Mapas de zonas de risco de epidemias para doenças dos citros no Estado de São Paulo

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Intensidade da mancha preta dos citros em função de variáveis meteorológicas

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Construcción de índices simplificados de riesgo país: Aproximación a los casos de Europa y América

[ES] Partiendo de los valores semestrales de cada una de las nueve variables que componen el índice de riesgo país elaborado por Euromoney, en el periodo comprendido entre septiembre de 1992 y septiembre de 2002, para 41 países europeos y 30 países americanos, los autores proponen la construcción de dos nuevos índices de riesgo país, a los que han denominado «Índice Simplificado» e «Índice Observacional». La característica de ambos índices es que, además de contener únicamente cuatro variables (de las nueve propuestas por el índice de riesgo país de Euromoney), permiten replicar, con un elevado índice de fiabiabilidad el ranking de países (dado en función de su riesgo país) proporcionado por el índice del cual se derivan.

¿Reflejan los índices de riesgo país las variables relevantes en el desencadenamiento de las crisis externas? Un análisis sobre el periodo 1994-2001

[ES] El objetivo de este trabajo es establecer en qué medida los índices de riesgo país más utilizados por la comunidad económica y financiera internacional, en concreto, el índice de Euromoney y el ICRG, recogen las variables relevantes en el desencadenamiento de las crisis monetarias y financieras externas, como un aspecto básico en la evaluación de su capacidad para medir adecuadamente el riesgo de los diferentes países.

Avaliação do comportamento da mecânica respiratória e dos testes de exercício cardiopulmonar no pré e pós-operatório de pacientes submetidos à toracotomia para tratamento de doenças malignas e benignas, sua relação com as complicações pós-operatórias e com a qualidade de vida

Pós-graduação em Bases Gerais da Cirurgia - FMB

A comparison of lipoprotein measurements from the Dallas Heart Study

Conventional cholesterol markers in clinical practice today may systematically underestimate the true atherosclerotic risk of populations with high prevalence of metabolic perturbations. It has been suggested that atherogenic risk indexes that measure the concentration of atherogenic particle concentration rather then cholesterol may improve the recognition of atherogenic risk in a clinical setting. Particle concentration is strongly correlated with cholesterol markers, but only a fair concordance with cholesterol has been seen in male populations with low prevalence of metabolic perturbations. Little is known about the concordance of particle concentration and cholesterol markers in multiethnic populations with high prevalence of metabolic perturbations including both men and women. Furthermore, no study has looked at atherosclerosis while exploring the concordance of particle concentration and cholesterol. NMR total atherogenic particle concentration (LipoScience, Inc.), Non-HDL-C, and coronary CT were performed on 3054 subjects ages 30-65 from the Dallas Heart Study, a multi-ethnic probability-based population study. Patients were stratified into four groups: subjects with a low Non-HDL-C and low particle concentration (n = 929), subjects with high Non-HDL-C and low particle concentration (n = 88), subjects with low Non-HDL-C and high particle concentration, and subjects with high Non-HDL-C and high particle concentration (n = 950). When discordance was defined as two quintiles or more of disagreement, discordant groups were relatively small (n= 389, 12.6% of population). There was no statistically significant difference in prevalence of coronary calcification for the group with high Non-HDL-C and low particle concentration compared to the group with low Non-HDL-C and low particle concentration. The discordant group with low Non-HDL-C and low particle concentration, which included 88 subjects, had the highest prevalence of coronary calcification out of the four groups. Out of the 3054 subjects tested in this study, 88 subjects were considered to be part of the discordant group with low Non-HDL-C and a high particle concentration. Although this group is relatively small and comprise approximately 3% of the total population, they did have the highest prevalence of coronary calcification.^

The use of severity indexes to estimate the risk of death in Intensive Care

The Simplified Acute Physiology Score II (SAPS II) and Logistic Organ Dysfunction System (LODS) are instruments used to classify Intensive Care Unit (ICU) inpatients according to the severity of their condition and risk of death, and evaluate the quality of nursing care. The objective of this study is to evaluate and compare the performance of SAPS II and LODS to predict the mortality of patients admitted to the ICU. The participants were 600 patients from four ICUs located in Sao Paulo, Brazil. Receiver Operator Characteristic (ROC) curves were used to compare the performance of the indexes. Results: The areas under the ROC curves of LODS (0.69) and SAPS II (0.71) indicated moderate discriminatory capacity to identify death or survival. No statistically significant differences were found between these areas (p=0.26). In conclusion, there was equivalence between SAPS II and LODS to estimate the risk of death of ICU patients.

Metabolic risk score indexes validation in overweight healthy people

The constellation of adverse cardiovascular disease (CVD) and metabolic risk factors, including elevated abdominal obesity, blood pressure (BP), glucose, and triglycerides (TG) and lowered high-density lipoprotein-cholesterol (HDL-C), has been termed the metabolic syndrome (MetSyn) [1]. A number of different definitions have been developed by the World Health Organization (WHO) [2], the National Cholesterol Education Program Adult Treatment Panel III (ATP III) [3], the European Group for the Study of Insulin Resistance (EGIR) [4] and, most recently, the International Diabetes Federation (IDF) [5]. Since there is no universal definition of the Metabolic Syndrome, several authors have derived different risk scores to represent the clustering of its components [6-11].

Australian stock indexes and the four-factor model

Stock indexes are passive 'value-weighted' portfolios and should not have alphas which are significantly different from zero. If an index produces an insignificant alphan, then significant alphas for equity funds using this index can be attributed solely to manager performance. However, recent literature sugests that US Stock indexes can demonstrate significant alphas, which ultimately raise questions regarding equity fund manager performance in both the US and abroad. in this paper, we employ the Carhart four-factor model and newly available Asian-Pacific risk factors to generate alphas and risk factor loadings for eight Australian stock indexes from January 2004 to December 2012. We ifnd that the initial full sample period analysis does not provide indication of significant alphas in the indexes examined. However, by carrying out 36-month rolling regressions, we discover at least four significant alphas in seven of the eight indexes and factor loading variability. As previously reported in the US, this paper confirms similar issues with the four-factor model using Australian stock indexes and performance benchmarking. In effectively measuring Australian equity fund manager performance, it is therefore essential to evaluate a fund's alpha and risk factors relative to the alpha and risk factors of the appropriate benchmark index.

The information content of Canadian implied volatility indexes

For predicting future volatility, empirical studies find mixed results regarding two issues: (1) whether model free implied volatility has more information content than Black-Scholes model-based implied volatility; (2) whether implied volatility outperforms historical volatilities. In this thesis, we address these two issues using the Canadian financial data. First, we examine the information content and forecasting power between VIXC - a model free implied volatility, and MVX - a model-based implied volatility. The GARCH in-sample test indicates that VIXC subsumes all information that is reflected in MVX. The out-of-sample examination indicates that VIXC is superior to MVX for predicting the next 1-, 5-, 10-, and 22-trading days' realized volatility. Second, we investigate the predictive power between VIXC and alternative volatility forecasts derived from historical index prices. We find that for time horizons lesser than 10-trading days, VIXC provides more accurate forecasts. However, for longer time horizons, the historical volatilities, particularly the random walk, provide better forecasts. We conclude that VIXC cannot incorporate all information contained in historical index prices for predicting future volatility.

Objectively measured sedentary time, physical activity, and metabolic risk the Australian diabetes, obesity and lifestyle tudy (AusDiab)

OBJECTIVE—We examined the associations of objectively measured sedentary time and physical activity with continuous indexes of metabolic risk in Australian adults without known diabetes.

RESEARCH DESIGN AND METHODS—An accelerometer was used to derive the percentage of monitoring time spent sedentary and in light-intensity and moderate-to-vigorous–intensity activity, as well as mean activity intensity, in 169 Australian Diabetes, Obesity and Lifestyle Study (AusDiab) participants (mean age 53.4 years). Associations with waist circumference, triglycerides, HDL cholesterol, resting blood pressure, fasting plasma glucose, and a clustered metabolic risk score were examined.

RESULTS—Independent of time spent in moderate-to-vigorous–intensity activity, there were significant associations of sedentary time, light-intensity time, and mean activity intensity with waist circumference and clustered metabolic risk. Independent of waist circumference, moderate-to-vigorous–intensity activity time was significantly beneficially associated with triglycerides.

CONCLUSIONS—These findings highlight the importance of decreasing sedentary time, as well as increasing time spent in physical activity, for metabolic health.

Fractal analysis of bone texture : a screening tool for stress fracture risk?

Background The aim of this study was to identify specific bone characteristics of stress fracture (SF) cases in sportswomen. To date, no tool is able to distinguish individuals who are at risk, limiting preventive measures.

Material and methods We investigated the skeletal system of sportswomen who did sustain SF in the past (n = 19) and compared it with that of female controls (C) with a similar sporting history but without any fracture history (n = 20).

Bone mass and body composition were measured using dual-energy X-ray absorptiometry. Bone micro-architecture was investigated by calcaneal ultrasound and fractal analysis of calcaneus radiographic images. Oestradiol levels were measured by E.I.A, and IGF-1 by R.I.A. Menstrual characteristics, nutrient intake, and training were assessed using questionnaires.

Results The result of the fractal analysis, expressed by the Hmean parameter, was significantly lower in the SF group, reflecting a more complex structure of the trabecular micro-architectural organization (P < 0·005). Body mass index (BMI) at birth was also found to be lower in the SF cases as compared with their C (P < 0·03).

Multivariate analysis revealed that the fractal parameter Hmean, bone mineral content (BMC) at Ward's triangle and the BMI at birth correctly assigned 84·85% of the female athletes into their respective SF or C groups (P = 0·001).

Conclusion These results suggest that the fractal parameter and the BMI at birth may be able to identify female athletes most at risk for this overuse bone injury, as their low indexes might reflect a greater skeletal sensitivity.

Is jump risk in iTraxx Sector Indices diversifiable?

The article presents an analysis of jump risks in iTraxx Europe index in a multivariate structural time-series setting for the stochastic process, as well as in the credit default swap (CDS) market. It also examines the rapid development of the credit derivatives market, particularly the CDS market. This analysis found a significant Poisson-distributed jumps in the iTraxx Non-Financials index and its subindices. Based on a statistical analysis, nondiversifiable jump risk strongly exists in the CDS market.

Low-frequency volatility of yen interest rate swap market in relation to macroeconomic risk

Using ‘low-frequency’ volatility extracted from aggregate volatility shocks in interest rate swap (hereafter, IRS) market, this paper investigates whether Japanese yen IRS volatility can be explained by macroeconomic risks. The analysis suggests that this low-frequency yen IRS volatility has strong and positive association with most of the macroeconomic risk proxies (e.g., volatility of consumer price index, industrial production volatility, foreign exchange volatility, slope of the term structure and money supply) with the exception of the unemployment rate, which is negatively related to IRS volatility. This finding is fairly consistent with the argument that the greater the macroeconomic risk the greater is the use of derivative instruments to hedge or speculate. The relationship between the macroeconomic risks and IRS volatility varies slightly across the different swap maturities but is robust to alternative volatility specifications. This linkage between swap market and macroeconomy has practical implications since market makers and hedgers use the swap rate as benchmark for pricing long-term interest rates, corporate bonds and various other securities.