Underlying Dynamics of Typical Fluctuations of an Emerging Market Price Index: The Heston Model from Minutes to Months

We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian S\~ao Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for inflation and a period spanning 15 years characterized by memoryless returns is chosen for the analysis. Model parameters are estimated by observing volatility scaling and correlation properties. We show that the Heston model with at least two time scales for the volatility mean reverting dynamics satisfactorily describes price fluctuations ranging from time scales larger than 20 minutes to 160 days. At time scales shorter than 20 minutes we observe autocorrelated returns and power law tails incompatible with the Heston model. Despite major regulatory changes, hyperinflation and currency crises experienced by the Brazilian market in the period studied, the general success of the description provided may be regarded as an evidence for a general underlying dynamics of price fluctuations at intermediate mesoeconomic time scales well approximated by the Heston model. We also notice that the connection between the Heston model and Ehrenfest urn models could be exploited for bringing new insights into the microeconomic market mechanics.Comment: 20 pages, 9 figures, to appear in Physica

Bickerstaff's Encephalitis, Guillain-barré Syndrome And Idiopathic Intracranial Hypertension: Are They Related Conditions?

[No abstract available]663 B744746Hughes, R.A., Cornblath, D.R., Guillain-Barré syndrome. (2005) Lancet, 366, pp. 1653-1666Overell, J.R., Willison, H.J., Recent developments in Miller Fisher syndrome and related disorders (2005) Curr Opin Neurol, 18, pp. 562-566Odaka, M., Yuki, N., Yamada, M., Bickerstaff's brainstem encephalitis: Clinical features of 62 cases and a subgroup associated with Guillain-Barré syndrome (2003) Brain, 126, pp. 2279-2290Ball, A.K., Clarke, C.E., Idiopathic intracranial hypertension (2006) Lancet Neurol, 5, pp. 433-442Walker, R.W., Idiopathic intracranial hypertension: Any light on the mechanism of the raised pressure? (2001) J Neurol Neurosurg Psychiatry, 71, pp. 1-5Weiss, G.B., Bajwa, Z.H., Mehler, M.F., Co-occurrence of pseudotumor cerebri and Guillain-Barré syndrome in an adult (1991) Neurology, 41, pp. 603-604Ropper, A.H., Marmarou, A., Mechanism of pseudotumor in Guillain-Barré syndrome (1984) Arch Neurol, 41, pp. 259-261Pulitanò, S., Viola, L., Genovese, O., Miller-Fisher syndrome mimicking intracranial hypertension following head trauma (2005) Childs Nerv Syst, 21, pp. 473-476Fisher, M., An unusual variant of acute idiopathic polyneuritis (syndrome of ophthalmoplegia, ataxia and areflexia) (1956) N Engl J Med, 255, pp. 57-65Bickerstaff, E.R., Brain-stem encephalitisfurther observations on a grave syndrome with benign prognosis (1957) Br Med J, 1, pp. 1384-1387Al-Din, A.N., The nosological position of the ophthalmoplegia, ataxia and areflexia syndrome: "the spectrum hypothesis (1987) Acta Neurol Scand, 75, pp. 287-294Chiba, A., Kusunoki, S., Obata, H., Serum anti-GQ1b IgG antibody is associated with ophthalmoplegia in Miller Fisher syndrome and Guillain-Barré syndrome: Clinical and immunohistochemical studies (1993) Neurology, 43, pp. 1911-1917Nagaoka, U., Kato, T., Kurita, K., Cranial nerve enhancement on three-dimensional MRI in Miller Fisher syndrome (1996) Neurology, 47, pp. 1601-1602Kornberg, A.J., Pestronk, A., Blume, G.M., Selective staining of the cerebellar molecular layer by serum IgG in Miller Fisher and related syndromes (1996) Neurology, 47, pp. 1317-1320Lo, Y.L., Chan, L.L., Pan, A., Ratnagopal, P., Acute ophthalmoparesis in the anti-GQ1b antibody syndrome: Electrophysiological evidence of neuromuscular transmission defect in the orbicularis oculi (2004) J Neurol Neurosurg Psychiatry, 75, pp. 436-440Yuki, N., Koga, M., Bacterial infections in Guillain-Barré and Fisher syndromes (2006) Curr Opin Neurol, 19, pp. 451-457Kwon, H.M., Hong, Y.H., Sung, J.J., A case of Bickerstaff's brainstem encephalitisthe evidence of cerebellum involvement by SPM analysis using PET (2006) Clin Neurol Neurosurg, 108, pp. 418-420Urushitani, M., Udaka, F., Kameyama, M., Miller Fisher-Guillain-Barré overlap syndrome with enhancing lesions in the spinocerebellar tracts (1995) J Neurol Neurosurg Psychiatry, 58, pp. 241-243Ogawara, K., Kuwabara, S., Yuki, N., Fisher syndrome or Bickerstaff brainstem encephalitis? Anti-GQ1b IgG antibody syndrome involving both the peripheral and central nervous systems (2002) Muscle Nerve, 26, pp. 845-849Overell, J.R., Hsieh, S.T., Odaka, M., Treatment for Fisher syndrome, Bickerstaff's brainstem encephalitis and related disorders (2007) Cochrane Database Syst Rev, 1. , CD00476

Tool for automatic macrozone characterization from EBSD data sets of titanium alloys

Microtexture heterogeneities are commonly found in titanium forgings because of the thermomechanical processing. Also known as macrozones, these regions can reach millimetres in length, with grains sharing a similar crystallographic orientation leading to less resistance to crack propagation. Since the link between macrozones and the reduction of cold-dwell-fatigue performance on rotative components in gas turbine engines was established, efforts have been put into macrozone definition and characterization. The electron backscatter diffraction (EBSD) technique, widely used for texture analysis, allows for a qualitative macrozone characterization; however, further processing is required to define the boundaries and disorientation spread of each macrozone. Current approaches often use c-axis misorientation criteria, but this can sometimes lead to a large disorientation spread within a macrozone. This article describes the development and application of a computational tool implemented in MATLAB for automatic macrozone identification from EBSD data sets on the basis of a more conservative approach where both the c-axis tilting and rotation are considered. The tool allows for detection of macrozones according to the disorientation angle and density-fraction criteria. The clustering efficiency is validated by pole-figure plots, and the effects of the key parameters defining the macrozone clustering (disorientation and fraction) are discussed. In addition, this tool was successfully applied to both fully equiaxed and bimodal microstructures of titanium forgings

Genomic exploration of sequential clinical isolates reveals a distinctive molecular signature of persistent Staphylococcus aureus bacteraemia.

Large-scale genomic studies of within-host diversity in Staphylococcus aureus bacteraemia (SAB) are needed to understanding bacterial adaptation underlying persistence and thus refining the role of genomics in management of SAB. However, available comparative genomic studies of sequential SAB isolates have tended to focus on selected cases of unusually prolonged bacteraemia, where secondary antimicrobial resistance has developed. To understand bacterial genetic diversity during SAB more broadly, we applied whole genome sequencing to a large collection of sequential isolates obtained from patients with persistent or relapsing bacteraemia. After excluding genetically unrelated isolates, we performed an in-depth genomic analysis of point mutations and chromosome structural variants arising within individual SAB episodes. We show that, while adaptation pathways are heterogenous and episode-specific, isolates from persistent bacteraemia have a distinctive molecular signature, characterised by a low mutation frequency and high proportion of non-silent mutations. Analysis of structural genomic variants revealed that these often overlooked genetic events are commonly acquired during SAB. We discovered that IS256 insertion may represent the most effective driver of within-host microevolution in selected lineages, with up to three new insertion events per isolate even in the absence of other mutations. Genetic mechanisms resulting in significant phenotypic changes, such as increases in vancomycin resistance, development of small colony phenotypes, and decreases in cytotoxicity, included mutations in key genes (rpoB, stp, agrA) and an IS256 insertion upstream of the walKR operon. This study provides for the first time a large-scale analysis of within-host genomic changes during invasive S. aureus infection and describes specific patterns of adaptation that will be informative for both understanding S. aureus pathoadaptation and utilising genomics for management of complicated S. aureus infections

Whipple's Disease With Neurological Manifestations: Case Report

Whipple's disease (WD) is an uncommon multisystem condition caused by the bacillus Tropheryma whipplei. Central nervous system involvement is a classical feature of the disease observed in 20 to 40% of the patients. We report the case of a 62 yeards old man with WD that developed neurological manifestations during its course, and discuss the most usual signs and symptoms focusing on recent diagnostic criteria and novel treatment regimens.622 A342346Whipple, G.H., A hitherto undescribed disease characterized anatomically by deposits of fat and fatty acids in the intestinal and mesenteric lymphatic tissues (1907) Johns Hopkins Hosp Bull, 18, pp. 382-391Marth, T., Raoult, D., Whipple's disease (2003) Lancet, 36, pp. 239-246Gerard, A., Sarrot-Reynauld, F., Liozon, E., Neurologic presentation of Whipple disease: Report of 12 cases and review of the literature (2002) Medicine (Baltimore), 81, pp. 443-457Brown, A.P., Lane, J.C., Murayama, S., Vollmer, D.G., Whipple's disease presenting with isolated neurological symptoms: Case report (1990) J Neurosurg, 73, pp. 623-627Bostwick, D.G., Bensch, K.G., Burke, J.S., Whipple's disease presenting as aortic insufficiency (1981) N Engl J Med, 305, pp. 995-998Raoult, D., A febrile, blood culture-negative endocarditis (1999) Ann Intern Med, 131, pp. 144-146Chan, R.Y., Yannuzzi, L.A., Foster, C.S., Ocular Whipple's disease: Earlier definitive diagnosis (2001) Ophthalmology, 108, pp. 2225-2231Louis, E.D., Lynch, T., Kaufmann, P., Fahn, S., Odel, J., Diagnostic guidelines in central nervous system Whipple's disease (1996) Ann Neurol, 40, pp. 561-568Sieracki, J.C., Whipple's disease: Observations on systemic involvement (1958) Amer Med Asso Arch Pathol, 66, pp. 464-467Anderson, M., Neurology of Whipple's disease (2000) J Neurol Neurosurg Psychiatry, 68, pp. 2-5De Coene, B., Gilliard, C., Indekeu, P., Whipple's disease confined to the central nervous system (1996) Neuroradiology, 38, pp. 325-327Verhagen, W.I.M., Huygen, P.L.M., Dalman, J.E., Schuurmans, M.M.J., Whipple's disease and the central nervous system: A case report and a review of the literature (1996) Clin Neurol Neurosurg, 98, pp. 299-304Feldman, M., Hendler, R.S., Morrison, E.B., Acute meningoencephalitis after withdrawal of antibiotics in Whipple's disease (1980) Ann Intern Med, 93, pp. 709-711Schwartz, M.A., Selhorst, J.B., Ochs, A.L., Oculomasticatory myorhythmia: A unique movement disorder occurring in Whipple's disease (1986) Ann Neurol, 20, pp. 677-683Manzel, K., Tranel, D., Cooper, G., Cognitive and behavioral abnormalities in a case of central nervous system Whipple disease (2000) Arch Neurol, 57, pp. 399-403Halperin, J.J., Landis, D.M., Kleinman, G.M., Whipple's disease of the nervous system (1982) Neurology, 32, pp. 612-617Feurle, G.E., Volk, B., Waldherr, R., Cerebral Whipple's disease with negative jejunal histology (1979) N Engl J Med, 300, pp. 907-908Madoule, P., Ciaudio-Lacroix, C., Halimi, P., Osteoarticular lesions in Whipple's disease, a propos of a destructive form and review of the literature (1985) J Radiol, 66, pp. 345-350Brändle, M., Ammann, P., Spinas, G.A., Relapsing Whipple's disease presenting with hypopituitarism (1999) Clin Endocrinol, 50, pp. 399-403Topper, R., Gartung, C., Block, F., Neurologic complications in inflammatory bowel diseases (2002) Nervenarzt, 73, pp. 489-499Clarke, C.E., Falope, Z.F., Abdelhadi, H.A., Cervical myelopathy caused by Whipple's disease (1998) Neurology, 50, pp. 1505-1506Ramzan, N.N., Loftus, E., Burgart, L.J., Diagnosis and monitoring of Whipple disease by polymerase chain reaction (1997) Ann Intern Med, 126, pp. 520-527Von Herbay, A., Ditton, H.J., Scuhmacher, F., Whipple's disease: Staging and monitoring by cytology and polymerase chain reaction analysis of cerebrospinal fluid (1997) Gastroenterology, 113, pp. 434-441Kremer, S., Besson, G., Bonaz, B., Pasquier, B., Le Bas, J.F., Grand, S., Diffuse lesions in the CNS revealed by MR imaging in a case of Whipple disease (2001) Am J Neuroradiol, 22, pp. 493-495Romanul, F.C., Radvany, J., Rosales, R.K., Whipple's disease confined to the brain: A case studied clinically and pathologically (1977) J Neurol Neurosurg Psychiatry, 40, pp. 901-909Thompson, D.G., Leidingham, J.M., Howard, A.J., Brown, C.L., Meningitis in Whipple's disease (1978) BMJ, 2, pp. 14-15Feurle, G.E., Marth, T., An evaluation of antimicrobial treatment for Whipple's disease: Tetracycline versus trimethoprim-sulfamethoxazole (1994) Dig Dis Sci, 39, pp. 1642-1648Misbah, S.A., Mapstone, N.P., Whipple's disease revisited (2000) J Clin Pathol, 53, pp. 750-755Schnider, P.J., Reisinger, E.C., Berger, T., Krejs, G.J., Auff, E., Treatment guidelines in central nervous system Whipple's disease (1997) Ann Neurol, 41, pp. 561-56

ANN-based energy reconstruction procedure for TACTIC gamma-ray telescope and its comparison with other conventional methods

The energy estimation procedures employed by different groups, for determining the energy of the primary $\gamma$-ray using a single atmospheric Cherenkov imaging telescope, include methods like polynomial fitting in SIZE and DISTANCE, general least square fitting and look-up table based interpolation. A novel energy reconstruction procedure, based on the utilization of Artificial Neural Network (ANN), has been developed for the TACTIC atmospheric Cherenkov imaging telescope. The procedure uses a 3:30:1 ANN configuration with resilient backpropagation algorithm to estimate the energy of a $\gamma$-ray like event on the basis of its image SIZE, DISTANCE and zenith angle. The new ANN-based energy reconstruction method, apart from yielding an energy resolution of $\sim$ 26%, which is comparable to that of other single imaging telescopes, has the added advantage that it considers zenith angle dependence as well. Details of the ANN-based energy estimation procedure along with its comparative performance with other conventional energy reconstruction methods are presented in the paper and the results indicate that amongst all the methods considered in this work, ANN method yields the best results. The performance of the ANN-based energy reconstruction has also been validated by determining the energy spectrum of the Crab Nebula in the energy range 1-16 TeV, as measured by the TACTIC telescope.Comment: 23pages, 9 figures Accepted for publication in NIM

Muscular Strength Imbalances Are not Associated with Skin Temperature Asymmetries in Soccer Players

Although strength imbalances using isokinetic dynamometer have been examined for injury risk screening in soccer players, it is very expensive and time-consuming, making the evaluation of new methods appealing. The aim of the study was to analyze the agreement between muscular strength imbalances and skin temperature bilateral asymmetries as well as skin temperature diferences in the hamstrings and quadriceps. The skin temperature of the anterior and posterior thigh of 59 healthy male soccer athletes was assessed at baseline using infrared thermography for the identification of hamstrings-quadriceps skin temperature diferences and thermal asymmetries (>0.5 ºC). Subsequently, concentric and eccentric peak torque of the quadriceps and hamstrings were considered in the determination of the ratios, as well as muscular asymmetries (>15%). When considering the torque parameters, 37.3% (n = 22) of the players would be classified as high risk for injuries. The percentage of those presenting skin temperature imbalances superior to 0.5 C was 52.5% (n = 31). The skin temperature assessment showed sensitivity (22%) and specificity (32.2%) to identify torque asymmetries, demonstrating the inability to identify false negatives (15.3%) and false positives (30.5%) from all soccer athletes. In conclusion, skin temperature diferences between hamstrings and quadriceps could be more related to thermoregulatory factors than strength imbalances

EdUCAÇÃO ESTÉTICA ONTEM E HOjE: UM PERCURSO, UMA TRAjETÓRIA...

Este ensaio aborda aspectos da Educação Estética no âmbito educacional, trazendo conceitos de ontem e hoje, procurando apresentar um percurso do conceito de estética no decorrer de sua trajetória. Em seguida, evidencia  aspectos do conceito de beleza com base nos filósofos da Antiguidade, bem como realiza  uma inter-relação entre Arte-Educação e Educação Estética. Deste modo, este trabalho procura compreender o verdadeiro conceito de Estética e Arte-Educação desde os primórdios da Antiguidade até a Contemporaneidade. Para tanto, o trabalho estabelece uma relação entre Arte, Sensível e Humano e sua relevância para o campo educacional. Assim, este estudo apresenta alguns estudiosos que sustentam esta discussão, como: Jimenez, Kant, Duarte Jr., Vilela, Ormezzano, dentre outros. Portanto, procura-se ao longo deste ensaio apresentar a Educação Estética como um compartilhamento de experiências vividas, evidenciando sensações, sentimentos, conflitos e toda a subjetividade que aflora com a Educação Estética para os envolvidos no processo

DIAGNÓSTICO AMBIENTAL DO RIO PARAGUAI EM CÁCERES A PARTIR DE INDICADORES MORFOLÓGICOS, PANTANAL SUPERIOR – BRASIL

O objetivo deste estudo foi verificar o nível de degradação do rio Paraguai a partir de indicadores morfológicos e tipologias de uso, no trecho do perímetro urbano de Cáceres – Mato Grosso, bem como nas áreas de influência. Para tanto, os dados foram obtidos através dos Protocolos de Avaliação Rápida de Rios, adaptados de Callisto et al. (2002) e Rodrigues et al. (2012). Para análise granulométrica dos sedimentos adotou-se Embrapa (1997), Suguio (1973), Carvalho (2000) e Leli et al. (2010)