Predicting market direction with hidden Markov models

This paper develops the model of Bicego, Grosso, and Otranto (2008) and applies Hidden Markov Models to predict market direction. The paper draws an analogy between financial markets and speech recognition, seeking inspiration from the latter to solve common issues in quantitative investing. Whereas previous works focus mostly on very complex modifications of the original hidden markov model algorithm, the current paper provides an innovative methodology by drawing inspiration from thoroughly tested, yet simple, speech recognition methodologies. By grouping returns into sequences, Hidden Markov Models can then predict market direction the same way they are used to identify phonemes in speech recognition. The model proves highly successful in identifying market direction but fails to consistently identify whether a trend is in place. All in all, the current paper seeks to bridge the gap between speech recognition and quantitative finance and, even though the model is not fully successful, several refinements are suggested and the room for improvement is significant.UNL - NSB

Monitoring biotransformations in polyesters

This paper describes two methods to monitor esterase hydrolysis at the surface of polyester fibres (PET-Polyethylene terephthalate). The hydroxyl groups were determined on the fibre surface by alkaline reaction with a reactive dye (CI Reactive Black 5) and colour intensity was determined using a reflectance spectrophotometer. The terephthalic acid solution formed was also quantified after reaction with peroxide by fluorimetric determination of the resulting hydroxyterephthalic acid. Detailed descriptions of those methods are given in this paper

Straighten curly hair with keratin peptides

Book of Abstracts of CEB Annual Meeting 2017[Excerpt] Chemical straightening curly human hair fibres involves the use of strong reducing agents at alkaline pHs. These treatments damage the hair fibre, reduce the cross‐linking density and decrease hair’s  physico mechanical properties [1]. Human hair is made of keratin and the fixation of fibres shape involve the reduction and reformation of new disulphide bonds between keratin molecules. t is known that cysteine has been applied as a reducing agent for the substitution of environmentally harmful chemicals[2]. [...]info:eu-repo/semantics/publishedVersio

Molecular dynamics simulations together with experimental studies reveal strong membrane activity of a small peptide

251st American Chemical Society National Meeting & Exposition - Computers in ChemistryCell-penetrating peptides (CPPs) and antimicrobial peptides (AMPs) are generally defined as small cationic peptides with the ability to interact with lipidic membranes, in a process driven by electrostatic and hydrophobic processes. The interaction with CPPs is known to lead to its translocation across the membrane, while with AMPs lead to membrane damage. Here we present one synthetic anionic peptide, which strongly interacts with model membranes, showing properties of the two peptide classes, namely the translocation through lipidic membranes on a mechanism usually described for cationic CPPs and membrane destabilization like AMPs promote. These properties were shown through molecular dynamic studies, experimental studies with liposomes and mammalian cells in vitro. Based on the peptide properties here demonstrated, small modifications in its structure could make it a very promising tool for drug delivery.info:eu-repo/semantics/publishedVersio

Risk factors for severity and recurrence of colonic diverticular bleeding

Background: Colonic diverticular bleeding is the most common cause of lower gastrointestinal bleeding. Risk factors related to severity and repeated bleeding episodes are not completely clearly defined. Objective: To characterize a Portuguese population hospitalized due to colonic diverticular bleeding and to identify the clinical predictors related to bleeding severity and rebleeding. Methods: Retrospective analysis of all hospitalized patients diagnosed with colonic diverticular bleeding from January 2008 to December 2013 at our institution. The main outcomes evaluated were bleeding severity, defined as any transfusion support requirements and/or signs of hemodynamic shock, and 1-year recurrence rate. Results: Seventy-four patients were included, with a mean age of 75.7 +/- 9.5 years; the majority were male (62.2%). Thirty-six patients (48.6%) met the criteria for severe bleeding; four independent risk factors for severe diverticular bleeding were identified: low hemoglobin level at admission (= 75 years; OR 4.7), bilateral diverticular location (OR 14.2) and chronic kidney disease (OR 5.6). The 1-year recurrence rate was 12.9%. We did not identify any independent risk factor for bleeding recurrence in this population. Conclusion: In this series, nearly half of the patients hospitalized with diverticular bleeding presented with severe bleeding. Patients with low hemoglobin levels, older age, bilateral diverticular location and chronic kidney disease had a significantly increased risk for severe diverticular bleeding. In addition, a small number of patients rebled within the first year after the index episode, although we could not identify independent risk factors associated with the recurrence of diverticular bleeding

Lagostim invasor : uma abordagem ecofisiológica sobre Procambaris clarkii (CRSUTACEA, CAMBARIDAE) no sudeste brasileiro

A perda da biodiversidade ao longo das últimas décadas está relacionada com diversas alterações ambientais, entre elas a introdução de espécies exóticas que geralmente tem um efeito negativo sobre as comunidades e os ecossistemas nativos. Procambarus clarkii é uma espécie de lagostim nativo do centro-sul dos Estados Unidos e nordeste do México, considerada invasora em diversos países, onde é responsável por inúmeros problemas ambientais. Organismos aquáticos estão sujeitos a constantes flutuações abióticas e bióticas que influenciam seus processos fisiológicos. O conhecimento e a caracterização das variações metabólicas e fisiológicas dos organismos ao longo das estações do ano são importantes para compreender períodos de suscetibilidade destes organismos. Com isso a presente dissertação tem por objetivo estabelecer e avaliar biomarcadores ligados ao metabolismo intermediário, ao balanço oxidativo, a trato digestório (repleção gástrica e índice hepatossomático) e trato reprodutivo (índice gonadossomático e grau de maturação ovariana) de P. clarkii no sudeste brasileiro. Foram realizadas quatro coletas, uma a cada estação do ano, no Parque Alfredo Volpi em São Paulo-SP, durante o ano de 2016. Os animais foram separados por categoria reprodutiva (Machos reprodutivos= M1, Machos não reprodutivos=M2 e Fêmeas), pesados, medidos, tiveram a hemolinfa coletada, foram crioeutanasiados e seus tecidos removidos (músculo abdominal, hepatopâncreas e gônadas das fêmeas) O grau de repleção gástrico foi categorizado por prospecção visual e os índices hepato e gonadossomático calculados levando em consideração a massa do órgão em relação à massa total do animal. Foram quantificados na hemolinfa os níveis circulantes de glicose, proteínas totais, ácido úrico, lipídeos totais, triglicerídeos, colesterol total e colesterol VLDL. Nos tecidos foram quantificados os níveis de glicogênio, proteínas totais, lipídeos totais, triglicerídeos, colesterol. Além de quantificados parâmetros do balanço oxidativo como a lipoperoxidação e a atividade das enzimas superóxido dismutase, catalase e glutationa S-tranferase. Os resultados deste estudo evidenciam que esta espécie se reproduz ao longo de todo ano com maior intensidade no verão. Os marcadores fisiológicos evidenciam um grande investimento reprodutivo principalmente nas fêmeas, observou-se o uso de substratos energéticos para a reprodução, conduzindo possivelmente a um incremento do dano oxidativo (lipoperoxidação) na estação reprodutiva. Os M1 e M2 apresentam distinções relacionadas às funções de reprodução e crescimento, com alocação de substratos energéticos em M1 para reprodução e em M2 para ser usado possivelmente, no processo de muda e anabolismo para se tornar um M1. Nota-se a diminuição da atividade alimentar em M2 após o período reprodutivo, possivelmente relacionado a uma baixa capacidade de competição deste com M1. Esses resultados podem auxiliar na tomada de decisão em trabalhos que visem o controle da expansão de P.clarkii.The loss of biodiversity over the last few decades is related to a number of environmental changes, including the introduction of exotic species that generally have a negative effect on communities and native ecosystems. Procambarus clarkii is a species of crayfish native to the south-central United States and northeastern Mexico, and is considered invasive in several countries, where it is responsible for numerous environmental problems. Aquatic organisms are subject to constant abiotic and biotic fluctuations that influence their physiological processes. The knowledge and characterization of the metabolic and physiological variations of the organisms throughout the seasons are important to an understanding periods of susceptibility of these organisms. The aim of this dissertation was to establish and evaluate biomarkers linked to the intermediate metabolism, oxidative balance, digestive tract (gastric repletion and hepatosomatic index) and reproductive tract (gonadosomatic index and degree of ovarian maturation) of P. clarkii in southeastern Brazil. Four collections, one at each season of the year, were carried out in the Alfredo Volpi Park in São Paulo, SP, during the year 2016. The animals were separated by reproductive category ( Reproductive Males = M1, Non-reproductive Males = M2 and Females), weighted, measured, had hemolymph collected, were submitted to cryothanasia and their tissues were removed (abdominal muscle, hepatopancreas and female gonads) The degree of gastric repletion was categorized by visual survey and the hepato and gonadossomatic indices were calculated by taking into account the mass of the organ in relation to the total mass of the animal. Circulating levels of glucose, total proteins, uric acid, total lipids, triglycerides, total cholesterol and VLDL cholesterol were quantified in the hemolymph. In the tissues the levels of glycogen, total proteins, total lipids, triglycerides and cholesterol were quantified. In addition, the oxidative balance was quantified through parameters such as lipoperoxidation and the activity of the enzymes superoxide dismutase, catalase and glutathione S-transferase. The results of this study show that this species reproduces throughout the year with greater intensity in the summer. The physiological markers evidenced a higher reproductive investment mainly in females, where we observed the use of energetic substrates for reproduction, possibly leading to an increase of oxidative damage (lipoperoxidation) in the reproductive season. M1 and M2 present distinctions related to reproduction and growth functions, with allocation of energetic substrates in M1 for reproduction and in M2 possibly for the process of moulting and anabolism to become an M1. The decrease in M2 activity after the reproductive period is possibly related to a low capacity of competition with M1. These results may help in the decision making of future research aimed at controlling the expansion of P.clarkii

Hair keratin molecular dynamics studies

EJIBCE 2016 - IV Encontro de Jovens Investigadores de Biologia Computacional EstruturalThe keratin is a key element of the hair, nails and skin in vertebrates. Understand the keratin features such as its assembling in the mentioned structures, its interaction with some compounds or mechanical properties is of great interest in the fight against some diseases or in the development and optimization of cosmetic products. Although molecular dynamics simulations provides unique information at molecular level there are only a few studies using this technique on the study of keratin. This is likely the result of the non-existence of full length keratin crystallographic model. In the few works published about keratin using molecular dynamics simulations the authors had to design and build the computational keratin model, to make the simulations of interest. This work addresses some molecular dynamics studies about hair keratin, from the physicochemical properties of the molecular models to the correlation of the simulations results with experimental data. Our work on this field, with recently developed computational models of hair fibers, is also discussed. We built molecular dynamics models able to reproduce in simulations some phenomena observed in experimental assays, providing important information at molecular level about the mechanisms that lead to the experimental results.info:eu-repo/semantics/publishedVersio

Hair keratin molecular dynamics models

251st American Chemical Society National Meeting & Exposition - Computers in ChemistryThe keratin is a key element of the hair, nails and skin in vertebrates. Understand the keratin features such as its assembling in the mentioned structures, its interaction with some compounds or mechanical properties is of great interest in the fight against some diseases or in the development and optimization of cosmetic products. Molecular dynamics modelling is the only technique able to provide information at atomic and molecular level in a dynamic way, which can greatly help in the study of these features. However there are only a few studies using molecular dynamics simulations. This is likely to the non-existence of full length crystallographic structure models of keratin. In the few works published about keratin using molecular dynamics simulations the authors had to design and build the computational keratin model, to make the simulations of interest. This work addresses some keratin models developed, from its physicochemical properties to the correlation of the simulations results with experimental data. Our recently developed computational model of a truncated hair protofibril (8 chains of keratin), which was able to predict the increase of peptide absorption by hair shaft in response to alcohol based formulations, is also discussed.info:eu-repo/semantics/publishedVersio

Nanofibers versus hydrogels as collagenase carrier

Collagenase acts by promoting wound debridement, contributing to the tissue repair process. Several studies pointed collagenase as a substance involved in the elimination of devitalized tissue or any contaminated material found in the wound bed after the appearance of a lesion or skin burn. In the present work, hydroxypropyl methylcellulose/cyclodextrins hydrogels and polycaprolactone nanofibers with the ability to transport and release collagenase for the treatment of skin lesions, were synthesized and characterized. The collagenase polymeric carriers showed good physicochemical properties and presented the ability to retain the enzyme in its structure. Controlled release studies revealed a slow release of active collagenase confirming the ability to be used as carrier devices in the treatment of skin lesions.The authors would like to express appreciation for the support of the sponsors [Programme - COMPETE and by national funds through FCT – Foundation for Science and Technology within the scope of the project POCI-01-0145-FEDER-007136].info:eu-repo/semantics/publishedVersio

Microstructure of Thermoplastic Composites Reinforced with Wool and Wood

Acknowledgements: The authors are grateful to FEDER – Fundo Europeu de Desenvolvimento Regional, in the aim of COMPETE 2020 with the copromotional project WOWW - World of Outstanding Wool and Wood and to Portuguese Foundation for Science and Technology (FCT) through the Project reference UID/Multi/04044/2013 and PAMI – ROTEIRO/0328/2013 (Nº 022158). The authors gratefully acknowledge the contribution to language revision of Dr Sonia Fiuza. The Coimbra Chemistry Centre, CQC, supported by FCT, through the project PEstOE/QUI/UI0313/2013 is also acknowledgedIn the last decades the studies on thermoplastic composites reinforced with natural fibres have been mostly focused on vegetable lignocellulosic or cellulosic fibres. These materials provide eco-sustainable solutions for a large range of applications and have been actually adopted by multiple industries. The interest on fibres of animal origin is more recent and research on composites reinforced with these fibres predominantly composed of keratin, such as wool, feathers or silk, is increasing in virtue of some advantageous properties that may overcome some of the intrinsic limitations from vegetable fibres. The combined use of vegetable and animal fibres in composites appropriate for melt blending processing is at early stages of research. After chemical treatments, the fibres of animal origin have been mostly applied as binders between vegetable fibres and polymers, but not as main constituents of these composites. The use of both types of fibres simultaneously in composites of thermoplastic matrices is the subject of the present study where the fibres of animal origin (wool) are sourced from different kinds of residues from a textile industry and the fibres of vegetable origin (wood) are the residues from carpentry activities. The chemical composition, the macro and microstructure of the fibres is analyzed, as well as that of the composites that combine non-biodegradable and biodegradable polymers with diverse ratios of the fibres in different conditions (wool as cards, yarns and felt cloths; wood as sawdust). The addition of coupling agents to enhance the compatibility between wool, wood and different polymers is also analysed.info:eu-repo/semantics/publishedVersio