Uncertainty assessment approach for composite structures based on global sensitivity indices

The problem of uncertainty propagation in composite laminate structures is studied. An approach based on the optimal design of composite structures to achieve a target reliability level is proposed. Using the Uniform Design Method (UDM), a set of design points is generated over a design domain centred at mean values of random variables, aimed at studying the space variability. The most critical Tsai number, the structural reliability index and the sensitivities are obtained for each UDM design point, using the maximum load obtained from optimal design search. Using the UDM design points as input/output patterns, an Artificial Neural Network (ANN) is developed based on supervised evolutionary learning. Finally, using the developed ANN a Monte Carlo simulation procedure is implemented and the variability of the structural response based on global sensitivity analysis (GSA) is studied. The GSA is based on the first order Sobol indices and relative sensitivities. An appropriate GSA algorithm aiming to obtain Sobol indices is proposed. The most important sources of uncertainty are identified.

Complex dynamics of financial indices

This paper presents a novel method for the analysis of nonlinear financial and economic systems. The modeling approach integrates the classical concepts of state space representation and time series regression. The analytical and numerical scheme leads to a parameter space representation that constitutes a valid alternative to represent the dynamical behavior. The results reveal that business cycles can be clearly revealed, while the noise effects common in financial indices can elegantly be filtered out of the results.

Analysis of financial indices by means of the windowed Fourier transform

The goal of this study is to analyze the dynamical properties of financial data series from nineteen worldwide stock market indices (SMI) during the period 1995–2009. SMI reveal a complex behavior that can be explored since it is available a considerable volume of data. In this paper is applied the window Fourier transform and methods of fractional calculus. The results reveal classification patterns typical of fractional order systems.

Analysis of stock market indices through multidimensional scaling

We propose a graphical method to visualize possible time-varying correlations between fifteen stock market values. The method is useful for observing stable or emerging clusters of stock markets with similar behaviour. The graphs, originated from applying multidimensional scaling techniques (MDS), may also guide the construction of multivariate econometric models.

Characterization of the Toxicological Effects of Aminocarb on Rats: Hematological, Biochemical, and Histological Analyses

Aminocarb is a widely applied carbamate insecticide with action of controlling pests such as Lepidoptera and Coleoptera. In this study, subchronic effects on Wistar rats were investigated using hematological, biochemical, and histological techniques. Rats were exposed orally at sublethal levels of 10, 20, or 40 mg/kg body weight (groups A, B, and C, respectively) for 14 d. Hematological results revealed no statistical differences after 1 d of exposure but significant reduction in white blood cells detected after 7 d of exposure in group C, as well as, in all treated groups after 14 d of exposure. Biochemical data showed a decrease of acetylcholinesterase activity in all groups after 1 d of exposure with a return to normal after 7 and 14 d. Significant increase in alkaline phosphatase activity of rats exposed to aminocarb was noted after 7 d of treatment. The levels of triglycerides were also significantly decreased. The present investigation also showed a significant increase in content of serum urea and creatinine in animals from group A (14 d), and from groups B and C (7 and 14 d). Histological results demonstrated hemorrhagic focus on hepatic and renal parenchyma in all exposed groups. Taken together, the attained results were dose dependent and indicated adverse effects of aminocarb on hepatic and renal functions, as well as on immune responsiveness at sublethal tested doses.

Two new power indices based on winning coalitions

Deegan and Packel (1979) and Holler (1982) proposed two power indices for simple games: the Deegan–Packel index and the Public Good Index. In the definition of these indices, only minimal winning coalitions are taken into account. Using similar arguments, we define two new power indices. These new indices are defined taking into account only those winning coalitions that do not contain null players. The results obtained with the different power indices are compared by means of two real-world examples taken from the political field.