A mensuração do Capital Humano nas organizações: estudo de caso da empresa Tuacar, SA

Relatório de estágio de mestrado em Contabilidade

Column-based databases: estudo exploratório no âmbito das bases de dados NoSQL

Dissertação de mestrado integrado em Engenharia e Gestão de Sistemas de Informação

Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

Avaliação do desempenho de fundos de investimento de obrigações: evidência para o mercado Brasileiro

Dissertação de mestrado em Finanças

Differential top-antitop cross-section measurements as a function of observables constructed from final-state particles using pp collisions at s√=7 TeV in the ATLAS detector

Various differential cross-sections are measured in top-quark pair (tt¯) events produced in proton--proton collisions at a centre-of-mass energy of s√=7 TeV at the LHC with the ATLAS detector. These differential cross-sections are presented in a data set corresponding to an integrated luminosity of 4.6 fb−1. The differential cross-sections are presented in terms of kinematic variables of a top-quark proxy referred to as the pseudo-top-quark whose dependence on theoretical models is minimal. The pseudo-top-quark can be defined in terms of either reconstructed detector objects or stable particles in an analogous way. The measurements are performed on tt¯ events in the lepton+jets channel, requiring exactly one charged lepton and at least four jets with at least two of them tagged as originating from a b-quark. The hadronic and leptonic pseudo-top-quarks are defined via the leptonic or hadronic decay mode of the W boson produced by the top-quark decay in events with a single charged lepton.The cross-section is measured as a function of the transverse momentum and rapidity of both the hadronic and leptonic pseudo-top-quark as well as the transverse momentum, rapidity and invariant mass of the pseudo-top-quark pair system. The measurements are corrected for detector effects and are presented within a kinematic range that closely matches the detector acceptance. Differential cross-section measurements of the pseudo-top-quark variables are compared with several Monte Carlo models that implement next-to-leading order or leading-order multi-leg matrix-element calculations.

Observation and measurement of Higgs boson decays to WW∗ with the ATLAS detector

We report the observation of Higgs boson decays to WW∗ based on an excess over background of 6.1 standard deviations in the dilepton final state, where the Standard Model expectation is 5.8 standard deviations. Evidence for the vector-boson fusion (VBF) production process is obtained with a significance of 3.2 standard deviations. The results are obtained from a data sample corresponding to an integrated luminosity of 25 pb−1 from s√=7 and 8 TeV pp collisions recorded by the ATLAS detector at the LHC. For a Higgs boson mass of 125.36 GeV, the ratio of the measured value to the expected value of the total production cross section times branching fraction is 1.09+0.16−0.15 (stat.)+0.17−0.14 (syst.). The corresponding ratios for the gluon fusion and vector-boson fusion production mechanisms are 1.02±0.19 (stat.)+0.22−0.18 (syst.) and 1.27+0.44−0.40 (stat.)+0.30−0.21 (syst.), respectively. At s√=8 TeV, the total production cross sections are measured to be σ(gg→ H→WW∗)=4.6±0.9(stat.)+0.8−0.7(syst.)pb and σ(VBF H→WW∗)=0.51+0.17−0.15(stat.)+0.13−0.08(syst.)pb. The fiducial cross section is determined for the gluon-fusion process in exclusive final states with zero or one associated jet.

Search for a CP-odd Higgs boson decaying to Zh in pp collisions at s=8TeV with the ATLAS detector

A search for a heavy, CP-odd Higgs boson, A, decaying into a Z boson and a 125 GeV Higgs boson, h, with the ATLAS detector at the LHC is presented. The search uses proton–proton collision data at a centre-of-mass energy of 8 TeV corresponding to an integrated luminosity of 20.3 fb−1. Decays of CP-even h bosons to ττ or bb pairs with the Z boson decaying to electron or muon pairs are considered, as well as h→bbh→bb decays with the Z boson decaying to neutrinos. No evidence for the production of an A boson in these channels is found and the 95% confidence level upper limits derived for View the MathML sourceσ(gg→A)×BR(A→Zh)×BR(h→ff¯) are 0.098–0.013 pb for f=τf=τ and 0.57–0.014 pb for f=bf=b in a range of mA=220–1000 GeVmA=220–1000 GeV. The results are combined and interpreted in the context of two-Higgs-doublet models.

Search for direct pair production of a chargino and a neutralino decaying to the 125 GeV Higgs boson in root s=8 TeV pp collisions with the ATLAS detector

A search is presented for the direct pair production of a chargino and a neutralino pp→χ~±1χ~02, where the chargino decays to the lightest neutralino and the W boson, χ~±1→χ~01(W±→ℓ±ν), while the neutralino decays to the lightest neutralino and the 125 GeV Higgs boson, χ~02→χ~01(h→bb/γγ/ℓ±νqq). The final states considered for the search have large missing transverse momentum, an isolated electron or muon, and one of the following: either two jets identified as originating from bottom quarks, or two photons, or a second electron or muon with the same electric charge. The analysis is based on 20.3 fb−1 of s√=8 TeV proton-proton collision data delivered by the Large Hadron Collider and recorded with the ATLAS detector. Observations are consistent with the Standard Model expectations, and limits are set in the context of a simplified supersymmetric model.

Search for heavy lepton resonances decaying to a Z boson and a lepton in pp collisions at s√=8 TeV with the ATLAS detector

A search for heavy leptons decaying to a Z boson and an electron or a muon is presented. The search is based on pp collision data taken at s√=8 TeV by the ATLAS experiment at the CERN Large Hadron Collider, corresponding to an integrated luminosity of 20.3 fb−1. Three high-transverse-momentum electrons or muons are selected, with two of them required to be consistent with originating from a Z boson decay. No significant excess above Standard Model background predictions is observed, and 95% confidence level limits on the production cross section of high-mass trilepton resonances are derived. The results are interpreted in the context of vector-like lepton and type-III seesaw models. For the vector-like lepton model, most heavy lepton mass values in the range 114-176 GeV are excluded. For the type-III seesaw model, most mass values in the range 100-468 GeV are excluded.

Search for the Standard Model Higgs boson produced in association with top quarks and decaying into bb in pp collisions at √s = 8 TeV with the ATLAS detector

A search for the Standard Model Higgs boson produced in association with a pair of top quarks, tt¯H, is presented. The analysis uses 20.3 fb−1 of pp collision data at s√ = 8 TeV, collected with the ATLAS detector at the Large Hadron Collider during 2012. The search is designed for the H to bb¯ decay mode and uses events containing one or two electrons or muons. In order to improve the sensitivity of the search, events are categorised according to their jet and b-tagged jet multiplicities. A neural network is used to discriminate between signal and background events, the latter being dominated by tt¯+jets production. In the single-lepton channel, variables calculated using a matrix element method are included as inputs to the neural network to improve discrimination of the irreducible tt¯+bb¯ background. No significant excess of events above the background expectation is found and an observed (expected) limit of 3.4 (2.2) times the Standard Model cross section is obtained at 95% confidence level. The ratio of the measured tt¯H signal cross section to the Standard Model expectation is found to be μ=1.5±1.1 assuming a Higgs boson mass of 125 GeV.

Search for vector-like B quarks in events with one isolated lepton, missing transverse momentum and jets at s√= 8 TeV with the ATLAS detector

A search has been performed for pair production of heavy vector-like down-type (B) quarks. The analysis explores the lepton-plus-jets final state, characterized by events with one isolated charged lepton (electron or muon), significant missing transverse momentum and multiple jets. One or more jets are required to be tagged as arising from b-quarks, and at least one pair of jets must be tagged as arising from the hadronic decay of an electroweak boson. The analysis uses the full data sample of pp collisions recorded in 2012 by the ATLAS detector at the LHC, operating at a center-of-mass energy of 8 TeV, corresponding to an integrated luminosity of 20.3 fb−1. No significant excess of events is observed above the expected background. Limits are set on vector-like B production, as a function of the B branching ratios, assuming the allowable decay modes are B→Wt/Zb/Hb. In the chiral limit with a branching ratio of 100% for the decay B→Wt, the observed (expected) 95% CL lower limit on the vector-like B mass is 810 GeV (760 GeV). In the case where the vector-like B quark has branching ratio values corresponding to those of an SU(2) singlet state, the observed (expected) 95% CL lower limit on the vector-like B mass is 640 GeV (505 GeV). The same analysis, when used to investigate pair production of a colored, charge 5/3 exotic fermion T5/3, with subsequent decay T5/3→Wt, sets an observed (expected) 95% CL lower limit on the T5/3 mass of 840 GeV (780 GeV).

Measurement of the WW+WZ cross section and limits on anomalous triple gauge couplings using final states with one lepton, missing transverse momentum, and two jets with the ATLAS detector at s√=7 TeV

The production of a W boson decaying to eν or μν in association with a W or Z boson decaying to two jets is studied using 4.6 fb−1 of proton--proton collision data at s√=7 TeV recorded with the ATLAS detector at the LHC. The combined WW+WZ cross section is measured with a significance of 3.4σ and is found to be 68±7 (stat.)±19 (syst.) pb, in agreement with the Standard Model expectation of 61.1±2.2 pb. The distribution of the transverse momentum of the dijet system is used to set limits on anomalous contributions to the triple gauge coupling vertices and on parameters of an effective-field-theory model.

Search for new phenomena in final states with an energetic jet and large missing transverse momentum in pp collisions at s√=8 TeV with the ATLAS detector

Results of a search for new phenomena in final states with an energetic jet and large missing transverse momentum are reported. The search uses 20.3 fb−1 of s√=8 TeV data collected in 2012 with the ATLAS detector at the LHC. Events are required to have at least one jet with pT>120 GeV and no leptons. Nine signal regions are considered with increasing missing transverse momentum requirements between EmissT>150 GeV and EmissT>700 GeV. Good agreement is observed between the number of events in data and Standard Model expectations. The results are translated into exclusion limits on models with large extra spatial dimensions, pair production of weakly interacting dark matter candidates, and production of very light gravitinos in a gauge-mediated supersymmetric model. In addition, limits on the production of an invisibly decaying Higgs-like boson leading to similar topologies in the final state are presented.

Exploring the role of O-Mannosylation in the modulation of E-Cadherin function in Gastric Cancer cell line models

Dissertação de mestrado em Bioquímica Aplicada – Biomedicina

Constraints on new phenomena via Higgs boson couplings and invisible decays with the ATLAS detector

The ATLAS experiment at the LHC has measured the Higgs boson couplings and mass, and searched for invisible Higgs boson decays, using multiple production and decay channels with up to 4.7 fb−1 of pp collision data at √s=7 TeV and 20.3 fb−1 at √s=8 TeV. In the current study, the measured production and decay rates of the observed Higgs boson in the γγ, ZZ, W W , Zγ, bb, τ τ , and μμ decay channels, along with results from the associated production of a Higgs boson with a top-quark pair, are used to probe the scaling of the couplings with mass. Limits are set on parameters in extensions of the Standard Model including a composite Higgs boson, an additional electroweak singlet, and two-Higgs-doublet models. Together with the measured mass of the scalar Higgs boson in the γγ and ZZ decay modes, a lower limit is set on the pseudoscalar Higgs boson mass of m A > 370 GeV in the “hMSSM” simplified Minimal Supersymmetric Standard Model. Results from direct searches for heavy Higgs bosons are also interpreted in the hMSSM. Direct searches for invisible Higgs boson decays in the vector-boson fusion and associated production of a Higgs boson with W/Z (Z → ℓℓ, W/Z → jj) modes are statistically combined to set an upper limit on the Higgs boson invisible branching ratio of 0.25. The use of the measured visible decay rates in a more general coupling fit improves the upper limit to 0.23, constraining a Higgs portal model of dark matter.