2022
Analysis of communities of countries with similar dynamics of the COVID-19 pandemic evolution
Autor/es: Alvarez, E., Brida, J. G., Rosich, L., & Limas, E.
Fecha: 01-2022
Publicación: Journal of Dynamics & Games, 9(1): 75-96.
Doi: https://doi.org/10.3934/jdg.2021026
Resumen: This work addresses the spread of the coronavirus through a non-parametric approach, with the aim of identifying communities of countries based on how similar their evolution of the disease is. The analysis focuses on the number of daily new COVID-19 cases per ten thousand people during a period covering at least 250 days after the confirmation of the tenth case. Dynamic analysis is performed by constructing Minimal Spanning Trees (MST) and identifying groups of similarity in contagions evolution in 95 time windows of a 150-day amplitude that moves one day at a time. The intensity measure considered was the number of times countries belonged to a similar performance group in constructed time windows. Groups' composition is not stable, indicating that the COVID-19 evolution needs to be treated as a dynamic problem in the context of complex systems. Three communities were identified by applying the Louvain algorithm. Identified communities analysis according to each country's socioeconomic characteristics and variables related to the disease sheds light on whether there is any suggested course of action. Even when strong testing and tracing cases policies may be related with a more stable dynamic of the disease, results indicate that communities are conformed by countries with diverse characteristics. The best option to counteract the harmful effects of a pandemic may be having strong health systems in place, with contingent capacity to deal with unforeseen events and available resources capable of a rapid expansion of its capacity.
Palabras clave: COVID-19, hierarchical clustering, minimal spanning trees, hierarchical trees.
2021
On the empirical relations between producers expectations and economic growth
Autor/es: Juan G Brida, Bibiana Lanzilotta y Lucia I Rosich.
Fecha: 2021
Publicación: Economics Bulletin, AccessEcon, vol. 41(3), pages 1970-1982.
URL: https://ideas.repec.org/a/ebl/ecbull/eb-21-00393.html
Resumen: This study analyses the common trends between expectation indicators of producers of the manufacturing sector in Uruguay and its linkage with economic growth. To this end, four expectation indicators are constructed from qualitative data obtained using surveys collected by the “Cámara de Industrias del Uruguay†(CIU) for the period 1998- 2017. Common trends are identified by estimating Multivariate Structural Models on the expectations indicators (categorized in four groups according to the firm specialization and international insertion). Its dynamical linkage with Gross Domestic Product (GDP) growth is analyzed by applying non-parametric cointegration and causality tests. Results give evidence of bidirectional causality between expectations and GDP growth in the long, while in the short-run causality goes uniquely from the exporters' sentiment indicator trend to the GDP growth. The expectation trend of the more tradable and exposed to international competition sectors (exporter industries) is the one that drives overall industrials' expectations in Uruguay. More importantly, we cannot reject nonlinearity in the long-run relationship between the underlying trend of exporters' expectations and Uruguayan GDP growth, which shows that it may be a useful predictor of GDP growth provided that this nonlinearity is taken into account.
Palabras clave: sentiment indicators, agents' expectations, common factors, Multivariate Structural Models, GDP forecasting, nonlinear cointegration.
A Projection Pursuit Forest Algorithm for Supervised Classification
Autor/es: Natalia da Silva, Dianne Cook & Eun-Kyung Lee.
Fecha: 12-2021
Publicación: Journal of Computational and Graphical Statistics, 2021.
URL: https://www.tandfonline.com/doi/abs/10.1080/10618600.2020.1870480
Doi: https://doi.org/10.1080/10618600.2020.1870480
Resumen: This article presents a new ensemble learning method for classification problems called projection pursuit random forest (PPF). PPF uses the PPtree algorithm where trees are constructed by splitting on linear combinations of randomly chosen variables. Projection pursuit is used to choose a projection of the variables that best separates the classes. Using linear combinations of variables to separate classes takes the correlation between variables into account which allows PPF to outperform a traditional random forest when separations between groups occurs in combinations of variables. The method presented here can be used in multi-class problems and is implemented into an R package, PPforest, which is available on CRAN. Supplementary files for this article are available online.
Palabras clave: Data mining, Ensemble model, Exploratory data analysis, High dimensional data, Statistical computing.
The state-of-the-art on tours for dynamic visualization of high-dimensional data
Autor/es: Stuart Lee, Dianne Cook, Natalia da Silva, Ursula Laa, Nicholas Spyrison, Earo Wang, H. Sherry Zhang.
Fecha: 12-2021
Publicación: Wiley Interdisciplinary Reviews.
URL: https://wires.onlinelibrary.wiley.com/doi/10.1002/wics.1573
Doi: https://doi.org/10.1002/wics.1573
Resumen: This article discusses a high-dimensional visualization technique called the tour, which can be used to view data in more than three dimensions. We review the theory and history behind the technique, as well as modern software developments and applications of the tour that are being found across the sciences and machine learning.
Zero Black-Derman-Toy Interest Rate Model
Autor/es: SOSA, ANDRES; MORDECKI, E.; KRZRYZANOWSKI, G.
Fecha: 11-2021
Publicación: Journal of Fixed Income, v.: 31 4, 2021.
Doi: https://doi.org/10.3905/jfi.2021.1.122
Resumen: We propose a modification of the classical Black-Derman-Toy (BDT) interest rate tree model, which includes the possibility of a jump with a small probability at each step to a practically zero interest rate. The corresponding BDT algorithms are consequently modified to calibrate the tree containing zero interest rate scenarios. This modification is motivated by the recent 2007–2008 crisis in the United States and it quantifies the risk of future crises in bond prices and derivatives. The proposed model can be useful to price derivatives. A comparison of option prices and implied volatilities on US Treasury bonds computed with both the proposed and the classical tree model is provided in six different scenarios along the different periods comprising the years 2002–2017.
Computing f-Divergences and Distances of High-Dimensional Probability Density Functions -- Low-Rank Tensor Approximations
Autor/es: A. Litvinenko, Y. Marzouk, H.G. Matthies, M. Scavino, A. Spantini.
Fecha: 11-2021
Publicación: arXiv
URL: https://arxiv.org/abs/2111.07164
Resumen: Very often, in the course of uncertainty quantification tasks or data analysis, one has to deal with high-dimensional random variables (RVs). A high-dimensional RV can be described by its probability density (pdf) and/or by the corresponding probability characteristic functions (pcf), or by a polynomial chaos (PCE) or similar expansion. Here the interest is mainly to compute characterisations like the entropy, or relations between two distributions, like their Kullback-Leibler divergence. These are all computed from the pdf, which is often not available directly, and it is a computational challenge to even represent it in a numerically feasible fashion in case the dimension d is even moderately large. In this regard, we propose to represent the density by a high order tensor product, and approximate this in a low-rank format. We show how to go from the pcf or functional representation to the pdf. This allows us to reduce the computational complexity and storage cost from an exponential to a linear. The characterisations such as entropy or the f-divergences need the possibility to compute point-wise functions of the pdf. This normally rather trivial task becomes more difficult when the pdf is approximated in a low-rank tensor format, as the point values are not directly accessible any more. The data is considered as an element of a high order tensor space. The considered algorithms are independent of the representation of the data as a tensor. All that we require is that the data can be considered as an element of an associative, commutative algebra with an inner product. Such an algebra is isomorphic to a commutative sub-algebra of the usual matrix algebra, allowing the use of matrix algorithms to accomplish the mentioned tasks.
Palabras clave: high-dimensional probability density, Kullback-Leibler divergence, fdivergence, distance, tensor representation, computational algorithms, low-rank, approximation.
Economic growth and population dynamics: a discrete time analysis.
Autor/es: Alvarez, E., Brida, J.G., Cayssials, G., Lorenzo, P. and Yapor, M.
Fecha: 2021
Publicación: Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications & Algorithms 28(1): 41-60. 2021.
URL: http://online.watsci.org/abstract_pdf/2021v28/v28n1b-pdf/4.pdf
Resumen: This paper reformulates and generalizes the classical Uzawa-Lucas model of economic growth and human capital accumulation by representing time as a discrete variable and using a population law with non-constant growth rate. In addition, the model is developed by using a more general utility function than the original. In this setup, the model can be represented by a four-dimensional dynamical system, which admits a unique optimal trajectory in human and physical capital and consumption. It is shown that there is a unique non-trivial equilibrium. The results of the study are compared with the original model in discrete time.
Palabras clave: Uzawa-Lucas model; economic dynamics; human capital; economic growth; discrete time.
Calidad ambiental y crecimiento económico: análisis dinámico para América Latina y el Caribe
Autor/es: Martín Olivera y Verónica Segarra.
Fecha: 09-2021
Publicación: Revista de Economía del Rosario, 24(2).
Doi: https://doi.org/10.12804/revistas.urosario.edu.co/economia/a.10514
Resumen: Este trabajo estudia la relación dinámica entre las emisiones de dióxido de carbono y el crecimiento económico para un grupo de países de América Latina y el Caribe durante el período 1951-2014. A partir del uso de regímenes económicos y simbolización de series temporales, se introduce una métrica y mediante el análisis de clusters se encuentran dos grupos diferenciados en términos de su dinámica de emisiones y crecimiento. Se analiza la existencia de relaciones bidireccionales tanto de corto como de largo plazo, encontrando que la relación difiere según los grupos y los métodos de estimación.
Palabras clave: Palabras clave: crecimiento económico; emisiones de co2; dinámica de regímenes; causalidad; América Latina.
Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data
Autor/es: R. Caballero, A. Kebaier, M. Scavino, R. Tempone.
Fecha: 08-2021
Publicación: Statistics and Computing, vol.31, 64 (2021).
URL: https://link.springer.com/article/10.1007/s11222-021-10040-8
Doi: https://doi.org/10.1007/s11222-021-10040-8
Resumen: We develop a data-driven methodology based on parametric Itô’s Stochastic Differential Equations (SDEs) to capture the real asymmetric dynamics of forecast errors, including the uncertainty of the forecast at time zero. Our SDE framework features time-derivative tracking of the forecast, time-varying mean-reversion parameter, and an improved state-dependent diffusion term. Proofs of the existence, strong uniqueness, and boundedness of the SDE solutions are shown by imposing conditions on the time-varying mean-reversion parameter. We develop the structure of the drift term based on sound mathematical theory. A truncation procedure regularizes the prediction function to ensure that the trajectories do not reach the boundaries almost surely in a finite time. Inference based on approximate likelihood, constructed through the moment-matching technique both in the original forecast error space and in the Lamperti space, is performed through numerical optimization procedures. We propose a fixed-point likelihood optimization approach in the Lamperti space. Another novel contribution is the characterization of the uncertainty of the forecast at time zero, which turns out to be crucial in practice. We extend the model specification by considering the length of the unknown time interval preceding the first time a forecast is provided through an additional parameter in the density of the initial transition. All the procedures are agnostic of the forecasting technology, and they enable comparisons between different forecast providers. We apply our SDE framework to model historical Uruguayan normalized wind power production and forecast data between April and December 2019. Sharp empirical confidence bands of wind power production forecast error are obtained for the best-selected model.
Palabras clave: Uncertainty quantification, Forecasting error, Time-inhomogeneous Jacobi diffusion, Lamperti space, Fixed-point likelihood numerical optimization, Model selection, Wind power.
Cognitive Dispersion Predicts Grip Strength Trajectories in Men but not Women in a Sample of the Oldest Old Without Dementia
Autor/es: T. Watermeyer, F,. Massa, J. Goerdten, L. Stirland, B. Johanssen, G. Muniz-Terrera.
Fecha: 07-2021
Publicación: Innovation and ageing v: 5(3), 2021.
Doi: https://doi.org/10.1093/geroni/igab025
Resumen:Background and Objectives: Grip strength is a reliable marker of biological vitality and it typically demonstrates an expected decline in older adults. According to the common-cause hypothesis, there is also a significant association between cognitive and physical function in older adults. Some specific cognitive functions have been shown to be associated with grip strength trajectories with most research solely focused on cutoff points or mean cognitive performance. In the present study, we examine whether a measure of cognitive dispersion might be more informative. We therefore used an index that quantifies dispersion in cognitive scores across multiple cognitive tests, shown to be associated with detrimental outcomes in older adults.
Research Design and Methods: Using repeated grip strength measures from men and women aged 80 and older, free of dementia in the OCTO-Twin study, we estimated aging-related grip strength trajectories. We examined the association of cognitive dispersion and mean cognitive function with grip strength level and aging-related rate of change, accounting for known risk factors.
Results: Cognitive dispersion was associated with grip strength trajectories in men and the association varied by mean cognitive performance, whereas we found no association in women.
Discussion and Implications: Our results provide evidence of a sex-specific vitality association between cognitive dispersion and aging-related trajectories of grip strength. Our results support the call for integration of sex and gender in health promotion and intervention research.
Palabras clave: Cognition, Epidemiology, Frailty, Longevity, Psychometrics.
Growth and Inequality in the Mexican States: Regimes, Thresholds, and Traps
Autor/es: Juan Gabriel Brida, W. Adrian Risso, Edgar J. Sanchez Carrera y Verónica Segarra.
Fecha: 05-2021
Publicación: Papers in Regional Science, 100(5), 1295-1322.
Doi: https://doi.org/10.1111/pirs.12616
Resumen: Using the inter-regional economic inequality index and the gross state product per capita for the Mexican states over the period 1940–2015, we apply regime dynamics and hierarchical cluster analysis for segmenting the sample into regimes of Mexican states with similar performance. Robust econometric models are studied showing the direction of causality between economic inequality and income per capita, and the existence of a U-shaped curve for the interdependence between economic growth vs economic inequality, and threshold levels. We additionally demonstrate the existence of inequality traps. The education literacy rate as a control variable indicates an inverted U-shaped curve.
Palabras clave: economic growth, hierarchical trees, interregional inequality, Mexican economy, regime dynamics.
Country risk index for emerging economies: a dynamical proposal with a case study
Autor/es: SOSA, ANDRES; MORDECKI, E.
Fecha: 04-2021
Publicación: Brazilian Review of Econometrics, v.: 40 2, 2020.
URL: https://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/80944
Doi: https://doi.org/10.12660/bre.v40n22020.80944
Resumen: We introduce a dynamical country risk index for emerging economies. The proposal is based on the intensity approach of credit risk, i.e. the default is the first jump of a point process with stochastic intensity. Two different models are used to estimate the yield spread. They differ in the relationship between the default-free instantaneous interest rate process and the intensity process. The dynamics of the interest rates is modeled through a multidimensional affine model, and the Kalman filter with an Expectation-Maximization algorithm is used to calibrate it. The USD interest rates constitute part of the input of the model, while prices of relevant domestic bonds in the emerging market complete the input. For an application, we select the Uruguayan bond market as the emerging economy.
Palabras clave: country risk index, emerging markets, sovereign debt, Kalman filter.
Economic growth and tourism performance in Latin America and the Caribbean: a comparative analysis by clustering techniques and causality tests
Autor/es: Juan Gabriel Brida, Martin Olivera Berthier & Verónica Segarra.
Fecha: 01-2021
Publicación: Revista Brasileira de Pesquisa em Turismo, São Paulo, 15(1).
Doi: https://doi.org/10.7784/rbtur.v15i1.2300
Resumen: A partir del creciente interés en el estudio de la dinámica del turismo y sus implicancias en el crecimiento económico, este trabajo busca aportar en esa línea para el caso particular de América Latina y el Caribe, una región en constante proceso de desarrollo. A partir de un estudio utilizando el concepto de regímenes económicos y simbolización de series temporales, se propone realizar un análisis de cluster y una posterior estimación de las relaciones dinámicas existentes entre el crecimiento económico y el turismo para 22 países de América Latina y el Caribe entre 1995-2015. Los resultados muestran la existencia de dos grupos de países con un comportamiento dinámico similar que, a su vez, no parecen converger en el tiempo. Se observa la existencia de una relación causal positiva unidireccional desde el crecimiento hacia el turismo en el grupo de turismo bajo y una relación bidireccional también positiva en el caso del grupo con turismo elevado.
Palabras clave: Crescimento econômico, Turismo, Dinâmica do regime, Análise de cluster, Causalidade, América Latina.
2020
Validación de un instrumento para la pesquisa de problemas del desarrollo en menores de 5 años en Uruguay
URL: https://revista.rmu.org.uy/ojsrmu311/index.php/rmu/article/view/495/472
Doi: https://doi.org/10.29193/RMU.36.1.4
Resumen: Introducción: la detección temprana de problemas del desarrollo en niños permite aplicar intervenciones oportunas que mejoranel pronóstico y disminuyen la discapacidad. Esto requiere aplicar pruebas de pesquisa sensibles, sencillas y de bajo costo. Coneste propósito, en Uruguay se desarrolló la Guía Nacional para la Vigilancia del desarrollo del Niño y la Niña menores de 5 añosversión 2 (GNVD V2). Su utilización requiere conocer las propiedades psicométricas e índices fijos y variables. Objetivo: validación concurrente de la GNVD V2 frente al Inventario de Desarrollo Battelle 4ª edición. Método: se realizó un estudio transversal, observacional, en una muestra representativa de niños de 1 mes a 5 años de centros educativos de Montevideo. Se relacionaron los resultados de la aplicación de la GNVD V2 con los del Inventario de Desarrollo Battelle 4ª edición. Se calculó la sensibilidad, especificidad, valores predictivos positivo y negativo de la GNVD V2, según diferentes puntos de corte. Se estimó el beneficio clínico de su aplicación mediante las razones de verosimilitud olike-lihood ratios. Se realizó análisis psicométrico. Resultados: la validación se realizó con 341 niños. No haber fallado en ninguna de las 12 conductas ubicadas a la izquierda de las cuatro áreas correspondientes a su edad presenta sensibilidad 77%, especificidad 65%, valor predictivo positivo 42%y valor predictivo negativo 89%. Con dicho punto de corte, el LR (+) es 2,2 y el LR (-) 0,35 y la probabilidad de presentar un trastorno cuando no pasa la prueba 1,6 y cuando la pasa 0,26. Conclusiones: la GNVD V2 posee propiedades psicométricas adecuadas e índices fijos similares a tests validados a nivel internacional que permiten recomendarlo como instrumento nacional de pesquisa.
Palabras clave: Desarrollo infantil, Validación, Prueba de pesquisa, Evaluación de desarrollo infantil.
Intencionalidad del embarazo y cuidados prenatales en Uruguay
URL:www.scielo.edu.uy/scielo.php?script=sci_abstract&pid=S1688-03902020000400052&lng=es&nrm=iso&tlng=es
Resumen: Desde hace algunos años el número de embarazos no intencionales en Uruguay ronda el 40%; esta cifra es alta en comparación con otros países que también tienen baja fecundidad y da cuenta de las dificultades de acceso y uso eficaz de métodos anticonceptivos modernos. Además, varios estudios evidencian que los embarazos no intencionales están vinculados con cuidados prenatales insuficientes y peores desempeños de los recién nacidos respecto a los nacimientos resultantes de embarazos intencionales. Objetivo: analizar la asociación entre intencionalidad de los embarazos y los cuidados prenatales en Uruguay a partir del estudio de su incidencia sobre la captación temprana del embarazo y las prácticas no saludables durante la gestación (fumar y tomar alcohol).Método: se consideran los nacimientos no intencionales y a destiempo (no buscados en ese momento) como dos grupos de tratamiento y se comparan con el grupo de nacimientos intencionales. Se examina el efecto neto de la intencionalidad del embarazo sobre las prácticas de salud durante la gestación utilizando técnicas de Propensity Score Matching (PSM). Se utilizan datos provenientes de la Encuesta de Nutrición, Desarrollo Infantil y Salud (ENDIS), un estudio de panel que recoge información desde 2013 de madres con hijos de entre 0 y 3 años en hogares ubicados en localidades urbanas de Uruguay (mayores a 5.000 habitantes).Resultados: antes de realizar el emparejamiento por PSM, las diferencias entre grupos de intención de embarazos fueron significativas para captación temprana y haber fumado, mientras que haber bebido alcohol no se asoció a diferencias significativas entre grupos de intención de los embarazos.
Palabras clave: Embarazo no deseado; Atención prenatal; Emparejamiento por puntaje de propensión.
On the empirical relationship between tourism and economic growth
URL: www.sciencedirect.com/science/article/pii/S0261517720300571
Doi:10.1016/j.tourman.2020.104131
Resumen: This paper studies the dynamics of economic growth and tourism evolution for 80 countries during the period 1995–2016. The variables representing economic and tourism growth are growth rates of per capita GDP and international tourist arrivals per inhabitant respectively. Using the concept of economic regime, the paper introduces a notion of distance between the dynamical paths of different countries. Then, a Minimal Spanning Tree and a Hierarchical Tree are constructed to detect groups of countries sharing similar performance. The two main clusters we find can be interpreted as two groups of countries with high and low performance in the tourism sector and are coherent with the business cycle. The evolution of such clusters shows three main stylized facts: certain countries move across clusters; the low performance cluster tends to span, while the high performance one tends to be (more) compact; the distance between the two groups increases in time.
Salud Bucal y Enfermedades no transmisibles en pacientes de un centro de enseñanza universitaria, Montevideo-Uruguay. Parte 1
URL: www.scielo.edu.uy/scielo.php?script=sci_abstract&pid=S1688-93392020000300055&lng=es&nrm=iso&tlng=es
Resumen: Las enfermedades no transmisibles (ENT) comparten factores de riesgo conductuales y metabólicos con las enfermedades bucales y ambas representan un problema de salud pública. Objetivo: Determinar la prevalencia ENT y sus factores de riesgo conductuales y metabólicos en personas que concurrieron a la Facultad de Odontología de la Universidad de la República. Métodos: Estudio transversal en el que se aplicó un cuestionario sobre características sociodemográficas y hábitos vinculados a factores de riesgo comportamentales. Se realizaron mediciones antropométricas, de presión arterial y glicemia capilar. Resultados: Fueron encuestados 602 individuos. Conclusiones: En función de las prevalencias elevadas de varios factores de riesgo, se recomienda la instalación de un programa preventivo-educativo en las salas de espera de la Facultad.
Aplicación De Técnicas De Clustering Para La Elaboración De Perfiles Epidemiológicos En Estudios Sanitarios
URL: https://saberes.unr.edu.ar/index.php/revista/article/view/234
Resumen: En el contexto de los estudios epidemiológicos, donde se indaga por las enfermedades no transmisibles (ENT), es práctica habitual utilizar variables categóricas para reflejar tanto la presencia de determinadas enfermedades como de comorbilidades o factores de riesgo (FR). En particular, dentro del ámbito de las patologías orales (PO), las ENT también suelen ser consideradas como FR. En este sentido, existe la posibilidad de considerar el estado de salud global de los individuos, atendiendo simultáneamente la presencia de ENT, PO y FR. Entre los años 2015 y 2016 se llevó a cabo un estudio concerniente a las personas que demandaron asistencia en la Facultad de Odontología de la Universidad de la República, Uruguay. Dicho estudio tenía como objetivo investigar el vínculo entre los FR de las ENT más prevalentes y la salud bucal. Se propone la obtención de perfiles epidemiológicos bien diferenciados a partir de la determinación de tipologías de individuos, en base a atributos categóricos, referentes a ENT, las PO más frecuentes y los FR comunes a ambas. Se detectaron dos tipologías definidas, principalmente por las prevalencias de ENT y PO. Una de ellas se caracterizó por la coexistencia de PO, ENT y FR mientras que en la otra se observaron participantes con menores prevalencias de ENT. Adicionalmente se constató que el grupo de mayor carga de enfermedad estuvo compuesto por principalmente por mujeres y personas de edades más avanzadas, lo cual podría explicar la mayor prevalencia de ENT.
Desde el enfoque estático al enfoque dinámico en el análisis de las curvas de rendimiento en la deuda soberana
URL: https://ojs.econ.uba.ar/index.php/CIMBAGE/article/view/1944
Resumen: La curva de rendimientos en la deuda soberana brinda la relación entre las tasas de rendimientos de los activos que la componen y su vencimiento. Su correcta modelación es de vital importancia en la macroeconomía, las finanzas en general y en el contexto de la política monetaria. El trabajo se enfoca en analizar los métodos de estimación mediante el enfoque estático que se utilizan en Uruguay y se propone examinar un enfoque alternativo que tenga en cuenta la dinámica de las curvas de rendimiento. Con este fin se utilizan los modelos Gaussian Affine Term Structure para realizar aplicaciones al mercado de bonos soberanos en Uruguay nominados en dólares.
Palabras clave: Deuda soberana, curva de rendimiento, modelos estáticos, modelos dinámicos.
Cognitive Dispersion Is Not Associated with Cerebrospinal Fluid Biomarkers of Alzheimer's Disease: Results from the European Prevention of Alzheimer's Dementia (EPAD) v500.0 Cohort
URL:content.iospress.com/articles/journal-of-alzheimers-disease/jad200514
Resumen:
BACKGROUND: Cognitive dispersion, variation in performance across cognitive domains, is posited as a non-invasive and cost-effective marker of early neurodegeneration. Little work has explored associations between cognitive dispersion and Alzheimer's disease (AD) biomarkers in healthy older adults. Even less is known about the influence or interaction of biomarkers reflecting brain pathophysiology or other risk factors on cognitive dispersion scores.
OBJECTIVE: The main aim of this study was to examine whether higher cognitive dispersion was associated with cerebrospinal fluid (CSF) levels of amyloid-β (Aβ42), total tau (t-tau), phosphorylated tau (p-tau), and amyloid positivity in a cohort of older adults at various severities of AD. A secondary aim was to explore which AD risk factors were associated with cognitive dispersion scores.
METHODS: Linear and logistic regression analyses explored the associations between dispersion and CSF levels of Aβ42, t-tau, and p-tau and amyloid positivity (Aβ42 < 1000 pg/ml). Relationships between sociodemographics, APOEɛ4 status, family history of dementia, and levels of depression and dispersion were also assessed.
RESULTS: Dispersion did not emerge as associated with any of the analytes nor amyloid positivity. Older (β= -0.007, SE = 0.002, p = 0.001) and less educated (β= -0.009, SE = 0.003, p = 0.009) individuals showed greater dispersion.
CONCLUSION: Dispersion was not associated with AD pathology, but was associated with age and years of education, highlighting individual differences in cognitive aging. The use of this metric as a screening tool for existing AD pathology is not supported by our analyses. Follow-up work will determine if dispersion scores can predict changes in biomarker levels and/or positivity status longitudinally.
¿Con qué factores se asocia el rendimiento académico de escolares de cuarto de primaria?
Doi:https://doi.org/10.17060/ijodaep.2020.n1.v1.1774
Resumen: En este trabajo se analizan factores que se asocian con el rendimiento académico de escolares de cuarto de Educación Primaria, considerando variables propias del escolar, de su entorno escolar y de su contexto familiar. Los participantes analizados corresponden a 25245 escolares de cuarto nivel de Educación Primaria, evaluados por la “Evaluación General de Diagnóstico” en España en el año 2009. La estrategia estadística de análisis fue Análisis de Correspondencias Múltiples. Los principales resultados obtenidos permiten concluir que existe una asociación entreelalto rendimiento yla no repetición escolar,el gusto (bastante) por asistir a la escuela, lalengua en la que los escolares realizaron la prueba (evaluación en castellano) y titularidad de la escuela (privada). El alto rendimiento académico se asocia además con un alto nivel educativo de padres y madres. En cuanto a factores con los que se asocia un rendimiento académico considerado medio, se tiene el gusto por asistir a la escuela (mucho gusto), la lengua en la que realizaron las evaluaciones (valenciano y catalán), la titularidad de la escuela (públicas) y el nivel educativo del núcleo familiar (ESO/EGB). Por último, los factores asociados a valores bajos de rendimiento académico se identifican con poco gusto por asistir a la escuela (nada), repetición de al menos un año de primaria, realización de las pruebas en vasco y hogares monoparentales. No se detectan asociaciones entre el rendimiento académico y el sexo del escolar.
Estudio comparativo del rendimiento entre niños repetidores y no repetidores
Long-range dependence in the volatility of returns in Uruguayan Sovereign debt indices
URL: https://www.aimsciences.org/article/doi/10.3934/jdg.2020016
Doi: https://doi.org/10.3934/jdg.2020016
Resumen: One consequence of the fact that a large number of agents with different behaviors operate in financial systems is the emergence of certain statistical properties in some time series. Some of these properties contradict the hypotheses that are established in the traditional models of efficient market and portfolio optimization. Among them is the long-range dependence that is the objective of this work. The approach is proposed by fractional calculus, as a generalization of the classic approach to financial markets through semi-martingales. This paper study the existence of this property in variables dependent on the term structure curves of Uruguayan sovereign debt after the 2002 economic crisis.
Palabras clave: Long-range dependence, fractional calculus, financial markets, volatility, sovereign debt.
The Solow-Swan model with endogenous population growth
A dynamic extension of the classical model of production prices determination
Licenciatura en Estadística: primer monitoreo del Plan 1998
URL: www.scielo.edu.uy/scielo.php?script=sci_abstract&pid=S2301-01262020000100066&lng=es&nrm=iso&tlng=es
Doi: 10.2916/inter.7.1.7
Resumen: La Licenciatura en Estadística de la Universidad de la República (Udelar) es una carrera gestionada por Facultad de Ciencias Económicas y de Administración (FCEA), Facultad de Ciencias (FCIEN) y Facultad de Ingeniería (FING).
Desde su origen en 1998, la Licenciatura en Estadística es la única carrera de grado en el país que ofrece una oportunidad de estudio curricular en estadística.
Hasta el año 2014, los cursos de la licenciatura estaban organizados en un tronco común de 16 asignaturas obligatorias y otras específicas que definían tres perfiles de egresados: Administración, Economía y Actuarial-Demográfica.
Desde 1998 se han inscrito 2.047 estudiantes, que han elegido uno o más perfiles de egresado: 982 en Administración, 1.549 en Economía y 674 en Actuarial-Demográfica. Sin embargo, a marzo de 2018, solo 76 han egresado.
En este trabajo se estudian las trayectorias curriculares de los estudiantes de la Licenciatura en Estadística (Plan 1998), desde su creación hasta la actualidad, a partir de la creación de perfiles sociodemográficos de los estudiantes y de indicadores que reflejen su rendimiento académico en los cursos que conforman el tronco principal de la licenciatura.
El cálculo de los indicadores se basa en el documento creado por el Grupo Sistema de Información de la Enseñanza de la Universidad de la República. En este trabajo se calculan indicadores de proceso educativo.
Los datos utilizados provienen del Sistema de Gestión de Bedelías y de la Dirección General de Planeamiento de la Universidad de la República y corresponden a inscritos en la Licenciatura en Estadística entre 1998 y 2014.
Do I lose cognitive function as fast as my twin partner? Analyses based on classes of MMSE trajectories of twins aged 80 and older
URL: https://academic.oup.com/ageing/article-abstract/50/3/847/5946165?redirectedFrom=fulltext
Doi: https://doi.org/10.1093/ageing/afaa239
Resumen: Background: Aging is associated with an increasing risk of decline in cognitive abilities. The decline is, however, not a homogeneous process. There are substantial differences across individuals although previous investigations have identified individuals with distinct cognitive trajectories. Evidence is accumulating that lifestyle contributes significantly to the classification of individuals into various clusters. How and whether genetically related individuals, like twins, change in a more similar manner is yet not fully understood.
Methods: In this study, we fitted growth mixture models to Mini Mental State Exam (MMSE) scores from participants of the Swedish OCTO twin study of oldest-old monozygotic and same-sex dizygotic twins with the purpose of investigating whether twin pairs can be assigned to the same class of cognitive change.
Results: We identified four distinct groups (latent classes) whose MMSE trajectories followed different patterns of change over time: two classes of high performing individuals who remained stable and declined slowly, respectively, a group of mildly impaired individuals with a fast decline and a small group of impaired individuals who declined more rapidly. Notably, our analyses show no association between zygosity and class assignment.
Conclusions: Our study provides evidence for a more substantial impact of environmental, rather than genetic, influences on cognitive change trajectories in later life.
Palabras clave: Cognitive trajectories, Growth Mixture Models, older people, Twins.
The Maize Hairy Sheath Frayed1 (Hsf1) Mutation Alters Leaf Patterning through Increased Cytokinin Signaling
URL: http://www.plantcell.org/content/32/5/1501.abstract
Doi: 10.1105/tpc.19.00677
Resumen: Leaf morphogenesis requires growth polarized along three axes—proximal-distal (P-D) axis, medial-lateral axis, and abaxial-adaxial axis. Grass leaves display a prominent P-D polarity consisting of a proximal sheath separated from the distal blade by the auricle and ligule. Although proper specification of the four segments is essential for normal morphology, our knowledge is incomplete regarding the mechanisms that influence P-D specification in monocots such as maize (Zea mays). Here, we report the identification of the gene underlying the semidominant, leaf patterning maize mutant Hairy Sheath Frayed1 (Hsf1). Hsf1 plants produce leaves with outgrowths consisting of proximal segments—sheath, auricle, and ligule—emanating from the distal blade margin. Analysis of three independent Hsf1 alleles revealed gain-of-function missense mutations in the ligand binding domain of the maize cytokinin (CK) receptor Z. mays Histidine Kinase1 (ZmHK1) gene. Biochemical analysis and structural modeling suggest the mutated residues near the CK binding pocket affect CK binding affinity. Treatment of the wild-type seedlings with exogenous CK phenocopied the Hsf1 leaf phenotypes. Results from expression and epistatic analyses indicated the Hsf1 mutant receptor appears to be hypersignaling. Our results demonstrate that hypersignaling of CK in incipient leaf primordia can reprogram developmental patterns in maize.
Clustering and regime dynamics for economic growth and income inequality
URL: www.sciencedirect.com/science/article/abs/pii/S0954349X18303953
Doi: 10.1016/j.strueco.2019.09.010
Resumen: This study explores the dynamic relationship between income inequality and economic growth by using a non-parametric approach and numerical taxonomy as a research method based on data symbolization and clustering methods. The study uses annual data of the GINI index (considering two databases, i.e. the Standardized World Income Inequality Database (SWIID) and the Estimated Household Income Inequality Data Set (EHII)) and the Per Capita GDP Growth Rates (economic growth variable) for two samples, i.e. 38 countries between 1980 and 2015, and 23 countries during the period 1980–2010. This novel methodology is used to detect the existence of clusters of countries sharing similar economic performance that are characterized by the income inequality variable. Once the homogeneous clusters are fixed, using a dynamic econometric approach, we study the Granger causal relationship between economic growth and income inequality, and the positive or negative long-run effects. Our results show that in advanced economies there is an economic growth policy supporting income distribution, while in poor or developing economies economic growth is enhanced by income concentration.
Using approximate Bayesian inference for a “steps and turns” continuous-time random walk observed at regular time intervals
Sex determination in forensic dentistry using supervised classification techniques
URL: https://doi.org/10.15446/rev.fac.cienc.v9n1.80641
Doi:
Resumen : Los dientes, componentes esenciales del sistema estomatognático, constituyen un excelente
material para investigaciones paleontológicas, arqueológicas, antropológicas, genéticas y forenses, merced a su fácil accesibilidad, examen, registro y estructura casi indestructible. La información referente a su tamaño y caracterı́sticas ha resultado de suma utilidad en la determinación del sexo y en el propio proceso de identificación humana. Este estudio buscó verificar si el ı́ndice canino maxilar, era un instrumento confiable y válido para la determinación del sexo, en una muestra uruguaya. Se trató de un análisis odontométrico de 481 modelos superiores de yeso (243 de sujetos del sexo masculino y 238 del femenino), de pacientes con edades comprendidas entre 18 y 60 años, asistidos en una clı́nica de ortodoncia de la ciudad de Montevideo, Uruguay, consistente en las mediciones del diámetro mesiodistal de los caninos y la distancia intercanina superiores, y el cálculo del correspondiente ı́ndice canino maxilar. Se compararon tres técnicas de clasificación del sexo, el ı́ndice canino maxilar y dos métodos de clasificación supervisada (árbol de clasificación y árbol particionado recursivo), buscando verificar qué método era el más adecuado para la determinación del sexo,en una muestra uruguaya. Los modelos mostraron una performance de 52 %, 77 % y 69 % respectivamente.
Se concluyó que los modelos estadı́sticos de clasificación supervisada, permitieron realizar una determinación del sexo de manera más fidedigna que el método de discriminación convencional.
Sensitivity indices for output on a Riemannian manifold
URL: www.dl.begellhouse.com/journals/52034eb04b657aea,148a754a61aebe77,48ef5a0f3b45ff8e.html
Doi:10.1615/Int.J.UncertaintyQuantification.2020029614
Resumen: In the context of computer code experiments, sensitivity analysis of a complicated input-output system is often performed by ranking the so-called Sobol' indices. One reason for the popularity of the Sobol' approach relies on the simplicity of the statistical estimation of these indices using the so-called pick and freeze method. In this work we propose and study sensitivity indices for the case where the output lies on a Riemannian manifold. These indices are based on a Cramer-von Mises like criterion that takes into account the geometry of the output support. We propose a pick and freeze like estimator of these indices based on an U−statistic. The asymptotic properties of these estimators are studied. Further, we provide and discuss some interesting numerical examples.
2019
Tiempo, población y modelos de crecimiento
Doi: https://doi.org/10.46661/revmetodoscuanteconempresa.3166
Resumen: En este trabajo se presenta un análisis de las implicaciones que tiene sobre los modelos de crecimiento estándar asumir una hipótesis alternativa al crecimiento exponencial de la población y cómo la forma de modelizar el tiempo puede alterar el comportamiento dinámico de estos modelos. Se estudia también una extensión (en tiempo continuo y en tiempo discreto) del modelo de crecimiento de Mankiw-Romer-Weil al apartarse del supuesto estándar de la tasa de crecimiento de la población constante. Más concretamente, se asume que esta tasa es decreciente en el tiempo y se introduce una ley general de crecimiento de la población que verifica esta característica. Con esta especificación, el modelo puede ser representado por un sistema dinámico de dimensión tres, que admite una única solución para cualquier condición inicial. Se muestra que existe un único equilibrio no trivial que es un atractor global. Además, se caracteriza a la velocidad de convergencia hacia el estado estacionario, mostrando que en este modelo la velocidad es inferior a la del modelo original de Mankiw-Romer-Weil.
Caracterización de la satisfacción estudiantil en la Facultad de Ciencias Económicas y de Administración en Uruguay: una aplicación de análisis de clases latentes y de análisis de clusters
URL: ojs.econ.uba.ar/index.php/CIMBAGE/article/view/1342
Doi:
Resumen: En este trabajo se presentan los principales resultados obtenidos al realizar un estudio de la caracterización de la Satisfacción Estudiantil, en los cursos de grado de la Facultad de Ciencias Económicas y de Administración, Universidad de la República, Uruguay, a través de la utilización y comparación de dos técnicas de análisis de datos multivariantes: Análisis de Clases Latentes y Análisis de Clusters. Los datos utilizados provienen de una encuesta aplicada sobre una muestra de estudiantes de la Facultad. El cuestionario presenta una estructura de 2 bloques. El primero, presenta las variables que permitirán realizar una caracterización sociodemográfica de los estudiantes, y el segundo contiene 63 ítems subdivididos en 8 escalas asociadas al modelo ECSI que serán las utilizadas para la caracterización de la Satisfacción Estudiantil. Las variables manifiestas consideradas para la construcción y caracterización de la Satisfacción Estudiantil son las siguientes: expectativas de los estudiantes al ingresar al centro de estudios, la imagen que tienen de éste, la calidad de la enseñanza recibida y de los servicios brindados, las necesidades y deseos personales con respecto a la Facultad y el valor percibido. Estas variables surgen de agrupar los ítems del ECSI, por escala. Los resultados presentados surgen, de considerar que efectivamente existe una variable que refiere a la Satisfacción Estudiantil y que ésta queda definida, a partir de la interacción de las 6 variables manifiestas, por cuatro clases latentes. Por otra parte, se propone agrupar a los estudiantes en tres clusters (utilizando el algoritmo de Ward).
Estudio del gasto en turistas de cruceros en Uruguay para la temporada 2010-2011 mediante el análisis de redes
URL:ojs.econ.uba.ar/index.php/CIMBAGE/article/view/1341
Doi:
Resumen: El turismo de cruceros en Uruguay ha crecido desde la temporada 2004-2005, determinando un importante aporte de divisas cada temporada (abril a octubre de cada año). Por tanto, se estima relevante caracterizar las variables económicas involucradas en esta actividad, en particular, el gasto. A partir de los datos del Ministerio de Turismo de cruceros de la temporada 2010-2011, este trabajo compara la tipología surgida de aplicar métodos de clusters jerárquicos y no jerárquicos, con la que surge al aplicar el análisis de redes (SNA) a los datos del gasto en cruceristas. Previamente los autores habían construido una tipología de cruceristas, resultante de aplicar el algoritmo de Ward sobre distancias para variables binarias (gasta o no gasta) en cinco rubros de gasto.Los datos de cruceros se obtienen de una muestra de pasajeros a través de una encuesta cara a cara con diseño muestral complejo. Se cuenta con información de personas y gasto desde la temporada 2005-2006 y el presente trabajo se focaliza en la temporada 2010-2011.Para evaluar la performance del análisis de redes se trabaja con cuatro cruceros, (seleccionados al azar por probabilidad proporcional al aforo de cada uno) sobre los que, a partir de los gastos binarios, se construyen grafos, a los cuales se les aplican las diferentes métricas para su descripción. Usando la tipología previa de gastos, se estudia la asociación de las características socio-demográficas de los cruceristas con los grupos creados y con las comunidades identificadas con el SNA, para determinar eventuales patrones de comportamiento al cambiar de tipo de crucero.
Importance of modelling decisions on estimating trajectories of depressive symptoms and co-morbid conditions in older adults: Longitudinal studies from ten European countries
URL:journals.plos.org/plosone/article?id=10.1371/journal.pone.0214438
Doi:10.1371/journal.pone.0214438
Resumen: Background International comparisons of trajectories of depressive symptoms in older adults are scarce and longitudinal associations with co-morbid conditions not fully understood. Objective To compare trajectories of depressive symptoms from participants living in 10 European Countries and identify ages at which the associations of co-morbid conditions with these trajectories become more relevant. Methods Latent growth curve models were fitted to depressive symptoms scores from participants of the Survey of Health and Retirement in Europe (SHARE) initiative (combined n = 21,253) and co-morbid conditions modelled as time varying covariates. To identify the ages at which the association between co-morbid conditions and depressive symptoms was significant the Johnson-Neyman (JN) technique was used. Results The shape of depressive symptoms trajectories varied between countries, and was highly dependent on modelling decisions. The association between the average number of co-morbidities reported over time and depressive symptoms was consistent and positive across countries and ages. Conclusion International differences in ageing-related trajectories of depressive symptoms emerged. The longitudinal association of co-morbid conditions with trajectories of depressive symptoms was found, but the results overall suggest that modelling decisions could greatly influence the outcomes, and should thus be interpreted with caution.
Spatial Poisson processes for fatigue crack initiation
URL: www.sciencedirect.com/science/article/pii/S0045782518305620
Doi: 10.1016/j.cma.2018.11.007
Resumen: In this work we propose a stochastic model for estimating the occurrence of crack initiations on the surface of metallic specimens in fatigue problems that can be applied to a general class of geometries. The stochastic model is based on spatial Poisson processes with intensity function that combines stress-life (S–N) curves with averaged effective stress, σeffΔ(x), which is computed after solving numerically the linear elasticity equations on the specimen domains using finite element methods. Here, Δ is a parameter that characterizes the size of the neighbors covering the domain boundary. The averaged effective stress, parameterized by Δ, maps the stress tensor to a scalar field upon the specimen domain. Data from fatigue experiments on notched and unnotched sheet specimens of 75S-T6 aluminum alloys are used to calibrate the model parameters for the individual data sets and their combination. Bayesian and classical approaches are applied to estimate the survival-probability function for any specimen tested under a prescribed fatigue experimental setup. Our proposed model can predict the initiation of cracks in specimens made from the same material with new geometries.
Twinning Rates in Uruguay Between 1999 and 2015: Association with Socioeconomic and Demographic Factors
Resumen: Twinning is rare among humans, but there is much variability among populations. Several studies show that certain demographic and socioeconomic factors, such as maternal age, mother's educational level and income, influence twinning rate. There is no background of analytical studies of twins in Uruguay. To the best of our knowledge, this is the first study that has focused on describing and analyzing Uruguayan twinning rates over a period of 17 years (1999-2015). The birth data were collected from the website of Uruguay's Ministry of Public Health. Economic data were obtained from Uruguay's Instituto Nacional de Estadísti's website for the period 2001-2013, since these variables are defined specifically for that period of time. The statistical software R (The R Project for Statistical Computing) was used. The twinning rate varied from 8.51 to 13 in the studied period. Montevideo has the highest median and the smallest variability in comparison with the other departments. In Uruguay (1999-2015), the highest twinning rate (28.94%) was observed in women aged 45 and older. The analysis also showed a relationship between twin birth rates and the mother's educational level. In three regions of the country (West, Center and East), twin births show a random pattern but in the other two (North and Metropolitan), there is an increasing trend in the number of twins over time. In conclusion, this study recognizes social, economic and demographic factors that influence in the rate of twin births in Uruguay.
2018
Electricity Demand Forecasting: The Uruguayan Case
Doi: https://doi.org/10.1007/978-3-319-99052-1_6
Resumen: The development of new electricity generation technologies has given new opportunities to developing economies. These economies are often highly dependent on fossil sources and so on the price of petrol. Uruguay has finished the transformation of its energetic mix, presenting today a very large participation of renewable sources among its production mix. This rapid change has demanded new mathematical and computing methods for the administration and monitoring of the system load. In this work we present enercast, a R package that contains prediction models that can be used by the network operator. The prediction models are divided in two groups, exogenous and endogenous models, that respectively uses external covariates or not. Each model is used to produce daily prediction which are then combined using a sequential aggregation algorithm. We show by numerical experiments the appropriateness of our end-to-end procedure applied to real data from the Uruguayan electrical system.
Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: application to heat transfer in building walls
URL: iopscience.iop.org/article/10.1088/1361-6420/aac224/meta
Doi: 10.1088/1361-6420/aac224
Resumen: In this work, we present the ensemble-marginalized Kalman filter (EnMKF), a sequential algorithm analogous to our previously proposed approach (Ruggeri et al 2017 Bayesian Anal. 12 407–33, Iglesias et al 2018 Int. J. Heat Mass Transfer 116 417–31), for estimating the state and parameters of linear parabolic partial differential equations in initial-boundary value problems when the boundary data are noisy. We apply EnMKF to infer the thermal properties of building walls and to estimate the corresponding heat flux from real and synthetic data. Compared with a modified ensemble Kalman filter (EnKF) that is not marginalized, EnMKF reduces the bias error, avoids the collapse of the ensemble without needing to add inflation, and converges to the mean field posterior using or less of the ensemble size required by EnKF. According to our results, the marginalization technique in EnMKF is key to performance improvement with smaller ensembles at any fixed time.
Modelación del Mercado de Bonos Soberanos en Moneda Nacional en Uruguay
URL:publicaciones.eco.uaslp.mx/Pagina1.htm
Doi:
Resumen: The aim of this paper is to estimate the yields on sovereign debt in Uruguay in local currency. The estimates were made in the nominal market (Uruguayan pesos) and in the real market (indexed units) in order to obtain predictions on the future inflation rate. The model used is Vasicek in one and two factors and the parameter estimation include the Kalman Filter methodology. The data used are the daily prices of tickets issued in Uruguay for the period from January 2014 to August 2016.
Blood Pressure in relation to 24-Hour Urinary Sodium and Potassium Excretion in a Uruguayan Population Sample
URL:pubmed.ncbi.nlm.nih.gov/30631591/
Doi: 10.1155/2018/6956078
Resumen: Many public health policies in Latin America target an optimized sodium and potassium intake. The aims of this study were to assess the sodium and potassium intake using 24-hour urinary analysis and to study their association with blood pressure in a Uruguayan population cohort using cluster analysis. A total of 149 participants (aged 20-85 years) were included in the study, and office blood pressure, anthropometric measurements, biochemical parameters in the blood, and 24-hour urine samples were obtained. The overall mean sodium and potassium excretion was 152.9 ± 57.3 mmol/day (8.9 ± 3.4 g/day of salt) and 55.4 ± 19.6 mmol/day, respectively. The average office systolic/diastolic blood pressure was 124.6 ± 16.7/79.3 ± 9.9 mmHg. Three compact spherical clusters were defined in untreated participants based on predetermined attributes, including blood pressure, age, and sodium and potassium excretion. The major characteristics of the three clusters were (1) high systolic blood pressure and moderate sodium excretion, (2) moderate systolic blood pressure and very high sodium excretion, and (3) low systolic blood pressure and low sodium excretion. Participants in cluster three had systolic blood pressure values that were 23.9 mmHg (95% confidence interval: -29.5 to -1.84) lower than those in cluster one. Participants in cluster two had blood pressure levels similar to those in cluster one (P = 0.32) and worse metabolic profiles than those in cluster one and three (P < 0.05). None of the clusters showed high blood pressure levels and high sodium excretion. No linear association was found between blood pressure and urinary sodium excretion (r 0.47). An effect of sodium and potassium intake on blood pressure levels was not found at the population level using regression or cluster analysis.
Pricing Bond Options in Emerging Markets: a case study
URL:aimsciences.org/article/doi/10.3934/jdg.2018003
Doi:10.3934/jdg.2018003
Resumen: We propose two methodologies to price sovereign bond options in emerging markets. The motivation is to provide hedging protection against price fluctuations, departing from the not liquid data provided by the stock exchange. Taking this into account, we first compute prices provided by the Jamshidian formula, when modeling the interest rate through Vasicek model, with parameters estimated with the help of the Kalman filter. The second methodology is the pricing strategy provided by the Black-Derman-Toy tree model. A numerical comparison is carried out. The first equilibrium approach provides parsimonious modeling, is less sensitive to daily changes and more robust, while the second non-arbitrage approach provides more uctuating but also what can be considered more accurate option prices.
Sobrepeso, obesidad e hipertensión arterial en niños, una aproximación al problema
URL:scielo.edu.uy/scielo.php?script=sci_abstract&pid=S1688-12492018000600301&lng=es&nrm=iso&tlng=es
Doi:10.31134/ap.89.5.2
Resumen: Los factores de riesgo como la hipertensión arterial (HTA) y la obesidad están presentes desde edades tempranas y tienden a persistir hasta la edad adulta. La detección precoz de estos factores de riesgo es clave para establecer estrategias preventivas eficaces.
Early-life socioeconomic status and malocclusion in adolescents and young adults in Uruguay
URL:scielosp.org/article/csp/2018.v34n3/e00051017/
Doi:10.1590/0102-311X00051017
Resumen: This study aims to estimate orthodontic treatment need among 15-24 year-old individuals in Montevideo, Uruguay, and the association of occlusal traits with demographic, clinical and socioeconomic factors, considering a life course approach. A cross-sectional study using data from the First National Oral Health Survey in Uruguay was conducted. A two-stage cluster procedure was used to select a sample of 278 individuals in Montevideo. Household interviews and oral examinations were performed by six dentists. Dental Aesthetic (DAI) and Decayed Missing and Filled Teeth Indices (DMFT) were used to assess orthodontic treatment need and dental caries, respectively. Early life and current socioeconomic factors were obtained from the interview. Ordinal logistic regression was used to model the DAI index. Prevalence of definite malocclusion was 20.6%, followed by severe (8.2%) and very severe (7.6%). In the adjusted analysis, individuals with untreated dental caries (OR = 1.11; 95%CI: 1.03-1.20) and those who reported a lower socioeconomic level at 6 years of age (OR = 5.52; 95%CI: 1.06-28.62) had a higher chance of being a worse case of malocclusion. Current socioeconomic position was not associated with orthodontic treatment need. Individuals aged 22-24 years (OR = 1.59; 95%CI: 1.05-2.41) had a lower chance than those aged 14-17. This study shows that orthodontic treatment need is relatively high in Uruguayan adolescents and young adults. There is a potential relationship between early life socioeconomic status and the occurrence of malocclusion in adolescents and young adults under a life course approach.
The role of contextual and individual factors on periodontal disease in Uruguayan adults
URL:scielo.br/j/bor/a/NdKrhFwYqHkcWjyShn8vBqw/?lang=en
Doi:10.1590/1807-3107bor-2018.vol32.0062
Resumen: The present study aimed at understanding the relationship between periodontitis and socio-contextual and individual determinants of health. Data from “The First Uruguayan Oral Health Survey, 2011”, which included 223 and 455 individuals with 35–44 and 65–74 years old respectively, were used. A stratified, multistage cluster sampling design was adopted (cities with ≥ 20.000 residents). Periodontitis was assessed using the modified Community Periodontal Index (CPI) and clinical attachment loss (CAL) (periodontal pocket and CAL ≥ 4 mm). Independent variables included contextual socioeconomic status (SES) measured by proportion of houses with Unsatisfied Basic Needs (UBN) and individual demographic and behavioral factors. Logistic regression multilevel models were generated. Living in contexts with a higher UBN was associated with higher odds for periodontitis in both age groups, even when adjusting for individual level variables (odds ratio [OR] = 1.51, 95%CI = 1.42–1.60 and 1.31, 95%CI = 1.21–1.42, respectively). Being male or heavy smoker increased the odds of periodontitis in this population for both age groups. Social structure impacts periodontal disease by modifying individual socioeconomic situations: in better socioeconomic context, UBN acts increasing the protector role of socioeconomic situation but in a poverty context the role is attenuated. Conclusions for this study are that periodontitis varies across contextual socio-demographic groups being higher in the population with a lower SES, challenging health authorities to integrate oral health into national non-communicable diseases programs.
Visiting friends and relatives’ tourism: the case of Uruguay
URL:transitare.anahuacoaxaca.edu.mx/index.php/Transitare/article/view/89
Doi:
Resumen: In this paper, we analyze Uruguayans living abroad that visit Uruguay for their holidays,what in the literature is called Nostalgic tourism or Visiting friends and relatives (VFR) tourism.Several studies point Uruguay as one of the South American countries with the largestproportion of its population living abroad. In addition, tourism is a very important economicactivity in Uruguay. Visitors from Argentina have been always the majority in the Uruguayaninbound tourism. During 2017 in Uruguay 68% of total tourists were Argentinians, 12,5%Brazilians, and 8% VFR tourists. This last share was near 16% during the first decade of thiscentury and even higher in the XXth. century.We analyze and estimate the VFR tourism demand in Uruguay, and compare it withArgentinian tourist demand, since the majority of VFR tourists live in Argentina (64%). Aftercharacterizing VFR tourists, we apply Johansen methodology and built four models: two forVFR tourism and two for Argentinian tourism, considering monthly data for the number oftourists and quarterly data for tourists’ expenditure.Applying Johansen methodology, we found at least one Vector error-correction model(VEC) equation for each model considered. In the first two models (taking into accountthe number of tourists), the elasticities (income and prices) were smaller for VFR touristscompared with Argentinian tourists, meaning that the number of VFR tourists react less tochanges in income or relative prices than Argentinians. But in the case of tourists’ expenditure,the result was the opposite, with VFR tourists responding more to changes in prices orincome than Argentinians. Impulse response functions show a greater reaction of Argentiniantourists to changes in relative prices, but similar in the case of an income shock. Finally,forecasts show a good adjust of the forecast to actual data.
Bayesian inferences of the thermal properties of a wall using temperature and heat flux measurements
URL:sciencedirect.com/science/article/abs/pii/S0017931017308396?via%3Dihub
Doi:10.1016/j.ijheatmasstransfer.2017.09.022
Resumen: The assessment of the thermal properties of walls is essential for accurate building energy simulations that are needed to make effective energy-saving policies. These properties are usually investigated through in situ measurements of temperature and heat flux over extended time periods. The one-dimensional heat equation with unknown Dirichlet boundary conditions is used to model the heat transfer process through the wall. In Ruggeri et al. (2017), it was assessed the uncertainty about the thermal diffusivity parameter using different synthetic data sets. In this work, we adapt this methodology to an experimental study conducted in an environmental chamber, with measurements recorded every minute from temperature probes and heat flux sensors placed on both sides of a solid brick wall over a five-day period. The observed time series are locally averaged, according to a smoothing procedure determined by the solution of a criterion function optimization problem, to fit the required set of noise model assumptions. Therefore, after preprocessing, we can reasonably assume that the temperature and the heat flux measurements have stationary Gaussian noise and we can avoid working with full covariance matrices. The results show that our technique reduces the bias error of the estimated parameters when compared to other approaches. Finally, we compute the information gain under two experimental setups to recommend how the user can efficiently determine the duration of the measurement campaign and the range of the external temperature oscillation.
2017
Visuospatial reasoning trajectories and death in a study of the oldest old: a formal evaluation of their association
Doi: https://doi.org/10.1177/0898264317753878
Resumen: Objectives: To model trajectories of visuospatial reasoning measured using Kohs Block Design test under realistic missing data assumptions and evaluate their association with hazard of death. Methods: A joint longitudinal-survival model was used to estimate trajectories of visuospatial reasoning under a missing not at random assumption of participants from the Origins of Variance in the Old–Old: Octogenarian Twins study. Sensitivity analyses to missing data assumptions were conducted. Results: Visuospatial reasoning declined at constant rate. Baseline age, dementia status, education, and history of stroke were associated with visuospatial reasoning performance, but only dementia was associated with its rate of decline. Importantly, our results demonstrated an association between poorer visuospatial reasoning and increased hazard of death. Baseline age and sex were associated with risk of death. Discussion: We confirmed an association between visuospatial reasoning and death under plausible missing data assumptions.
Evaluación de un instrumento de medición del nivel de satisfacción estudiantil a través de la aplicación de modelos de ecuaciones estructurales
URL: https://dialnet.unirioja.es/servlet/articulo?codigo=6081285
Doi:
Resumen: En este trabajo se estudian las propiedades psicométricas de un instrumento propuesto para medir la satisfacción estudiantil para cursos superiores de la Universidad de Beira Interior (Portugal), para luego ver los resultados que surgen de aplicarlo en la Facultad de Ciencias Económicas y de Administración, Universidad de la República, Uruguay.
El indicador propuesto para medir el nivel de satisfacción estudiantil considera relaciones de causa-efecto entre algunas variables que son consideradas como ''antecedentes'' y otras ''consecuencia" de la satisfacción. En el primer conjunto de variables se encuentran las expectativas de los alumnos, la imagen que tiene de la facultad, la calidad de la enseñanza y servicios, y el valor percibido, mientras que como ''consecuencias" de la satisfacción se encuentran la lealtad hacia la institución y el impacto en el boca a boca. Los datos utilizados para la aplicación presentada provienen de una encuesta aplicada sobre una muestra probabilística de estudiantes de la facultad, en 2009. El cuestionario aplicado, presenta 9 bloques de preguntas; el primero contiene las variables que permitirán realizar una caracterización de los estudiantes en función de características sociodemográficas. Por otra parte, las variables pertenecientes a los bloques A - H presentan las variables del modelo EC SI (European Customer Satisfaction Index), insumos para el cálculo del índice de satis facción estudiantil. Los resultados, presentados para un modelo con 22 variables observables y 7 constructos no observables, se comparan para dos métodos de estimación: máxima verosimilitud y mínimos cuadrados parciales.
Proyección del número de turistas mediante un modelo SARIMA
URL:transitare.anahuacoaxaca.edu.mx/index.php/Transitare/article/view/40
Doi:
Resumen: La actividad turística se considera un sector clave en Uruguay, al igual que en el ámbito internacional, por su importancia en la generación de divisas, empleo y aporte al desarrollo local. Actores públicos y privados necesitan proyectar el número de turistas para poder realizar una planificación eficiente. A su vez, la rentabilidad de posibles oportunidades de inversión podría evaluarse mejor en base a proyecciones más precisas. Estas proyecciones también son necesarias a los efectos de posicionar un destino en relación a su competencia. Es por ello que el objetivo del presente trabajo es obtener un modelo que permita realizar proyecciones de corto plazo del número de turistas que ingresan al país. En particular, los argentinos y brasileños representan el 80% del total de turistas que ingresan a Uruguay, por ello se modela y proyecta su comportamiento para el año 2015 y 2016. Debido al comportamiento estacional de las series, se procede a realizar un análisis de series de tiempo mediante modelos SARIMA. Dicha metodología surge de la necesidad de elaborar modelos rigurosos pero parsimoniosos, que puedan ser fácilmente transmitidos y asimilados por las instituciones públicas y privadas, de modo que estos instrumentos sean de utilidad y se les pueda dar continuidad. Según los modelos ajustados a este caso, se prevé para el 2015 un aumento de la cantidad de turistas argentinos del 5,6% respecto al año 2014, mientras que para los brasileños se espera que crezcan un 5,1% en el mismo periodo.
2016
Craniofacial pain can be the sole prodromal symptom of an acute myocardial infarction: an interdisciplinary study
URL:pubmed.ncbi.nlm.nih.gov/27701494/
Doi:
Resumen: We recently found craniofacial pain to be the sole symptom of an acute myocardial infarction (AMI) in 4% of patients. We hypothesized that this scenario is also true for symptoms of prodromal (pre-infarction) angina. We studied 326 consecutive patients who experienced myocardial ischemia. Intra-individual variability analyses with respect to ECG findings and pain characteristics were performed for those 150 patients who experienced at least one recurrent ischemic episode. AMI patients (n=113) were categorized into two subgroups: "abrupt onset" (n=81) and "prodromal angina" (n=32). Age, gender and risk factor comparisons were performed between groups. Craniofacial pain constituted the sole prodromal symptom of an AMI in 5% of patients. In those who experienced two ischemic episodes, women were more likely than men to experience craniofacial pain in both episodes (p<0.01). There was no statistically significant difference between episodes regarding either ECG findings or the use of the two typical pain quality descriptors "pressure" and "burning". This study is to our knowledge the first to report that craniofacial pain can be the only symptom of a pre-infarction angina. Craniofacial pain constitutes the sole prodromal AMI symptom in one out of 20 AMI patients. Recognition of this atypical symptom presentation is low because research on prodromal AMI symptoms has to date studied only patients with chest pain. To avoid a potentially fatal misdiagnosis, awareness of this clinical presentation needs to be brought to the attention of clinicians, researchers and the general public.
Bayesian inference and model comparison for metallic fatigue data
URL:sciencedirect.com/science/article/pii/S0045782516300354
Doi:10.1016/j.cma.2016.02.013
Resumen: In this work, we present a statistical treatment of stress-life (S-N) data drawn from a collection of records of fatigue experiments that were performed on 75S-T6 aluminum alloys. Our main objective is to predict the fatigue life of materials by providing a systematic approach to model calibration, model selection and model ranking with reference to S-N data. To this purpose, we consider fatigue-limit models and random fatigue-limit models that are specially designed to allow the treatment of the run-outs (right-censored data). We first fit the models to the data by maximum likelihood methods and estimate the quantiles of the life distribution of the alloy specimen. To assess the robustness of the estimation of the quantile functions, we obtain bootstrap confidence bands by stratified resampling with respect to the cycle ratio. We then compare and rank the models by classical measures of fit based on information criteria. We also consider a Bayesian approach that provides, under the prior distribution of the model parameters selected by the user, their simulation-based posterior distributions. We implement and apply Bayesian model comparison methods, such as Bayes factor ranking and predictive information criteria based on cross-validation techniques under various a priori scenarios.
Some probabilistic properties of fractional point processes.
Doi:10.1080/07362994.2017.1308831
Resumen: In this article, the first hitting times of generalized Poisson processes Nf(t), related to Bernštein functions f are studied. For the space-fractional Poisson processes, Nα(t), t > 0 (corresponding to f = xα), the hitting probabilities PTαk < ∞ are explicitly obtained and analyzed. The processes Nf(t) are time-changed Poisson processes N(Hf(t)) with subordinators Hf(t) and here we study and obtain probabilistic features of these extended counting processes. A section of the paper is devoted to processes of the form where are generalized grey Brownian motions. This involves the theory of time-dependent fractional operators of the McBride form. While the time-fractional Poisson process is a renewal process, we prove that the space–time Poisson process is no longer a renewal process.
(Cullen,J Yuan,C., Totton, S. Dzikamunhenga,R. , Coetzee, J. da Silva,N. Wang, N. O’ Connor, M. Animal Health Research Reviews 17(1):60-75) (2016)
A mixed treatment meta-analysis of antibiotic treatment options for bovine respiratory disease
An update. ( O’Connor, A. Yuanb, C. Cullen, Coetzee, J, da Silva, Wang, N. Veterinary Medicine Volume 132, 130–139) (2016)
(Estela Skapino, Ramón Álvarez Vaz, Rev Urug Cardiol , 31:246-255), (2016)
(Fabruccini, A. Alves,L.F Alvarez,L. Alvarez Vaz, Ramón. Susin,Cristiano Maltz,M, Community Dentistry and Oral Epidemiology, 44(6),1-9 ) ,(2016)
Can students’ satisfaction indexes be applied the same way in different countries?
(Ramón Álvarez Vaz, Danny Freira, Elena Vernazza,Helena Alves,International Review on Public and Nonprofit Marketing,13:101-118), (2016)
(RUGGERI, F.; SCAVINO, M.; SAWLAN, Z.; TEMPONE, R.) Bayesian Analysis, (2016)
2015
(Susana M. Lorenzo, Ramón Álvarez Vaz, Ernesto Andrade,Virginia Piccardo, Alejandro Francia, Fernando Massa,Marcos Britto Correa, Marco Aurélio Peres, Cad. Saúde Pública, Rio de Janeiro, 31(11):2425-2436), (2015)
(ALVAREZ LOUREIRO LICET, FABRUCCINI ANUNZZIATTA, SEVERO ALVES LUANA ,ALVAREZ RAMON, MALTZ MARISA), Caries Research ;49:216-225, (2015)
Pain and sickness behavior associated with corneal lesions in dairy calves
( Woods, B. Millman, S. da Silva, N., Dewell, R. Parsons, R., Wang, C. F1000 Research, http://dx.doi.org/10.12688/f1000research.6649.1), (2015)
A Laplace method for under-determined Bayesian optimal experimental designs.
(LONG, Q.; SCAVINO, M.; TEMPONE, R.; WANG, S.) Computer Methods in Applied Mechanics and Engineering, v.: 285, p.: 849 – 876, (2015)
2014
A projection method for under determined optimal experimental designs
(LONG, Q.; SCAVINO, M.; TEMPONE, R.; WANG, S. In: Safety, Reliability, Risk and Life-Cycle Performance of Structures and Infrastructures, 2203-2207. George Deodatis , Bruce R . Ellingwood & Dan M . Frangopol (Eds.) Taylor & Francis Group – CRC Press, London) (2014)
Craniofacial Pain of Cardiac Origin Is Associated withInferior Wall Ischemia
(Ramón Álvarez Vaz ,Marcelo Kreiner ) Journal of Oral & Facial Pain and Headache ,28(4), (2014)
Bayesian inference for a covariance matrix
(Alvarez, I. Niemi, J. Simpson, M. arXiv.org > stat >) (2014)
(da Silva, N. Carriquiry, A. O’Neill, K. Opriessnig, T. O’Connor, A. Preventive Veterinary Medicine 117, (3–4), 413–424) (2014)
2013
Cruise Passengers in a Homeport: A Market Analysis
(Juan Gabriel Brida, Manuela Pulina, Eugenia Riaño ,Sandra Zapata Aguirre) Tourism Geographies: An International Journal of Tourism Space, Place and Environment Volume 15, Issue 1, (2013)
(LONG, Q.; SCAVINO, M.; TEMPONE, R.; WANG, S. Computer Methods in Applied Mechanics and Engineering, v.: 259 (1), p.: 24 – 39) (2013)
(LORENZO, M.I.; SCAVINO, M.)In: Evaluación de recursos pesqueros de Uruguay mediante modelos dinámicos. p.: 9 – 29, (2013)
A mixed treatment comparison meta-analysis of antibiotic treatments for bovine respiratory disease
( O’Connora, A. Coetzeea, F da Silva, N., Wang, C. Preventive Veterinary Medicine Volume 110, Issue 2, 1 June 2013, Pages 77–87 ) (2013)
(Casnati Beatriz,Ramón Álvarez Vaz , Massa Fernando, Lorenzo Susana, Angulo Marina,Carzoglio Julio, ODONTOESTOMATOLOGIA), (2013)
(Ourens Mariana, Celeste Roger, Juliana Balbinot, Lorenzo Susana, Hugo Neves Fernando,Ramón Álvarez Vaz , Abegg Claides, ODONTOESTOMATOLOGIA), (2013)
(Lorenzo Susana, Piccardo Virginia, Alvarez Fernanda, Massa Fernando,Ramón Álvarez Vaz, ODONTOESTOMATOLOGIA ), (2013)
(Olmos Patricia; Piovesan Sylvia; Musto Mariana; Lorenzo Susana;Ramón Álvarez Vaz ,Massa Fernando, ODONTOESTOMATOLOGIA), (2013)
(Lorenzo Susana,Ramón Álvarez Vaz , Blanco Silvana, Peres Marco, ODONTOESTOMATOLOGIA), (2013)
2012
Cruise visitors’ intention to return as land tourists and to recommend a visited destination (Juan Gabriel Brida, Manuela Pulina, Eugenia Riaño , Sandra Zapata),Anatolia: an International Journal of Tourism and Hospitality Research DOI:10.1080/13032917.2012.712873,Volume 23, Issue 3, (2012)
Measuring visitor experiences at a modern art museum and linkages to the destination community
(Juan Gabriel Brida,Manuela Pulina & Eugenia Maria Miranda Riaño),Journal of Heritage Tourism DOI:10.1080/1743873X.2012.709858,Volume 7, Issue 4, pages 285-299, (2012)
(BRIDA, J.G.; PULINA, M.; RIAÑO, E; ZAPATA AGUIRRE, S.) Ocean & Coastal Management ISSN: 0964-5691 ,v.: 55 1, p.: 135 – 145, (2012).
BRIDA, J.G.; ZAPATA AGUIRRE, S. ; RIAÑO, E. Cuadernos de Turismo, v.: 29, p.: 79- – 107, (2012)
(Enrique Cabaña, Alejandra Cabaña, Marco Scavino) Methodology And Computing In Applied Probability, v.: 14 (3), p.:793 – 810, 2012 (2012)
Valoración del turismo de cruceros por parte de la comunidad local:Cartagena de Indias
(Juan Gabriel Brida, Eugenia Riaño,María Jesús Such Devesa,Sandra Zapata Aguirre Revista electrónica de geografía y ciencias sociales Número 16, Fascículo: 387-424, (2012)
2011
Valoración del tratamiento local de la candidosis oral. Correlación etiológica
(Casnati Beatriz E., Papone Virginia, Cuestas Mariela,Lorenzo Susana,Ramón Álvarez Vaz , Massa Fernando, ODONTOESTOMATOLOGIA), (2011)
(Juan Gabriel Brida,Eugenia Riaño, Sandra Zapata Aguirre), Tourism and Hospitality Research doi:10.1177/1467358411415153, 11:181-196, (2011)
Mobilization of hematopoietic progenitor cells with granulocyte colony stimulating factors for autologous transplant in hematologic malignancies:a single center experience
(Ramón Álvarez Vaz , Raul Gabús, Gabriel Borelli, Enrique Bódega, Estela Citrin) Rev Bras Hematol Hemoter. ;33(6):410-6, (2011)
Análisis de demanda de turismo rural en los pueblos de la arquitectura negra de Guadalajára
(Elima Benito Romera,Juan Gabriel Brida,Ana Camino Martínez,Eugenia Riaño,María Jesús Such Devesa),Cuadernos de Turismo, no 27, pp. 57-75 ISSN: 1139-7861, (2011)
2010 y anteriores
Marcelo Kreiner , Ana Zaffaroni ,Ramón Álvarez Vaz , Glenn Clark, Acupuncture in Medicine;28:3336, (2010)
¿Son las maloclusiones un problema de salud pública en el Uruguay?
(Ramón Álvarez Vaz , Ana Buño, Luis Pascuali, Ana Bolasco, Alicia Lugaro, Marta Santos ,Actas_Odontologicas,Vol VII(1) ,(2010)
Producto Potencial y Brecha de Producto en Uruguay
(SILVIA RODRÍGUEZ COLLAZO, IGNACIO ÁLVAREZ, NATALIA DA SILVA)-QUANTUM , Vol. IV , No 1, (2009)
Caracterización de la evolución del número de personas privadas de libertad
(Silvia Rodriguez, Laura Nalbarte), QUANTUM , Volumen II No 1 / Octubre , (2007)