The aim of this thesis is the thorough description of the copula theory. It deals with the theory's basic definitions, classes and characteristics. In addition, relations between copulas and dependence measures are explained. Furthermore, we evaluate the possibilities of copula's parametres estimation and selecting the right copula for real data. Then, the copula theory is interconnected with the basic risk measures in finance. We describe the elementary categorization of financial risks and standard risk measurement approaches. We also define basic risk measures with the emphasis on value at risk. Lastly, we present a real data case study of a selected portfolio.

Rhes (Ras homolog enriched in striatum) has been identified as a novel monomeric G-protein involved in dopaminergic and other signaling in the striatum. Given the many effects of opioids that involve striatal circuitry, genetically engineered mice that are incapable of making Rhes (rhes-/-) and their control littermates (rhes+/+) were subjected to behavioral tests to determine if any differences existed in opioid analgesia, tolerance, withdrawal, reward, and locomotion. Rhes-/- mice showed an increased opioid mediated analgesia, along with an absence of tolerance and decrease in withdrawal when compared with rhes+/+ littermates. However, no significant changes were seen in opioid induced locomotor activation or conditioned place preference. These results provide strong evidence for the implication of Rhes in opioid signaling.

This research study examined the effects of high levels of sugar intake on mental health in marijuana smokers. Because the literature demonstrates a similarity between refined sugar and other commonly addictive drugs, those who ingest a higher percentage of dietary sugar will score more poorly on the DASS21, meaning that with higher levels of sugar ingestion, a greater deficit in mental health functioning will be measurable. Of 16 participants, nine were female and seven were male, and the participants ranged from a normal weight to obese. The results did support the hypothesis of sugar dependence. This has implications for future studies on the impact of sugar on mental health. The results to this study may provide insight into potential for greater understanding of eating disorders associated with sugar dependence, thereby potentially leading to the development of more effective treatment options.

Magister Artium - MA / Changes in climate patterns have raised concerns for environmentalists globally and across southern Africa. The changes greatly affect the growth dynamics of vegetation to such an extent that climate elements such as rainfall have become the most important determinant of vegetation growth. In arid and semi-arid environments, vegetation relies on near-surface groundwater as the main source of water. Changes in the environment due to climate can be examined by using remotely sensed data. This approach offers an affordable and easy means of monitoring the impact of climate variability on vegetation growth. This study examined the response of vegetation to rainfall and temperature, and assessed the dependence thereof on groundwater in a climatically variable region of the semi-arid Karoo. The methodology used included sampling plant species in the riparian and non-riparian areas over two plant communities in seven vegetation plots. The Normalised Difference Vegetation Index (NDVI) derived from the Landsat OLI and TM was used to measure vegetation productivity. This was compared with rainfall totals derived from the Climate Hazards Group InfraRed Precipitation with Station data (CHIRPS) and the mean monthly temperature totals. A drought index, (Standardised Precipitation Index – SPI) was an additional analysis to investigate rainfall variability. Object-based Image Analysis (OBIA) and Maximum Likelihood supervised classification approaches together with indicators of groundwater discharge areas (Topographic Wetness Index – TWI, and profile curvature) were used to map vegetation and surface water that depend on groundwater.

Estudos empíricos [1],[2] demonstraram que o trafego das redes Internet Protocol (IP) possui propriedades fractais tais como impulsividade, auto-similaridade e dependência de longa duração em diversas escalas de agregação temporal, na faixa de milissegundos a minutos. Essas características tem motivado o desenvolvimento de novos modelos fractais de teletráfego e de novos algoritmos de controle de trafego em redes convergentes. Este trabalho propõe um novo modelo de trafego no espaço de estados baseado numa aproximação finito-dimensional do processo AutoRegressive Fractionally Integrated Moving Average (ARFIMA). A modelagem por meio de processos auto-regressivos (AR) também é investigada. A analise estatística de series simuladas e de series reais de trafego mostra que a aplicação de modelos AR de ordem alta em esquemas de previsão de teletráfego é fortemente prejudicada pelo problema da identificação da ordem do modelo. Também demonstra-se que a modelagem da memória longa pode ser obtida as custas do posicionamento de um ou mais pólos nas proximidades do circulo de raio unitário. Portanto, a implementação do modelo AR ajustado pode ser instável devido a efeitos de quantização dos coeficientes do filtro digital. O modelo de memória longa proposto oferece as seguintes vantagens: a) possibilidade de implementação pratica, pois não requer memória infinita, b) modelagem (explícita) da região das baixas freqüências do espectro e c) viabilização da utilização do filtro de Kalman. O estudo de caso apresentado demonstra que é possível aplicar o modelo de memória longa proposto em trechos estacionários de sinais de teletráfego fractal. Os resultados obtidos mostram que a dinâmica do parâmetro de Hurst de sinais de teletráfego pode ser bastante lenta na pratica. Sendo assim, o novo modelo proposto é adequado para esquemas de previsão de trafego, tais como Controle de Admissão de Conexões (CAC) e alocação dinâmica de banda, dado que o parâmetro de Hurst pode ser estimado em tempo real por meio da aplicação da transformada wavelet discreta (Discrete Wavelet Transform (DWT)). / Empirical studies [1],[2] demonstrated that heterogeneous IP traffic has fractal properties such as impulsiveness, self-similarity, and long-range dependence over several time scales, from miliseconds to minutes. These features have motivated the development of new traffic models and traffic control algorithms. This work presents a new state-space model for teletraffic which is based on a finite-dimensional representation of the ARFIMA random process. The modeling via AutoRegressive (AR) processes is also investigated. The statistical analysis of simulated time series and real traffic traces show that the application of high-order AR models in schemes of teletraffic prediction can be highly impaired by the model identification problem. It is also demonstrated that the modeling of the long memory can be obtained at the cost of positioning one or more poles near the unit circle. Therefore, the implementation of the adjusted AR model can be unstable due to the quantization of the digital filter coefficients. The proposed long memory model has the following advantages: a) possibility of practical implementation, inasmuch it does not require infinite memory, b) explicit modeling of the low frequency region of the power spectrum, and c) forecasts can be performed via the Kalman predictor. The presented case study suggests one can apply the proposed model in periods where stationarity can be safely assumed. The results indicate that the dynamics of the Hurst parameter can be very slow in practice. Hence, the new proposed model is suitable for teletraffic prediction schemes, such as CAC and dynamic bandwidth allocation, given that the Hurst parameter can be estimated on-line via DWT.

Começamos por estudar fronteiras para uma classe especial de medidas de risco quantis, chamadas medidas de risco distorcidas. A hipótese básica é que o conhecimento da estrutura de dependência (ou seja, da distribuição conjunta) da carteira de riscos é incompleta, fazendo com que não seja possível obter um valor exato para tais medidas. Isso é muito comum na prática. Fornecemos duas formas de obter tais limites nessa situação, apresentando seus prós e contras. A modelagem de risco, em um cenário de desconhecimento total ou parcial da distribuição conjunta dos mesmos, geralmente faz uso de cópulas. Entretanto, as cópulas vêm sendo alvo de críticas na literatura recente. Um dos motivos é que as mesmas desprezam o comportamento marginal e comprimem os dados no quadrado unitário. Dentro desse cenário, apresentamos uma função que pode ser vista como uma alternativa e complemento ao uso de cópulas: função de dependência de Sibuya. / We begin our work studying an special class of quantile risk measures, known as distorted risk measures. The basic assumption is that the risk manager does not know the complete dependence structure (that is, the risks\'s joint distribution) embedded in the risk\'s portfolio, what makes the exact computation of the risk measure an impossible task. This is a common scenario in practical problems. We present two approaches to compute bounds for the distorted risk measures in such situation, underlining the pros and cons of each one. In risk modeling, in the absence of complete knowledge regarding their joint distribution, one often relies on the copula function approach. However, copulas have been criticized in recent publications mostly because it ignores the marginal behavior and smash the data into the unity square. In order to overcome such problems we present and alternative and complement to the copula approach: the Sibuya dependence function.

Using the psycho-behavioral model as a conceptual framework, the purpose of this study was to explore the relationships between self-esteem, body dissatisfaction, muscle dysmorphia, and exercise dependence among college men. Participants (n = 110) completed surveys including a demographic questionnaire, the Rosenberg Self-Esteem Scale, Body Part Satisfaction Scale, Drive for Muscularity Scale, and Exercise Dependence Scale-21. No significant relationship was found between self-esteem and muscle dysmorphia. A significant correlation was found between body dissatisfaction and muscle dysmorphia, as well as between muscle dysmorphia and exercise dependence. These results partially support the psycho-behavioral model of muscle dysmorphia.

Highly organised and differentiated neural circuits form and unite to link the cortex with the basal ganglia and thalamus to mediate movement, cognition and behaviour. Previous assertions that the basal ganglia primarily acted to filter cortical information to facilitate motor outputs only have since given way to an understanding of the basal ganglia as a relay and gating structure with functionally and structurally segregated inputs, functions and outputs. Thus, cortical – basal ganglia circuits can be segregated into three broadly separable functional domains mediating motor (primary and supplementary motor cortex (SMA) and putamen), cognitive (dorsolateral prefrontal cortex (dlPFC) and caudate), and limbic (ventromedial prefrontal cortex and ventral striatum (VS)) processes. In addition, cognitive and behavioural programs that pass through the cortical – basal ganglia circuitry can be subject to filtering by the subthalamic nucleus (STN), which receives direct projections from the cortex. This work first demonstrated the functional organisation of segregated intrinsic cortical – basal ganglia circuits in humans, alongside a detailed map of functional subzones within STN, a small and technically inaccessible midbrain structure. The behavioural relevance of the defined cortical – basal ganglia circuits was investigated by examining the cognitive constructs of impulsivity and compulsivity. Waiting impulsivity, a tendency towards rapid premature responses that has been associated with compulsive drug use, was associated with connectivity between limbic regions including subgenual anterior cingulate cortex, VS and STN. However, motor impulsivity, in the form of stopping ability, was associated with motoric regions including pre-SMA and STN. Compulsivity was captured as deficits in: reversal learning, implicating lateral orbitofrontal cortex; attentional shifting, implicating dlPFC; and habit learning, implicating SMA. Neural circuit changes were also examined in individuals with alcohol dependence and binge drinkers. Waiting impulsivity was elevated in both groups and the functional connectivity, microstructural integrity and anatomical connectivity of the neural circuit underlying waiting impulsivity were associated with problematic drinking behaviours in both groups. Together, this work establishes that discrete functional subzones of small subcortical regions can be differentiated in humans and that their behavioural correlates can be similarly mapped. The definition of intrinsic network architecture underlying a particular behaviour and the demonstration its disturbance in psychiatric groups will crucially inform the development of future diagnostic and therapeutic models.

Background. The prevalence of alcohol dependence, defined as being physically and psychologically dependent on alcohol, among homeless people is 8%-58% compared to 4%-16% of alcohol dependence prevalence in the general population. Homelessness also contributes to alcohol dependence, and alcohol dependence is more difficult to treat and manage when combined with homelessness and alcohol-related harms. Alcohol harm reduction strategies for those with severe alcohol dependence and experiencing homelessness are gaining traction. There are 22 Managed Alcohol Programs (MAPs) in several cities across Canada. MAPs can reduce harms for people with severe alcohol dependence who live with acute, chronic, and social harms. In this research, I report on MAP participants views in the first six months of being in a MAP to provide insights into implementation of MAPs. Research Question. My central research question was: What are MAP participants perspectives of MAP during the early period of transition into MAP? With an objective to understand implementation from participants perspectives, I specifically asked: How are MAP participants situated in the world, what are their experiences, and what are the relational shifts that occur during early transition into MAP? Methodology and Theoretical Perspective. In my research, I used interpretive description informed by constructivism. I drew on relational theory to interpret my findings. The use of interpretive description, informed by constructivism and relational theory, brought forth greater insight into MAP participants views of and subsequent shifts in their relationships with the environment, alcohol, themselves, and others before and during MAP. Results/Findings. Participants perspectives focused on four key findings: (a) participants shifting perspectives of non-beverage alcohol when beverage alcohol was available in MAP, (b) participants motivation to change and insights into their own drinking, (c) reasons for drinking outside of MAP, and (d) relational insights and shifts in their connections with others. Conclusions. For individuals experiencing homelessness and severe alcohol dependence and its inherent associated harms, MAPs help to support relational shifts that support safer drinking patterns and/or meaningfully interrupt cycles of uncontrolled drinking as well as help to re-establish new relationships with alcohol, themselves, family, and friends. / Graduate

Objetivos: Avaliar os correlatos sociodemográficos associados com as transições entre os estágios de uso do álcool (desde o primeiro uso na vida até o desenvolvimento de transtornos relacionados ao uso, como abuso e dependência, AUD) e remissão, em uma amostra da população geral residente na Região Metropolitana de São Paulo (RMSP), com 18 anos de idade ou mais. Métodos: Uma amostra probabilística e multiestratificada de adultos domiciliados (n = 5.037) na RMSP foi estudada. O uso de álcool, uso regular (pelo menos 12 doses/ ano), abuso e dependência de acordo com os critérios do DSM-IV, e remissão de AUD foram avaliados utilizando-se a versão do Composite International Diagnostic Interview para o World Mental Health Survey. As curvas de idade de início cumulativas (AOO) para o primeiro uso de álcool na vida, o uso regular, o abuso e a dependência foram elaboradas com dados obtidos a partir da amostra de 5.037 indivíduos. Os correlatos sociodemográficos das transições entre os estágios de uso do álcool e da remissão de AUD foram obtidos a partir de uma subamostra de 2.942 entrevistados, para os quais, os dados sociodemográficos tempodependentes estavam disponíveis. Resultados: as prevalências encontradas foram: 85,8% de uso de álcool na vida, 56,2% de uso regular, 10,6% de abuso e 3,6% de dependência. As probabilidades de transição foram: 63,1% do primeiro uso na vida para o uso regular, 17,9% do uso regular para o abuso, e 28,3% do abuso para dependência. Remitiram 73,4% e 58,8% dos entrevistados com diagnóstico de abuso e dependência de álcool na vida, respectivamente. Todas as transições entre os estágios de uso de álcool até o abuso estiveram consistentemente associadas ao sexo masculino, às gerações mais jovens e à baixa escolaridade, sendo que outros correlatos variaram entre as transições. Vale a pena destacar que baixa escolaridade foi um correlato para o desenvolvimento de abuso e dependência e para a não remissão destes transtornos. Idade de início precoce do uso regular esteve associada com a transição para o abuso de álcool entre usuários regulares. Conclusões: O presente estudo demonstra que correlatos específicos contribuem diferentemente no decorrer da trajetória de uso de álcool nesta amostra populacional de São Paulo. Nossos achados reforçam a necessidade de programas para prevenir a iniciação precoce do uso de álcool e que os esforços devem estar concentrados nos indivíduos de menor nível socioeconômico e de baixa escolaridade, a fim de minimizar a progressão para AUD e melhorar a remissão dessas condições. Além disto, a partir deste estudo, sugerimos a inclusão da idade de início no modelo do Índice de Risco Comparativo (Comparative Risk Assessment - CRA) utilizado pelo estudo Global Burden of Diseases para estimar as conseqüências negativas decorrentes do uso do álcool no Brasil e no mundo / Aims: To evaluate socio-demographic correlates associated with transitions across alcohol use stages (from first use to alcohol use disorders, AUD) and remission in a sample of household residents in the São Paulo Metropolitan Area adult, aged 18 years and over. Methods: A probabilistic, multi-stage clustered sample of adult household residents (n=5,037) in the São Paulo Metropolitan Area was analyzed. Alcohol use, regular use (at least 12 drinks/year), DSM-IV abuse and dependence, and remission from AUD were assessed with the World Mental Health version of the Composite International Diagnostic Interview. Age of onset (AOO) distributions of the cumulative lifetime probability of alcohol use, regular use, abuse, and dependence were prepared with data obtained from 5,037 subjects. Correlates of transition across alcohol use stages and remission were obtained from a subsample of 2,942 respondents, whose time-dependent sociodemographic data were available. Results: Lifetime prevalences were 85.8% for alcohol use, 56.2% for regular use, 10.6% for abuse, and 3.6% for dependence. The transitions probabilities were 63.1% for everuse to regular use, 17.9% for regular use to abuse, and 28.3% for abuse to dependence; 73.4% and 58.8% of respondents with lifetime abuse and dependence, respectively, had remitted. All transitions across alcohol use stages up to abuse were consistently associated with male gender, younger cohorts and low education, with other correlates varying among transitions. Importantly, low education was a correlate for developing AUD and for not remitting from them. Early AOO of regular use was associated with alcohol abuse among regular users. Conclusions: The present study demonstrates that specific correlates differently contribute throughout alcohol use trajectory in a Brazilian population. Our findings reinforce the need of programs to prevent early initiation of alcohol use and that efforts should focus on individuals of lower socioeconomical levels and low education, in order to minimize the progression to AUD and improve remission from these conditions. Moreover, based on these findings we suggest the inclusion of age of onset in the conceptual model used for the current analysis of alcohol within the Global Burden of Disease and Injury study