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Complex derivatives valuation: applying the Least-Squares Monte Carlo Simulation Method with several polynomial basis

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Financial Innovation 2016年第1期2卷 1-14页

作者： Ursula Silveira Monteiro de lima Carlos Patricio Samanez department of Industrial Engineering Pontifical Catholic University of Rio de JaneiroMarquês de São Vicente Street225/22453-900 GáveaRio de JaneiroBrazil

Background:This article investigates the Least-Squares Monte Carlo Method by using different polynomial basis in American Asian Options *** standard approach in the option pricing literature is to choose the basis *** comparing four different polynomial basis we show that the choice of basis interferes in the option's ***:We assess Least-Squares Method performance in pricing four different American Asian Options by using four polynomial basis:Power,Laguerre,Legendre and Hermite *** every American Asian Option priced,three sets of parameters are used in order to evaluate it ***:We show that the choice of the basis interferes in the option's price by showing that one of them converges to the option's value faster than any other by using fewer simulated *** the case of an Amerasian call option,for example,we find that the preferable polynomial basis is Hermite *** an Amerasian put option,the Power polynomial basis is *** empirical outcome is theoretically unpredictable,since in principle all basis can be indistinctly used when pricing the ***:In this article The Least-Squares Monte Carlo Method performance is assessed in pricing four different types of American Asian Options by using four different polynomial basis through three different sets of *** results suggest that one polynomial basis is best suited to perform the method when pricing an American Asian *** all basis can be indistinctly used when pricing the ***,our results does not confirm *** find that when pricing an American Asian put option,Power A is better than the other basis we have studied here whereas when pricing an American Asian call,Hermite A is better.

关键词： Complex derivatives valuation Least-Squares Monte Carlo Method Amerasian options Polynomial basis

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Chronic myeloid leukemia-from the Philadelphia chromosome to specific target drugs:A literature review

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World Journal of Clinical Oncology 2021年第2期12卷 69-94页

作者： Mariana Miranda Sampaio Maria Luísa Cordeiro Santos Hanna Santos Marques vinícius lima de Souza Gonçalves Glauber Rocha lima Araújo Luana Weber Lopes Jonathan Santos Apolonio Camilo Santana Silva Luana Kauany de SáSantos Beatriz Rocha Cuzzuol Quézia Estéfani Silva Guimarães Mariana Novaes Santos Breno Bittencourt de Brito Filipe Antônio França da Silva Márcio Vasconcelos Oliveira Cláudio lima Souza Fabrício Freire de Melo Instituto Multidisciplinar em Saúde Universidade Federal da BahiaVitória da Conquista 45029-094BahiaBrazil Campus Vitória da Conquista Universidade Estadual do Sudoeste da BahiaVitória da Conquista 45083-900BahiaBrazil

Chronic myeloid leukemia(CML)is a myeloproliferative neoplasm and was the first neoplastic disease associated with a well-defined genotypic anomaly―the presence of the Philadelphia *** advances in cytogenetic and molecular assays are of great importance to the diagnosis,prognosis,treatment,and monitoring of *** discovery of the breakpoint cluster region(BCR)-Abelson murine leukemia(ABL)1 fusion oncogene has revolutionized the treatment of CML patients by allowing the development of targeted drugs that inhibit the tyrosine kinase activity of the BCR-ABL *** kinase inhibitors(known as TKIs)are the standard therapy for CML and greatly increase the survival rates,despite adverse effects and the odds of residual disease after discontinuation of *** therapeutic alternatives,the subsequent TKIs lead to faster and deeper molecular remissions;however,with the emergence of resistance to these drugs,immunotherapy appears as an alternative,which may have a cure potential in these *** this background,this article aims at providing an overview on CML clinical management and a summary on the main targeted drugs available in that context.

关键词： Chronic myeloid leukemia Breakpoint cluster region-Abelson murine leukemia Immunotherapy Tyrosine kinase inhibitors Philadelphia chromosome Diagnosis

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Embolization of splenorenal shunt associated to portal vein thrombosis and hepatic encephalopathy

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World Journal of Gastroenterology 2014年第42期20卷 15910-15915页

作者： Letícia de Campos Franzoni Fábio Cardoso de Carvalho Rafael Gomes de Almeida Garzon Fábio da Silva Yamashiro Laís Augusti Lívia alves Amaral Santos Mariana de Souza Dorna Júlio Pinheiro Baima Talles Bazeia lima Carlos Antonio Caramori Giovanni Faria Silva Fernando Gomes Romeiro Internal Medicine department Gastroenterology Division Botucatu Medical School UNESP 18 618 970 Botucatu Sao Paulo Brazil Hospital do Cora??o do Instituto de Moléstias Cardiovasculares S?o José do Rio Preto Sao Paulo 15015-210 Brazil department of Internal Medicine Division of Cardiology Botucatu School of Medicine UNESP Univ Estadual Paulista

Hepatic encephalopathy(HE)is a cognitive disturbance characterized by neuropsychiatric *** occurs in acute and chronic hepatic disease and also in patients with portosystemic *** presence of these portosystemic shunts allows the passage of nitrogenous substances from the intestines through systemic veins without liver ***,the embolization of these shunts has been performed tocontrol HE manifestations,but the presence of portal vein thrombosis is considered a *** this presentation we show a cirrhotic patient with severe HE and portal vein thrombosis who was submitted to embolization of a large portosystemic *** report:a 57 years-old cirrhotic patient who had been hospitalized many times for persistent HE and hepatic coma,even without precipitant *** had a wide portosystemic shunt and also portal vein *** abdominal angiography confirmed the splenorenal shunt and showed other *** larger shunt was embolized through placement of microcoils,and the patient had no recurrence of overt *** was a little increase of esophageal and gastric varices,but no endoscopic treatment was *** portosystemic shunts are frequent causes of recurrent HE in cirrhotic patients,portal vein thrombosis should be considered a relative contraindication to perform a shunt ***,in particular cases with many shunts and severe HE,we found that one of these shunts can be safely embolized and this procedure can be sufficient to obtain a good HE *** conclusion,we reported a case of persistent HE due to a wide portosystemic shunt associated with portal vein *** the patient had other shunts,she was successfully treated by embolization of the larger shunt.

关键词： Recurrent hepatic encephalopathy Liver cirrhosis Port systemic shunt Shunt embolization Portal vein thrombosis

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Grade 4 febrile neutropenia and Fournier's Syndrome associated with triple therapy for hepatitis C virus:A case report

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World Journal of Hepatology 2014年第6期6卷 448-452页

作者： Kelly Cristhian lima Oliveira Emili de Oliveira Bortolon Cardoso Suzana Carla Pereira de Souza Flávia Souza Machado Carlos Eduardo alves Zangirolami Alecsro Moreira Giovanni Faria Silva Cássio Vieira de Oliveira Division of Gastroenterology Department of Internal MedicineBotucatu School of Medicine18618-970 Sao PauloBrazil

The use of triple therapy for hepatitis C not only increases the rate of sustained virological responses compared with the use of only interferon and ribavirin(RBV) but also leads to an increased number of side effects. The subject of this study was a 53-year-old male who was cirrhotic with hepatitis C virus genotype 1 A and was a previous null non-responder. We initially attempted retreatment with boceprevir(BOC), Peginterferon and RBV, and a decrease in viral load was observed in the 8th week. In week 12, he presented with disorientation, flapping, fever, tachypnea, arterial hypotension and tachycardia. He also exhibitedleucopenia with neutropenia. Cefepime and filgrastim were initiated, and treatment for hepatitis C was suspended. A myelogram revealed hypoplasia, cytotoxicity and maturational retardation. After 48 h, he developed bilateral inguinal erythema that evolved throughout the perineal area to the root of the thighs, with exulcerations and an outflow of seropurulent secretions. Because we hypothesized that he was suffering from Fournier's Syndrome, treatment was replaced with the antibiotics imipenem, linezolid and clindamycin. After this new treatment paradigm was initiated, his lesions regressed without requiring surgical debridement. Triple therapy requires knowledge regarding the management of adverse effects and drug interactions; it also requires an understanding of the importance of respecting the guidelines for the withdrawal of treatment. In this case report, we observed an adverse event that had not been previously reported in the literature with the use of BOC.

关键词： Hepatitis C Treatment Boceprevir Telaprevir Adverse events

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A Method to Identify Anomalies in Stock Market Trading Based on Probabilistic Machine Learning

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Journal of Autonomous Intelligence 2019年第2期2卷 42-52页

作者： Anderson Rodrigo Barretto Teodoro Paulo Andrélima de Castro Autonomous Computational Systems Lab Technological Institute of Aeronautics(ITA)Sao Jose dos Campos-SP

Financial operations involve a significant amount of resources and can directly or indirectly affect the lives of virtually all *** the efficiency and transparency in this context,it is essential to identify financial crimes and to punish the ***,the large number of operations makes it infeasible for analyzes made exclusively by ***,the application of automated data analysis techniques is *** this scenario,this work presents a method that identifies anomalies that may be associated with operations in the stock exchange market prohibited by ***,we seek to find patterns related to insider *** types of operations can generate big losses for *** this paper,we use the public available information from SEC and CVM,based on real cases on BOVESPA,NYSE and NASDAQ stock exchanges,that it was used as a training *** method includes the creation of several candidate variables and the identification of which are the most *** this definition,classifiers based on decision trees and Bayesian networks are constructed,evaluated and then *** computational cost of performing such tasks can be quite significant,and it grows quickly with the amount of analyzed *** this reason,the method considers the use of machine learning algorithms distributed in a computational *** order to perform such tasks,we use the WEKA framework with modules that allows the distribution of the processing load in a Hadoop *** use of a computational cluster to execute learning algorithms in a large amount of data has been an active area of research,and this work contributes to the analysis of data in the specific context of financial *** obtained results show the feasibility of the approach,although the quality of the results is limited by the exclusive use of publicly available data.

关键词： Data Mining Machine Learning Anomaly detection

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Microalbuminuria and Kidney Disease Risk in HIV Patients Taking Combined Antiretroviral Therapy

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World Journal of AIDS 2014年第2期4卷 242-248页

作者： Huylmer Lucena Chaves Mayanna Pinho Batista Adriana de Menezes Gomes Amanda Antunes Costa André Tigre lima vinícius Diniz Arcelino do Ceará Pedro Rubens Araújo Carvalho Linna Albuquerque Sampaio Fabrício de Maicy Bezerra Melissa Soares Medeiros Medicine School Unichristus Fortaleza Brazil

Objectives: This study proposes to evaluate risk factors for kidney disease in HIV patients treated chronically and correlate with microalbuminuria measurements. Methods: Review charts and analyses of microalbuminuria in subgroup of HIV patients treated at Ceara/Brazil. Results: 149 patients, 69.1% male, mean 38.5 years old, infection mean 86.8 months. Mean Creatinine Clearance 110.2%, Creatinine 0.97, Urea 27.76 mg/dl, CD4+ 600.37 cels/mm3 and detectable viral load 530.59 copies with 61.7% undetectable. Mean Dosages of microalbuminuria/24h 147, 46 ± 820, 45 (N = 48) and microalbuminuria (mg/dl) 32.05 ± 85.25 (N = 43). Kidney Diseases Classification analyses evidenced 6.4% patients in stages ≥3 and 6.2% presented altered Microalbuminuria/24h. Patients using Tenofovir (TDF) 27.27% had Stage 2 and protease inhibitors (PI) had 4.1% in Stage 3. Proteinuria was observed in 5% stage ≥3. Association PI/TDF had 4.1% in Stage 3. No statistical difference between CD4 > or 3 and microalbuminuria/24h > 300 mg (p = 0.69);detectable/undetectable viral load and microalbuminuria/24h (p = 0.63) or stage ≥3 (p = 0.17);relation to Diabetes or arterial hypertension and microalbuminuria 24 h (p = 0.5 and p = 0.21);relation stage ≥3 and microalbuminuria/24h (p = 0.33);relation HIV diagnoses >/ or or < 50 years and microalbuminuria/24h (p = 0.55) or microalbuminuria mg/d (p = 0.32). Relating comorbidities risk (Diabetes Mellitus plus Systemic Arterial Hypertension) to Kidney Diseases, it was found that 55.5% patients in Stage 3 or above with comorbidities compared with 15% with comorbidities in lower stages (P = 0.005). Nevertheless, comorbidities presence was not associated with microalbuminuria (p = 0.08). Conclusion: Kidney disease is a real risk for HIV patients and stages ≥

关键词： HIV AIDS Antiretroviral Kidney Disease Microalbuminuria

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Prevalence of congenital cytomegalovirus infection in preterm,small for gestational age and low birth weight newborns:characteristics and cytokines profile

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World Journal of Pediatrics 2022年第7期18卷 498-504页

作者： Janaina Fortes Lino Llian Martins Oliveira Diniz debora Marques de Miranda Daniela Valadao Freitas Rosa Nathalia Gualberto Souza e Silva Eduardo de Souza Nicolau Larissa Goncalves Rezende Lais Silva Carvalho Marianna Fischer de Paula Lopes Luisa Petri Correa Gabriela Mafra de Oliveira Flavia Miranda da Silva alves Lorena Batista Pascoal Erika lima Dolabella Teixeira da Costal Leni Marcia Anchieta Roberta Maia de Castro Romaneli Odete Valadares Maternity Hospital Belo HorizonteBrazil Pediatrics department.Faculy of Medice of Federal University of Minas Gerais Belo Horizonte.Brazil Molecular Laboratory of the INCT-MM.Faculy of Medicine.Federal University of Minas Gerais-UFMG.Belo Horizonte Brazil Faculty of Medicine.Federal University of Minas Gerais-UFMG Belo Horizonte.Brazil Risoleta Tolentino.Neves University Hospital's Maternity Belo HorizonteBrazil Sofia Feldman Maternity Hospital Belo HorizonteBrazil Hospital das Clinicas Maternity-Federal University of Minas Gerais.Belo Horizonte Brazil Pediatrics department of Federal University of Minas Gerais School Medicine.Minas Gerais.Av Professor Alfredo Balena 190.Belo Horizonte 30130-100Brazil

Cytomegalovirus is the most frequent agent of congenital viral infections,affecting approximately 0.2%-2.4%of live births in different countries[1-7].Universal screening for congenital cytomegalovirus infection in newborns is not a standard practice considering cost-benefit issues and viabil-ity of diagnostic ***,most newborns are asympto-matic and there is no effective treatment for this population[2-5].

关键词： weight birth characteristics

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Using meshes to change the characteristics of simulated rainfall produced by spray nozzles

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International Soil and Water Conservation Research 2014年第2期2卷 67-78页

作者： Sílvia C.P.Carvalho João L.M.P.de lima M.Isabel P.de lima department of Civil Engineering Faculty of Science and TechnologyUniversity of CoimbraCoimbraPortugal department of Civil Engineering Campus II-University of CoimbraRua Luís Reis Santos3030-788 CoimbraPortugal

Rainfall simulators have been used for many years contributing to the understanding of soil and water conservation ***,rainfall simulators’design and operation might be rather demanding for achieving specific rainfall intensity distributions and drop characteristics and are still open for *** study explores the potential of combining spray nozzle simulators with meshes to change rainfall characteristics,namely drop properties(drop diameters and fall speeds).A rainfall simulator laboratory set-up was prepared that enabled the incorporation of different wire meshes beneath the spray *** tests conducted in this exploratory work included different types of spray nozzles,mesh materials(plastic and steel),square apertures and wire thicknesses,and positions of the meshes in relation to the *** intensity and drop size distribution and fall speed were *** showed that the meshes combined with nozzles increased the mean rainfall intensity on the 1 m^(2) control plot below the nozzle and altered the rain drops’properties,by increasing the mass-weighted mean drop diameter,for example.

关键词： Rainfall simulators Spray nozzle meshes Drop characteristics

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H pylori (CagA) and Epstein-Barr virus infection in gastric carcinomas:Correlation with p53 mutation and c-Myc,Bcl-2 and Bax expression

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World Journal of Gastroenterology 2008年第6期14卷 884-891页

作者： Valeska Portela lima Marcos Antonio Pereira de lima Angela Rosa André Márcia Valéria Pitombeira Ferreira Marcos Aurélio Pessoa Barros Sílvia Helena Barem Rabenhorst departament of Pathology and Forensic Federal University of Ceará State Brazil Saint House of Mercy in Fortaleza Brazil

AIM: To investigate the interrelationship between H pylori and Epstein-Barr virus (EBV) infection in the gastric carcinogenesis having in focus the p53 mutation and the c-Myc, Bcl-2 and Bax expression. METHODS: seventy-one gastric carcinoma tissues were assessed by polymerase chain reaction (PCR) for H pylori and in situ hybridization for EBV. c-Myc, Bcl-2 and Bax expression were detected by immunohistochemistry and single-stranded conformational polymorphism (SSCP) for p53 mutation. RESULTS: The positivity rates for H pylori and EBV were 94.4% and 8.45%, respectively. The majority of the cases displayed only the H pylori presence. All EBV positive cases were also H pylori positive. None infectious agent was observed in 5.55% of the cases. The intestinal type tumor was more frequent in the co-infected and non-infected groups. The female predominated in the non-infected group showing statistical significance (70.4% vs 29.6%, P=0.039). The Bcl-2 was only detected in the group exclusively infected by H pylori. However, c-Myc and Bax were detected in the three groups but with a low frequency in the co-infected group. Mutation of p53 was present in all groups, with the highest frequencies in the H pylori positive groups. CONCLUSION: The frequency of H pylori infection in gastric carcinomas was high. The presented data indicated that gastric carcinogenesis has different pathways depending of the presence of the two investigated infectious agents, suggesting a possible involvement of H pylori with apoptotic process. The low expression of c-Myc and Bax in the EBV-positive groups suggests that EBV may inhibit the expression of these proteins. Nevertheless, p53 mutation shows to be a relevant alteration, independent of both infectious agents.

关键词： Gastric carcinoma Helicobacter pylori Epstein-Barr virus, p53, Bax, Bcl-2, c-Myc

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Evaluation of the Use of Inertial Platform for the Generation of Cartography

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Journal of Civil Engineering and Architecture 2014年第9期8卷 1204-1210页

作者： Luis Antonio de lima Diogenes Cortijo Costa Jorge Luiz alves Trabanco Maria Teresa Francoso Technical department Fototerra Atividades de Aerolevantamento Ltda (Fototerra Aerial Survey Activities Ltd.) San Paulo 03337-000 Brazil department of Geotechnics and Transportation The State University of Campinas San Paulo 13083-070 Brazil

This study aims to analyze the quality of positioning orthophoto generated through the technique of direct georeferencing using metric digital camera system coupled to the laser system, and both systems were aided inertial navigation platform. For this, we compared the coordinates obtained in 16 control points collected in the field with dual-frequency GNSS （global navigation satellite system） receiver with those obtained in the orthophoto, flight conducted in June 2009 on the campus of the State University of Campinas--UNICAMP, using a medium format digital camera and laser system, with which we obtained images with a spatial resolution of 0.15 m. Taking into account the pattern accuracy cartographic used in Brazil, it is concluded that the products produced have a standard accuracy ＂A＂ to 1：2,000 scale, which represents the best quality level, both for planimetric as for altimetry, and that the procedure reached results consistent with cartographic products in 1：2,000 scale, representing a reduction of steps in the mapping process, necessary for the preparation of cartographic databases with reduction of time for preparation of design basis large civil engineering projects, such as roads, railways, studies of urban road systems, power plants and other infrastructure systems needed to develop the country.

关键词： Orthophotos photogrammetry GNSS.

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