A 2D coordination polymer with brick-wall network topology based on the [Cu(NCS)(2)(pn)] monomer

The new complex [Cu(NCS)(2)(pn)] (1) (pn = 1,3-propanediamine) has been synthesized and characterized by elemental analysis, infrared and electronic spectroscopy. Single crystal X-ray diffraction studies revealed that complex 1 is made up of neutral [Cu(NCS)(2)(pn)] units which are connected by mu-1,3,3-thiocyanato groups to yield a 2D metal-organic framework with a brick-wall network topology. Intermolecular hydrogen bonds of the type NH...SCN and NH...NCS are also responsible for the stabilization of the crystal structure. (c) 2007 Elsevier B.V. All rights reserved.

Photoelectron multipliers based on avalanche pn - i - pn structures

We present a new physical principle to design an optoelectronic device, which consists of a multilayered semiconductor structure, where the necessary conditions for generation of photoelectrons are met, such that it will enable sequential avalanche multiplication of electrons and holes inside two depletion slabs created around the p - n junctions of a reverse biased pn - i - pn structure. The mathematical model and computer simulations of this Semiconductor Photo-electron Multiplier (SPEM) for different semiconductor materials are presented. Its performance is evaluated and compared with that of conventional devices. The Geiger operational mode is briefly discussed which may be used in Silicon Photomultiplier (SiPM) as an elementary photo detector to enhance its performance.

Estratégia de Investimento baseada em padrões descobertos por mineração de dados em séries históricas de preços diários do Indice IBOVESPA e das ações da PETROBRAS-PN (PETR4.SA)

With the increase of stakeholders and consequently increase of amount of nancial transaction the study of news investment strategies in the stock market with data mining techniques has been the target of important researches. It allows that great historical data base to be processed and analysed looking for pattern that can be used to take a decision in investments. With the idea of getting pro t more than the real indexs' gain, we propose a strategy method of transactions using rules built by algorithm classi cation. For that, diary historical data of Ibovespa index and Petrobras stocks are organized and processed to nding the most important attribute that act decisively when taking a investment decision.To test the accuracy of proposed rules, a non real portfolio management is created, showing the decisions' performance over the real index and stocks' performance. Following the proposed rules, the results show that the strategy of investment give me back a high return that Stock market's return. The exclusive characteristics of algorithms maximize the gain inside the analysed time allowing to determine the techniques' return and the number of the days necessary to double the initial investment. The best classi er applied on the time series and its use on the propose investments strategy will demand 104 days to double the initial capital