Re-entrant phase behaviour of network fluids: A patchy particle model with temperature-dependent valence

We study a model consisting of particles with dissimilar bonding sites ("patches"), which exhibits self-assembly into chains connected by Y-junctions, and investigate its phase behaviour by both simulations and theory. We show that, as the energy cost epsilon(j) of forming Y-junctions increases, the extent of the liquid-vapour coexistence region at lower temperatures and densities is reduced. The phase diagram thus acquires a characteristic "pinched" shape in which the liquid branch density decreases as the temperature is lowered. To our knowledge, this is the first model in which the predicted topological phase transition between a fluid composed of short chains and a fluid rich in Y-junctions is actually observed. Above a certain threshold for epsilon(j), condensation ceases to exist because the entropy gain of forming Y-junctions can no longer offset their energy cost. We also show that the properties of these phase diagrams can be understood in terms of a temperature-dependent effective valence of the patchy particles. (C) 2011 American Institute of Physics. [doi: 10.1063/1.3605703]

A Hexanuclear Mixed-Valence Oxovanadium(IV,V) Complex as a Highly Efficient Alkane Oxidation Catalyst

The new hexanuclear mixed-valence vanadium complex [V3O3(OEt)(ashz)(2)(mu-OEt)](2) (1) with an N,O-donor ligand is reported. It acts as a highly efficient catalyst toward alkane oxidations by aqueous H2O2. Remarkably, high turnover numbers up to 25000 with product yields of up to 27% (based on alkane) stand for one of the most active systems for such reactions.

Stochastic effects in a seasonally forced epidemic model

The interplay of seasonality, the system's nonlinearities and intrinsic stochasticity, is studied for a seasonally forced susceptible-exposed-infective-recovered stochastic model. The model is explored in the parameter region that corresponds to childhood infectious diseases such as measles. The power spectrum of the stochastic fluctuations around the attractors of the deterministic system that describes the model in the thermodynamic limit is computed analytically and validated by stochastic simulations for large system sizes. Size effects are studied through additional simulations. Other effects such as switching between coexisting attractors induced by stochasticity often mentioned in the literature as playing an important role in the dynamics of childhood infectious diseases are also investigated. The main conclusion is that stochastic amplification, rather than these effects, is the key ingredient to understand the observed incidence patterns.

Extreme Value Theory versus traditional GARCH approaches applied to financial data: a comparative evaluation

Although stock prices fluctuate, the variations are relatively small and are frequently assumed to be normal distributed on a large time scale. But sometimes these fluctuations can become determinant, especially when unforeseen large drops in asset prices are observed that could result in huge losses or even in market crashes. The evidence shows that these events happen far more often than would be expected under the generalized assumption of normal distributed financial returns. Thus it is crucial to properly model the distribution tails so as to be able to predict the frequency and magnitude of extreme stock price returns. In this paper we follow the approach suggested by McNeil and Frey (2000) and combine the GARCH-type models with the Extreme Value Theory (EVT) to estimate the tails of three financial index returns DJI,FTSE 100 and NIKKEI 225 representing three important financial areas in the world. Our results indicate that EVT-based conditional quantile estimates are much more accurate than those from conventional AR-GARCH models assuming normal or Student’s t-distribution innovations when doing out-of-sample estimation (within the insample estimation, this is so for the right tail of the distribution of returns).

The US actuarial balance model for the pay-as-you-go system and its application to Spain

The aim of this paper is to formulate an approximation of the US actuarial balance model and apply it to the Spanish public retirement pension system under various scenarios in order to determine a consistent indicator of the system's financial state comparable to those used by the most advanced social security systems. This will enable us to answer the question as to whether there is any justification for reforming the pension system in Spain. This type of actuarial balance uses projections to show future challenges to the financial side of the pension system deriving basically from ageing, the projected increase in longevity and fluctuations in economic activity. If one is compiled periodically it can provide various indicators to help depoliticize the management of the pay-as-you-go system by bringing the planning horizons of politicians and the system itself closer together.

Contributos para a caracterização de um perfil de competências dos técnicos de radiologia na valência de ressonância magnética

Mestrado em Intervenção Sócio-Organizacional na Saúde - Área de especialização: Políticas de Administração e Gestão de Serviços de Saúde.

Os swaps de taxas de juro como instrumentos de cobertura de risco nas demonstrações financeiras

Mestrado em Contabilidade

Análise de clusters e volatilidade de índices de acções

Mestrado em Contabilidade e Gestão das Instituições Financeiras

Topological Complexity and Predictability in the Dynamics of a Tumor Growth Model with Shilnikov's Chaos

Dynamical systems modeling tumor growth have been investigated to determine the dynamics between tumor and healthy cells. Recent theoretical investigations indicate that these interactions may lead to different dynamical outcomes, in particular to homoclinic chaos. In the present study, we analyze both topological and dynamical properties of a recently characterized chaotic attractor governing the dynamics of tumor cells interacting with healthy tissue cells and effector cells of the immune system. By using the theory of symbolic dynamics, we first characterize the topological entropy and the parameter space ordering of kneading sequences from one-dimensional iterated maps identified in the dynamics, focusing on the effects of inactivation interactions between both effector and tumor cells. The previous analyses are complemented with the computation of the spectrum of Lyapunov exponents, the fractal dimension and the predictability of the chaotic attractors. Our results show that the inactivation rate of effector cells by the tumor cells has an important effect on the dynamics of the system. The increase of effector cells inactivation involves an inverse Feigenbaum (i.e. period-halving bifurcation) scenario, which results in the stabilization of the dynamics and in an increase of dynamics predictability. Our analyses also reveal that, at low inactivation rates of effector cells, tumor cells undergo strong, chaotic fluctuations, with the dynamics being highly unpredictable. Our findings are discussed in the context of tumor cells potential viability.

Optoelectronic properties of a-Si(1-x)C(x)H films grown in hydrogen diluted silane-methane plasma

This work reports on the optoelectronic properties and device application of hydrogenated amorphous silicon carbide (a-Si(1-x)C(x):H) films grown by plasma-enhanced chemical vapour deposition (PECVD). The films with an optical bandgap ranging from about 1.8 to 2.0 eV were deposited in hydrogen diluted silane-methane plasma by varying the radio frequency power. Several n-i-p structures with an intrinsic a-Si(1-x)C(x):H layer of different optical gaps were also fabricated. The optimized devices exhibited a diode ideality factor of 1.4-1.8, and a leakage current of 190-470 pA/cm(2) at -5 V. The density of deep defect states in a-Si(1-x)C(x):H was estimated from the transient dark current measurements and correlated with the optical bandgap and carbon content. Urbach energies for the valence band tail were also determined by analyzing the spectral response within sub-bandgap energy range. (C) 2010 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim

Derivados sobre taxas de juro: estudo de caso

Mestrado em Contabilidade e Análise Financeira

Arrow plot and CA maps on microarray preprocessing methods

Microarray allow to monitoring simultaneously thousands of genes, where the abundance of the transcripts under a same experimental condition at the same time can be quantified. Among various available array technologies, double channel cDNA microarray experiments have arisen in numerous technical protocols associated to genomic studies, which is the focus of this work. Microarray experiments involve many steps and each one can affect the quality of raw data. Background correction and normalization are preprocessing techniques to clean and correct the raw data when undesirable fluctuations arise from technical factors. Several recent studies showed that there is no preprocessing strategy that outperforms others in all circumstances and thus it seems difficult to provide general recommendations. In this work, it is proposed to use exploratory techniques to visualize the effects of preprocessing methods on statistical analysis of cancer two-channel microarray data sets, where the cancer types (classes) are known. For selecting differential expressed genes the arrow plot was used and the graph of profiles resultant from the correspondence analysis for visualizing the results. It was used 6 background methods and 6 normalization methods, performing 36 pre-processing methods and it was analyzed in a published cDNA microarray database (Liver) available at http://genome-www5.stanford.edu/ which microarrays were already classified by cancer type. All statistical analyses were performed using the R statistical software.

A organização do espaço: o seu impacto na aprendizagem das crianças

Relatório da Prática Profissional Supervisionada Mestrado em Educação Pré-Escolar

Estudo sobre a memória longa na volatilidade dos preços do ouro : uma abordagem com base nos modelos de tipo ARCH

Mestrado em Contabilidade e Análise Financeira

NiII, CuII and ZnII complexes with a sterically hindered scorpionate ligand (TpmsPh) and catalytic application in the diasteroselective nitroaldol (Henry) reaction

The Ni-II and Zn-II complexes [MCl(Tpms(Ph))] (Tpms(Ph) = SO3C(pz(Ph))(3), pz = pyrazolyl; M = Ni 2 or Zn 3) and the Cu-II complex [CuCl(Tpms(Ph))(H2O)] (4) have been prepared by treatment of the lithium salt of the sterically demanding and coordination flexible tris(3-phenyl-1-pyrazolyl)methanesulfonate (Tpms(Ph))(-) (1) with the respective metal chlorides. The (Tpms(Ph))(-) ligand shows the N-3 or N2O coordination modes in 2 and 3 or in 4, respectively. Upon reaction of 2 and 3 with Ag(CF3SO3) in acetonitrile the complexes [M(Tpms(Ph))-(MeCN)](CF3SO3) (M = Ni 5 or Zn 6, respectively) were formed. The compounds were obtained in good yields and characterized by analytic and spectral (IR, H-1 and C-13{H-1} NMR, ESI-MS) data, density functional theory (DFT) methods and {for 4 and [(Bu4N)-Bu-n](Tpms(Ph)) (7), the tatter obtained upon Li+ replacement by [(Bu4N)-Bu-n](+) in Li(Tpms(Ph))} by single crystal X-ray diffraction analysis. The Zn-II and Cu-II complexes (3 and 4, respectively) act as efficient catalyst precursors for the diastereoselective nitroaldol reaction of benzaldehydes and nitroethane to the corresponding beta-nitroalkanols (up to 99% yield, at room temperature) with diastereoselectivity towards the formation of the anti isomer, whereas the Ni-II complex 2 only shows a modest catalytic activity.