Flexible multivariate GARCH modeling with an application to international stock markets

This paper offers a new approach to estimating time-varying covariance matrices in the framework of the diagonal-vech version of the multivariate GARCH(1,1) model. Our method is numerically feasible for large-scale problems, produces positive semidefinite conditional covariance matrices, and does not impose unrealistic a priori restrictions. We provide an empirical application in the context of international stock markets, comparing the nev^ estimator with a number of existing ones.

Species distribution and in vitro fluconazole susceptibility of clinical Candida isolates in a Brazilian tertiary-care hospital over a 3-year period

INTRODUCTION: In this study, we aimed at identifying Candida isolates obtained from blood, urine, tracheal secretion, and nail/skin lesions from cases attended at the Hospital Universitário de Londrina over a 3-year period and at evaluating fluconazole susceptibilities of the isolates. METHODS: Candida isolates were identified by polymerase chain reaction (PCR) using species-specific forward primers. The in vitro fluconazole susceptibility test was performed according to EUCAST-AFST reference procedure. RESULTS: Isolates were obtained from urine (53.4%), blood cultures (19.2%), tracheal secretion (17.8%), and nail/skin lesions (9.6%). When urine samples were considered, prevalence was similar in women (45.5%) and in men (54.5%) and was high in the age group >61 years than that in younger ones. For blood samples, prevalence was high in neonates (35%) and advanced ages (22.5%). For nail and skin samples, prevalence was higher in women (71.4%) than in men (28.6%). Candida albicans was the most frequently isolated in the hospital, but Candida species other than C. albicans accounted for 64% of isolates, including predominantly Candida tropicalis (33.2%) and Candida parapsilosis (19.2%). The trend for non-albicans Candida as the predominant species was noted from all clinical specimens, except from urine samples. All Candida isolates were considered susceptible in vitro to fluconazole with the exception of isolates belonging to the intrinsically less-susceptible species C. glabrata. CONCLUSIONS: Non-albicans Candida species were more frequently isolated in the hospital. Fluconazole resistance was a rare finding in our study.

Use of Poisson spatiotemporal regression models for the Brazilian Amazon Forest: malaria count data

INTRODUCTION: Malaria is a serious problem in the Brazilian Amazon region, and the detection of possible risk factors could be of great interest for public health authorities. The objective of this article was to investigate the association between environmental variables and the yearly registers of malaria in the Amazon region using Bayesian spatiotemporal methods. METHODS: We used Poisson spatiotemporal regression models to analyze the Brazilian Amazon forest malaria count for the period from 1999 to 2008. In this study, we included some covariates that could be important in the yearly prediction of malaria, such as deforestation rate. We obtained the inferences using a Bayesian approach and Markov Chain Monte Carlo (MCMC) methods to simulate samples for the joint posterior distribution of interest. The discrimination of different models was also discussed. RESULTS: The model proposed here suggests that deforestation rate, the number of inhabitants per km², and the human development index (HDI) are important in the prediction of malaria cases. CONCLUSIONS: It is possible to conclude that human development, population growth, deforestation, and their associated ecological alterations are conducive to increasing malaria risk. We conclude that the use of Poisson regression models that capture the spatial and temporal effects under the Bayesian paradigm is a good strategy for modeling malaria counts.

Synanthropic triatomines (Hemiptera, Reduviidae) in the state of Pernambuco, Brazil: geographical distribution and natural Trypanosoma infection rates between 2006 and 2007

INTRODUCTION: The present study shows a descriptive analysis of triatomine occurrence and its natural Trypanosoma infection rates in the state of Pernambuco, Brazil, between 2006 and 2007. METHODS: Entomological data for the species, such as specimens captured in both intra and peridomiciles and natural infection index, were obtained via domiciliary capture in 147 municipalities from 11 Regional Managements of Health. The database was obtained from a sample of insects (100% infected and 20% non-infected) sent to the Central Laboratory of Pernambuco. RESULTS: A total of 18,029 triatomines were analyzed from 138 municipalities of the state. Triatoma pseudomaculata (35%), Triatoma brasiliensis (34%), and Panstrongylus lutzi (25%) were the most captured species. These species also showed a widespread geographical distribution in the state. Panstrongylus megistus, Triatoma petrocchiae, Triatoma melanocephala, Triatoma sordida, Rhodnius nasutus, Rhodnius neglectus, and Triatoma infestans showed more limited geographical distribution and lower relative abundance. The parasitological research showed that 8.8% of the triatomines were naturally infected with flagellates morphologically similar to Trypanosoma cruzi and 91.3% of them were captured inside houses in 113 municipalities. P. lutzi showed the highest rates of natural infection. CONCLUSIONS: After the control of T. infestans, synanthropic species, such as T. brasiliensis, T. pseudomaculata, and P. lutzi, maintain the risk of T. cruzi transmission to humans in the state of Pernambuco. These species are widely distributed, and infected specimens have been found inside houses. Thus, an enhanced surveillance and vector control of Chagas disease is recommended in Pernambuco.

Hepatitis B virus infection in children, adolescents, and their relatives: genotype distribution and precore and core gene mutations

INTRODUCTION:The objectives of this study were evaluate hepatitis B virus (HBV) serological markers in children and adolescents followed up at the Child Institute of the Hospital das Clínicas, Faculdade de Medicina de São Paulo, Universidade de São Paulo; identify chronic HBV carriers and susceptible individuals in the intrafamilial environment; characterize HBV genotypes; and identify mutations in the patients and household contacts. METHODS: Ninety-five hepatitis B surface antigen-positive children aged <19 years and 118 household contacts were enrolled in this study. Commercial kits were used for the detection of serological markers, and PCR was used for genotyping. RESULTS: Hepatitis B e antigen (HBeAg) was detected in 66.3% (63/95) of cases. Three of the 30 HBeAg-negative and anti-HBeAg-positive patients presented with precore mutations and 11 presented with mutations in the basal core promoter (BCP). Genotype A was identified in 39 (43.8%) patients, genotype D in 45 (50.6%), and genotype C in 5 (5.6%). Of the 118 relatives, 40 were chronic HBV carriers, 52 presented with the anti-HBc marker, 19 were vaccinated, and 7 were susceptible. Among the relatives, genotypes A, D, and C were the most frequent. One parent presented with a precore mutation and 4 presented with BCP mutations. CONCLUSIONS: Genotypes A and D were the most frequent among children, adolescents, and their relatives. The high prevalence of HBV in the families showed the possibility of its intrafamilial transmission.

Distribution of QPY and RAH haplotypes of granzyme B gene in distinct Brazilian populations

INTRODUCTION: The cytolysis mediated by granules is one of the most important effector functions of cytotoxic T lymphocytes and natural killer cells. Recently, three single nucleotide polymorphisms (SNPs) were identified at exons 2, 3, and 5 of the granzyme B gene, resulting in a haplotype in which three amino acids of mature protein Q48P88Y245 are changed to R48A88H245, which leads to loss of cytotoxic activity of the protein. In this study, we evaluated the frequency of these polymorphisms in Brazilian populations. METHODS: We evaluated the frequency of these polymorphisms in Brazilian ethnic groups (white, Afro-Brazilian, and Asian) by sequencing these regions. RESULTS: The allelic and genotypic frequencies of SNP 2364A/G at exon 2 in Afro-Brazilian individuals (42.3% and 17.3%) were significantly higher when compared with those in whites and Asians (p < 0.0001 and p = 0.0007, respectively). The polymorphisms 2933C/G and 4243C/T also were more frequent in Afro-Brazilians but without any significant difference regarding the other groups. The Afro-Brazilian group presented greater diversity of haplotypes, and the RAH haplotype seemed to be more frequent in this group (25%), followed by the whites (20.7%) and by the Asians (11.9%), similar to the frequency presented in the literature. CONCLUSIONS: There is a higher frequency of polymorphisms in Afro-Brazilians, and the RAH haplotype was more frequent in these individuals. We believe that further studies should aim to investigate the correlation of this haplotype with diseases related to immunity mediated by cytotoxic lymphocytes, and if this correlation is confirmed, novel treatment strategies might be elaborated.

Profile and geographic distribution of reported cases of visceral leishmaniasis in Campo Grande, State of Mato Grosso do Sul, Brazil, from 2002 to 2009

INTRODUCTION: This study sought to describe the profile and geographic distribution of reported cases of visceral leishmaniasis (VL) in the City of Campo Grande, State of Mato Grosso do Sul (MS), Brazil, from 2002 to 2009. METHODS: Human data were collected from the Brazilian National Information System for Notifiable Diseases. Canine cases and entomological data were obtained from the Information Service for Canine Visceral Leishmaniasis Control/Campo Grande, MS. RESULTS: A total of 951 records from 2002 to 2009 were investigated. The number of reported cases of VL in males was significantly higher (p < 0.0001) than that in females. The higher frequency observed among males was associated with age (p < 0.0001), which increased in individuals aged 40 years and older. The overall fatality rate was 7.4%. Entomological surveys conducted in 2006, 2007, and 2009 showed the insect vector Lutzomyia longipalpis to be present in all urban regions of the county. CONCLUSIONS: VL cases in humans and dogs, as well as in vectors, occurs in all urban regions of Campo Grande. Despite not observing tendencies of increase or reduction in the incidence of the disease due to aging, the major incidence in men is higher in those aged 40 years or above.

Spatial distribution of schistosomiasis and geohelminthiasis cases in the rural areas of Pernambuco, Brazil

INTRODUCTION: The prevalence and intensity of geohelminth infections and schistosomiasis remain high in the rural areas of Zona da Mata, Pernambuco (ZMP), Brazil, where these parasites still represent a significant public health problem. The present study aimed to spatially assess the occurrences of schistosomiasis and geohelminthiasis in the ZMP. METHODS: The ZMP has a population of 1,132,544 inhabitants, formed by 43 municipalities. An ecological study was conducted, using secondary data relating to positive human cases and parasite loads of schistosomiasis and positive human cases of geohelminthiasis that were worked up in Excel 2007. We used the coordinates of the municipal headquarters to represent the cities which served as the unit of analysis of this study. The Kernel estimator was used to spatially analyze the data and identify distribution patterns and case densities, with analysis done in ArcGIS software. RESULTS: Spatial analysis from the Kernel intensity estimator made it possible to construct density maps showing that the northern ZMP was the region with the greatest number of children infected with parasites and the populations most intensely infected by Schistosoma mansoni. In relation to geohelminths, there was higher spatial distribution of cases of Ascaris lumbricoides and Trichuris trichiura in the southern ZMP, and greater occurrence of hookworms in the northern/central ZMP. CONCLUSIONS: Despite several surveys and studies showing occurrences of schistosomiasis and geohelminthiasis in the ZMP, no preventive measures that are known to have been effective in decreasing these health hazards have yet been implemented in the endemic area.

Experimental and modeling studies on reverse electrodialysis for sustainable power generation

A potentially renewable and sustainable source of energy is the chemical energy associated with solvation of salts. Mixing of two aqueous streams with different saline concentrations is spontaneous and releases energy. The global theoretically obtainable power from salinity gradient energy due to World’s rivers discharge into the oceans has been estimated to be within the range of 1.4-2.6 TW. Reverse electrodialysis (RED) is one of the emerging, membrane-based, technologies for harvesting the salinity gradient energy. A common RED stack is composed by alternately-arranged cation- and anion-exchange membranes, stacked between two electrodes. The compartments between the membranes are alternately fed with concentrated (e.g., sea water) and dilute (e.g., river water) saline solutions. Migration of the respective counter-ions through the membranes leads to ionic current between the electrodes, where an appropriate redox pair converts the chemical salinity gradient energy into electrical energy. Given the importance of the need for new sources of energy for power generation, the present study aims at better understanding and solving current challenges, associated with the RED stack design, fluid dynamics, ionic mass transfer and long-term RED stack performance with natural saline solutions as feedwaters. Chronopotentiometry was used to determinate diffusion boundary layer (DBL) thickness from diffusion relaxation data and the flow entrance effects on mass transfer were found to avail a power generation increase in RED stacks. Increasing the linear flow velocity also leads to a decrease of DBL thickness but on the cost of a higher pressure drop. Pressure drop inside RED stacks was successfully simulated by the developed mathematical model, in which contribution of several pressure drops, that until now have not been considered, was included. The effect of each pressure drop on the RED stack performance was identified and rationalized and guidelines for planning and/or optimization of RED stacks were derived. The design of new profiled membranes, with a chevron corrugation structure, was proposed using computational fluid dynamics (CFD) modeling. The performance of the suggested corrugation geometry was compared with the already existing ones, as well as with the use of conductive and non-conductive spacers. According to the estimations, use of chevron structures grants the highest net power density values, at the best compromise between the mass transfer coefficient and the pressure drop values. Finally, long-term experiments with natural waters were performed, during which fouling was experienced. For the first time, 2D fluorescence spectroscopy was used to monitor RED stack performance, with a dedicated focus on following fouling on ion-exchange membrane surfaces. To extract relevant information from fluorescence spectra, parallel factor analysis (PARAFAC) was performed. Moreover, the information obtained was then used to predict net power density, stack electric resistance and pressure drop by multivariate statistical models based on projection to latent structures (PLS) modeling. The use in such models of 2D fluorescence data, containing hidden, but extractable by PARAFAC, information about fouling on membrane surfaces, considerably improved the models fitting to the experimental data.

Cases distribution of leptospirosis in City of Manaus, State of Amazonas, Brazil, 2000-2010

INTRODUCTION: Leptospirosis is an infectious disease caused by microorganisms of the genus Leptospira that affects several species of animals, including the human beings. The study described the confirmed cases of leptospirosis in Manaus, from 2000 to 2010. METHODS: A descriptive study based on secondary data analysis of Secretaria Municipal de Saúde (SEMSA), Sistema de Informação de Agravos de Notificação SINAN and Sistema de Informação sobre Mortalidade (SIM) analyzing the variables: age group, gender, clinical aspects and geographic area and lethality. RESULTS: Were reported 665 cases of leptospirosis, 339 were confirmed and 35 (10.3%) died. The largest number of cases occurred in May (16.8%), March (13.3%) and April (11.4%), a period of intense rainfall. The city areas with the greatest occurrence of the disease were South (26.6%), West (23.5%) and East (19.7%), areas of the greatest precariousness socio-environment. The largest number of cases, including deaths, occurred in the age group from 14 to 44.9 years (74%), being that 291 (85.8%) were male and 48 (14.1%) females. The most frequent symptoms were fever, myalgia, headache and jaundice. In relation to the social conditions were identified low education, poor housing, absence of sanitation and low income. CONCLUSIONS: In Manaus, despite the implementation of the Social and Environmental Program of Igarapés of Manaus (PROSAMIM), there are still areas that need a proper urbanization and improvements in socio-environmental conditions, reducing the level of exposure of the human beings that living in these locations.

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 and esterase activity in populations of Aedes (Stegomyia) aegypti (Linnaeus) (Diptera: Culicidae) resistant to temephos

INTRODUCTION:The need for studies that describe the resistance patterns in populations of Aedes aegypti (Linnaeus) in function of their region of origin justified this research, which aimed to characterize the resistance to temephos and to obtain information on esterase activity in populations of Aedes aegypticollected in municipalities of the State of Paraíba.METHODS:Resistance to temephos was evaluated and characterized from the diagnostic dose of 0.352mg i.a./L and multiple concentrations that caused mortalities between 5% and 99%. Electrophoresis of isoenzymes was used to verify the patterns of esterase activity among populations of the vector.RESULTS:All populations of Aedes aegypti were resistant to temephos, presenting a resistance rate (RR) greater than 20. The greatest lethal dose 50% of the sample (CL50) was found for the municipality of Lagoa Seca, approximately forty-one times the value of CL50 for the Rockefeller population. The populations characterized as resistant showed two to six regions of α and β-esterase, called EST-1 to EST-6, while the susceptible population was only seen in one region of activity.CONCLUSIONS:Aedes aegyptiis widely distributed and shows a high degree of resistance to temephos in all municipalities studied. In all cases, esterases are involved in the metabolism and, consequently, in the resistance to temephos.

Spatial distribution of trachoma cases in the City of Bauru, State of São Paulo, Brazil, detected in 2006: defining key areas for improvement of health resources

IntroductionThe objective of this study was to analyze the spatial behavior of the occurrence of trachoma cases detected in the City of Bauru, State of São Paulo, Brazil, in 2006 in order to use the information collected to set priority areas for optimization of health resources.Methodsthe trachoma cases identified in 2006 were georeferenced. The data evaluated were: schools where the trachoma cases studied, data from the 2000 Census, census tract, type of housing, water supply conditions, distribution of income and levels of education of household heads. In the Google Earth® software and TerraView® were made descriptive spatial analysis and estimates of the Kernel. Each area was studied by interpolation of the density surfaces exposing events to facilitate to recognize the clusters.ResultsOf the 66 cases detected, only one (1.5%) was not a resident of the city's outskirts. A positive association was detected of trachoma cases and the percentage of heads of household with income below three minimum wages and schooling under eight years of education.ConclusionsThe recognition of the spatial distribution of trachoma cases coincided with the areas of greatest social inequality in Bauru City. The micro-areas identified are those that should be prioritized in the rationalization of health resources. There is the possibility of using the trachoma cases detected as an indicator of performance of micro priority health programs.