7 resultados para Shadow Price

em Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho"


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A semi-analytical approach is proposed to study the rotational motion of an artificial satellite, under the influence of torque due to the solar radiation pressure, and taking into account the influence of Earth's shadow. Using Andoyer variables the equations for the rotational motion are presented in extended Hamiltonian form. In order to get a solution for the state variables close to an actual motion, the considered model for the shadow function takes into account physical and geometric factors and three specific regions: shadow, penumbra and full light. A mapping for the shadow function is proposed and a semi-analytical process is applied. When the satellite is totally illuminated or it is inside the penumbra, a known analytical solution is used to compute the satellite's attitude. A numerical simulation shows, when the penumbra region is included, the attenuation of the rotational motion during the transition from the shadow to the illuminate region and vice versa. (c) 2005 Published by Elsevier Ltd on behalf of COSPAR.

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This paper describes a branch-and-price algorithm for the p-median location problem. The objective is to locate p facilities (medians) such as the sum of the distances from each demand point to its nearest facility is minimized. The traditional column generation process is compared with a stabilized approach that combines the column generation and Lagrangean/surrogate relaxation. The Lagrangean/surrogate multiplier modifies; the reduced cost criterion, providing the selection of new productive columns at the search tree. Computational experiments are conducted considering especially difficult instances to the traditional column generation and also with some large-scale instances. (C) 2004 Elsevier Ltd. All rights reserved.

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Relata-se a ocorrência de Learedius learedi Price 1934 (Digenea, Spirorchiidae) em Chelonia mydas Linnaeus 1758 (Testudines, Chelonidae) no Brasil. Onze animais foram examinados e destes, 54,6% estavam parasitados. Duzentos e cinqüenta e cinco exemplares de L. learedi foram recuperados de órgãos (coração, fígado, baço, pulmões, rins, mesentério) e do lavado corporal dos animais. Os resultados contribuem para o conhecimento da helmintofauna de quelônios marinhos e sua distribuição geográfica. Este é o primeiro registro da ocorrência de L. learedi na região do Atlântico Sul Ocidental.

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We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for inflation and a period spanning 15 years characterized by memoryless returns is chosen for the analysis. Model parameters are estimated by observing volatility scaling and correlation properties. We show that the Heston model with at least two time scales for the volatility mean reverting dynamics satisfactorily describes price fluctuations ranging from time scales larger than 20min to 160 days. At time scales shorter than 20 min we observe autocorrelated returns and power law tails incompatible with the Heston model. Despite major regulatory changes, hyperinflation and currency crises experienced by the Brazilian market in the period studied, the general success of the description provided may be regarded as an evidence for a general underlying dynamics of price fluctuations at intermediate mesoeconomic time scales well approximated by the Heston model. We also notice that the connection between the Heston model and Ehrenfest urn models could be exploited for bringing new insights into the microeconomic market mechanics. (c) 2005 Elsevier B.V. All rights reserved.

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A new shadow-ring device for measuring diffuse solar radiation at the surface is presented. In this device the seasonal variation of shadow is followed by moving the detector horizontally. This unique characteristic facilitates its application for long and continuous periods of time. The blocking effect caused by the ring and other related geometric properties are formulated considering the diffuse solar radiation isotropic. The correction factor, shadow size, and ring-detector distance are derived as a function of radius and width of the ring, sun position, and local latitude. The largest blocking occurs during summer, when the ring-detector distance and the shadow width are the smallest, and it is compensated by a smaller blocking effect in the winter period. The performance of the new device is verified comparing daily values of diffuse solar radiation measured simultaneously with a similar device from Kipp & Zonen, Inc. The results show a very good agreement (within 2.5%) between both devices. The new device was also able to reproduce the radiometric properties of the local atmosphere based on 3-yr-long measurements of direct solar radiation using a pyrheliometer. The new device can be applied to estimate daily values of diffuse solar radiation at the surface in the range of 30degreesN-30degreesS with results comparable to other similar apparatuses.

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A semi-analytical approach is proposed to study the rotational motion of an artificial satellite under the influence of the torque due to the solar radiation pressure and taking into account the influence of Earth's shadow. The Earth's shadow is introduced in the equations for the rotational motion as a function depending on the longitude of the Sun, on the ecliptic's obliquity and on the orbital parameters of the satellite. By mapping and computing this function, we can get the periods in which the satellite is not illuminated and the torque due to the solar radiation pressure is zero. When the satellite is illuminated, a known analytical solution is used to predict the satellite's attitude. This analytical solution is expressed in terms of Andoyer's variables and depends on the physical and geometrical properties of the satellite and on the direction of the Sun radiation flux. By simulating a hypothetical circular cylindrical type satellite, an example is exhibited and the results agree quite well when compared with a numerical integration. © 1997 COSPAR. Published by Elsevier Science Ltd.