Cluster analysis of financial time series

Mestrado em Mathematical FinanceEsta dissertação aplica o método da Signature como medida de similaridade entre dois objetos de séries temporais usando as propriedades de ordem 2 da Signature e aplicando-as a um método de Clustering Asimétrico. O método é comparado com uma abordagem de Clustering mais tradicional, onde a similaridade é medida usando Dynamic Time Warping, desenvolvido para trabalhar com séries temporais. O intuito é considerar a abordagem tradicional como benchmark e compará-la ao método da Signature através do tempo de computação, desempenho e algumas aplicações. Estes métodos são aplicados num conjunto de dados de séries temporais financeiras de Fundos Mútuos do Luxemburgo. Após a revisão da literatura, apresentamos o método Dynamic Time Warping e o método da Signature. Prossegue-se com a explicação das abordagens de Clustering Tradicional, nomeadamente k-Means, e Clustering Espectral Assimétrico, nomeadamente k-Axes, desenvolvido por Atev (2011). O último capítulo é dedicado à Investigação Prática onde os métodos anteriores são aplicados ao conjunto de dados. Os resultados confirmam que o método da Signature têm efectivamente potencial para Machine Learning e previsão, como sugerido por Levin, Lyons and Ni (2013).This thesis applies the Signature method as a measurement of similarities between two time-series objects, using the Signature properties of order 2, and its application to Asymmetric Spectral Clustering. The method is compared with a more Traditional Clustering approach where similarities are measured using Dynamic Time Warping, developed to work with time-series data. The intention for this is to consider the traditional approach as a benchmark and compare it to the Signature method through computation times, performance, and applications. These methods are applied to a financial time series data set of Mutual Exchange Funds from Luxembourg. After the literature review, we introduce the Dynamic Time Warping method and the Signature method. We continue with the explanation of Traditional Clustering approaches, namely k-Means, and Asymmetric Clustering techniques, namely the k-Axes algorithm, developed by Atev (2011). The last chapter is dedicated to Practical Research where the previous methods are applied to the data set. Results confirm that the Signature method has indeed potential for machine learning and prediction, as suggested by Levin, Lyons, and Ni (2013).info:eu-repo/semantics/publishedVersio

Gastroenterite aguda em crianças internadas na área de Lisboa

Introdução: A Gastroenterite Aguda (GEA) é uma patologia com importante morbilidade sendo a segunda causa de internamento na idade pediátrica. Objetivo: Caracterizar a GEA, em crianças internadas em dois hospitais da área de Lisboa com diferentes características demográficas. Métodos: Estudo prospetivo de Maio 2011 a Junho 2012. Pesquisados potenciais agentes etiológicos por técnicas convencionais e de biologia molecular em amostras de fezes e analisados dados epidemiológicos e clínicos. Resultados: Total de 140 amostras de crianças com GEA com identificação do agente em 83,6%: 64,3% vírus, 27,9% parasitas e 21,4% bactérias. Os agentes mais frequentes foram rotavírus (26,4%), norovírus II (13,6%), enterovírus (12,1%), Microsporidia (11,4%), Escherichia coli (9,3%), Campylobacter jejuni (7,9%), Giardia sp. (5,7%), Cryptosporidium sp. (5%) e Salmonella sp. (4,3%). Coinfecções (2 ou mais agentes) em 40 doentes (28,6%). Mediana de idade de 1,4 anos (min-5 dias; max-17 anos) sendo a etiologia viral mais frequente abaixo dos 5 anos (p<0.01), com o rotavírus identificado em crianças mais jovens (média=1,7 anos). Dois picos sazonais: o rotavírus entre Janeiro e Março e norovírus entre Agosto e Outubro. Apenas 10 (7,1%) doentes estavam vacinados para rotavírus, mas nenhum com o esquema completo. A presença de sangue nas fezes (p=0.02) e a febre (p=0.039) foram mais frequentes na infeção bacteriana, os vómitos (p<0.01) e os sintomas respiratórios (p=0.046) na infeção por rotavírus. Registaram-se complicações clínicas em 50 doentes (35,7%): desidratação (47), invaginação íleo-cecal (1), adenite mesentérica (1) e apendicite fleimonosa (1). Conclusão: Os vírus são os agentes mais frequentes de GEA sobretudo na criança pequena (idade <5 anos), sendo o rotavírus e norovírus os principais agentes. O número de coinfecções foi significativo mas não se associou a maior morbilidade. A ausência de identificação de agente em alguns casos pode refletir a necessidade de outros meios diagnósticos ou a existência de agentes ainda desconhecidos

Aetiology of Acute Gastroenteritis in Hospitalized Children from Lisbon Area

Gastroenteritis is a major cause of morbidity and mortality worlwide. Aim: Determine the etiology of gastroenteritis in a cohort of children hospitalized Methods: From May 2011 to January 2012, stool samples were collected from children (4.2 ± 4.8 years). Viral agents (enteric and enterovirus) were detected by RT-PCR. Stool specimens were also tested for bacteria and parasites, by conventional methods. Results: From the 82 stool samples, 42(51.2%) were positive for virus, 22 (26.8%) for bacteria and 35.6% (26/73) for parasites. An association between viral infection and age<3 years (OR=4.92, p<0.01) was observed. Distribution of viral agents was NorovirusII (33.3%), Enterovirus (31%), Rotavirus (23.8%), Adenovirus (9.5%), NorovirusI (2.4%). Simultaneous detection of two viral agents was observed in seven cases (16.7%) - NorovirusII and Enterovirus was the most frequent (57.1%); association with another agent was detected in 33.3% samples. Eight of 22 samples (36.4%) were positive for Campylobacter jejuni, 5 (22.7%) for Salmonella spp, 7 (31.8%) for E. coli, although always in co-infection with another agent, and 1 (4.5%) for Shigella spp. 38.5% of the samples were positive for Cryptosporidium spp., 23.1% for Giardia sp. and 3.8% for Entamoeba histolytica. 69.2% of the parasites were co-detected with other agents. Conclusion: Results suggest that viral agents are the most common among children with acute gastroenteritis, although co-infections with bacteria and parasites are frequent. The most common viral agent associated with acute diarrhea was NorovirusII. An important percentage of cases with no infectious aetiology identified, suggesting that other emergent agents are probably implicated

Fighting cashew tree enemies in Guinea-Bissau: a collaborative project to support the control of diseases, pests and weeds

Flash Talkinfo:eu-repo/semantics/publishedVersio

Dispersal of Corbicula fluminea: factors influencing the invasive clam's drifting behavior

Corbicula fluminea, is one of the most successful invasive species in fresh and brackish waters. Dispersal is one of the most determinant steps in the invasive process, and the full understanding of the mechanisms involved in this step is critical for adequate pest management both in the wild and in industries affected by this species' biofouling activity. A mucous drogue line produced by mucocytes packed along the inner demibranchs of the clams' gills seem to play an important role in assisting drifting and hence dispersal. Two Asian clam populations geographically separated (one in the USA and the other in Portugal), investigated at different times of the year, were reported to differ in terms of mucous drogue line production and floating. In this study, genetics and seasonality effects were hypothesized to explain the difference between the populations. To test these hypotheses, the two populations were genetically compared, and the Portuguese one was followed for 14 months to record the animals' mucous drogue line production and flotation capabilities and locate the population reproductive periods. Our results signal a possible scenario of micro-evolution with consequences on the production of the clams' mucilaginous drogue line. Although some authors advocate a link between mucous threads formation and reproduction events, such a relationship was not observed in this study. By contributing to the understanding of a physiological trait of the Asian clam that is important for dispersal, this study may be of practical relevance for pest monitoring and control

Prediabetes blunts DPP4 genetic control of postprandial glycaemia and insulin secretion

Funding Information: The PREVADIAB-2 study was supported by a grant from the Portuguese Directorate General of Health. This work was financed by Fundação para a Ciência e Tecnologia (reference number PTDC/BIM/MET/4265/2014), by iNOVA4Health UIDB/Multi/04462/2020 and by ONEIDA (project E-411021.01, Lisboa-01-0145-FEDER-016417, co-funded by FEEI [Fundos Europeus Estruturais e de Investimento] from Programa Operacional Regional Lisboa 2020. We also acknowledge the research infrastructure CONGENTO (project LISBOA-01-0145-FEDER-022170), co-financed by Lisboa Regional Operational Programme (Lisboa 2020), under the Portugal 2020 Partnership Agreement, through the European Regional Development Fund and the Foundation for Science and Technology (Portugal).Aims/hypothesis: Imbalances in glucose metabolism are hallmarks of clinically silent prediabetes (defined as impaired fasting glucose and/or impaired glucose tolerance) representing dysmetabolism trajectories leading to type 2 diabetes. CD26/dipeptidyl peptidase 4 (DPP4) is a clinically proven molecular target of diabetes-controlling drugs but the DPP4 gene control of dysglycaemia is not proven. Methods: We dissected the genetic control of post-OGTT and insulin release responses by the DPP4 gene in a Portuguese population-based cohort of mainly European ancestry that comprised individuals with normoglycaemia and prediabetes, and in mouse experimental models of Dpp4 deficiency and hyperenergetic diet. Results: In individuals with normoglycaemia, DPP4 single-nucleotide variants governed glycaemic excursions (rs4664446, p=1.63x10−7) and C-peptide release responses (rs2300757, p=6.86x10−5) upon OGTT. Association with blood glucose levels was stronger at 30 min OGTT, but a higher association with the genetic control of insulin secretion was detected in later phases of the post-OGTT response, suggesting that the DPP4 gene directly senses glucose challenges. Accordingly, in mice fed a normal chow diet but not a high-fat diet, we found that, under OGTT, expression of Dpp4 is strongly downregulated at 30 min in the mouse liver. Strikingly, no genetic association was found in prediabetic individuals, indicating that post-OGTT control by DPP4 is abrogated in prediabetes. Furthermore, Dpp4 KO mice provided concordant evidence that Dpp4 modulates post-OGTT C-peptide release in normoglycaemic but not dysmetabolic states. Conclusions/interpretation: These results showed the DPP4 gene as a strong determinant of post-OGTT levels via glucose-sensing mechanisms that are abrogated in prediabetes. We propose that impairments in DPP4 control of post-OGTT insulin responses are part of molecular mechanisms underlying early metabolic disturbances associated with type 2 diabetes. Graphical abstract: [Figure not available: see fulltext.]publishersversionepub_ahead_of_prin

Patients and health professional's perspective of functional mobility in Parkinson's Disease

Copyright © 2020 Bouça-Machado, Gonçalves, Lousada, Patriarca, Costa, Nunes, Dias, Caldas, Valadas, Lobo, Guedes, Rosa, Coelho and Ferreira. This is an open-access article distributed under the terms of the Creative Commons Attribution License (CC BY). The use, distribution or reproduction in other forums is permitted, provided the original author(s) and the copyright owner(s) are credited and that the original publication in this journal is cited, in accordance with accepted academic practice. No use, distribution or reproduction is permitted which does not comply with these terms.Background: Functional mobility (FM) is the person's ability to move to accomplish daily living tasks and activities. FM limitations are common in Parkinson's disease, increase with disease progression, and can be highly disabling. Although several studies in Parkinson's disease (PD) field use this concept, only recently, a formal definition has been proposed. Objective: We aimed to explore patient's and health professional's perspectives of FM in PD. Methods: A focus group methodology has been used. Four focus groups, with a total of 10 patients and 10 health professionals, were performed. Six patients were early stage and four advanced stage. The health professional's group was composed of five neurologists and five physiotherapists. The suitability of the new concept, the impact of FM limitations in PD patient's daily routine, and the potential benefit of walking aids have been discussed. Results: All participants were able to provide a spontaneous definition of FM, matching with the proposed concept. All agreed that PD affects patient's FM, increasing the limitations with disease progression, and with the existence of a serious prejudice with walking aids that hinders its use. Early-stage patient's perspective seems to be more in line with neurologist's perspective, while the views of advanced-stage patients were closer to physiotherapist's views. Conclusion: FM concept was considered as intuitive and useful. FM limitations have an important physical and social impact in the advanced stage of the disease. Although patients and health professionals acknowledge walking aid's benefit improving patient's FM, the prejudice associated with this type of tools limits its recommendation and use.The authors would like to thank to the Fundação para a Ciência e a Tecnologia (FCT) (SFRH/BD/120773/2016 to RB-M).info:eu-repo/semantics/publishedVersio