7 resultados para Pairs trading

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)


Relevância:

20.00% 20.00%

Publicador:

Resumo:

The subject of this paper is the secular behaviour of a pair of planets evolving under dissipative forces. In particular, we investigate the case when dissipative forces affect the planetary semimajor axes and the planets move inwards/outwards the central star, in a process known as planet migration. To perform this investigation, we introduce fundamental concepts of conservative and dissipative dynamics of the three-body problem. Based on these concepts, we develop a qualitative model of the secular evolution of the migrating planetary pair. Our approach is based on the analysis of the energy and the orbital angular momentum exchange between the two-planet system and an external medium; thus no specific kind of dissipative forces is invoked. We show that, under the assumption that dissipation is weak and slow, the evolutionary routes of the migrating planets are traced by the Mode I and Mode II stationary solutions of the conservative secular problem. The ultimate convergence and the evolution of the system along one of these secular modes of motion are determined uniquely by the condition that the dissipation rate is sufficiently smaller than the proper secular frequency of the system. We show that it is possible to reassemble the starting configurations and the migration history of the systems on the basis of their final states and consequently to constrain the parameters of the physical processes involved.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We explicitly construct a stationary coupling attaining Ornstein`s (d) over bar -distance between ordered pairs of binary chains of infinite order. Our main tool is a representation of the transition probabilities of the coupled bivariate chain of infinite order as a countable mixture of Markov transition probabilities of increasing order. Under suitable conditions on the loss of memory of the chains, this representation implies that the coupled chain can be represented as a concatenation of i.i.d. sequences of bivariate finite random strings of symbols. The perfect simulation algorithm is based on the fact that we can identify the first regeneration point to the left of the origin almost surely.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Tridiagonal canonical forms of square matrices under congruence or *congruence, pairs of symmetric or skew-symmetric matrices under congruence, and pairs of Hermitian matrices under *congruence are given over an algebraically closed field of characteristic different from 2. (C) 2008 Elsevier Inc. All rights reserved.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Let ZG be the integral group ring of the finite nonabelian group G over the ring of integers Z, and let * be an involution of ZG that extends one of G. If x and y are elements of G, we investigate when pairs of the form (u(k,m)(x*), u(k,m)(x*)) or (u(k,m)(x), u(k,m)(y)), formed respectively by Bass cyclic and *-symmetric Bass cyclic units, generate a free noncyclic subgroup of the unit group of ZG.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

If * : G -> G is an involution on the finite group G, then * extends to an involution on the integral group ring Z[G] . In this paper, we consider whether bicyclic units u is an element of Z[G] exist with the property that the group < u, u*> generated by u and u* is free on the two generators. If this occurs, we say that (u, u*)is a free bicyclic pair. It turns out that the existence of u depends strongly upon the structure of G and on the nature of the involution. One positive result here is that if G is a nonabelian group with all Sylow subgroups abelian, then for any involution *, Z[G] contains a free bicyclic pair.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We characterize the Christoffel pairs of timelike isothermic surfaces in the four-dimensional split-quaternions. When restricting the receiving space to the three-dimensional imaginary split-quaternions, we establish an equivalent condition for a timelike surface in R(2)(3) to be real or complex isothermic in terms of the existence of integrating factors.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The solvation of six solvatochromic probes in a large number of solvents (33-68) was examined at 25 degrees C. The probes employed were the following: 2,6-diphenyl-4-(2,4,6-triphenylpyridinium-1-yl) phenolate (RB); 4-[(E)2-(1-methylpyridinium-4-yl)ethenyl] phenolate, MePM; 1-methylquinolinium-8-olate, QB; 2-bromo-4-[(E)-2-(1-methylpyridinium-4-yl)ethenyl] phenolate, MePMBr, 2,6-dichloro-4-(2,4,6-triphenyl pyridinium-1-yl) phenolate (WB); and 2,6-dibromo-4-[(E)-2-(1-methylpyridinium-4-yl)ethenyl] phenolate, MePMBr(2), respectively. Of these, MePMBr is a novel compound. They can be grouped in three pairs, each with similar pK(a) in water but with different molecular properties, for example, lipophilicity and dipole moment. These pairs are formed by RB and MePM; QB and MePMBr; WB and MePMBr(2), respectively. Theoretical calculations were carried out in order to calculate their physicochemical properties including bond lengths, dihedral angles, dipole moments, and wavelength of absorption of the intramolecular charge-transfer band in four solvents, water, methanol, acetone, and DMSO, respectively. The data calculated were in excellent agreement with available experimental data, for example, bond length and dihedral angles. This gives credence to the use of the calculated properties in explaining the solvatochromic behaviors observed. The dependence of an empirical solvent polarity scale E(T)(probe) in kcal/mol on the physicochemical properties of the solvent (acidity, basicity, and dipolarity/polarizability) and those of the probes (pK(a), and dipole moment) was analyzed by using known multiparameter solvation equations. For each pair of probes, values of E(T)(probe) (for example, E(T)(MePM) versus E(T)(RB)) were found to be linearly correlated with correlation coefficients, r, between 0.9548 and 0.9860. For the mercyanine series, the values of E(T)(probe) also correlated linearly, with (r) of 0.9772 (MePMBr versus MePM) and 0.9919 (MePMBr(2) versus MePM). The response of each pair of probes (of similar pK(a)) to solvent acidity is the same, provided that solute-solvent hydrogen-bonding is not seriously affected by steric crowding (as in case of RB). We show, for the first time, that the response to solvent dipolarity/polarizability is linearly correlated to the dipole moment of the probes. The successive introduction of bromine atoms in MePM (to give MePMBr, then MePMBr(2)) leads to the following linear decrease: pK(a) in water, length of the phenolate oxygen-carbon bond, length of the central ethylenic bond, susceptibility to solvent acidity, and susceptibility to solvent dipolarity/polarizability. Thus studying the solvation of probes whose molecular structures are varied systematically produces a wealth of information on the effect of solute structure on its solvation. The results of solvation of the present probes were employed in order to test the goodness of fit of two independent sets of solvent solvatochromic parameters.