Scaling and data collapse for the mean exit time of asset prices

We study theoretical and empirical aspects of the mean exit time (MET) of financial time series. The theoretical modeling is done within the framework of continuous time random walk. We empirically verify that the mean exit time follows a quadratic scaling law and it has associated a prefactor which is specific to the analyzed stock. We perform a series of statistical tests to determine which kind of correlation are responsible for this specificity. The main contribution is associated with the autocorrelation property of stock returns. We introduce and solve analytically both two-state and three-state Markov chain models. The analytical results obtained with the two-state Markov chain model allows us to obtain a data collapse of the 20 measured MET profiles in a single master curve.

Difussion in a titled periodic potential: Enhancement, universality, and scaling

An exact analytical expression for the effective diffusion coefficient of an overdamped Brownian particle in a tilted periodic potential is derived for arbitrary potentials and arbitrary strengths of the thermal noise. Near the critical tilt (threshold of deterministic running solutions) a scaling behavior for weak thermal noise is revealed and various universality classes are identified. In comparison with the bare (potential-free) thermal diffusion, the effective diffusion coefficient in a critically tilted periodic potential may be, in principle, arbitrarily enhanced. For a realistic experimental setup, an enhancement by 14 orders of magnitude is predicted so that thermal diffusion should be observable on a macroscopic scale at room temperature.

Magnetic field scaling of relaxation curves in small particle systems

We study the effects of the magnetic field on the relaxation of the magnetization of smallmonodomain noninteracting particles with random orientations and distribution of anisotropyconstants. Starting from a master equation, we build up an expression for the time dependence of themagnetization which takes into account thermal activation only over barriers separating energyminima, which, in our model, can be computed exactly from analytical expressions. Numericalcalculations of the relaxation curves for different distribution widths, and under different magneticfields H and temperatures T, have been performed. We show how a T ln(t/t0) scaling of the curves,at different T and for a given H, can be carried out after proper normalization of the data to theequilibrium magnetization. The resulting master curves are shown to be closely related to what wecall effective energy barrier distributions, which, in our model, can be computed exactly fromanalytical expressions. The concept of effective distribution serves us as a basis for finding a scalingvariable to scale relaxation curves at different H and a given T, thus showing that the fielddependence of energy barriers can be also extracted from relaxation measurements.

Finite-size scaling investigation of the liquid-liquid critical point in ST2 water and its stability with respect to crystallization.

The liquid-liquid critical point scenario of water hypothesizes the existence of two metastable liq- uid phases low-density liquid (LDL) and high-density liquid (HDL) deep within the supercooled region. The hypothesis originates from computer simulations of the ST2 water model, but the stabil- ity of the LDL phase with respect to the crystal is still being debated. We simulate supercooled ST2 water at constant pressure, constant temperature, and constant number of molecules N for N ≤ 729 and times up to 1 μs. We observe clear differences between the two liquids, both structural and dynamical. Using several methods, including finite-size scaling, we confirm the presence of a liquid-liquid phase transition ending in a critical point. We find that the LDL is stable with respect to the crystal in 98% of our runs (we perform 372 runs for LDL or LDL-like states), and in 100% of our runs for the two largest system sizes (N = 512 and 729, for which we perform 136 runs for LDL or LDL-like states). In all these runs, tiny crystallites grow and then melt within 1 μs. Only for N ≤ 343 we observe six events (over 236 runs for LDL or LDL-like states) of spontaneous crystal- lization after crystallites reach an estimated critical size of about 70 ± 10 molecules.

Solid phase crystallization under continuous heating: kinetic and microstructure scaling laws

The kinetics and microstructure of solid-phase crystallization under continuous heating conditions and random distribution of nuclei are analyzed. An Arrhenius temperature dependence is assumed for both nucleation and growth rates. Under these circumstances, the system has a scaling law such that the behavior of the scaled system is independent of the heating rate. Hence, the kinetics and microstructure obtained at different heating rates differ only in time and length scaling factors. Concerning the kinetics, it is shown that the extended volume evolves with time according to αex = [exp(κCt′)]m+1, where t′ is the dimensionless time. This scaled solution not only represents a significant simplification of the system description, it also provides new tools for its analysis. For instance, it has been possible to find an analytical dependence of the final average grain size on kinetic parameters. Concerning the microstructure, the existence of a length scaling factor has allowed the grain-size distribution to be numerically calculated as a function of the kinetic parameters

Multidimensional Adaptations for Open Learning Management Systems

Our work is focused on alleviating the workload for designers of adaptive courses on the complexity task of authoring adaptive learning designs adjusted to specific user characteristics and the user context. We propose an adaptation platform that consists in a set of intelligent agents where each agent carries out an independent adaptation task. The agents apply machine learning techniques to support the user modelling for the adaptation process

Entropic transport: kinetics, scaling, and control mechanisms

We show that transport in the presence of entropic barriers exhibits peculiar characteristics which makes it distinctly different from that occurring through energy barriers. The constrained dynamics yields a scaling regime for the particle current and the diffusion coefficient in terms of the ratio between the work done to the particles and available thermal energy. This interesting property, genuine to the entropic nature of the barriers, can be utilized to effectively control transport through quasi-one-dimensional structures in which irregularities or tortuosity of the boundaries cause entropic effects. The accuracy of the kinetic description has been corroborated by simulations. Applications to different dynamic situations involving entropic barriers are outlined.

Análisis psicométrico de la escala multidimensional de autoconcepto AF5 en una muestra de adolescentes y adultos de Cataluña

Psychometric analysis of the AF5 multidimensional scale of self-concept in a sample of adolescents and adults in Catalonia. The aim of this study is to carry out a psychometric study of the AF5 scale in a sample of 4.825 Catalan subjects from 11 to 63 years-old. They are students from secondary compulsory education (ESO), from high school, middle-level vocational training (CFGM) and from the university. Using a principal component analysis (PCA) the theoretical validity of the components is established and the reliability of the instrument is also analyzed. Differential analyses are performed by gender and normative group using a 2 6 factorial design. The normative group variable includes the different levels classifi ed into 6 sub-groups: university, post-compulsory secondary education (high school and CFGM), 4th of ESO, 3rd of ESO, 2nd of ESO and 1st of ESO. The results indicate that the reliability of the Catalan version of the scale is similar to the original scale. The factorial structure also fi ts with the original model established beforehand. Signifi cant differences by normative group in the four components of self-concept explored (social, family, academic/occupational and physical) are observed. By gender, signifi cant differences appear in the component of physical self-concept, academic and social but not in the family component

Lenguaje y Teoría de la mente: una aproximación multidimensional

El propósito de este trabajo es realizar una puesta al día sobre las relaciones entre el desarrollo del lenguaje y el desarrollo de la Teoría de la Mente. Entre las hipótesis propuestas para conceptualizar dichas relaciones, realizamos un examen más exhaustivo de aquellos modelos que apoyan una implicación directa entre lenguaje y Teoría de la Mente. En este contexto, en primer lugar subrayamos la necesidad de ampliar dicha noción para incluir habilidades anteriores y posteriores a la comprensión de la falsa creencia. En segundo lugar, examinamos las diferentes hipótesis acerca de los aspectos del lenguaje más vinculados al desarrollo sociocognitivo, y las principales evidencias empíricas que las sustentan. Finalmente, discutimos un modelo de causalidad recíproca donde los vínculos entre lenguaje y Teoría de la Mente variarán según el momento del desarrollo considerado