Showing 25705–25718 of 26,903 results for "Érika Akemi Tsujiguchi Bernardi"

Journals 2014 PO

Humanization and welcomingin the conception and practice of nursing students

Kálya Yasmine Nünes de Lima · Akemi Iwata Monteiro · Ana Dulce Batista dos Santos +1 more

Objetivo: ANALISAR A COMPREENSÃO DOS ALUNOS DO ÚLTIMO PERÍODO DA GRADUAÇÃO EM ENFERMAGEM A RESPEITO DOS PRINCÍPIOS DE HUMANIZAÇÃO E ACOLHIMENTO QUE NORTEIAM O SISTEMA ÚNICO DE SAÚDE E SUA APLICAÇÃO NA PRÁTICA ASSISTENCIAL. Método: ESTUDO QUALITATIVO DO TIPO DESCRITIVO EXPLORATÓRIO, COM 26 ALUNOS DA GRADUAÇÃO EM ENFERMAGEM DE UMA UNIVERSIDADE FEDERAL. OS DADOS FORAM COLETADOS ATRAVÉS DE UM QUESTIONÁRIO COM QUESTÕES ABERTAS SOBRE OS CONCEITOS DE HUMANIZAÇÃO E ACOLHIMENTO E ANALISADOS CONFORME A ANÁLISE DE CONTEÚDO PROPOSTA POR BARDIN. Resultados: DIANTE DA ANÁLISE DE CONTEÚDO EMERGIRAM TRÊS NÚCLEOS TEMÁTICOS: CONHECIMENTO SOBRE O CONCEITO DE HUMANIZAÇÃO; CONHECIMENTO SOBRE O CONCEITO DE ACOLHIMENTO; E APLICAÇÃO DOS CONCEITOS, OS QUAIS SUBSIDIARAM A DISCUSSÃO DE SEIS CATEGORIAS. Conclusão: PREVALECEU UMA VISÃO RESTRITA SOBRE O CONCEITO DE HUMANIZAÇÃO, VALORIZANDO APENAS O APERFEIÇOAMENTO DA RELAÇÃO USUÁRIO-PROFISSIONAL. PARA O ACOLHIMENTO, O CONHECIMENTO APREENDIDO SUGERIU UM MELHOR APROFUNDAMENTO TEÓRICO, TRAZENDO RELAÇÕES COM OUTROS CONCEITOS PARA SUA EFETIVAÇÃO

Federal University of the State of Rio de Janeiro
Resource 2014 EN

Systematic effects on the size-luminosity relation: dependence on model fitting and morphology

M. Bernardi · A. Meert · V. Vikram +4 more

We quantify the systematics in the size-luminosity relation of galaxies inthe SDSS main sample which arise from fitting different 1- and 2-componentmodel profiles to the images. In objects brighter than L*, fitting a singleSersic profile to what is really a two-component SerExp system leads to biases:the half-light radius is increasingly overestimated as n of the fitted singlecomponent increases; it is also overestimated at B/T ~ 0.6. However, the neteffect on the R-L relation is small, except for the most luminous tail, whereit curves upwards towards larger sizes. We also study how this relation dependson morphological type. Our analysis is one of the first to useBayesian-classifier derived weights, rather than hard cuts, to definemorphology. Crudely, there appear to be only two relations: one for early-types(Es, S0s and Sa's) and another for late-types (Sbs and Scds). However, closerinspection shows that within the early-type sample S0s tend to be 15% smallerthan Es of the same luminosity, and, among faint late types, Sbs are more than25% smaller than Scds. Neither the early- nor the late-type relations are purepower-laws: both show significant curvature, which we quantify. However, theR-L relations of the bulges of early-types are almost pure power laws. Ouranalysis confirms that two mass scales are special for early-type galaxies: M*= 3e10 and 2e11 Msun. These same mass scales are also special for late types:there is almost no correlation between R and M* below the former, and almost nolate-types above the latter. We also show that the intrinsic scatter around therelation decreases at large luminosity and/or stellar mass; this should provideadditional constraints on models of how the most massive galaxies formed.

Not Specified
Resource 2014 EN

Multivariate Markov-Switching models and tail risk interdependence

Mauro Bernardi · Antonello Maruotti · Lea Petrella

Markov switching models are often used to analyze financial returns becauseof their ability to capture frequently observed stylized facts. In this paperwe consider a multivariate Student-t version of the model as a viablealternative to the usual multivariate Gaussian distribution, providing anatural robust extension that accounts for heavy-tails and time varyingnon-linear correlations. Moreover, these modelling assumptions allow us tocapture extreme tail co-movements which are of fundamental importance to assessthe underlying dependence structure of asset returns during extreme events suchas financial crisis. For the considered model we provide new riskinterdependence measures which generalize the existing ones, like theConditional Value-at-Risk (CoVaR). The proposed measures aim to captureinterconnections among multiple connecting market participants which isparticularly relevant during period of crisis when several institutions maycontemporaneously experience distress instances. Those measures areanalytically evaluated on the predictive distribution of the modes in order toprovide a forward-looking risk quantification. Application on a set of U.S.banks is considered to show that the right specification of the modelconditional distribution along with a multiple risk interdependence measure mayhelp to better understand how the overall risk is shared among institutions.

Not Specified
Resource 2014 EN

Comparison results for the Stokes equations

Carsten Carstensen · Karonline Köhler · Daniel Peterseim +1 more

This paper enfolds a medius analysis for the Stokes equations and comparesdifferent finite element methods (FEMs). A first result is a best approximationresult for a P1 non-conforming FEM. The main comparison result is that theerror of the P2-P0-FEM is a lower bound to the error of the Bernardi-Raugel (orreduced P2-P0) FEM, which is a lower bound to the error of the P1non-conforming FEM, and this is a lower bound to the error of the MINI-FEM. Thepaper discusses the converse direction, as well as other methods such as thediscontinuous Galerkin and pseudostress FEMs. Furthermore this paper provides counterexamples for equivalent convergencewhen different pressure approximations are considered. The mathematicalarguments are various conforming companions as well as the discrete inf-supcondition.

Not Specified
Resource 2014 EN

Interconnected risk contributions: an heavy-tail approach to analyse US financial sectors

M. Bernardi · L. Petrella

In this paper we consider a multivariate model-based approach to measure thedynamic evolution of tail risk interdependence among US banks, financialservices and insurance sectors. To deeply investigate the risk contribution ofinsurers we consider separately life and non-life companies. To achieve thisgoal we apply the multivariate student-t Markov Switching model and theMultiple-CoVaR (CoES) risk measures introduced in Bernardi et. al. (2013b) toaccount for both the known stylised characteristics of the data and thecontemporaneous joint distress events affecting financial sectors. Ourempirical investigation finds that banks appear to be the major source of riskfor all the remaining sectors, followed by the financial services and theinsurance sectors, showing that insurance sector significantly contributes aswell to the overall risk. Moreover, we find that the role of each sector incontributing to other sectors distress evolves over time accordingly to thecurrent predominant financial condition, implying different interconnectionstrength.

Not Specified
Resource 2014 EN

A Scalable Hybrid FPGA/GPU FX Correlator

J. Kocz · L. J. Greenhill · B. R. Barsdell +8 more

Radio astronomical imaging arrays comprising large numbers of antennas,O(10^2-10^3) have posed a signal processing challenge because of the requiredO(N^2) cross correlation of signals from each antenna and requisite signalrouting. This motivated the implementation of a Packetized Correlatorarchitecture that applies Field Programmable Gate Arrays (FPGAs) to the O(N)"F-stage" transforming time domain to frequency domain data, and GraphicsProcessing Units (GPUs) to the O(N^2) "X-stage" performing an outer productamong spectra for each antenna. The design is readily scalable to at leastO(10^3) antennas. Fringes, visibility amplitudes and sky image results obtainedduring field testing are presented.

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