O uso da volatilidade realizada na simulação histórica ajustada para cálculo do VaR

O presente trabalho propõe para o cálculo VaR o modelo de simulação histórica, com os retornos atualizados pela volatilidade realizada calculada a partir de dados intradiários. A base de dados consiste de cinco ações entre as mais líquidas do Ibovespa de distintos segmentos. Para a metodologia proposta utilizamos duas teorias da literatura empírica – simulação histórica ajustada e volatilidade realizada. Para análise e verificação do desempenho da metodologia proposta utilizamos o Teste de Kupiec e o Teste de Christoffersen.

Clustering Of Water Bodies In Unpolluted And Polluted Environments Based On Escherichia Coli Phylogroup Abundance Using A Simple Interaction Database.

Different types of water bodies, including lakes, streams, and coastal marine waters, are often susceptible to fecal contamination from a range of point and nonpoint sources, and have been evaluated using fecal indicator microorganisms. The most commonly used fecal indicator is Escherichia coli, but traditional cultivation methods do not allow discrimination of the source of pollution. The use of triplex PCR offers an approach that is fast and inexpensive, and here enabled the identification of phylogroups. The phylogenetic distribution of E. coli subgroups isolated from water samples revealed higher frequencies of subgroups A1 and B23 in rivers impacted by human pollution sources, while subgroups D1 and D2 were associated with pristine sites, and subgroup B1 with domesticated animal sources, suggesting their use as a first screening for pollution source identification. A simple classification is also proposed based on phylogenetic subgroup distribution using the w-clique metric, enabling differentiation of polluted and unpolluted sites.

Fish Biodiversity Of The Vitória-trindade Seamount Chain, Southwestern Atlantic: An Updated Database.

Despite a strong increase in research on seamounts and oceanic islands ecology and biogeography, many basic aspects of their biodiversity are still unknown. In the southwestern Atlantic, the Vitória-Trindade Seamount Chain (VTC) extends ca. 1,200 km offshore the Brazilian continental shelf, from the Vitória seamount to the oceanic islands of Trindade and Martin Vaz. For a long time, most of the biological information available regarded its islands. Our study presents and analyzes an extensive database on the VTC fish biodiversity, built on data compiled from literature and recent scientific expeditions that assessed both shallow to mesophotic environments. A total of 273 species were recorded, 211 of which occur on seamounts and 173 at the islands. New records for seamounts or islands include 191 reef fish species and 64 depth range extensions. The structure of fish assemblages was similar between islands and seamounts, not differing in species geographic distribution, trophic composition, or spawning strategies. Main differences were related to endemism, higher at the islands, and to the number of endangered species, higher at the seamounts. Since unregulated fishing activities are common in the region, and mining activities are expected to drastically increase in the near future (carbonates on seamount summits and metals on slopes), this unique biodiversity needs urgent attention and management.

Online Mammographic Images Database for Development and Comparison of CAD Schemes

Considering the difficulties in finding good-quality images for the development and test of computer-aided diagnosis (CAD), this paper presents a public online mammographic images database free for all interested viewers and aimed to help develop and evaluate CAD schemes. The digitalization of the mammographic images is made with suitable contrast and spatial resolution for processing purposes. The broad recuperation system allows the user to search for different images, exams, or patient characteristics. Comparison with other databases currently available has shown that the presented database has a sufficient number of images, is of high quality, and is the only one to include a functional search system.

Permanent Genetic Resources added to Molecular Ecology Resources Database 1 August 2010-30 September 2010

This article documents the addition of 229 microsatellite marker loci to the Molecular Ecology Resources Database. Loci were developed for the following species: Acacia auriculiformis x Acacia mangium hybrid, Alabama argillacea, Anoplopoma fimbria, Aplochiton zebra, Brevicoryne brassicae, Bruguiera gymnorhiza, Bucorvus leadbeateri, Delphacodes detecta, Tumidagena minuta, Dictyostelium giganteum, Echinogammarus berilloni, Epimedium sagittatum, Fraxinus excelsior, Labeo chrysophekadion, Oncorhynchus clarki lewisi, Paratrechina longicornis, Phaeocystis antarctica, Pinus roxburghii and Potamilus capax. These loci were cross-tested on the following species: Acacia peregrinalis, Acacia crassicarpa, Bruguiera cylindrica, Delphacodes detecta, Tumidagena minuta, Dictyostelium macrocephalum, Dictyostelium discoideum, Dictyostelium purpureum, Dictyostelium mucoroides, Dictyostelium rosarium, Polysphondylium pallidum, Epimedium brevicornum, Epimedium koreanum, Epimedium pubescens, Epimedium wushanese and Fraxinus angustifolia.

Brazilian flavonoid database: Application of quality evaluation system

Much information on flavonoid content of Brazilian foods has already been obtained; however, this information is spread in scientific publications and non-published data. The objectives of this work were to compile and evaluate the quality of national flavonoid data according to the United States Department of Agriculture`s Data Quality Evaluation System (USDA-DQES) with few modifications, for future dissemination in the TBCA-USP (Brazilian Food Composition Database). For the compilation, the most abundant compounds in the flavonoid subclasses were considered (flavonols, flavones, isoflavones, flavanones, flavan-3-ols, and anthocyanidins) and the analysis of the compounds by HPLC was adopted as criteria for data inclusion. The evaluation system considers five categories, and the maximum score assigned to each category is 20. For each data, a confidence code (CC) was attributed (A, B, C and D), indicating the quality and reliability of the information. Flavonoid data (773) present in 197 Brazilian foods were evaluated. The CC ""C"" (as average) was attributed to 99% of the data and ""B"" (above average) to 1%. The main categories assigned low average scores were: number of samples; sampling plan and analytical quality control (average scores 2, 5 and 4, respectively). The analytical method category received an average score of 9. The category assigned the highest score was the sample handling (20 average). These results show that researchers need to be conscious about the importance of the number and plan of evaluated samples and the complete description and documentation of all the processes of methodology execution and analytical quality control. (C) 2010 Elsevier Inc. All rights reserved.

New information on carbohydrates in the Brazilian Food Composition Database

Foods that contain unavailable carbohydrates may lower the risks for some non-transmissible chronic diseases because of the potential benefits provided by the products of colonic fermentation. On the other hand, foods that are sources of available carbohydrates may have higher energy value and increase the post-prandial glycemic response. The biomarker glycemic index and the resulting glycemic load may be used to classify foods according to their potential to increase blood glucose. Information about glycemic index and glycemic load may be useful in diet therapy. Currently, food composition tables in Brazil do not provide data for individually analyzed carbohydrates even though some quality data are available in scientific publications. The objectives of this work were to produce and compile information about the concentration of individual carbohydrates in foods and their glycemic responses and to disseminate this information through the Brazilian Food Composition Database (TBCA-USP). The glycemic index and glycemic load of foods were evaluated in healthy individuals. Concentrations of available carbohydrates (soluble sugars and available starch) and unavailable carbohydrates (dietary fiber, resistant starch, beta-glucans, fructans) were quantified by official methods, and other national data were compiled. TBCA-USP (http://www.fcf.usp.br/tabela), which is used by professionals and the population in general, now offers both chemical and biological information for carbohydrates. (C) 2009 Elsevier Inc. All rights reserved.

Compiling a GIS database of tree farms on Leyte Island

As part of ACIAR project ASEM/2003/052, Improving Financial Returns to Smallholder Tree Farmers in the Philippines, plantations of timber trees in Leyte Island, the Philippines were located using a systematic survey of the island. The survey was undertaken in order to compile a database of plantations which could be used to guide the planning of project activities. In addition to recording a range of qualitative and quantitative information for each plantation, the survey spatially referenced each site using a Global Positioning System (GPS) to electronic maps of the island which were held in a Geographical Information System (GIS). Microsoft Excel and Mapsource® software were used as the software links between GPS coordinates and the GIS. Mapping of farm positions was complicated by different datums being used for maps of Leyte Island and this caused GPS positions to be displaced from equivalent positions on the map. Photos of the sites were hyperlinked to their map positions in the GIS in order to assist staff to recall site characteristics.

Development of a dietary supplement database

Data describing the composition of dietary supplements are not readily available to the public health community. As a result, intake from dietary supplements is generally not considered in most dietary surveys and, hence, little is known about the significance of supplement intake in relation to total diet or disease risk. To enable a more comprehensive analysis of dietary data, a database of the composition of various dietary supplements has been compiled. Active ingredients of all dietary supplements sold in Australia are included in the Australian Register of Therapeutic Goods (ARTG), maintained by the Therapeutic Goods Administration. Products included in the database were restricted to those vitamin, mineral and other supplements identified in dietary data collected from studies conducted in southeast Queensland and New South Wales (850 supplements). Conversion factors from ingredients compounds to active elements were compiled from standard sources. No account has been made for bioavailability, consistent with current practice for food composition databases. The database can be queried by ARTG identification number, brand, product title, or a variety of other fields. Expected future developments include development of standard formulations for use when supplements are incompletely specified, and expansion of products included for more widespread use.

MHCPEP, a database of MHC-binding peptides: update 1997

MHCPEP (http://wehih.wehi.edu.au/mhcpep/) is a curated database comprising over 13 000 peptide sequences known to bind MHC molecules, Entries are compiled from published reports as well as from direct submissions of experimental data, Each entry contains the peptide sequence, its MHC specificity and where available, experimental method, observed activity, binding affinity, source protein and anchor positions, as well as publication references, The present format of the database allows text string matching searches but can easily be converted for use in conjunction with sequence analysis packages. The database can be accessed via Internet using WWW or FTP.

A global marker database for Phytophthora infestans

A marker database was compiled for isolates of the potato and tomato late blight pathogen, Phytophthora infestans, originating from 41 locations which include 31 countries plus 10 regions within Mexico. Presently, the database contains information on 1,776 isolates for one or more of the following markers: restriction fragment length polymorphism (RFLP) fingerprint consisting of 23 bands; mating type; dilocus allozyme genotype; mitochondrial DNA haplotype; sensitivity to the fungicide metalaxyl; and virulence. In the database, 305 entries have unique RFLP fingerprints and 258 entries have unique multilocus genotypes based on RFLP fingerprint, dilocus allozyme genotype, and mating type. A nomenclature is described for naming multilocus genotypes based on the International Organization for Standardization (ISO) two-letter country code and a unique number, Forty-two previously published multilocus genotypes are represented in the database with references to publications. As a result of compilation of the database, seven new genotypes were identified and named. Cluster analysis of genotypes from clonally propagated populations worldwide generally confirmed a previously published classification of old and new genotypes. Genotypes from geographically distant countries were frequently clustered, and several old and new genotypes were found in two or more distant countries. The cluster analysis also demonstrated that A2 genotypes from Argentina differed from all others. The database is available via the Internet, and thus can serve as a resource for Phytophthora workers worldwide.

MHCWeb: Converting a WWW database into a knowledge-based collaborative environment

The World Wide Web (WWW) is useful for distributing scientific data. Most existing web data resources organize their information either in structured flat files or relational databases with basic retrieval capabilities. For databases with one or a few simple relations, these approaches are successful, but they can be cumbersome when there is a data model involving multiple relations between complex data. We believe that knowledge-based resources offer a solution in these cases. Knowledge bases have explicit declarations of the concepts in the domain, along with the relations between them. They are usually organized hierarchically, and provide a global data model with a controlled vocabulary, We have created the OWEB architecture for building online scientific data resources using knowledge bases. OWEB provides a shell for structuring data, providing secure and shared access, and creating computational modules for processing and displaying data. In this paper, we describe the translation of the online immunological database MHCPEP into an OWEB system called MHCWeb. This effort involved building a conceptual model for the data, creating a controlled terminology for the legal values for different types of data, and then translating the original data into the new structure. The 0 WEB environment allows for flexible access to the data by both users and computer programs.

Special issue: Selected papers from the sixth IFIP 2.6 working conference on visual database systems: Guest editors' introduction

While multimedia data, image data in particular, is an integral part of most websites and web documents, our quest for information so far is still restricted to text based search. To explore the World Wide Web more effectively, especially its rich repository of truly multimedia information, we are facing a number of challenging problems. Firstly, we face the ambiguous and highly subjective nature of defining image semantics and similarity. Secondly, multimedia data could come from highly diversified sources, as a result of automatic image capturing and generation processes. Finally, multimedia information exists in decentralised sources over the Web, making it difficult to use conventional content-based image retrieval (CBIR) techniques for effective and efficient search. In this special issue, we present a collection of five papers on visual and multimedia information management and retrieval topics, addressing some aspects of these challenges. These papers have been selected from the conference proceedings (Kluwer Academic Publishers, ISBN: 1-4020- 7060-8) of the Sixth IFIP 2.6 Working Conference on Visual Database Systems (VDB6), held in Brisbane, Australia, on 29–31 May 2002.