Estudi de l'argot català a la sèrie Plats bruts : l'argot a les sèries de ficció de producció pròpia de TV3

L'interès del present projecte rau en la identificació de formes pròpies de l'argot català difoses a través de les sèries de ficció de producció pròpia de la cadena de televisió autonòmica catalana. Així, en aquest treball pretenem respondre bàsicament dues qüestions: d'una banda, si les sèries de ficció de producció pròpia de TV3, i en aquest cas Plats bruts, contribueixen a difondre l'argot català; i de l'altra, si l'existència d'un argot pròpiament català (és a dir, creat a partir de recursos de la llengua catalana) és mostra de la bona salut de la llengua.

Desenvolupament d'aplicacions per a dispositius mòbils : Les meves sèries

Desenvolupament d'una aplicació per a sistemes operatius Android per gestionar i visualitzar sèries de televisió.

Representació televisiva i percepció adolescent de les sèries dirigides als joves. Estudi de la sèrie “Física o Química”

El projecte de recerca present pretén plantejar les bases contextuals i metodològiques adients per realitzar una investigació.S’analitza la relació entre la representació televisiva que fan les sèries dirigides als joves i l’apropiació que en fan els adolescents d’aquests missatges. La sèrie objecte d’estudi és Física o Química.Es parteix d’un enfocament pluridisciplinar: combinació d’anàlisi qualitatiu i quantitatiu. Així mateix, la recerca utilitza dues bases d’anàlisi: anàlisi de continguts i anàlisi de recepció.

Embedding theorems of funcitional classes, III

In this paper we obtain the necessary and sufficient conditions for embedding results of different function classes. The main result is a criterion for embedding theorems for the so-called generalized Weyl-Nikol'skii class and the generalized Lipschitz class. To define the Weyl-Nikol'skii class, we use the concept of a (λ,β)-derivative, which is a generalization of the derivative in the sense of Weyl. As corollaries, we give estimates of norms and moduli of smoothness of transformed Fourier series.

Embedding theorems of function classes, IV

Vegeu el resum a l'inici del document del fitxer adjunt

Embedding theorems of function classes, II

Vegeu el resum a l'inici del document del fitxer adjunt.

Encryption methods using formal power series rings

Recently there has been a great deal of work on noncommutative algebraic cryptography. This involves the use of noncommutative algebraic objects as the platforms for encryption systems. Most of this work, such as the Anshel-Anshel-Goldfeld scheme, the Ko-Lee scheme and the Baumslag-Fine-Xu Modular group scheme use nonabelian groups as the basic algebraic object. Some of these encryption methods have been successful and some have been broken. It has been suggested that at this point further pure group theoretic research, with an eye towards cryptographic applications, is necessary.In the present study we attempt to extend the class of noncommutative algebraic objects to be used in cryptography. In particular we explore several different methods to use a formal power series ring R && x1; :::; xn && in noncommuting variables x1; :::; xn as a base to develop cryptosystems. Although R can be any ring we have in mind formal power series rings over the rationals Q. We use in particular a result of Magnus that a finitely generated free group F has a faithful representation in a quotient of the formal power series ring in noncommuting variables.

Co-movements between US and UK stock prices: the roles of macroeconomic information and time-series varying conditional correlations

This paper provides evidence on the sources of co-movement in monthly US and UK stock price movements by investigating the role of macroeconomic and financial variables in a bivariate system with time-varying conditional correlations. Crosscountry communality in response is uncovered, with changes in the US Federal Funds rate, UK bond yields and oil prices having similar negative effects in both markets. Other variables also play a role, especially for the UK market. These effects do not, however, explain the marked increase in cross-market correlations observed from around 2000, which we attribute to time variation in the correlations of shocks to these markets. A regime-switching smooth transition model captures this time variation well and shows the correlations increase dramatically around 1999-2000. JEL classifications: C32, C51, G15 Keywords: international stock returns, DCC-GARCH model, smooth transition conditional correlation GARCH model, model evaluation.

Stock market integration between new EU member states and the Euro-zone

This paper measures the degree in stock market integration between five Eastern European countries and the Euro-zone. A potentially gradual transition in correlations is accommodated by smooth transition conditional correlation models. We find that the correlation between stock markets has increased from 2001 to 2007. In particular, the Czech and Polish markets show a higher correlation to the Euro-zone. However, this is not a broad-based phenomenon across Eastern Europe. We also find that the increase in correlations is not a reflection of a world-wide phenomenon of financial integration but appears to be specific to the European market. JEL classifications: C32; C51; F36; G15 Keywords: Multivariate GARCH; Smooth Transition Conditional Correlation; Stock Return Comovement; New EU Members.

Progress Towards to Equity Market Integration in Eastern Europe

The advent of the European Union has decreased the diversification benefits available from country based equity market indices in the region. This paper measures the increase in stock integration between the three largest new EU members (Hungary, the Czech Republic and Poland who joined in May 2004) and the Euro-zone. A potentially gradual transition in correlations is accommodated in a single VAR model by embedding smooth transition conditional correlation models with fat tails, spillovers, volatility clustering, and asymmetric volatility effects. At the country market index level all three Eastern European markets show a considerable increase in correlations in 2006. At the industry level the dates and transition periods for the correlations differ, and the correlations are lower although also increasing. The results show that sectoral indices in Eastern European markets may provide larger diversification opportunities than the aggregate market. JEL classifications: C32; C51; F36; G15 Keywords: Multivariate GARCH; Smooth Transition Conditional Correlation; Stock Return Comovement; Sectoral correlations; New EU Members

Leading indicator properties of US high-yield credit spreads

In this paper we examine the out-of-sample forecast performance of high-yield credit spreads regarding real-time and revised data on employment and industrial production in the US. We evaluate models using both a point forecast and a probability forecast exercise. Our main findings suggest the use of few factors obtained by pooling information from a number of sector-specific high-yield credit spreads. This can be justified by observing that, especially for employment, there is a gain from using a principal components model fitted to high-yield credit spreads compared to the prediction produced by benchmarks, such as an AR, and ARDL models that use either the term spread or the aggregate high-yield spread as exogenous regressor. Moreover, forecasts based on real-time data are generally comparable to forecasts based on revised data. JEL Classification: C22; C53; E32 Keywords: Credit spreads; Principal components; Forecasting; Real-time data.

Estudi GPGPU dedicat al processament de neuroimatges

La tecnologia GPGPU permet paral∙lelitzar càlculs executant operacions aritmètiques en els múltiples processadors de que disposen els xips gràfics. S'ha fet servir l'entorn de desenvolupament CUDA de la companyia NVIDIA, que actualment és la solució GPGPU més avançada del mercat. L'algorisme de neuroimatge implementat pertany a un estudi VBM desenvolupat amb l'eina SPM. Es tracta concretament del procés de segmentació d'imatges de ressonància magnètica cerebrals, en els diferents teixits dels quals es composa el cervell: matèria blanca, matèria grisa i líquid cefaloraquidi. S'han implementat models en els llenguatges Matlab, C i CUDA, i s'ha fet un estudi comparatiu per plataformes hardware diferents.