Smooth Transition Patterns in the Realized Stock- Bond Correlation

Abstract: We analyze the realized stock-bond correlation. Gradual transitions between negative and positive stock-bond correlation is accommodated by the smooth transition regression (STR) model. The changes in regime are de…ned by economic and …financial transition variables. Both in sample and out-of- sample results document that STR models with multiple transition variables outperform STR models with a single transition variable. The most important transition variables are the short rate, the yield spread, and the VIX volatility index. Keywords: realized correlation; smooth transition regressions; stock-bond correlation; VIX index JEL Classifi…cations: C22; G11; G12; G17

Revealing ensemble state transition patterns in multi-electrode neuronal recordings using hidden Markov models

In order to harness the computational capacity of dissociated cultured neuronal networks, it is necessary to understand neuronal dynamics and connectivity on a mesoscopic scale. To this end, this paper uncovers dynamic spatiotemporal patterns emerging from electrically stimulated neuronal cultures using hidden Markov models (HMMs) to characterize multi-channel spike trains as a progression of patterns of underlying states of neuronal activity. However, experimentation aimed at optimal choice of parameters for such models is essential and results are reported in detail. Results derived from ensemble neuronal data revealed highly repeatable patterns of state transitions in the order of milliseconds in response to probing stimuli.

Spectroscopie Raman de complexes de fer(II) et fer(III) à transition de spin

Les transitions de spin provoquent des changements de propriétés physiques des complexes de métaux du bloc d les subissant, notamment de leur structure et propriétés spectroscopiques. Ce mémoire porte sur la spectroscopie Raman de composés du fer(II) et du fer(III), pour lesquels on induit une transition de spin par variation de la température ou de la pression. Trois complexes de fer(II) de type FeN4(NCS)2 avec des comportements de transition de spin différents ont été étudiés : Fe(Phen)2(NCS)2 (Phen : 1,10-Phénanthroline), Fe(Btz)2(NCS)2 (Btz : 2,2’-bi-4,5-dihydrothiazine) et Fe(pyridine)4(NCS)2. Un décalage de l’ordre de 50 cm-1 est observable pour la fréquence d’étirement C-N du ligand thiocyanate des complexes FeN4(NCS)2, lors de la transition de spin induite par variation de la température ou de la pression. Il est possible d’utiliser cette variation de fréquence afin de tracer un profil de transition. Quatre complexes isomères de type FeL222(CN)2 (L222 : 2,13- diméthyl-6,9-dioxa-3,12,18-triazabicyclo[12.3.1]-octadéca-1(18),2,12,14,16-pentaène) ont également été étudiés. Un taux de décalage de l’ordre d’environ 0,03 cm-1/K est observé pour plusieurs bandes du complexe FeL222(CN)2. La bande à 1415 cm-1 disparaît à plus haute température au profit d’une bande à 1400 cm-1. Pour le complexe de chiralité R,R’, les bandes à 1008 cm-1 et 1140 cm-1 se déplacent vers des fréquences plus élevées à partir de 223 K. Les transitions de spin sont observées dans certains complexes de fer(III). Dans cette famille de composés, le complexe Fe(EtDTC)3 (EtDTC : N,N-diéthyldithiocarbamate) a été étudié . Aucun changement n’a été observé dans l’intensité des bandes d’étirement fer-soufre sur les spectres à température variable. Cependant, la bande Fe-S associée à la forme bas-spin à 530 cm-1 augmente en intensité au profit de la bande associée à la forme haut-spin à 350 cm-1 lors des mesures à haute pression, passant d’un rapport d’amplitude de 50% à pression ambiante à 80% à 21 kbar. Un dédoublement de la bande d’étirement C-N du ligand dithiocarbamate à 1495 cm-1 est également observé à des pressions supérieures à 5 kbar. Une comparaison des changements des fréquences de vibration de tous les complexes est effectuée.

High prevalence, persistent hazardous drinking among new zealand tertiary students

Aims: To determine the prevalence of hazardous drinking and alcohol-related negative consequences in New Zealand tertiary students, and to identify predictors of hazardous drinking across a 6-month period. Methods: A total of 1480 tertiary students living in halls of residence was surveyed at the start of the academic year, and a subsample of 967 students was followed up 6 months later. Questionnaire items included quantity and frequency of drinking, alcohol-related problems, use of other substances, and the Alcohol Use Disorders Identification Test (AUDIT). Drinking at follow-up was modelled using demographic characteristics, mental well-being, other substance use, alcohol-related problems, and hall drinking norms, measured at baseline. Results: Among drinkers, mean (+/- SD) weekly consumption was 243 +/- 241 and 135 +/- 157 g of ethanol for males and females respectively. The majority of male (60.0%) and female (58.2%) drinkers typically consumed more than national safe drinking guidelines. Mean (+/- SD) AUDIT scores were 10.9 +/- 7.6 for males and 7.6 +/- 5.9 for females. After controlling for AUDIT scores at baseline, increased AUDIT scores at follow-up were higher with lower age, Maori ethnicity, smoking, cannabis use, high levels of alcohol-related negative consequences, and higher levels of drinking in the student's hall of residence. Conclusions: Hazardous drinking is widespread and persistent among students living in the halls of residence. There is a need for university alcohol policies and intervention approaches among New Zealand tertiary students.

Parcours d'entrée en vie féconde des femmes au Burkina Faso : une analyse séquentielle

Alors que dans les sociétés de l’Afrique de l’Ouest, le mariage représente traditionnellement le point de départ de la séquence des événements démographiques associés à la formation de la famille, aujourd’hui cette séquence s’est complexifiée. Suite à l’effritement des modes traditionnels du passage à l’âge adulte, les jeunes citadins reportent leur mariage, le contexte de l’initiation sexuelle est plus fréquemment prénuptial et le nombre de naissances hors mariage semble augmenter. Peu d’études se sont penchées sur l’analyse de la séquence de ces événements sous l’angle du parcours individuel. L’objectif central de ce mémoire est d’explorer, de décrire et d’expliquer les changements survenus dans les parcours d’entrée en vie féconde des femmes durant leur jeunesse en utilisant comme unité d’analyse l’entièreté des parcours. Utilisant les données EDS du Burkina Faso, nous synthétisons en parcours, sous forme des séquences d’épisodes, les calendriers du premier rapport sexuel, de la première union et de la première naissance. Avec l’analyse séquentielle, nous identifions quatre catégories de parcours : nuptial, sexualité prénuptiale, maternité prénuptiale et célibataires. La méthode permet également une catégorisation plus fine des parcours et une visualisation de modèles de transitions. Nous analysons ensuite l’association entre les caractéristiques individuelles et les parcours suivis grâce à des modèles multinomiaux. Nos résultats confirment l’augmentation des parcours non nuptiaux auprès des jeunes. De plus, ils montrent qu’un niveau de scolarité plus élevé augmente la probabilité de suivre un parcours non-traditionnel, notamment chez les femmes urbaines, le milieu de socialisation à l’enfance ayant aussi un effet sur le choix du parcours.

Influência de fatores biopsicossociais sobre a mortalidade de idosos no município de Santa Cruz/RN: um estudo prospectivo

The aging process if characterizes for a complex events network, from multidimensional nature, that encloses biological, social, psychic and functional aspects. The alteration of one or more aspects can speed up the aging process, anticipating limitations and until the death in the aged. For an adjusted confrontation of this question is necessary an interdisciplinary vision, in which the some areas of the knowledge can interact and with this to intervenes of the best possible form. Then, information derived from studies of aspects related to incidence, morbidity-mortality and transition patterns, involved in the health-illness process can more accurately identify risk groups thereby establishing links between social factors, illness, incapacity and death. Thus, this study aimed to identify, by a multidimensional vision, the risk factors of mortality in a coorth of elderly in a city in the interior of the state of Rio Grande do Norte (RN), Brazil. A prospective study carried out in Santa Cruz RN, where 310 elderly were randomly selected to form a baseline. The follow-up was 53 months. The predictive variables were divided into sociodemographic, physical health, neuropsychiatric and functional capacity. The statistical analysis carried out by bivariate analysis, survival analysis, followed by binary logistic regression and Cox regression, in the multivariate analysis, considering significant levels p < 0.05 and confidence interval (CI) of 95%. A total of 60 (19.3%) elderly died during the follow-up, where cardiovascular disease was the main cause. The survival was approximately 24.8 months. The study of general survival showed, at 12, 24, 36, and 48 months of observation, a survival rate of 97%, 54%, 31%, and 5% respectively, with a statistical difference in survival only observed for the variables of cognitive function and Basic Activities of Daily Living. In the logistic regression analysis, the risk factors identified were cognitive deficits (OR = 8.74), poor perception of health (OR = 3.89) and dependence for Basic Activities of Daily Living (OR = 3.96). In the Cox analysis, as well as dependence for Basic Activities of Daily Living (HR = 3.17), cognitive deficit (HR = 4.30) and stroke (CVA) (HR = 3.49) continued as independent risk factors for death. The risk factors found in the study can be interpreted as the primary predictors for death among elderly members of the community. Therefore, improvements in health conditions, with actions towards sustaining an autonomous life with special attention for elderly with cognitive impairment, could mean additional healthy quality of life, resulting in the reduction of premature mortality in this population

Adesão de idosos a programa de atividade física em unidade de atenção primária à saúde

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Effects of Working Full-Time and Studying in the Evening Hours Among Young Apprentices and Trainees

Objective: This research aims to assess apprentices' and trainees' work conditions, psychosocial factors at work, as well as health symptoms after joining the labor force. Background: Despite the fact that there are over 3.5 million young working students in Brazil, this increasing rate brings with it difficult working conditions such as work pressure, heavy workloads, and lack of safety training. Method: This study was carried out in a nongovernmental organization (NGO) with 40 young members of a first job program in the city of Sao Paulo, Brazil. They filled out a comprehensive questionnaire focused on sociodemographic variables, working conditions, and health symptoms. Individual and collective semi-structured interviews were conducted. Empirical data analysis was performed using analysis of content. Results: The majority of participants mentioned difficulties in dealing with the pressure and their share of responsibilities at work. Body pains, headaches, sleep deprivation during the workweek, and frequent colds were mentioned. Lack of appropriate task and safety training contributed to the occurrence of work injuries. Conclusion: Having a full-time job during the day coupled with evening high school attendance may jeopardize these people's health and future. Application: This study can make a contribution to the revision and implementation of work training programs for adolescents. It can also help in the creation of more sensible policies regarding youth employment.

Trajectories of psychological adaptation to marital breakup after a long-term marriage

Background: Marital dissolution is known to be among the most stressful life events with long- reaching negative consequences on individuals’ lives. A limitation in research to date is that most studies have focused on the impact of marital disruption on well-being outcomes in younger adults. Furthermore, although population-based studies on divorce document a broad range of negative effects, more fine-grained analyses reveal a large heterogeneity in people’s adjustment, which is still not well understood. Objective: To explore trajectories of psychological adaptation to marital breakup after a long-term marriage, and to examine variables accounting for recovery or chronicity in terms of intrapersonal resources (personality, trait resilience, personal growth), relationship variables (satisfaction with ex- relationship, length of marriage, time since divorce) and socio-demographic variables (age, gender, financial situation). Methods: Latent transition analysis is used to examine the course of psychological adaptation (i.e., depressive symptoms, life satisfaction, hopelessness, mourning and subjective health) to divorce over two years among five profiles of 308 divorcees (mean age: 55.6 years; average duration of former marriage: 23.62 years): Two larger groups of individuals, the one which adapted very well (‘resilients’, 29%), the other quite well (‘average copers’, 49%), and three groups with major difficulties (‘vulnerables’, 6%; ‘malcontents’, 12%; and ‘resigned’, 4%). In a second step the differences among transition patterns were explored on the basis of the distal variables (i.e., intrapersonal resources, relationship variables, socio-demographics). Results: Although the probability of upward changes was higher for those individuals with lower adaptation at time 1, only a small number of individuals made an upward change from the maladapted to the well-adapted groups throughout the two years. The groups of copers and resilients remained stable in their psychological adaption. The most consistent results related to upward changes were intrapersonal resources, namely the NEO personality traits and trait resilience. Conclusion: The majority of individuals divorcing after a long-term marriage adapt successfully over time. Adaptation trajectories depend primarily on intrapersonal resources. However, a minority of divorcees exhibit enduring difficulties. Knowledge about the diversity of these trajectories of vulnerability could be of great help for designing psychological interventions to better tackle this critical life event.

Algorithms for Geometric Matching, Clustering, and Covering

With the popularization of GPS-enabled devices such as mobile phones, location data are becoming available at an unprecedented scale. The locations may be collected from many different sources such as vehicles moving around a city, user check-ins in social networks, and geo-tagged micro-blogging photos or messages. Besides the longitude and latitude, each location record may also have a timestamp and additional information such as the name of the location. Time-ordered sequences of these locations form trajectories, which together contain useful high-level information about people's movement patterns.

The first part of this thesis focuses on a few geometric problems motivated by the matching and clustering of trajectories. We first give a new algorithm for computing a matching between a pair of curves under existing models such as dynamic time warping (DTW). The algorithm is more efficient than standard dynamic programming algorithms both theoretically and practically. We then propose a new matching model for trajectories that avoids the drawbacks of existing models. For trajectory clustering, we present an algorithm that computes clusters of subtrajectories, which correspond to common movement patterns. We also consider trajectories of check-ins, and propose a statistical generative model, which identifies check-in clusters as well as the transition patterns between the clusters.

The second part of the thesis considers the problem of covering shortest paths in a road network, motivated by an EV charging station placement problem. More specifically, a subset of vertices in the road network are selected to place charging stations so that every shortest path contains enough charging stations and can be traveled by an EV without draining the battery. We first introduce a general technique for the geometric set cover problem. This technique leads to near-linear-time approximation algorithms, which are the state-of-the-art algorithms for this problem in either running time or approximation ratio. We then use this technique to develop a near-linear-time algorithm for this

shortest-path cover problem.

Composition and ecological patterns of snake assemblages in an Amazon-Cerrado Transition Zone in Brazil

ABSTRACT The present study encompasses the species composition and ecological characteristics of the snake community in a Cerrado-Amazon transition zone in Midwest of Brazil (state of Mato Grosso). The data were collected during six excursions to the "Tanguro" (study area) by visual encounter survey, pitfall traps with drift fences and non-systematic sampling. We collected 194 specimens, distributed in 34 species, 26 genera, and eight families. The most abundant species were Crotalus durissus Linnaeus, 1758 (n = 50), Philodryas olfersii (Lichtenstein, 1823) (n = 15), Philodryas nattereri Steindachner, 1870 (n = 13), Xenodon rabdocephalus (Wied, 1824) (n = 12), Lachesis muta (Linnaeus, 1766) (n = 10) and Erythrolamprus almadensis (Wagler, 1824) (n = 10). The composition of species found here represents a combination of Cerrado and Amazonian savanna fauna.

Spatial patterns mediated by subcritical and supercritical thermal fluctuations in the splay Fréedericksz transition

The magnetically induced splay Fréedericksz transition is reexamined to look for pattern forming phenomena slightly above or below criticality. By using our traditional scheme of stochastic nematodynamic equations, situations are, respectively, found of transient and permanent predominance of transversal periodicities (wave numbers) along the direction perpendicular to the initial orientation within the sample. The relevance of these predictions in relation with recent observations in the electrically driven splay Fréedericksz transition, and in general with other pattern forming phenomena, is stressed.

Patterns and transitions in substance use among young Swiss men: a latent transition analysis approach

This study investigates the potential stages of drug use. Data from the longitudinal Cohort Study on Substance Use Risk Factors were used (N = 5,116). Drug use (alcohol, tobacco, and 16 illicit drugs) over the previous 12 months was assessed at two time points. Patterns and trajectories of drug use were studied using latent transition analysis (LTA). This study's substantive contributions are twofold. First, the pattern of drug use displayed the well-known sequence of drug involvement (licit drugs to cannabis to other illicit drugs), but with an added distinction between two kinds of illicit drugs ("middle-stage" drugs: uppers, hallucinogens, inhaled drugs; and "final-stage" drugs: heroin, ketamine, GHB/GBL, research chemicals, crystal meth, and spice). Second, subgroup membership was stable over time, as the most likely transition was remaining in the same latent class.

"The fertility transition in Kenya : patterns and determinants"

Thèse diffusée initialement dans le cadre d'un projet pilote des Presses de l'Université de Montréal/Centre d'édition numérique UdeM (1997-2008) avec l'autorisation de l'auteur.

Nutrition in Transition: Dietary Patterns of Rural Amazonian Women During a Period of Economic Change

Objectives: The goal of this study was to understand the relationship between economic change (wage labor, retirement, and the Bolsa Familia program) and dietary patterns in the rural Amazon and to determine the extent to which these changes followed the pattern of the nutrition transition. Methods: The study was longitudinal. The weighed-inventory method and economic interviews were used to collect data on dietary intake and household economics in a sample of 30 and 52 women in 2002 and 2009, respectively. Twenty of the women participated in both years and make-up the longitudinal sub-sample. Comparative statistics were used to identify changes in dietary patterns over time and multiple linear regressions were used to explore the relationship between economics, subsistence strategies, and diet. Results: There was a significant decline in kcal (P < 0.01) and carbohydrate (P < 0.01) but no change in protein intake over time in both the larger and smaller, longitudinal subsample. The percent of energy, carbohydrate, protein, and fat purchased increased in the larger and longitudinal samples (P <= 0.02) and there was an increase in refined carbohydrate and processed, fatty-meat consumption over time. The abandonment of manioc gardens was associated with increased dependence on purchased food (P = 0.03) while receipt of the Bolsa Familia was associated with increased protein intake and adequacy (P = 0.02). Conclusions: The dietary changes observed are only in partial agreement with predictions of the nutrition transition literature. The relationship between the economic and diet changes was shaped by the local context which should be considered when implementing CCT programs, like the Bolsa Familia. Am. J. Hum. Biol. 23:458-469, 2011. (C) 2011 Wiley-Liss, Inc.