Análise de clusters e volatilidade de índices de acções

Mestrado em Contabilidade e Gestão das Instituições Financeiras

Formation of oriented nickel aggregates in rutile single crystals by Ni implantation

The magnetic and electrical properties of Ni implanted single crystalline TiO2 rutile were studied for nominal implanted fluences between 0.5 x 10(17) cm(-2) and 2.0 x 10(17) cm(-2) with 150 keV energy, corresponding to maximum atomic concentrations between 9 at% and 27 at% at 65 nm depth, in order to study the formation of metallic oriented aggregates. The results indicate that the as implanted crystals exhibit superparamagnetic behavior for the two higher fluences, which is attributed to the formation of nanosized nickel clusters with an average size related with the implanted concentration, while only paramagnetic behavior is observed for the lowest fluence. Annealing at 1073 K induces the aggregation of the implanted nickel and enhances the magnetization in all samples. The associated anisotropic behavior indicates preferred orientations of the nickel aggregates in the rutile lattice consistent with Rutherford backscattering spectrometry-channelling results. Electrical conductivity displays anisotropic behavior but no magnetoresistive effects were detected. (C) 2013 Elsevier B.V. All rights reserved.

Self-assembly in chains, rings, and branches: a single component system with two critical points

Agências financiadoras: FCT - PEstOE/FIS/UI0618/2011; PTDC/FIS/098254/2008 ERC-PATCHYCOLLOIDS e MIUR-PRIN

Determining the number of clusters in categorical data

Cluster analysis for categorical data has been an active area of research. A well-known problem in this area is the determination of the number of clusters, which is unknown and must be inferred from the data. In order to estimate the number of clusters, one often resorts to information criteria, such as BIC (Bayesian information criterion), MML (minimum message length, proposed by Wallace and Boulton, 1968), and ICL (integrated classification likelihood). In this work, we adopt the approach developed by Figueiredo and Jain (2002) for clustering continuous data. They use an MML criterion to select the number of clusters and a variant of the EM algorithm to estimate the model parameters. This EM variant seamlessly integrates model estimation and selection in a single algorithm. For clustering categorical data, we assume a finite mixture of multinomial distributions and implement a new EM algorithm, following a previous version (Silvestre et al., 2008). Results obtained with synthetic datasets are encouraging. The main advantage of the proposed approach, when compared to the above referred criteria, is the speed of execution, which is especially relevant when dealing with large data sets.

Simulation of defects in bubble clusters

Topological defects in foam, either isolated (disclinations and dislocations) or in pairs, affect the energy and stress, and play an important role in foam deformation. Surface Evolver simulations were performed on large finite clusters of bubbles. These allow us to evaluate the effect of the topology of the defects, and the distance between defects, on the energy and pressure of foam clusters of different sizes. The energy of such defects follows trends similar to known analytical results for a continuous medium.

Effect of the number of shells on the pressure and energy of two-dimensional free bubble clusters

We have performed Surface Evolver simulations of two-dimensional hexagonal bubble clusters consisting of a central bubble of area lambda surrounded by s shells or layers of bubbles of unit area. Clusters of up to twenty layers have been simulated, with lambda varying between 0.01 and 100. In monodisperse clusters (i.e., for lambda = 1) [M.A. Fortes, F Morgan, M. Fatima Vaz, Philos. Mag. Lett. 87 (2007) 561] both the average pressure of the entire Cluster and the pressure in the central bubble are decreasing functions of s and approach 0.9306 for very large s, which is the pressure in a bubble of an infinite monodisperse honeycomb foam. Here we address the effect of changing the central bubble area lambda. For small lambda the pressure in the central bubble and the average pressure were both found to decrease with s, as in monodisperse clusters. However, for large,, the pressure in the central bubble and the average pressure increase with s. The average pressure of large clusters was found to be independent of lambda and to approach 0.9306 asymptotically. We have also determined the cluster surface energies given by the equation of equilibrium for the total energy in terms of the area and the pressure in each bubble. When the pressures in the bubbles are not available, an approximate equation derived by Vaz et al. [M. Fatima Vaz, M.A. Fortes, F. Graner, Philos. Mag. Lett. 82 (2002) 575] was shown to provide good estimations for the cluster energy provided the bubble area distribution is narrow. This approach does not take cluster topology into account. Using this approximate equation, we find a good correlation between Surface Evolver Simulations and the estimated Values of energies and pressures. (C) 2008 Elsevier B.V. All rights reserved.

Electrical transport properties of CuS single crystals

Electrical resistivity, transverse magnetoresistance and thermoelectric power measurements were performed on CuS high quality single crystals in the range 1.2-300 K and under fields of up to 16 T. The zero field resistivity data are well described below 55 K by a quasi-2D model, consistent with a carrier confinement at lower temperatures, before the transition to the superconducting state. The transverse magnetoresistance develops mainly below 30 K and attains values as large as 470% for a 16 T field at 5 K, this behaviour being ascribed to a band effect mechanism, with a possible magnetic field induced DOS change at the Fermi level. The transverse magnetoresistance shows no signs of saturation, following a power law with field Delta rho/rho(0) proportional to H(1.4), suggesting the existence of open orbits for carriers at the Fermi surface. The thermoelectric power shows an unusual temperature dependence, probably as a result of the complex band structure of CuS.

Synthesis and structural characterization of iron complexes with 2,2,2-tris(1-pyrazolyl)ethanol ligands: Application in the peroxidative oxidation of cyclohexane under mild conditions

The reactions of FeCl2 center dot 2H(2)O and 2,2,2-tris(1-pyrazolyl) ethanol HOCH2C(pz)(3) (1) (pz = pyrazolyl) afford [Fe{HOCH2C(pz)(3)}(2)][FeCl4]Cl (2), [Fe{HOCH2C(pz)(3)}(2)](2)[Fe2OCl6](Cl)(2)center dot 4H(2)O (3 center dot 4H(2)O), [Fe{HOCH2C(pz)(3)}(2)] [FeCl{HOCH2C(pz)(3)}(H2O)(2)](2)(Cl)(4) (4) or [Fe{HOCH2C(pz)(3)}(2)]Cl-2 (5), depending on the experimental conditions. Compounds 1-5 were isolated as air-stable crystalline solids and fully characterized, including (1-4) by single-crystal X-ray diffraction analyses. The latter technique revealed strong intermolecular H-bonds involving the OH group of the scorpionate 2 and 3 giving rise to 1D chains which, in 3, are further expanded to a 2D network with intercalated infinite and almost plane chains of H-interacting water molecules. In 4, intermolecular pi center dot center dot center dot pi interactions involving the pyrazolyl rings are relevant. Complexes 2-5 display a high solubility in water (S-25 degrees C ca. 10-12 mg mL(-1)), a favourable feature towards their application as catalysts (or catalyst precursors) for the peroxidative oxidation of cyclo-hexane to cyclohexanol and cyclohexanone, with aqueous H2O2/MeCN, at room temperature (TON values up to ca. 385). (C) 2011 Elsevier B. V. All rights reserved.

Determination of stresses around a cylindrical single pile caused by horizontal movements of soils with the finitive element method

This study was carried out with the aim of modeling in 2D, in plain strain, the movement of a soft cohesive soil around a pile, in order to enable the determination of stresses resulting along the pile, per unit length. The problem in study fits into the large deformations problem and can be due to landslide, be close of depth excavations, to be near of zones where big loads are applied in the soil, etc. In this study is used an constitutive Elasto-Plastic model with the failure criterion of Mohr-Coulomb to model the soil behavior. The analysis is developed considering the soil in undrained conditions. To the modeling is used the finite element program PLAXIS, which use the Updated Lagrangian - Finite Element Method (UL-FEM). In this work, special attention is given to the soil-pile interaction, where is presented with some detail the formulation of the interface elements and some studies for a better understand of his behavior. It is developed a 2-D model that simulates the effect of depth allowing the study of his influence in the stress distribution around the pile. The results obtained give an important base about how behaves the movement of the soil around a pile, about how work the finite element program PLAXIS and how is the stress distribution around the pile. The analysis demonstrate that the soil-structure interaction modeled with the UL-FEM and interface elements is more appropriate to small deformations problems.

Monte Carlo simulation of the basic features of the GE Millennium MG single photon emission computed tomography gamma camera

Objective - To describe and validate the simulation of the basic features of GE Millennium MG gamma camera using the GATE Monte Carlo platform. Material and methods - Crystal size and thickness, parallel-hole collimation and a realistic energy acquisition window were simulated in the GATE platform. GATE results were compared to experimental data in the following imaging conditions: a point source of 99mTc at different positions during static imaging and tomographic acquisitions using two different energy windows. The accuracy between the events expected and detected by simulation was obtained with the Mann–Whitney–Wilcoxon test. Comparisons were made regarding the measurement of sensitivity and spatial resolution, static and tomographic. Simulated and experimental spatial resolutions for tomographic data were compared with the Kruskal–Wallis test to assess simulation accuracy for this parameter. Results - There was good agreement between simulated and experimental data. The number of decays expected when compared with the number of decays registered, showed small deviation (≤0.007%). The sensitivity comparisons between static acquisitions for different distances from source to collimator (1, 5, 10, 20, 30cm) with energy windows of 126–154 keV and 130–158 keV showed differences of 4.4%, 5.5%, 4.2%, 5.5%, 4.5% and 5.4%, 6.3%, 6.3%, 5.8%, 5.3%, respectively. For the tomographic acquisitions, the mean differences were 7.5% and 9.8% for the energy window 126–154 keV and 130–158 keV. Comparison of simulated and experimental spatial resolutions for tomographic data showed no statistically significant differences with 95% confidence interval. Conclusions - Adequate simulation of the system basic features using GATE Monte Carlo simulation platform was achieved and validated.

Direct Color Sensor, Optical Amplifier and Demux Device Integrated on a Single Monolithic SiC Photodetector

A pi'n/pin a-SiC:H voltage and optical bias controlled device is presented and its behavior as image and color sensor, optical amplifier and demux device is discussed. The design and the light source properties are correlated with the sensor output characteristics. Different readout techniques are used. When a low power monochromatic scanner readout the generated carriers the transducer recognizes a color pattern projected on it acting as a direct color and image sensor. Scan speeds up to 10(4) lines per second are achieved without degradation in the resolution. If the photocurrent generated by different monochromatic pulsed channels is readout directly, the information is demultiplexed. Results show that it is possible to decode the information from three simultaneous color channels without bit errors at bit rates per channel higher than 4000 bps. Finally, when triggered by light of appropriated wavelength, it can amplify or suppress the generated photocurrent working as an optical amplifier (C) 2009 Published by Elsevier Ltd.

Directional Moving Target Indication for Civil Traffic Monitoring Using Single Channel SAR

This paper presents a novel moving target indicator which is selective with respect to a direction of interest. Preliminary results indicate that the obtained selectivity may have high interest in civil traffic monitoring using single channel SAR data.

Clusters of 5S rRNAs in the intergenic region of ubiquitin genes in Tetrahymena pyriformis

Here, we report the molecular analysis of two independent 5S rRNA clusters found in the intergenic region of two ubiquitin genomic clones isolated from Tetrahymena pyriformis. Each cluster contains two 120-bp-long coding regions organized in tandem with 142/145-bp-long spacers.

Categorical data clustering using a minimum message length criterion

Research on cluster analysis for categorical data continues to develop, new clustering algorithms being proposed. However, in this context, the determination of the number of clusters is rarely addressed. We propose a new approach in which clustering and the estimation of the number of clusters is done simultaneously for categorical data. We assume that the data originate from a finite mixture of multinomial distributions and use a minimum message length criterion (MML) to select the number of clusters (Wallace and Bolton, 1986). For this purpose, we implement an EM-type algorithm (Silvestre et al., 2008) based on the (Figueiredo and Jain, 2002) approach. The novelty of the approach rests on the integration of the model estimation and selection of the number of clusters in a single algorithm, rather than selecting this number based on a set of pre-estimated candidate models. The performance of our approach is compared with the use of Bayesian Information Criterion (BIC) (Schwarz, 1978) and Integrated Completed Likelihood (ICL) (Biernacki et al., 2000) using synthetic data. The obtained results illustrate the capacity of the proposed algorithm to attain the true number of cluster while outperforming BIC and ICL since it is faster, which is especially relevant when dealing with large data sets.

Efficient Implementation Of A Single-Precision Floating-Point Arithmetic Unit on FPGA

This paper presents a single precision floating point arithmetic unit with support for multiplication, addition, fused multiply-add, reciprocal, square-root and inverse squareroot with high-performance and low resource usage. The design uses a piecewise 2nd order polynomial approximation to implement reciprocal, square-root and inverse square-root. The unit can be configured with any number of operations and is capable to calculate any function with a throughput of one operation per cycle. The floatingpoint multiplier of the unit is also used to implement the polynomial approximation and the fused multiply-add operation. We have compared our implementation with other state-of-the-art proposals, including the Xilinx Core-Gen operators, and conclude that the approach has a high relative performance/area efficiency. © 2014 Technical University of Munich (TUM).