interior de macrófagos alveolares humanos, podendo resultar numa pneumonia grave. A Legionella em meio líquido tem um ciclo de vida bifásico, apresentando traços replicativos na fase exponencial e expressando factores transmissíveis na fase estacionária. Estudos recentes demonstraram que a Legionella precisa de assegurar um tempo preciso no seu ciclo de vida para efectuar com êxito a infecção das células hospedeiras. Muitos modelos de estudo foram desenvolvidos a fim de aumentar o conhecimento sobre o ciclo de vida intracelular e identificar os genes necessários para a modulação da célula hospedeira. Embora o conhecimento sobre a interacção bactéria-hospedeiro ainda seja limitado, parece que esta interacção gera um conjunto de características de virulência permitindo que a bactéria infecte células fagocíticas humanas e cause doença. O objectivo do presente projecto de investigação foi investigar e seleccionar genes críticos para a infecciosidade da Legionella pneumophila estirpe Paris (Lp Paris), desenhar e optimizar uma técnica de PCR em tempo real para o estudo da expressão génica e comparar o perfil de expressão da Lp Paris antes e depois da co-cultura em A. castellanii. Os resultados mostraram que oito dos 12 genes em estudo alteraram a sua expressão relativa após co-cultura em A. castellanii quando os ensaios foram realizados com culturas de Lp Paris na fase estacionária precoce (cinco foram induzidos e três reprimidos) Quando os ensaios foram realizados com culturas de Lp Paris na fase estacionária tardia 11 genes apresentaram repressão na sua expressão relativa. Analisando os resultados, concluímos que o perfil de expressão de Lp Paris foi modificado pela interacção com A. castellanii, no entanto essa mudança foi dependente da fase do seu ciclo de vida.-------ABSTRACT: Legionella is a pathogenic Gram-negative bacterium that replicates not only within aquatic protozoa like Acanthamoeba castellanii (A. castellanii), but also within human alveolar macrophages, which can result in a severe pneumonia. Legionella has a biphasic life cycle in broth, where exponential phase cultures display replicative traits and stationary bacteria express transmissive factors. Recent studies demonstrated that for successful infection of host cells, Legionella needs to ensure a precise timing of its life cycle. Many models of study were developed in order to learn about the intracellular life cycle and to identify the genes necessary for the host cell modulation. Although knowledge about the bacteria-host interaction is still limited, it appears that this interaction generate a pool of virulence traits, allowing the bacterium to infect human phagocytic cells and cause disease. The purpose of the present study was to investigate and select de critical genes for the infectivity of Legionella pneumophila strain Paris (Lp Paris), design and optimize a real time PCR technique for gene expression study and compare the expression profile of Lp Paris before and after co- culture of A. castellanii. The results show that eight of 12 genes in study changed its relative expression after coculture in A. castellanii when we performed the intracellular assays with early stationary phase Lp Paris cultures (five were induced and tree were repressed). When we performed the intracellular assays with late stationary phase Lp Paris cultures 11 genes showed a repressed relative expression. Analysing the results, we conclude that the expression profile of Lp Paris was modified by interaction with A. castellanii but this change was dependent of the timing of its life cycle.

Compact ion-source based on superionic rubidium silver iodide (RbAg4I5) solid electrolyte

Dissertação para obtenção do Grau de Mestre em Engenharia Física

Attitude change in arbitrarily large organizations

The alignment of collective goals and individual behavior has been extensively studied by economists under a principal-agent framework. Two main solutions have been presented: explicit incentive contracts and monitoring. These solutions correspond to changes in the objective situation faced by individuals. However, an extensive literature in social psychology provides evidence that behavior is influenced, not only by situational constraints, but also by attitudes. Therefore, an important aspect of organization is to choose the structures and procedures that best contribute to the dissemination of the desired attitudes throughout the organization. This paper studies how the initial configuration of attitudes and the size of the organization affect the optimal organizational structure and the timing of information flows when the objective is to align the members' attitudes. We identify and characterize three factors that affect the optimal organizational structures and procedures and the degree of alignment of attitudes: (1) clustering effects; (2) member cross-influence effects; and (3) leader cross-influence effects.

Manutenção baseada no estado de condição. Uma abordagem utilizando cartas de controlo modificadas

Dissertação para obtenção do Grau de Doutor em Engenharia Industrial

Synchronization properties of multi-oscillator circadian systems

Dissertation presented to obtain the Ph.D degree in Computational Biology

Estudo da Prevalência da Malária na Mulher Grávida Submetida ao Tratamento Intermitente e Preventivo com Sulfadoxina e Pirimetamina e sua Associação com Anemia

A malária é causada por parasitas de género Plasmodium e transmitida por mosquitos fêmea do género Anopheles. A doença é endémica em regiões tropicais e intertropicais e constituí uma das maiores causas de morbilidade e mortalidade principalmente no continente Africano. Segundo os dados da OMS ocorrem anualmente 300 a 500 milhões de casos clínicos e um milhão de mortes. Durante a gravidez, a malária é frequente e mais grave, com maior incidência nos países da África subsaariana. As mulheres grávidas têm maior risco de contrair a doença e muitas vezes em formas mais graves com associação à anemia. O objectivo deste estudo foi caracterizar a ocorrência dos casos de malária em mulheres grávidas submetidas ao tratamento intermitente preventivo (TIP) com a Sulfadoxina/ Pirimetamina (SP) nas Províncias de Benguela e Huíla. Neste estudo constatamos que todas as grávidas que participaram tinham tido episódios de malária antes da gravidez quer na província de Benguela tal como na província da Huíla. No total, 633 mulheres grávidas foram analisadas e apresentavam um valor de hemoglobina abaixo dos 14g/dl. A prevalência de malária em grávidas sujeitas a TIP foi significativamente menor (p< 0.01) do que nas grávidas que não a fizeram, respectivamente 4,5% e 10,0%, conforme esperado e descrito anteriormente por outros autores. Todos os casos de malária detectados corresponderam a Plasmodium falciparum, não se tendo verificado nenhuma infecção mista, de acordo com os métodos utilizados. O valor médio da hemoglobina nas grávidas foi inferior ao esperado em grávidas seguidas em consulta pré-natal, e existe uma diferença significativa entre os valores encontrados na Província de Benguela e da Huíla (significativamente mais elevados nesta última). O teste rápido Paracheck-pf detectou a presença de Plasmodium falciparum em maior número do que a microscopia óptica. Por constrangimentos logísticos, o número de amostras submetidas a teste molecular (PCR) não foi suficiente para se tirarem conclusões.

Late onset sepsis and intestinal bacterial colonization in very low birth weight infants receiving long-term parenteral nutrition

INTRODUCTION: The purpose of this study was to establish the late onset sepsis (LOS) rate of our service, characterize the intestinal microbiota and evaluate a possible association between gut flora and sepsis in surgical infants who were receiving parenteral nutrition (PN). METHODS: Surveillance cultures of the gut were taken at the start of PN and thereafter once a week. Specimens for blood culture were collected based on clinical criteria established by the medical staff. The central venous catheter (CVC) tip was removed under aseptic conditions. Standard laboratory methods were used to identify the microorganisms that grew on cultures of gut, blood and CVC tip. RESULTS: 74 very low birth weight infants were analyzed. All the infants were receiving PN and antibiotics when the gut culture was started. In total, 21 (28.4%) infants experienced 28 episodes of LOS with no identified source. Coagulase negative staphylococci were the most common bacteria identified, both in the intestine (74.2%) and blood (67.8%). All infections occurred in patients who received PN through a central venous catheter. Six infants experienced episodes of microbial translocation. CONCLUSIONS: In this study, LOS was the most frequent episode in neonates receiving parenteral nutrition who had been submitted to surgery; 28.6% of this infection was probably a gut-derived phenomenon and requires novel strategies for prevention.

Barriers preventing the successful integration of mental health services into Primary Health Care in Nigeria : a mixed methods approach

RESUMO: A Nigéria tem uma população estimada em cerca de 170 milhões de pessoas. O número de profissionais de saúde mental é muito diminuto, contando apenas com 150 psiquiatras o que perfaz aproximadamente um rácio de psiquiatra: população de mais de 1:1 milhão de pessoas. O Plano Nacional de Saúde Mental de 1991 reconheceu esta insuficiência e recomendou a integração dos serviços de saúde mental nos cuidados de saúde primários (CSP). Depois de mais de duas décadas, essa política não foi ainda implementada. Este estudo teve como objetivos mapear a estrutura organizacional dos serviços de saúde mental da Nigéria, e explorar os desafios e barreiras que impedem a integração bem-sucedida dos serviços de saúde mental nos cuidados de saúde primários, isto segundo a perspectiva dos profissionais dos cuidados de saúde primários. Com este objetivo, desenvolveu-se um estudo exploratório sequencial e utilizou-se um modelo misto para a recolha de dados. A aplicação em simultâneo de abordagens qualitativas e quantitativas permitiram compreender os problemas relacionados com a integração dos serviços de saúde mental nos CSP na Nigéria. No estudo qualitativo inicial, foram realizadas entrevistas com listagens abertas a 30 profissionais dos CSP, seguidas de dois grupos focais com profissionais dos CSP de duas zonas governamentais do estado de Oyo de forma a obter uma visão global das perspectivas destes profissionais locais sobre os desafios e barreiras que impedem uma integração bem-sucedida dos serviços de saúde mental nos CSP. Subsequentemente, foram realizadas entrevistas com quatro pessoas-chave, especificamente coordenadores e especialistas em saúde mental. Os resultados do estudo qualitativo foram utilizados para desenvolver um questionário para análise quantitativa das opiniões de uma amostra maior e mais representativa dos profissionais dos CSP do Estado de Oyo, bem como de duas zonas governamentais locais do Estado de Osun. As barreiras mais comummente identificadas a partir deste estudo incluem o estigma e os preconceitos sobre a doença mental, a formação inadequada dos profissionais dos CPS sobre saúde mental, a perceção pela equipa dos CSP de baixa prioridade de ação do Governo, o medo da agressão e violência pela equipa dos CSP, bem como a falta de disponibilidade de fármacos. As recomendações para superar estes desafios incluem a melhoria sustentada dos esforços da advocacia à saúde mental que vise uma maior valorização e apoio governamental, a formação e treino organizados dos profissionais dos cuidados primários, a criação de redes de referência e de apoio com instituições terciárias adjacentes, e o engajamento da comunidade para melhorar o acesso aos serviços e à reabilitação, pelas pessoas com doença mental. Estes resultados fornecem indicações úteis sobre a perceção das barreiras para a integração bem sucedida dos serviços de saúde mental nos CSP, enquanto se recomenda uma abordagem holística e abrangente. Esta informação pode orientar as futuras tentativas de implementação da integração dos serviços de saúde mental nos cuidados primários na Nigéria.------------ABSTRACT: Nigeria has an estimated population of about 170 million people but the number of mental health professionals is very small, with about 150 psychiatrists. This roughly translates to a psychiatrist:population ratio of more than 1:1 million people. The National Mental Health Policy of 1991 recognized this deficiency and recommended the integration of mental health into primary health care (PHC) delivery system. After more than two decades, this policy has yet to be implemented. This study aimed to map out the organizational structure of the mental health systems in Nigeria, and to explore the challenges and barriers preventing the successful integration of mental health into primary health care, from the perspective of the primary health care workers. A mixed methods exploratory sequential study design was employed, which entails the use of sequential timing in the combined methods of data collection. A combination of qualitative and uantitative approaches in sequence, were utilized to understand the problems of mental health services integration into PHC in Nigeria. The initial qualitative phase utilized free listing interviews with 30 PHC workers, followed by two focus group discussions with primary care workers from two Local Government Areas (LGA) of Oyo State to gain useful insight into the local perspectives of PHC workers about the challenges and barriers preventing successful integration of mental health care services into PHC. Subsequently, 4 key informant interviews with PHC co-ordinators and mental health experts were carried out. The findings from the qualitative study were utilized to develop a quantitative study questionnaire to understand the opinions of a larger and more representative sample of PHC staff in two more LGAs of Oyo State, as well as 2 LGAs from Osun State. The common barriers identified from this study include stigma and misconceptions about mental illness, inadequate training of PHC staff about mental health, low government priority, fear of aggression and violence by the PHC staff, as well as non-availability of medications. Recommendations for overcoming these challenges include improved and sustained efforts at mental health advocacy to gain governmental attention and support, organized training and retraining for primary care staff, establishment of referral and supportive networks with neighbouring tertiary facilities and community engagement to improve service utilization and rehabilitation of mentally ill persons. These findings provide useful insight into the barriers to the successful integration of mental health into PHC, while recommending a holistic and comprehensive approach. This information can guide future attempts to implement the integration of mental health into primary care in Nigeria.

Measuring the impact of short and lending practices using the DGTW benchmarks

Mutual fund managers increasingly lend their holdings and/or use short sales to generate higher returns for their funds. This project presents a first look into the impact these practices on performance using the performance measures: i) Characteristic Selectivity (CS), the ability of the fund's managers to choose stocks that outperform their benchmarks; ii) Characteristic Timing (CT), the ability of the manager to time the market; iii) and Average Style (AS), the returns from funds systematically holding stocks with certain characteristics. These returns are computed through the DGTW benchmarks. The effect of other variables that have also been shown to impact fund’s returns – total net assets under management, investment styles, turnover and expense ratios – will also be analyzed. I find that managers who use short-sales do not exhibit better stock picking abilities than those who do not, while mutual funds that lend do present higher CS returns. In addition, while lending is not significant for the total performance of a fund, the employment of short-sales and of both short-sales and lending has a negative impact on the fund’s performance.

Bloodstream infection in patients with end-stage renal disease in a teaching hospital in central-western Brazil

Introduction Vascular access in patients undergoing hemodialysis is considered a critical determinant of bloodstream infection (BSI) and is associated with high morbidity and mortality. The purpose of this study was to investigate the occurrence of BSI in patients with end-stage renal disease using central venous catheters for hemodialysis. Methods A cohort study was conducted in a public teaching hospital in central-western Brazil from April 2010 to December 2011. For every patient, we noted the presence of hyperemia/exudation upon catheter insertion, as well as fever, shivering, and chills during hemodialysis. Results Fifty-nine patients were evaluated. Thirty-five (59.3%) patients started dialysis due to urgency, 37 (62.7%) had BSI, and 12 (20%) died. Hyperemia at the catheter insertion site (64.9%) was a significant clinical manifestation in patients with BSI. Statistical analysis revealed 1.7 times more cases of BSI in patients with hypoalbuminemia compared with patients with normal albumin levels. The principal infective agents identified in blood cultures and catheter-tip cultures were Staphylococcus species (24 cases), non-fermentative Gram-negative bacilli (7 cases of Stenotrophomonas maltophilia and 5 cases of Chryseobacterium indologenes), and Candida species (6). Among the Staphylococci identified, 77.7% were methicillin-resistant, coagulase-negative Staphylococci. Of the bacteria isolated, the most resistant were Chryseobacterium indologenes and Acinetobacter baumannii. Conclusions Blood culture was demonstrated to be an important diagnostic test and identified over 50% of positive BSI cases. The high frequency of BSI and the isolation of multiresistant bacteria were disturbing findings. Staphylococcus aureus was the most frequently isolated microorganism, although Gram-negative bacteria predominated overall. These results highlight the importance of infection prevention and control measures in dialysis units.