A nonextensive approach to the dynamics of financial observables

We present results about financial market observables, specifically returns and traded volumes. They are obtained within the current nonextensive statistical mechanical framework based on the entropy $S_{q}=k\frac{1-\sum\limits_{i=1}^{W} p_{i} ^{q}}{1-q} (q\in \Re)$ ($S_{1} \equiv S_{BG}=-k\sum\limits_{i=1}^{W}p_{i} \ln p_{i}$). More precisely, we present stochastic dynamical mechanisms which mimic probability density functions empirically observed. These mechanisms provide possible interpretations for the emergence of the entropic indices $q$ in the time evolution of the corresponding observables. In addition to this, through multi-fractal analysis of return time series, we verify that the dual relation $q_{stat}+q_{sens}=2$ is numerically satisfied, $q_{stat}$ and $q_{sens}$ being associated to the probability density function and to the sensitivity to initial conditions respectively. This type of simple relation, whose understanding remains ellusive, has been empirically verified in various other systems.Comment: Invited paper to appear in special issue of Eur. Phys. J. B dedicated to econophysics, edited by T. Di Matteo and T. Aste. 7 page

Psychophysiological assessment of stress under ecological settings: A systematic review

Stress can negatively impact one’s health and well-being, however despite the recent evolution in stress assessment research methodologies, little agreement still exist about stress conceptualization and assessment. In an attempt to summarize and reflect on this evolution this paper aimed to systematically review research evidence of ecological approaches on psycho-physiological stress assessment. Thus, a literature search of electronic databases was conducted spanning 22 years (1990 – 2012) and 55 studies were reviewed. Studies were considered for inclusion if they contemplated both psychological and physiological measures of stress under ecological settings. This review focused on five themes: methodologies terminology; research population; study design; measurement and technology. Findings support the need to use a common methodology terminology in order to increase scientific rigor. Additionally, there seems to be an increasing tendency for the use of these methods by multidisciplinary teams among both clinical and non-clinical populations aiming to understand the relationship between stress and disease. Most of the studies reviewed contemplated a time-based protocol and different conceptualizations of stress were found resulting in the use of different subjective measures. Findings reinforce the importance of combining subjective and objective measures while also controlling for possible time or situation dependent confounders. Advances in technology were evident and different assessment techniques were found. The benefits and challenges of ecological protocols to assess stress are discussed and recommendations for future research are provided, aiming to overcome previous limitations and advance scientific knowledge in the area

Statistics of football dynamics

We investigate the dynamics of football matches. Our goal is to characterize statistically the temporal sequence of ball movements in this collective sport game, searching for traits of complex behavior. Data were collected over a variety of matches in South American, European and World championships throughout 2005 and 2006. We show that the statistics of ball touches presents power-law tails and can be described by $q$-gamma distributions. To explain such behavior we propose a model that provides information on the characteristics of football dynamics. Furthermore, we discuss the statistics of duration of out-of-play intervals, not directly related to the previous scenario.Comment: 7 page

Burnout and engagement in portuguese male military officers

Occupational stress is a contemporary concern due to its negative consequences in workers, especially when chronic, since it can provoke burnout (Freudenberger, 1974; Maslach, 1976). However, engagement is being identified as a possible protector of burnout and occupational stress (Schaufeli et al., 2002). Military officers have a dangerous and stressful activity, factor that is enhancing studies on burnout and engagement in this group (Alarcon et al., 2010; Chambel & Cruz, 2010; Ivie & Garland, 2011).info:eu-repo/semantics/publishedVersio

How to reduce self-stigma in schizophrenia? - an intervention through sociodrama and e-learning

Self-stigma is a personal response to perceived mental illness stigma (Corrigan & Watson, 2002). Applying recovery to persons with mental illnesses such as schizophrenia, implies working with Self-Stigma, in the sense that is one of the major obstacles to social integration and to active life (Brohan et al., 2011; Corrigan & Kleinlein, 2005; Goffman, 1991). Research on strategies for changing self-stigma can be focus on new and innovative programs, like the one we will present, based on group intervention (sociodrama) and individual intervention (e-learning).info:eu-repo/semantics/publishedVersio

Cardiac risk factors and co-morbidities in mental ilness

Persons diagnosed with mental disease have usually inadequate lifestyle, especially sedentary life, lack of physical exercise, cardiac diseases, diets with sugar, lipids, coffee, and also tobacco or drugs abuse (Citrome & Yeomans, 2005; Chuang et al., 2008; Messias & Rondina, 2007). They have also high risk of mortality (Osborn et al., 2006).info:eu-repo/semantics/publishedVersio

On low-sampling-rate Kramers-Moyal coefficients

We analyze the impact of the sampling interval on the estimation of Kramers-Moyal coefficients. We obtain the finite-time expressions of these coefficients for several standard processes. We also analyze extreme situations such as the independence and no-fluctuation limits that constitute useful references. Our results aim at aiding the proper extraction of information in data-driven analysis.Comment: 9 pages, 4 figure

Statistical mixing and aggregation in Feller diffusion

We consider Feller mean-reverting square-root diffusion, which has been applied to model a wide variety of processes with linearly state-dependent diffusion, such as stochastic volatility and interest rates in finance, and neuronal and populations dynamics in natural sciences. We focus on the statistical mixing (or superstatistical) process in which the parameter related to the mean value can fluctuate - a plausible mechanism for the emergence of heavy-tailed distributions. We obtain analytical results for the associated probability density function (both stationary and time dependent), its correlation structure and aggregation properties. Our results are applied to explain the statistics of stock traded volume at different aggregation scales.Comment: 16 pages, 3 figures. To be published in Journal of Statistical Mechanics: Theory and Experimen

Parto Diferido em Gravidez Gemelar Bicoriônica: um Caso com 154 Dias de Latência

Premature delivery often complicates multifetal pregnancies, placing neonates at risk of serious morbidity and mortality. In select cases, preterm birth of one sibling may not require delivery of the remaining fetus(es), which may remain in utero for a delayed-interval delivery, consequently improving neonatal morbidity and mortality. Currently, there is no consensus on the best protocol for the optimal management of these cases. We report one case of delayed-interval delivery of a dichorionic pregnancy assisted in our center. In this case, prophylactic cerclage, tocolytic therapy and administration of broad-spectrum prophylactic antibiotics enabled delivery at 37 weeks, corresponding to 154 days of latency, which is, to our knowledge, the longest interval described in the literature. The attempt to defer the delivery of the second fetus in peri-viability is an option that should be offered to parents after counseling, providing that the clinical criteria of eligibility are fulfilled. The correct selection of candidates, combined with the correct performance of procedures, as well as fetal and maternal monitoring and early identification of complications increase the probability of success of this type of delivery.info:eu-repo/semantics/publishedVersio