Jogo da Minoria: um modelo baseado em agentes aplicado ao mercado financeiro

Nos últimos anos houve uma contribuição significativa dos físicos para a construção de um tipo de modelo baseado em agentes que busca reproduzir, em simulação computacional, o comportamento do mercado financeiro. Esse modelo, chamado Jogo da Minoria consiste de um grupo de agentes que vão ao mercado comprar ou vender ativos. Eles tomam decisões com base em estratégias e, por meio delas, os agentes estabelecem um intrincado jogo de competição e coordenação pela distribuição da riqueza. O modelo tem demonstrado resultados bastante ricos e surpreendentes, tanto na dinâmica do sistema como na capacidade de reproduzir características estatísticas e comportamentais do mercado financeiro. Neste artigo, são apresentadas a estrutura e a dinâmica do Jogo da Minoria, bem como as contribuições recentes relacionadas ao Jogo da Minoria denominado de Grande Canônico, que é um modelo mais bem ajustado às características do mercado financeiro e reproduz as regularidades estatísticas do preço dos ativos chamadas fatos estilizados.

Photoacoustic procedure for measuring thermal parameters of transparent solids

An application of photoacoustic technique is developed for determining the thermal diffusivity coefficient and the thermal conductivity of transparent materials. The backing material which supports the sample is made optically opaque, i.e., it entirely absorbs the incident light, and the converted heat diffuses through the sample heating the gas in contact with its opposite surface. The method is illustrated by fitting voltage amplitude and phase signals versus the chopping frequency in the photoacoustic cell, according to a theoretical model of heat diffusion. Thermal parameters obtained for three polymers compare very well with results from the literature. (C) 1995 American Institute of Physics.

Transfer of radon and parent nuclides U-238 and U-234 from soils of the Mendip Hills area, England, to the water phase

Laboratory time scale experiments were conducted on soils from the Mendip Hills area, England, with the purpose of evaluating the release of Rn-222 and their parent nuclides U-238 and U-234 to the water phase and to determine the influence of parameters that can affect the geochemical behaviour of these nuclides in natural systems. The specific surface area of the samples ranged from 43.8 to 52.5 cm(2) g(-1), where the particle size for all soil horizons is lognormally distributed, with modal values of the particle radius undersize ranging from 107 up to 203 mu m. The values for the released radon were between 26 and 194 pCi, which allowed to estimate emanation coefficients for these materials between 0.1 and 0.2, within the context of other values reported elsewhere. Soils derived from Carboniferous limestone and characterized by higher pH, exchangeable calcium, and the presence of U, but with a lower U-231/U-238 activity ratio, yielded the highest values for released Rn; however, this trend was not observed for dissolved U and its respective U-234/U-238 activity ratio, when considering the less aggressive etchant. Uranium is mobilized from rock matrix to A and B horizons in the analysed soil profiles, where its enrichment is about 10 times higher in soils derived from Carboniferous limestone. These data also permitted an evaluation of a theoretical model for the generation of Rn in soils and its transfer to water, in order to interpret the radioactivity due to this gas in groundwaters from the Mendip Hills district, England. (C) 1999 Elsevier B.V. B.V. All lights reserved.

Electric characterization of a hybrid composite based on POMA/P(VDF- TrFE)/Zn2SiO4 : Mn using impedance spectroscopy

Understanding the microscopic origin of the dielectric properties of disordered materials has been a challenge for many years, especially in the case of samples with more than one phase. For polar dielectrics, for instance, the Lepienski approach has indicated that the random free energy barrier model of Dyre must be extended. Here we analyse the dielectric properties of a polymer blend made up with the semiconducting poly(o-methoxyaniline) and poly( vinylidene fluoride-trifluorethylene) POMA/P(VDF-TrFE), and of a hybrid composite of POMA/P(VDF-TrFE)/Zn2SiO4:Mn. For the blend, the Lepienski model, which takes into account the rotation or stretching of electric dipoles, provided excellent fitting to the ac impedance data. Because two phases had to be assumed for the hybrid composite, we had to extend the Lepienski model to fit the data, by incorporating a second transport mechanism. The two mechanisms were associated with the electronic transport in the polymeric matrix and with transport at the interfaces between Zn2SiO4: Mn microparticles and the polymeric matrix, with the relative importance of the interfacial component increasing with the percentage of Zn2SiO4: Mn in the composite. The analysis of impedance data at various temperatures led to a prediction of the theoretical model of a change in morphology at 190 +/- 40 K, and this was confirmed experimentally with a differential scanning calorimetry experiment.

Temperature dependence of photoinduced birefringence in polystyrene doped with Disperse Red-1

A theoretical model on the basis of the free-volume concept is presented explaining the temperature dependence of photoinduced birefringence in polystyrene films that contain Disperse Red-1. Birefringence increases with temperature up to 180 K as the free volume for isomerization increases, and then decreases as thermally activated processes dominate. The fast process of birefringence decay has a time constant that increases with temperature at low temperatures, due to the change kin photoisomerization.

Application of rotor response analysis to fault detection in hydro powerplants.

In this article some considerations obtained during the utilization of rotor response analysis techniques in hydraulic powerplants are discussed. An applied research work was carried out in two hydraulic turbines analysing the rotor response both theoretically and experimentally. A developed mathematical model was used to simulate the rotordynamic behaviour of Francis and Kaplan turbines. The main dynamical effects that appear during the operation of the machines are discussed too. A series of measurements were carried out in the turbines using impact hammers to determine the modal behaviour of the units. The tests were carried out with the machine still and in operation. Some results and the comparison with the theory is presented in this article. The improved theoretical model was used for a sensitivity analysis of the different bearings to the main excitations that fake place during the machine operation. From this analysis, the best measuring points for condition monitoring were determined.

Strong and fast phase modulation for quantitative analysis of photorefractive gratings

A new approach for studying photorefractive gratings in two-wave mixing experiments by a phase modulation technique is presented. The introduction of a large-amplitude, high-frequency sinusoidal phase modulation in one of the input beams blurs the interference pattern and provides powerful harmonic signals for accurate measurements of the grating diffraction efficiency eta and the output phase shift rho between the transmitted and diffracted waves. The blurring of the light fringes can be used to suppress the higher spatial harmonics of the grating, allowing a space-charge field with sinusoidal profile to be recorded. Although the presence of such a strong phase modulation affects the beam coupling in a rather complicated way, it is shown that for the special case of equal intensity input beams, the effect of the phase modulation on eta and rho is reduced to a weakening of the coupling strength. The potentialities of the technique are illustrated in a study of refractive-index waves excited by running interference patterns in a Bi12TiO20 crystal. Expressions for the diffraction efficiency and the output phase shift are derived and used to match numerically calculated curves to the experimental data. The theoretical model is supported by the very good data fitting and allows the computation of important material parameters.

Unusual early morning development of the equatorial anomaly in the Brazilian sector during the Halloween magnetic storm

The solar events that occurred at the end of October 2003 gave rise to very strong geomagnetic disturbances that peaked twice with Dst values reaching -345 nT around 0000 UT on 30 October and -400 nT around 2300 UT, on the same day. Disturbances in several ionospheric parameters were observed over Brazil. This work will focus on the ionospheric response to the initial westward prompt penetration electric field and on the strong intensification of the equatorial ionization anomaly that occurred because of the electric field polarity reversal that followed in the early morning hours of 29 October. The F layer peak height over the equator first decreased under the strong prompt penetration westward electric field, which was followed by significant height increase under eastward electric field. We have used Sheffield University Plasmasphere Ionosphere Model (SUPIM) with an intensified westward disturbed electric field in the presunrise hours, presumably due to prompt penetration from the magnetosphere, in order to study the effect of such a field in the ionosphere. The simulation results showed that prompt penetration of magnetospheric electric fields of westward polarity to the nightside equatorial region seems to be the most probable cause of the initial F layer height decreases. The intensification of the equatorial ionization anomaly and the unusual enhancement on F layer peak density, which was not modeled by the SUPIM, are explained as caused by the strong eastward electric field that followed the initial phase in combination with a highly variable disturbed meridional/transequatorial wind system as inferred from the F2 layer peak height variations. The highly dynamic wind pattern, with a short-term response (2-4 hours), is compatible with the predictions of some previous theoretical model calculations reported in the literature.

Homonymy in natural language processes: A representation using Pustejovsky's Qualia Structure and ontological information

This paper presents a proposal for the semantic treatment of ambiguous homographic forms in Brazilian Portuguese, and to offer linguistic strategies for its computational implementation in Systems of Natural Language Processing (SNLP). Pustejovsky's Generative Lexicon was used as a theoretical model. From this model, the Qualia Structure - QS (and the Formal, Telic, Agentive and Constitutive roles) was selected as one of the linguistic and semantic expedients for the achievement of disambiguation of homonym forms. So that analyzed and treated data could be manipulated, we elaborated a Lexical Knowledge Base (LKB) where lexical items are correlated and interconnected by different kinds of semantic relations in the QS and ontological information.

Evaluation of laser level populations of erbium-doped glasses

A simulation of erbium-doped glass systems, which provides population density for the excited states involved in the 1.5 mu m and also for 2.7 mu m emissions when pumped around 980 nm, is presented. To describe the diode pump laser processes, a theoretical model based in a coupled system of differential rate equations was developed. The approach used and the obtained spectroscopic parameters are discussed. The materials under study are two oxide glasses, lead fluoroborate (PbO-PbF2-B2O3), and heavy metal oxide (Bi2O3 PbO-Ga2O3) and a fluoride glass (ZrF4-BaF2-LaF3-AlF3-NaF), all of them doped with Er3+. (c) 2006 Elsevier B.V. All rights reserved.

Behavior of plant tissue in osmotic solutions

The effect of the concentration of sucrose solutions on the cellular structure of potato tissue in equilibrium at 27 degreesC was Studied. Two different methods of investigation were used to determine the volume of the different phases composing the cellular tissue of the potato when in equilibrium with the solutions. one based on data of the concentration itself and the overall volume of 2 mm slices after 48 h at equilibrium, and the other on microscopic images of cells in thin slices of fresh tissue stained with neutral red after an hour in equilibrium to show protoplasts, vacuoles and plasmolysis spaces. The results of these methods were compared with those obtained by a predictive thermodynamic approach considering the semipermeability of cell membranes. Phase volume data obtained from microscopic analysis were more similar to what was predicted by the theoretical model than those obtained by means of composition measurement. where the long equilibrium time apparently led to the loss of semi permeability of the cell membranes, since total volumes calculated without consideration of the cell membranes were similar to those measured. This suggests that the length of time of osmotic dehydration brings about a change in cell structure and the consequent involvement of a different mechanism in mass transfer. (C) 2002 Elsevier B.V. Ltd. All rights reserved.

Anomalous transport effects on magnetic field profile in a motional current sheath

The radial magnetic field profile during implosion of a reversed field current sheath in a theta-pinch was investigated through local measurements and simulation of hybrid code. The actual profile was defined by Hermite interpolation polynomial through mean value of the field at discrete radial position of measurements. Simulation profile was provided by the numerical code with appropriate initial conditions. Classical and anomalous collision process were taken in account in the theoretical model. The results indicated that anomalous effects play major role during the implosion phase of current sheath in a slow rising theta pinch device.

Positioning and localization of two-wavelength interferograms for wavefront reconstruction with volume holographic media

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Piezo and pyroelectric radiation dosimetry

The authors review the use of photoacoustic and pyroelectric radiation dosimeters. They compare the characteristics and results obtained with a photoacoustic radiation dosimeter (PARD) and a pyroelectric radiation dosimeter (PERD). The PARD and the PERD can be used to measure the energy fluence rate of continuous X-ray beams. In the same way, the single-pulse photoacoustic radiation dosimeter and the single-pulse pyroelectric radiation dosimeter (PPERD) were compared. They can measure the energy fluence of a single pulse of X-radiation. A theoretical model to explain the results obtained with the PPERD is presented and compared with experimental results.

Fuel consumption of road commercial vehicles in the driving schedule

The fuel consumption is an important factor in the vehicle development due the fact that it has a direct effect on its trade aims. Besides that, it is known that the petrol is a scarce fuel. In this paper it is presented a procedure of fuel consumption calculation for a vehicle traveling in driving schedule. In such calculation it has been taken into account the operational conditions (load, pavement, climbing road, among others) and the building characteristics (map engine, transmission, frontal area, tire, among others) of road vehicles. There has also been an application of the theoretical model developed in a sample Mercedes-Benz do Brasil vehicle which has been compared with the values of experimental tests. Copyright © 1997 Society of Automotive Engineers, Inc.