Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3

Search results for: Passos R. O.

3 Interbank Networks and the Benefits of Using Multilayer Structures

Authors: Danielle Sandler dos Passos, Helder Coelho, Flávia Mori Sarti

Abstract:

Complexity science seeks the understanding of systems adopting diverse theories from various areas. Network analysis has been gaining space and credibility, namely with the biological, social and economic systems. Significant part of the literature focuses only monolayer representations of connections among agents considering one level of their relationships, and excludes other levels of interactions, leading to simplistic results in network analysis. Therefore, this work aims to demonstrate the advantages of the use of multilayer networks for the representation and analysis of networks. For this, we analyzed an interbank network, composed of 42 banks, comparing the centrality measures of the agents (degree and PageRank) resulting from each method (monolayer x multilayer). This proved to be the most reliable and efficient the multilayer analysis for the study of the current networks and highlighted JP Morgan and Deutsche Bank as the most important banks of the analyzed network.

Keywords: Complexity, interbank networks, multilayer networks, network analysis.

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2 Characterization and Development of Anthropomorphic Phantoms Liver for Use in Nuclear Medicine

Authors: Ferreira F. C. L., Souza D. N., Rodrigues T. M. A., Cunha C. J., Dullius M. A., Andrade J. E., Sousa A. H., Vieira J. P. C., Carvalho Júnior A. B., Santos L. P. B., Passos R. O.

Abstract:

The objective this study was to characterize and develop anthropomorphic liver phantoms in tomography hepatic procedures for quality control and improvement professionals in nuclear medicine. For the conformation of the anthropomorphic phantom was used in plaster and acrylic. We constructed three phantoms representing processes with liver cirrhosis. The phantoms were filled with 99mTc diluted with water to obtain the scintigraphic images. Tomography images were analyzed anterior and posterior phantom representing a body with a greater degree cirrhotic. It was noted that the phantoms allow the acquisition of images similar to real liver with cirrhosis. Simulations of hemangiomas may contribute to continued professional education of nuclear medicine, on the question of image acquisition, allowing of the study parameters such of the matrix, energy window and count statistics.

Keywords: Nuclear medicine, liver phantom, control quality

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1 Measuring Banks’ Antifragility via Fuzzy Logic

Authors: Danielle Sandler dos Passos, Helder Coelho, Flávia Mori Sarti

Abstract:

Analysing the world banking sector, we realize that traditional risk measurement methodologies no longer reflect the actual scenario with uncertainty and leave out events that can change the dynamics of markets. Considering this, regulators and financial institutions began to search more realistic models. The aim is to include external influences and interdependencies between agents, to describe and measure the operationalization of these complex systems and their risks in a more coherent and credible way. Within this context, X-Events are more frequent than assumed and, with uncertainties and constant changes, the concept of antifragility starts to gain great prominence in comparison to others methodologies of risk management. It is very useful to analyse whether a system succumbs (fragile), resists (robust) or gets benefits (antifragile) from disorder and stress. Thus, this work proposes the creation of the Banking Antifragility Index (BAI), which is based on the calculation of a triangular fuzzy number – to "quantify" qualitative criteria linked to antifragility.

Keywords: Complex adaptive systems, X-events, risk management, antifragility, banking antifragility index, triangular fuzzy number.

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