Financial time series analysis : Chaos and neurodynamics approach

This work aims at combining the Chaos theory postulates and Artificial Neural Networks classification and predictive capability, in the field of financial time series prediction. Chaos theory, provides valuable qualitative and quantitative tools to decide on the predictability of a chaotic system. Quantitative measurements based on Chaos theory, are used, to decide a-priori whether a time series, or a portion of a time series is predictable, while Chaos theory based qualitative tools are used to provide further observations and analysis on the predictability, in cases where measurements provide negative answers. Phase space reconstruction is achieved by time delay embedding resulting in multiple embedded vectors. The cognitive approach suggested, is inspired by the capability of some chartists to predict the direction of an index by looking at the price time series. Thus, in this work, the calculation of the embedding dimension and the separation, in Takens‘ embedding theorem for phase space reconstruction, is not limited to False Nearest Neighbor, Differential Entropy or other specific method, rather, this work is interested in all embedding dimensions and separations that are regarded as different ways of looking at a time series by different chartists, based on their expectations. Prior to the prediction, the embedded vectors of the phase space are classified with Fuzzy-ART, then, for each class a back propagation Neural Network is trained to predict the last element of each vector, whereas all previous elements of a vector are used as features.

Essays on growth and environment

This thesis consists of a summary and four self-contained papers. Paper [I] Following the 1987 report by The World Commission on Environment and Development, the genuine saving has come to play a key role in the context of sustainable development, and the World Bank regularly publishes numbers for genuine saving on a national basis. However, these numbers are typically calculated as if the tax system is non-distortionary. This paper presents an analogue to genuine saving in a second best economy, where the government raises revenue by means of distortionary taxation. We show how the social cost of public debt, which depends on the marginal excess burden, ought to be reflected in the genuine saving. We also illustrate by presenting calculations for Greece, Japan, Portugal, U.K., U.S. and OECD average, showing that the numbers published by the World Bank are likely to be biased and may even give incorrect information as to whether the economy is locally sustainable. Paper [II] This paper examines the relationships among per capita CO2 emissions, per capita GDP and international trade based on panel data spanning the period 1960-2008 for 150 countries. A distinction is also made between OECD and Non-OECD countries to capture the differences of this relationship between developed and developing economies. We apply panel unit root and cointegration tests, and estimate a panel error correction model. The results from the error correction model suggest that there are long-term relationships between the variables for the whole sample and for Non-OECD countries. Finally, Granger causality tests show that there is bi-directional short-term causality between per capita GDP and international trade for the whole sample and between per capita GDP and CO2 emissions for OECD countries. Paper [III] Fundamental questions in economics are why some regions are richer than others, why their growth rates differ, whether their growth rates tend to converge, and what key factors contribute to explain economic growth. This paper deals with the average income growth, net migration, and changes in unemployment rates at the municipal level in Sweden. The aim is to explore in depth the effects of possible underlying determinants with a particular focus on local policy variables. The analysis is based on a three-equation model. Our results show, among other things, that increases in the local public expenditure and income taxe rate have negative effects on subsequent income income growth. In addition, the results show conditional convergence, i.e. that the average income among the municipal residents tends to grow more rapidly in relatively poor local jurisdictions than in initially “richer” jurisdictions, conditional on the other explanatory variables. Paper [IV] This paper explores the relationship between income growth and income inequality using data at the municipal level in Sweden for the period 1992-2007. We estimate a fixed effects panel data growth model, where the within-municipality income inequality is one of the explanatory variables. Different inequality measures (Gini coefficient, top income shares, and measures of inequality in the lower and upper part of the income distribution) are examined. We find a positive and significant relationship between income growth and income inequality measured as the Gini coefficient and top income shares, respectively. In addition, while inequality in the upper part of the income distribution is positively associated with the income growth rate, inequality in the lower part of the income distribution seems to be negatively related to the income growth. Our findings also suggest that increased income inequality enhances growth more in municipalities with a high level of average income than in municipalities with a low level of average income.

Correlations among behavior, performance and environment in broiler breeders using multivariate analysis

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Ensino por investigação: contribuições de um curso de formação continuada para a prática de professores de ciências naturais e biologia

Normally initial teacher training has not been sufficient to provide all the tools for an updated and efficient teaching practice. It is presented here one of the ways of working the completion of the initial training through a course of continuing education. This course is based on inquiry teaching which is considered an important teaching strategy for science education. This kind of teaching enables improvement of students reasoning and cognitive skills, the cooperation among them, the understanding of the nature of scientific work, and the motivation to think about the relationship between science, technology, society and environment. For this dissertation a course of continuing education based on this approach was followed in order to evaluate which contributions it can bring to the teaching practice. The course was followed based on three stages: on the first there was a questionnaire and an informal interview; next it happened through participant observation with audio and visual aid; the third stage happened through semi structured interview. The collected information was analyzed based on Content Analysis. An inquiry teaching pedagogical material was produced for the course including some examples and applications of this approach. The aim of the material is that it can be a support for the teachers after de course. The results allowed seeing that the course was very useful, different from the traditional and the teachers that put the approach to use found it to be very positive. Thus it can be said that some of the teachers who participated will try again to apply it, try to contextualize more the teaching situations with the students day to day life, as well make them more active and critic. We can also gather from the study, that the inquiry teaching is a very different tool from what the teacher was taught and is accustomed to use and the theoretical comprehension, acceptance and practice change is a complicated process and demands time

CENSUS HISTOGRAMS: A SIMPLE FEATURE EXTRACTION and MATCHING APPROACH FOR FACE RECOGNITION

Most face recognition approaches require a prior training where a given distribution of faces is assumed to further predict the identity of test faces. Such an approach may experience difficulty in identifying faces belonging to distributions different from the one provided during the training. A face recognition technique that performs well regardless of training is, therefore, interesting to consider as a basis of more sophisticated methods. In this work, the Census Transform is applied to describe the faces. Based on a scanning window which extracts local histograms of Census Features, we present a method that directly matches face samples. With this simple technique, 97.2% of the faces in the FERET fa/fb test were correctly recognized. Despite being an easy test set, we have found no other approaches in literature regarding straight comparisons of faces with such a performance. Also, a window for further improvement is presented. Among other techniques, we demonstrate how the use of SVMs over the Census Histogram representation can increase the recognition performance.

Strutural and optical approach of CdS@ZnS core-shell system

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A branch-and-price approach to p-median location problems

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.

A marker-and-cell approach to free surface 2-D multiphase flows

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Nitrogen fluxes from treefrogs to tank epiphytic bromeliads: an isotopic and physiological approach

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Dynamical properties for the problem of a particle in an electric field of wave packet: Low velocity and relativistic approach

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Regulation of xylanase in Aspergillus phoenicis: a physiological and molecular approach

Microbial xylanolytic enzymes have a promising biotechnological potential, and are extensively applied in industries. In this study, induction of xylanolytic activity was examined in Aspergillus phoenicis. Xylanase activity induced by xylan, xylose or beta-methylxyloside was predominantly extracellular (93-97%). Addition of 1% glucose to media supplemented with xylan or xylose repressed xylanase production. Glucose repression was alleviated by addition of cAMP or dibutyryl-cAMP. These physiological observations were supported by a Northern analysis using part of the xylanase gene ApXLN as a probe. Gene transcription was shown to be induced by xylan, xylose, and beta-methylxyloside, and was repressed by the addition of 1% glucose. Glucose repression was partially relieved by addition of cAMP or dibutyryl cAMP.

Very Intense Distinct Blue and Red Photoluminescence Emission in MgTiO3 Thin Films Prepared by the Polymeric Precursor Method: An Experimental and Theoretical Approach

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

O pro-álcool e algumas relações CTS concebidas por alunos de 6ª série do ensino fundamental

A crescente degradação do meio ambiente e o reconhecimento, por parte da sociedade contemporânea, da existência de problemas considerados críticos, acentuadamente a questão energética, intensifica a preocupação em incorporar nas atividades de ensino aspectos da relação do ser humano com o ambiente. A necessidade de abordar, durante atividades de ensino de ciências, questões relacionadas com a dimensão valorativa e aspectos da relação entre ciência, tecnologia e sociedade passa a ser reconhecida tanto por educadores de maneira geral quanto por especialistas da área, de maneira particular. O movimento Ciência, Tecnologia e Sociedade (CTS) como um conjunto de propostas para o ensino de ciências é uma conseqüência concreta desta tendência. No caso do Brasil são poucas as pesquisas em ensino de ciências que exploram essa possibilidade e são poucas as experiências em termos de trabalhos em sala de aula que abordam esta questão. Este trabalho, realizado entre maio e novembro de 1996, sistematiza os dados coletados em uma classe de 6ª série do ensino fundamental que teve como tema de estudos o Projeto Pro-Álcool. Foi planejado e desenvolvido um conjunto de atividades, utilizando-se de um número bastante diversificado de procedimentos didáticos. Os resultados de pesquisa indicam que, um trabalho que ofereça aos alunos oportunidades de discussões e reflexões, a partir de procedimentos e material didático diversificado e rico em termos de solicitações e propostas aos alunos, pode promover a incorporação, em sala de aula, de diferentes dimensões relacionadas com a ciência, tecnologia, sociedade e ambiente.

Photoluminescence in disordered sm-doped PbTiO3: Experimental and theoretical approach

Sm-doped PbTiO3 powder was synthesized by the polymeric precursor method, and was heat treated at different temperatures. The x-ray diffraction, photoluminescence, and UV-visible were used as a probe for the structural order degree short-, intermediate-, and long-range orders. Sm-3+ ions were used as markers of these order-disorder transformations in the PbTiO3 system. From the Rietveld refinement of the Sm-doped PbTiO3 x-ray diffraction data, structural models were obtained and analyzed by periodic ab initio quantum mechanical calculations using the CRYSTAL 98 package within the framework of density functional theory at the B3LYP level. This program can yield important information regarding the structural and electronic properties of crystalline and disordered structures. The experimental and theoretical results indicate the presence of the localized states in the band gap, due to the symmetry break, which is responsible for visible photoluminescence at room temperature in the disordered structure. (c) 2006 American Institute of Physics.

PATH INTEGRAL AND OPERATOR APPROACH FOR THE PODOLSKY-SCHWINGER MODEL

We study the role of the thachyonic excitation which emerges from the quantum electrodynamics in two dimensions with Podolsky term. The quantization is performed by using path integral framework and the operator approach.