Volatility forecasting with range models: An evaluation of new alternatives to the CARR model

The aim of this paper is to analyze the forecasting ability of the CARR model proposed by Chou (2005) using the S&P 500. We extend the data sample, allowing for the analysis of different stock market circumstances and propose the use of various range estimators in order to analyze their forecasting performance. Our results show that there are two range-based models that outperform the forecasting ability of the GARCH model. The Parkinson model is better for upward trends and volatilities which are higher and lower than the mean while the CARR model is better for downward trends and mean volatilities.

Evaluation of the respiratory motion effect in small animal PET images with GATE Monte Carlo simulations

The rapid growth in genetics and molecular biology combined with the development of techniques for genetically engineering small animals has led to increased interest in in vivo small animal imaging. Small animal imaging has been applied frequently to the imaging of small animals (mice and rats), which are ubiquitous in modeling human diseases and testing treatments. The use of PET in small animals allows the use of subjects as their own control, reducing the interanimal variability. This allows performing longitudinal studies on the same animal and improves the accuracy of biological models. However, small animal PET still suffers from several limitations. The amounts of radiotracers needed, limited scanner sensitivity, image resolution and image quantification issues, all could clearly benefit from additional research. Because nuclear medicine imaging deals with radioactive decay, the emission of radiation energy through photons and particles alongside with the detection of these quanta and particles in different materials make Monte Carlo method an important simulation tool in both nuclear medicine research and clinical practice. In order to optimize the quantitative use of PET in clinical practice, data- and image-processing methods are also a field of intense interest and development. The evaluation of such methods often relies on the use of simulated data and images since these offer control of the ground truth. Monte Carlo simulations are widely used for PET simulation since they take into account all the random processes involved in PET imaging, from the emission of the positron to the detection of the photons by the detectors. Simulation techniques have become an importance and indispensable complement to a wide range of problems that could not be addressed by experimental or analytical approaches.

Study on the glycerolysis reaction of high free fatty acid oils for use as biodiesel feedstock

Biodiesel is the main alternative to fossil diesel and it may be produced from different feedstocks such as semi-refined vegetable oils, waste frying oils or animal fats. However, these feedstocks usually contain significant amounts of free fatty acids (FFA) that make them inadequate for the direct base catalyzed transesterification reaction (where the FFA content should be lower than 4%). The present work describes a possible method for the pre-treatment of oils with a high content of FFA (20 to 50%) by esterification with glycerol. In order to reduce the FFA content, the reaction between these FFA and an esterification agent is carried out before the transesterification reaction. The reaction kinetics was studied in terms of its main factors such astemperature, % of glycerin excess, % of catalyst used, stirring velocity and type of catalyst used. The results showed that glycerolysis is a promising pretreatment to acidic oils or fats (> 20%) as they led to the production of an intermediary material with a low content of FFA that can be used directly in thetransesterification reaction for the production of biodiesel. (C) 2011 Elsevier B.V. All rights reserved.

Mapping multi-species habitat use for marine conservation planning

Tese de Doutoramento, Ciências do Mar (Biologia Marinha)

Development of TNBS-induced colitis: animal model to test new pharmacological approaches

IBD is a gastro-intestinal disorder marked with chronic inflammation of intestinal epithelium, damaging mucosal tissue and manifests into several intestinal and extra-intestinal symptoms. Currently used medical therapy is able to induce and maintain the patient in remission, however no modifies or reverses the underlying pathogenic mechanism. The research of other medical approaches is crucial to the treatment of IBD and, for this, it´s important to use animal models to mimic the characteristics of disease in real life. The aim of the study is to develop an animal model of TNBS-induced colitis to test new pharmacological approaches. TNBS was instilled intracolonic single dose as described by Morris et al. It was administered 2,5% TNBS in 50% ethanol through a catheter carefully inserted into the colon. Mice were kept in a Tredelenburg position to avoid reflux. On day 4 and 7, the animals were sacrificed by cervical dislocation. The induction was confirmed based on clinical symptoms/signs, ALP determination and histopathological analysis. At day 4, TNBS group presented a decreased body weight and an alteration of intestinal motility characterized by diarrhea, severe edema of the anus and moderate morbidity, while in the two control groups weren’t identified any alteration on the clinical symptoms/signs with an increase of the body weight. TNBS group presented the highest concentrations of ALP comparing with control groups. The histopathology analysis revealed severe necrosis of the mucosa with widespread necrosis of the intestinal glands. Severe hemorrhagic and purulent exsudates were observed in the submucosa, muscular and serosa. TNBS group presented clinical symptoms/signs and histopathological features compatible with a correct induction of UC. The peak of manifestations became maximal at day 4 after induction. This study allows concluding that it’s possible to develop a TNBS induced colitis 4 days after instillation.

Cultural innovation and transmission of tool use in wild chimpanzees:evidence from field experiments

Animal Cognition, V.6, pp. 213-223

Behavioural development in a matching-to-sample task and token use by an infant chimpanzee reared by his mother

Animal Cognition, V.6, pp. 259–267

Schistosoma mansoni: acquired immunity in mice after the use of oxamniquine at the evolutive skin and pulmonary phases

Mice infected with 350 cercariae of Schistosoma mansoni (LE strain) were treated with oxamniquine, at the dose of 400 mg/kg, 24, 48, 72, and 96 h after infection. Forty days after the treatment, the animals were submitted to a challenge infection with 80 cercariae, through the abdominal and ear skins. The number of immature worms in the animal groups treated 24 and 96 h after the first infection was found to be lower than that in the control group, thus showing that the death of schisto-somes by chemotherapy, at the skin and pulmonary phases, causes an acquired resistance state.

Properties and Sustainability of Biodiesel from Animal Fats and Fish Oil

This work presents and analyses the fat and fuel properties and the methyl ester profile of biodiesel from animal fats and fish oil (beef tallow, pork lard, chicken fat and sardine oil). Also, their sustainability is evaluated in comparison with rapeseed biodiesel and fossil diesel, currently the dominant liquid fuels for transportation in Europe. Results show that from a technological point of view it is possible to use animal fats and fish oil as feedstock for biodiesel production. From the sustainability perspective, beef tallow biodiesel seems to be the most sustainable one, as its contribution to global warming has the same value of fossil diesel and in terms of energy efficiency it has the best value of the biodiesels under consideration. Although biodiesel is not so energy efficient as fossil diesel there is room to improve it, for example, by replacing the fossil energy used in the process with renewable energy generated using co-products (e.g. straw, biomass cake, glycerine).

PCR with Paracoccidioides brasiliensis specific primers: potential use in ecological studies

The precise microenvironment of Paracoccidioides brasiliensis has not yet been discovered perhaps because the methods used are not sensitive enough. We applied to this purpose the polymerase chain reaction (PCR) using three sets of specific primers corresponding to two P. brasiliensis genes. This fungus as well as several other fungi, were grown and their DNA obtained by mechanical disruption and a phenol chloroform isoamylalcohol-based purification method. The DNA served for a PCR reaction that employed specific primers from two P. brasiliensis genes that codify for antigenic proteins, namely, the 27 kDa and the 43 kDa. The lowest detection range for the 27 kDa gene was 3 pg. The amplification for both genes was positive only with DNA from P. brasiliensis; additionally, the mRNA for the 27 kDa gene was present only in P. brasiliensis, as indicated by the Northern analysis. The standardization of PCR technology permitted the amplification of P. brasiliensis DNA in artificially contaminated soils and in tissues of armadillos naturally infected with the fungus. These results indicate that PCR technology could play an important role in the search for P. brasiliensis’ habitat and could also be used in other ecological studies.

Use of Distress and Depression Thermometers to Measure Psychosocial Morbidity Among Southern European Cancer Patients

GOALS OF WORK: Recent literature has indicated the need for rapid evaluation of psychosocial issues secondary to cancer. Because of the problems of routine use of psychometric instruments, short instruments such as visual analogue scales or one-item 0-10 scales have been developed as valid assessment alternatives. PATIENTS AND METHODS: A study was conducted to examine the role of two 0-10 scales in measuring emotional stress (distress thermometer, DT) and depressed mood (mood thermometer, MT), respectively, in a multicenter study carried out in southern European countries (Italy, Portugal, Spain, and Switzerland). A convenience sample of 312 cancer outpatients completed the DT and MT and the Hospital Anxiety Depression Scale (HADS). MAIN RESULTS: DT was more significantly associated HADS anxiety than HADS depression while MT was related both to HADS anxiety and depression. The correlation of MT with HADS was higher than DT. A cutoff point >4 on the DT maximized sensitivity (65%) and specificity (79%) for general psychosocial morbidity while a cutoff >5 identified more severe "caseness" (sensitivity=70%; specificity=73%). On the MT, sensitivity and specificity for general psychosocial morbidity were 85% and 72% by using the cutoff score >3. A score >4 on the MT was associated with a sensitivity of 78% and a specificity of 77% in detecting more severe caseness. CONCLUSIONS: Two simple instruments, the DT and the MT, were found to have acceptable levels of sensitivity and specificity in detecting psychosocial morbidity. Compared to the HADS, however, the mood MT performed better than the DT.

Are coffee silverskin extracts safe for topical use? An in vitro and in vivo approach

Recent changes in regulatory requirements and social views on animal testing have incremented the development of reliable alternative tests for predicting skin and ocular irritation potential of products based on new raw materials. In this regard, botanical ingredients used in cosmetic products are among those materials, and should be carefully reviewed concerning the potential presence of irritant constituents. In particular, cosmetic products used on the face, in vicinity of the eyes or that may come in contact with mucous membranes, should avoid botanical ingredients that contain, or are suspected to contain, such ingredients. In this study, we aimed to evaluate the effect of a new cosmetic ingredient, namely, coffee silverskin (CS), with an in vitro skin and ocular irritation assay using reconstructed human epidermis, EpiSkin™, and human corneal epithelial model, SkinEthics™ HCE, and an in vivo assay. Three different extracts of CS were evaluated. The histology of the models after extracts applications was analysed. The in vitro results demonstrated that extracts were not classified as irritant and the histological analyses proved that extracts did not affect both models structure. The content of caffeine, 5-hydroxymethyl furfural and chlorogenic acid was quantified after the epidermal assay. The in vivo test carried out with the most promising extract (hydroalcoholic) showed that, with respect to irritant effects, these extracts can be regarded as safe for topical application.

ANIMAL MODELS FOR THE STUDY OF LEISHMANIASIS IMMUNOLOGY

Leishmaniasis remains a major public health problem worldwide and is classified as Category I by the TDR/WHO, mainly due to the absence of control. Many experimental models like rodents, dogs and monkeys have been developed, each with specific features, in order to characterize the immune response to Leishmania species, but none reproduces the pathology observed in human disease. Conflicting data may arise in part because different parasite strains or species are being examined, different tissue targets (mice footpad, ear, or base of tail) are being infected, and different numbers (“low” 1×102 and “high” 1×106) of metacyclic promastigotes have been inoculated. Recently, new approaches have been proposed to provide more meaningful data regarding the host response and pathogenesis that parallels human disease. The use of sand fly saliva and low numbers of parasites in experimental infections has led to mimic natural transmission and find new molecules and immune mechanisms which should be considered when designing vaccines and control strategies. Moreover, the use of wild rodents as experimental models has been proposed as a good alternative for studying the host-pathogen relationships and for testing candidate vaccines. To date, using natural reservoirs to study Leishmania infection has been challenging because immunologic reagents for use in wild rodents are lacking. This review discusses the principal immunological findings against Leishmania infection in different animal models highlighting the importance of using experimental conditions similar to natural transmission and reservoir species as experimental models to study the immunopathology of the disease.

The use of analytical hierarchy process in spatial decision support system for land use management

Geographic information systems give us the possibility to analyze, produce, and edit geographic information. Furthermore, these systems fall short on the analysis and support of complex spatial problems. Therefore, when a spatial problem, like land use management, requires a multi-criteria perspective, multi-criteria decision analysis is placed into spatial decision support systems. The analytic hierarchy process is one of many multi-criteria decision analysis methods that can be used to support these complex problems. Using its capabilities we try to develop a spatial decision support system, to help land use management. Land use management can undertake a broad spectrum of spatial decision problems. The developed decision support system had to accept as input, various formats and types of data, raster or vector format, and the vector could be polygon line or point type. The support system was designed to perform its analysis for the Zambezi river Valley in Mozambique, the study area. The possible solutions for the emerging problems had to cover the entire region. This required the system to process large sets of data, and constantly adjust to new problems’ needs. The developed decision support system, is able to process thousands of alternatives using the analytical hierarchy process, and produce an output suitability map for the problems faced.

The efficient use of water in the context of climate change

Dissertação de mestrado integrado em Engenharia Civil