Verificação e análise dos fatos estilizados no mercado de ações brasileiro

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Biologia reprodutiva e dinâmica populacional de Hypancistrus zebra Isbrücker & Nijssen, 1991 (Siluriformes, Loricariidae), no rio Xingu, Amazônia brasileira

Hypancistrus zebra é uma espécie ornamental, endêmica e rara da região do Médio – Baixo Rio Xingu, a qual apresenta forte demanda do mercado de peixes ornamentais internacional, que criou uma forte pressão de exploração associada a esta espécie. Atualmente, H.zebra encontra-se na lista brasileira de fauna ameaçada de extinção e sua captura está proibida. Sabe-se que mesmo proibida, a mesma continua sendo capturada e exportada ilegalmente, aliada a isso a construção da Hidrelétrica de Belo Monte em seu trecho de distribuição, que ameaça a sua área de distribuição geográfica e a falta de informações sobre sua biologia e ecologia dificultam ações de ordenamento para esta espécie. De modo que, se objetivou neste trabalho estudar aspectos da biologia reprodutiva e dinâmica populacional para contribuir com medidas de conservação para esta espécie. Exemplares de H. zebra foram capturados mensalmente de março de 2009 a fevereiro de 2010, através de mergulho com compressor, no Rio Xingu, entre a localidade de Gorgulho da Rita e a Vila de Belo Monte. Os indivíduos capturados foram pesados e medidos (peso e comprimento total). As gônadas foram retiradas e imediatamente fixadas em Solução Bouin. Seguiram-se as técnicas histológicas de rotina. Os estágios de maturação gonadal foram descritos com base na presença de células germinativas em diferentes estádios de desenvolvimento. Através dos dados de freqüência dos comprimentos foram feitas estimativas dos parâmetros populacionais tais como: modelos de crescimento, recrutamento, mortalidade, rendimento por recruta e tamanho de primeira maturidade gonadal. A espécie apresentou uma desova sazonal com dois picos entre as estações de transição entre seca e cheia (e vice-versa) do rio, e dois períodos de recrutamento, com taxas de crescimento diferenciadas. Estimou-se que a espécie possui uma longevidade de cinco anos, e que está no limite do rendimento máximo sustentável, o que se caracteriza como uma situação perigosa para a espécie, pois qualquer aumento do esforço irá comprometer o estoque e ainda não se sabe que impactos ocorrerão em decorrência das modificações provocadas em seu habitat pela construção da hidrelétrica.

Associações entre síndrome metabólica, inflamação, índices do estado nutricional e de distribuição de gordura corporal em pacientes em hemodiálise crônica

Pós-graduação em Fisiopatologia em Clínica Médica - FMB

análise dos efeitos ionosféricos de ordem superior no ciclo solar 24 e influência no posicionamento GNSS absoluto

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Influência da superfície dentinária bovina na resistência de união de sistemas adesivos

Pós-graduação em Odontologia Restauradora - ICT

Estudo e análise estatística no mercado de ações brasileiro

The objective of this paper is to verify and analyze the existence in Brazil of stylized facts observed in financial time series: volatility clustering, probability distributions with fat tails, the presence of long run memory in absolute return time series, absence of linear return autocorrelation, gain/loss asymmetry, aggregative gaussianity, slow absolute return autocorrelation decay, trading volume/volatility correlation and leverage effect. We analyzed intraday prices for 10 stocks traded at the BM&FBovespa, responsible for 52.1% of the Ibovespa portfolio on Sept. 01, 2009. The data analysis confirms the stylized facts, whose behavior is consistent with what is observed in international markets.

Evidence for genetic differentiation of Octopus vulgaris (Mollusca, Cephalopoda) fishery populations from the southern coast of Brazil as revealed by microsatellites

Octopus vulgaris is a cephalopod species in several oceans and commonly caught by artisanal and industrial fisheries. In Brazil, O. vulgaris populations are mainly distributed along the southern coast and have been subjected to intensive fishing during recent years. Despite the importance of this marine resource, no genetic study has been carried out to examine genetic differences among populations along the coast of Brazil. In this study, 343 individuals collected by commercial vessels were genotyped at six microsatellite loci to investigate the genetic differences in O. vulgaris populations along the southern coast of Brazil. Genetic structure and levels of differentiation among sampling sites were estimated via a genotype assignment test and F-statistics. Our results indicate that the O. vulgaris stock consists of four genetic populations with an overall significant analogous F(ST). (phi(CT) = 0.10710, P<0.05) value. The genetic diversity was high with an observed heterozygosity of Ho = 0.987. The negative values of F(IS) found for most of the loci examined suggested a possible bottleneck process. These findings are important for further steps toward more sustainable octopus fisheries, so that this marine resource can be preserved for long-term utilization. (C) 2011 Elsevier B.V. All rights reserved.

Assessment of integration of the Leprosy Program into primary health care in Aracaju, State of Sergipe, Brazil

Introduction: The aim of this study was to assess the epidemiological and operational characteristics of the Leprosy Program before and after its integration into the Primary Healthcare Services of the municipality of Aracaju-Sergipe, Brazil. Methods: Data were drawn from the national database. The study periods were divided into preintegration (1996-2000) and postintegration (2001-2007). Annual rates of epidemiological detection were calculated. Frequency data on clinico-epidemiological variables of cases detected and treated for the two periods were compared using the Chi-squared (chi(2)) test adopting a 5% level of significance. Results: Rates of detection overall, and in subjects younger than 15 years, were greater for the postintegration period and were higher than rates recorded for Brazil as a whole during the same periods. A total of 780 and 1,469 cases were registered during the preintegration and postintegration periods, respectively. Observations for the postintegration period were as follows: I) a higher proportion of cases with disability grade assessed at diagnosis, with increase of 60.9% to 78.8% (p < 0.001), and at end of treatment, from 41.4% to 44.4% (p < 0.023); II) an increase in proportion of cases detected by contact examination, from 2.1% to 4.1% (p < 0.001); and III) a lower level of treatment default with a decrease from 5.64 to 3.35 (p < 0.008). Only 34% of cases registered from 2001 to 2007 were examined. Conclusions: The shift observed in rates of detection overall, and in subjects younger than 15 years, during the postintegration period indicate an increased level of health care access. The fall in number of patients abandoning treatment indicates greater adherence to treatment. However, previous shortcomings in key actions, pivotal to attaining the outcomes and impact envisaged for the program, persisted in the postintegration period.

Assessment of integration of the leprosy program into primary health care in Aracaju, state of Sergipe, Brazil

INTRODUCTION: The aim of this study was to assess the epidemiological and operational characteristics of the Leprosy Program before and after its integration into the Primary healthcare Services of the municipality of Aracaju-Sergipe, Brazil. METHODS: Data were drawn from the national database. The study periods were divided into preintegration (1996-2000) and postintegration (2001-2007). Annual rates of epidemiological detection were calculated. Frequency data on clinico-epidemiological variables of cases detected and treated for the two periods were compared using the Chi-squared (χ2) test adopting a 5% level of significance. RESULTS: Rates of detection overall, and in subjects younger than 15 years, were greater for the postintegration period and were higher than rates recorded for Brazil as a whole during the same periods. A total of 780 and 1,469 cases were registered during the preintegration and postintegration periods, respectively. Observations for the postintegration period were as follows: I) a higher proportion of cases with disability grade assessed at diagnosis, with increase of 60.9% to 78.8% (p < 0.001), and at end of treatment, from 41.4% to 44.4% (p < 0.023); II) an increase in proportion of cases detected by contact examination, from 2.1% to 4.1% (p < 0.001); and III) a lower level of treatment default with a decrease from 5.64 to 3.35 (p < 0.008). Only 34% of cases registered from 2001 to 2007 were examined. CONCLUSIONS: The shift observed in rates of detection overall, and in subjects younger than 15 years, during the postintegration period indicate an increased level of health care access. The fall in number of patients abandoning treatment indicates greater adherence to treatment. However, previous shortcomings in key actions, pivotal to attaining the outcomes and impact envisaged for the program, persisted in the postintegration period.

Multiwavelenght study of cluster mergers and consequences for the radio emission properties of galaxy clusters

In the present thesis a thourough multiwavelength analysis of a number of galaxy clusters known to be experiencing a merger event is presented. The bulk of the thesis consists in the analysis of deep radio observations of six merging clusters, which host extended radio emission on the cluster scale. A composite optical and X–ray analysis is performed in order to obtain a detailed and comprehensive picture of the cluster dynamics and possibly derive hints about the properties of the ongoing merger, such as the involved mass ratio, geometry and time scale. The combination of the high quality radio, optical and X–ray data allows us to investigate the implications of the ongoing merger for the cluster radio properties, focusing on the phenomenon of cluster scale diffuse radio sources, known as radio halos and relics. A total number of six merging clusters was selected for the present study: A3562, A697, A209, A521, RXCJ 1314.4–2515 and RXCJ 2003.5–2323. All of them were known, or suspected, to possess extended radio emission on the cluster scale, in the form of a radio halo and/or a relic. High sensitivity radio observations were carried out for all clusters using the Giant Metrewave Radio Telescope (GMRT) at low frequency (i.e. ≤ 610 MHz), in order to test the presence of a diffuse radio source and/or analyse in detail the properties of the hosted extended radio emission. For three clusters, the GMRT information was combined with higher frequency data from Very Large Array (VLA) observations. A re–analysis of the optical and X–ray data available in the public archives was carried out for all sources. Propriety deep XMM–Newton and Chandra observations were used to investigate the merger dynamics in A3562. Thanks to our multiwavelength analysis, we were able to confirm the existence of a radio halo and/or a relic in all clusters, and to connect their properties and origin to the reconstructed merging scenario for most of the investigated cases. • The existence of a small size and low power radio halo in A3562 was successfully explained in the theoretical framework of the particle re–acceleration model for the origin of radio halos, which invokes the re–acceleration of pre–existing relativistic electrons in the intracluster medium by merger–driven turbulence. • A giant radio halo was found in the massive galaxy cluster A209, which has likely undergone a past major merger and is currently experiencing a new merging process in a direction roughly orthogonal to the old merger axis. A giant radio halo was also detected in A697, whose optical and X–ray properties may be suggestive of a strong merger event along the line of sight. Given the cluster mass and the kind of merger, the existence of a giant radio halo in both clusters is expected in the framework of the re–acceleration scenario. • A radio relic was detected at the outskirts of A521, a highly dynamically disturbed cluster which is accreting a number of small mass concentrations. A possible explanation for its origin requires the presence of a merger–driven shock front at the location of the source. The spectral properties of the relic may support such interpretation and require a Mach number M < ∼ 3 for the shock. • The galaxy cluster RXCJ 1314.4–2515 is exceptional and unique in hosting two peripheral relic sources, extending on the Mpc scale, and a central small size radio halo. The existence of these sources requires the presence of an ongoing energetic merger. Our combined optical and X–ray investigation suggests that a strong merging process between two or more massive subclumps may be ongoing in this cluster. Thanks to forthcoming optical and X–ray observations, we will reconstruct in detail the merger dynamics and derive its energetics, to be related to the energy necessary for the particle re–acceleration in this cluster. • Finally, RXCJ 2003.5–2323 was found to possess a giant radio halo. This source is among the largest, most powerful and most distant (z=0.317) halos imaged so far. Unlike other radio halos, it shows a very peculiar morphology with bright clumps and filaments of emission, whose origin might be related to the relatively high redshift of the hosting cluster. Although very little optical and X–ray information is available about the cluster dynamical stage, the results of our optical analysis suggest the presence of two massive substructures which may be interacting with the cluster. Forthcoming observations in the optical and X–ray bands will allow us to confirm the expected high merging activity in this cluster. Throughout the present thesis a cosmology with H0 = 70 km s−1 Mpc−1, m=0.3 and =0.7 is assumed.

Investigating the role of Copy Number Variants in Specific Language Impairment and identification of new candidate genes

Specific language impairment (SLI) is a complex neurodevelopmental disorder defined as an unexpected failure to develop normal language abilities for no obvious reason. Copy number variants (CNVs) are an important source of variation in the susceptibility to neuropsychiatric disorders. Therefore, a CNV study within SLI families was performed to investigate the role of structural variants in SLI. Among the identified CNVs, we focused on CNVs on chromosome 15q11-q13, recurrently observed in neuropsychiatric conditions, and a homozygous exonic microdeletion in ZNF277. Since this microdeletion falls within the AUTS1 locus, a region linked to autism spectrum disorders (ASD), we investigated a potential role of ZNF277 in SLI and ASD. Frequency data and expression analysis of the ZNF277 microdeletion suggested that this variant may contribute to the risk of language impairments in a complex manner, that is independent of the autism risk previously described in this region. Moreover, we identified an affected individual with a dihydropyrimidine dehydrogenase (DPD) deficiency, caused by compound heterozygosity of two deleterious variants in the gene DPYD. Since DPYD represents a good candidate gene for both SLI and ASD, we investigated its involvement in the susceptibility to these two disorders, focusing on the splicing variant rs3918290, the most common mutation in the DPD deficiency. We observed a higher frequency of rs3918290 in SLI cases (1.2%), compared to controls (~0.6%), while no difference was observed in a large ASD cohort. DPYD mutation screening in 4 SLI and 7 ASD families carrying the splicing variant identified six known missense changes and a novel variant in the promoter region. These data suggest that the combined effect of the mutations identified in affected individuals may lead to an altered DPD activity and that rare variants in DPYD might contribute to a minority of cases, in conjunction with other genetic or non-genetic factors.

Essays in Applied and Labor Economics

This thesis consists of three self-contained papers. In the first paper I analyze the labor supply behavior of Bologna Pizza Delivery Vendors. Recent influential papers analyze labor supply behavior of taxi drivers (Camerer et al., 1997; and Crawford and Meng, 2011) and suggest that reference-dependence preferences have an important influence on drivers’ labor-supply decisions. Unlike previous papers, I am able to identify an exogenous and transitory change in labor demand. Using high frequency data on orders and rainfall as an exogenous demand shifter, I invariably find that reference-dependent preferences play no role in their labor’ supply decisions and the behavior of pizza vendors is perfectly consistent with the predictions of the standard model of labor’ supply. In the second paper, I investigate how the voting behavior of Members of Parliament is influenced by the Members seating nearby. By exploiting the random seating arrangements in the Icelandic Parliament, I show that being seated next to Members of a different party increases the probability of not being aligned with one’s own party. Using the exact spatial orientation of the peers, I provide evidence that supports the hypothesis that interaction is the main channel that explain these results. In the third paper, I provide an estimate of the trade flows that there would have been between the UK and Europe if the UK had joined the Euro. As an alternative approach to the standard log-linear gravity equation I employ the synthetic control method. I show that the aggregate trade flows between Britain and Europe would have been 13% higher if the UK had adopted the Euro.

Tomographic 3D reconstruction through linear inversion for breast microwave imaging

In the present thesis we address the problem of detecting and localizing a small spherical target with characteristic electrical properties inside a volume of cylindrical shape, representing female breast, with MWI. One of the main works of this project is to properly extend the existing linear inversion algorithm from planar slice to volume reconstruction; results obtained, under the same conditions and experimental setup are reported for the two different approaches. Preliminar comparison and performance analysis of the reconstruction algorithms is performed via numerical simulations in a software-created environment: a single dipole antenna is used for illuminating the virtual breast phantom from different positions and, for each position, the corresponding scattered field value is registered. Collected data are then exploited in order to reconstruct the investigation domain, along with the scatterer position, in the form of image called pseudospectrum. During this process the tumor is modeled as a dielectric sphere of small radius and, for electromagnetic scattering purposes, it's treated as a point-like source. To improve the performance of reconstruction technique, we repeat the acquisition for a number of frequencies in a given range: the different pseudospectra, reconstructed from single frequency data, are incoherently combined with MUltiple SIgnal Classification (MUSIC) method which returns an overall enhanced image. We exploit multi-frequency approach to test the performance of 3D linear inversion reconstruction algorithm while varying the source position inside the phantom and the height of antenna plane. Analysis results and reconstructed images are then reported. Finally, we perform 3D reconstruction from experimental data gathered with the acquisition system in the microwave laboratory at DIFA, University of Bologna for a recently developed breast-phantom prototype; obtained pseudospectrum and performance analysis for the real model are reported.

Detection of nonrandom association of alleles from the distribution of the number of heterozygous loci in a sample.

The distribution of the number of heterozygous loci in two randomly chosen gametes or in a random diploid zygote provides information regarding the nonrandom association of alleles among different genetic loci. Two alternative statistics may be employed for detection of nonrandom association of genes of different loci when observations are made on these distributions: observed variance of the number of heterozygous loci (s2k) and a goodness-of-fit criterion (X2) to contrast the observed distribution with that expected under the hypothesis of random association of genes. It is shown, by simulation, that s2k is statistically more efficient than X2 to detect a given extent of nonrandom association. Asymptotic normality of s2k is justified, and X2 is shown to follow a chi-square (chi 2) distribution with partial loss of degrees of freedom arising because of estimation of parameters from the marginal gene frequency data. Whenever direct evaluations of linkage disequilibrium values are possible, tests based on maximum likelihood estimators of linkage disequilibria require a smaller sample size (number of zygotes or gametes) to detect a given level of nonrandom association in comparison with that required if such tests are conducted on the basis of s2k. Summarization of multilocus genotype (or haplotype) data, into the different number of heterozygous loci classes, thus, amounts to appreciable loss of information.

Parentage analysis with genetic markers in natural populations. I. The expected proportion of offspring with unambiguous paternity.

Recent studies indicate that polymorphic genetic markers are potentially helpful in resolving genealogical relationships among individuals in a natural population. Genetic data provide opportunities for paternity exclusion when genotypic incompatibilities are observed among individuals, and the present investigation examines the resolving power of genetic markers in unambiguous positive determination of paternity. Under the assumption that the mother for each offspring in a population is unambiguously known, an analytical expression for the fraction of males excluded from paternity is derived for the case where males and females may be derived from two different gene pools. This theoretical formulation can also be used to predict the fraction of births for each of which all but one male can be excluded from paternity. We show that even when the average probability of exclusion approaches unity, a substantial fraction of births yield equivocal mother-father-offspring determinations. The number of loci needed to increase the frequency of unambiguous determinations to a high level is beyond the scope of current electrophoretic studies in most species. Applications of this theory to electrophoretic data on Chamaelirium luteum (L.) shows that in 2255 offspring derived from 273 males and 70 females, only 57 triplets could be unequivocally determined with eight polymorphic protein loci, even though the average combined exclusionary power of these loci was 73%. The distribution of potentially compatible male parents, based on multilocus genotypes, was reasonably well predicted from the allele frequency data available for these loci. We demonstrate that genetic paternity analysis in natural populations cannot be reliably based on exclusionary principles alone. In order to measure the reproductive contributions of individuals in natural populations, more elaborate likelihood principles must be deployed.