On certain geometric aspects of portfolio optimisation with higher moments

We discuss geometric properties related to the minimisation of a portfolio kurtosis given its first two odd moments, considering a risk-less asset and allowing for short sales. The findings are generalised for the minimisation of any given even portfolio moment with fixed excess return and skewness, and then for the case in which only excess return is constrained. An example with two risky assets provides a better insight on the problems related to the solutions. The importance of the geometric properties and their use in the higher moments portfolio choice context is highlighted.

Optimal growth in a two-sector model without discounting: a geometric investigation

We characterize optimal policy in a two-sector growth model with xed coeÆcients and with no discounting. The model is a specialization to a single type of machine of a general vintage capital model originally formulated by Robinson, Solow and Srinivasan, and its simplicity is not mirrored in its rich dynamics, and which seem to have been missed in earlier work. Our results are obtained by viewing the model as a specific instance of the general theory of resource allocation as initiated originally by Ramsey and von Neumann and brought to completion by McKenzie. In addition to the more recent literature on chaotic dynamics, we relate our results to the older literature on optimal growth with one state variable: speci cally, to the one-sector setting of Ramsey, Cass and Koopmans, as well as to the two-sector setting of Srinivasan and Uzawa. The analysis is purely geometric, and from a methodological point of view, our work can be seen as an argument, at least in part, for the rehabilitation of geometric methods as an engine of analysis.

Estimativa da área foliar de Ageratum conyzoides usando dimensões lineares do limbo foliar

The aim of this research was to obtain a mathematical equation to estimate the leaf area of Ageratum conyzoides based on linear measures of its leaf blade. Correlation studies were done using real leaf area (Sf), leaf length (C) and the maximum leaf width (L), in about 200 leaf blades. The evaluated statistic models were: linear Y = a + bx; simple linear Y = bx; geometric Y = ax(b); and exponential Y = ab(x). The evaluated linear, exponential and geometric models can be used in the billygoat weed leaf area estimation. In the practical sense, the simple linear regression model is suggested using the C*L multiplication product and taking the linear coefficient equal to zero, because it showed weak-alteration on sum of squares error and satisfactory residual analysis. Thus, an estimate of A conyzoides leaf area can be obtained using the equation Sf = 0.6789*(C*L), with a determination coefficient of 0.8630.

Estimativa da área foliar de Brachiaria plantaginea usando dimensões lineares do limbo foliar

Com o objetivo de obter uma equação que, por meio de parâmetros lineares dimensionais das folhas, permita a estimativa da área foliar de Brachiaria plantaginea, estudaram-se relações entre a área foliar real (Sf) e os parâmetros dimensionais do limbo foliar, como o comprimento ao longo da nervura principal (C) e a largura máxima (L), perpendicular à nervura principal. As equações lineares simples, exponenciais e geométricas obtidas podem ser usadas para estimação da área foliar do capim-marmelada. do ponto de vista prático, deve-se optar pela equação linear simples, envolvendo o produto C x L, usando-se a equação de regressão Sf = 0,7338 x (C x L), o que equivale a tomar 73,38% do produto entre o comprimento ao longo da nervura principal e a largura máxima, com um coeficiente de determinação de 0,8754.

Estimativa da área foliar de Typha latifolia usando dimensões lineares do limbo foliar

Com o objetivo de obter uma equação que, através de parâmetros lineares dimensionais das folhas, permita a estimativa da área foliar de Typha latifolia, estudaram-se relações entre a área foliar real (Sf) e parâmetros dimensionais do limbo foliar, como o comprimento ao longo da nervura principal (C) e a largura máxima (L), perpendicular à nervura principal. As equações lineares simples, exponenciais e geométricas obtidas podem ser usadas para estimação da área foliar da taboa. do ponto de vista prático, sugere-se optar pela equação linear simples que envolve o produto C x L, usando-se a equação de regressão Sf = 0,9651 x (C x L), que equivale a tomar 96,51% do produto entre o comprimento ao longo da nervura principal e a largura máxima, com um coeficiente de determinação de 0,9411.

Estimativa da área foliar de Tridax procumbens usando dimensões lineares do limbo foliar

Com o objetivo de obter uma equação que, através de parâmetros lineares dimensionais das folhas, permita a estimativa da área foliar de Tridax procumbens, estudaram-se relações entre a área foliar real (Sf) e os parâmetros dimensionais do limbo foliar, como o comprimento ao longo da nervura principal (C) e a largura máxima (L), perpendicular à nervura principal. As equações lineares simples, exponenciais e geométricas obtidas podem ser usadas para estimação da área foliar da erva-de-touro. do ponto de vista prático, sugere-se optar pela equação linear simples envolvendo o produto C x L, usando-se a equação de regressão Sf = 0,6008 x (C x L), que equivale a tomar 60,08% do produto entre o comprimento ao longo da nervura principal e a largura máxima, com um coeficiente de determinação de 0,8731.

Basal temperature and thermal sum in phenological phases of nectarine and peach cultivars

O objetivo deste trabalho foi avaliar a temperatura basal, a soma térmica acumulada em diferentes fases fenológicas, a duração das fenofases, a produtividade e a sazonalidade do ciclo de uma cultivar de nectarina e de 14 cultivares de pêssego, entre 2006 e 2009. As fases fenológicas consideradas foram: poda-brotação; brotação-florescimento, da gema inchada até a flor aberta; florescimento-frutificação, da queda das pétalas até o fruto médio; e maturação. As temperaturas basais mínimas obtidas foram: poda-brotação, 8°C, independentemente das cultivares avaliadas; brotação-florescimento, 10°C, com exceção de 'Cascata 968', que necessitou de Tb de 8°C; florescimento-frutificação, 12°C, exceto 'Oro Azteca', que necessitou de Tb de 14°C; maturação, 14°C, com exceção de 'Sunblaze', 'Diamante Mejorado' e 'Precocinho', com Tb de 12°C. Para a maioria das cultivares, as temperaturas basais máximas foram de 30, 34, 34 e 28ºC, nas fases poda-brotação, brotação-florescimento, florescimento-frutificação e maturação, respectivamente. 'Turmalina', 'Marli' e 'Tropic Beauty' apresentaram produtividade média de 3.945,0, 3.969,3 e 3.954,0 kg ha-1, em 2009, respectivamente, enquanto a nectarineira 'Sunblaze' produziu em torno de 3.900 kg ha-1 em 2008 e 2009. As cultivares diferiram quanto ao ciclo total e quanto às somas térmicas acumuladas que variaram, respectivamente, de 245 dias e 1.881,4 graus-dia em 'Oro Azteca', a 144 dias e 1.455,7 graus-dia em 'Precocinho'.

Euler e os números pentagonais

The present investigation includes a study of Leonhard Euler and the pentagonal numbers is his article Mirabilibus Proprietatibus Numerorum Pentagonalium - E524. After a brief review of the life and work of Euler, we analyze the mathematical concepts covered in that article as well as its historical context. For this purpose, we explain the concept of figurate numbers, showing its mode of generation, as well as its geometric and algebraic representations. Then, we present a brief history of the search for the Eulerian pentagonal number theorem, based on his correspondence on the subject with Daniel Bernoulli, Nikolaus Bernoulli, Christian Goldbach and Jean Le Rond d'Alembert. At first, Euler states the theorem, but admits that he doesn t know to prove it. Finally, in a letter to Goldbach in 1750, he presents a demonstration, which is published in E541, along with an alternative proof. The expansion of the concept of pentagonal number is then explained and justified by compare the geometric and algebraic representations of the new pentagonal numbers pentagonal numbers with those of traditional pentagonal numbers. Then we explain to the pentagonal number theorem, that is, the fact that the infinite product(1 x)(1 xx)(1 x3)(1 x4)(1 x5)(1 x6)(1 x7)... is equal to the infinite series 1 x1 x2+x5+x7 x12 x15+x22+x26 ..., where the exponents are given by the pentagonal numbers (expanded) and the sign is determined by whether as more or less as the exponent is pentagonal number (traditional or expanded). We also mention that Euler relates the pentagonal number theorem to other parts of mathematics, such as the concept of partitions, generating functions, the theory of infinite products and the sum of divisors. We end with an explanation of Euler s demonstration pentagonal number theorem

Geometrias não-eucludianas como anomalias: implicações para o ensino de geometria e medidas

This present research the aim to show to the reader the Geometry non-Euclidean while anomaly indicating the pedagogical implications and then propose a sequence of activities, divided into three blocks which show the relationship of Euclidean geometry with non-Euclidean, taking the Euclidean with respect to analysis of the anomaly in non-Euclidean. PPGECNM is tied to the line of research of History, Philosophy and Sociology of Science in the Teaching of Natural Sciences and Mathematics. Treat so on Euclid of Alexandria, his most famous work The Elements and moreover, emphasize the Fifth Postulate of Euclid, particularly the difficulties (which lasted several centuries) that mathematicians have to understand him. Until the eighteenth century, three mathematicians: Lobachevsky (1793 - 1856), Bolyai (1775 - 1856) and Gauss (1777-1855) was convinced that this axiom was correct and that there was another geometry (anomalous) as consistent as the Euclid, but that did not adapt into their parameters. It is attributed to the emergence of these three non-Euclidean geometry. For the course methodology we started with some bibliographical definitions about anomalies, after we ve featured so that our definition are better understood by the readers and then only deal geometries non-Euclidean (Hyperbolic Geometry, Spherical Geometry and Taxicab Geometry) confronting them with the Euclidean to analyze the anomalies existing in non-Euclidean geometries and observe its importance to the teaching. After this characterization follows the empirical part of the proposal which consisted the application of three blocks of activities in search of pedagogical implications of anomaly. The first on parallel lines, the second on study of triangles and the third on the shortest distance between two points. These blocks offer a work with basic elements of geometry from a historical and investigative study of geometries non-Euclidean while anomaly so the concept is understood along with it s properties without necessarily be linked to the image of the geometric elements and thus expanding or adapting to other references. For example, the block applied on the second day of activities that provides extend the result of the sum of the internal angles of any triangle, to realize that is not always 180° (only when Euclid is a reference that this conclusion can be drawn)

Generic Bifurcations of Planar Filippov Systems via Geometric Singular Perturbations

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

A geometric interpretation for transmission real losses minimization through the optimal power flow and its influence on voltage collapse

This work presents an approach for geometric solution of an optimal power flow (OPF) problem for a two bus system (a slack and a PV busses). Additionally, the geometric relationship between the losses minimization and the increase of the reactive margin and, therefore, the maximum loading point, is shown. The algebraic equations for the calculation of the Lagrange multipliers and for the minimum losses value are obtained. These equations are used to validate the results obtained using an OPF program. (C) 2002 Elsevier B.V. B.V. All rights reserved.

Geographic variation in cranial shape in the Pumpkin Toadlet (Brachycephalus ephippium): A geometric analysis

The description of patterns of variation in any character system within well-defined species is fundamental for understanding lineage diversification and the identification of geographic units that represent opportunities for sustained evolutionary divergence. In this paper, we analyze intraspecific variation in cranial shape in the Pumpkin Toadlet, Brachycephalus ephippium-a miniaturized species composed of isolated populations on the slopes of the mountain ranges of southeastern Brazil. Shape variables were derived using geometric-statistical methods that describe shape change as localized deformations in a spatial framework defined by anatomical landmarks in the cranium of B. ephippium. By statistically weighting differences between landmarks that are not close together (changes at larger geometric scale), cranial variation among geographic samples of B. ephippium appears continuous with no obvious gaps. This pattern of variation is caused by a confounding effect between within-sample allometry and among-sample shape differences. In contrast, by statistically weighting differences between landmarks that are at close spacing (changes at smaller geometric scale), differences in shape within- and among-sample variation are not confounded, and a marked geographic differentiation among population samples of B. ephippium emerges. The observed pattern of geographic differentiation in cranial shape apparently cannot be explained as isolation-by-distance. This study provides the first evidence that the detection of morphological variation or lack thereof, that is, morphological conservatism, may be conditional on the scale of measurement of variation in shape within the methodological formalism of geometric morphometrics.

The omega DD vertex in a sum rule approach

The study of charmonium dissociation in heavy ion collisions is generally performed in the framework of effective Lagrangians with meson exchange. Some studies are also developed with the intention of calculate form factors and coupling constants related with charmed and light mesons. These quantifies are important in the evaluation of charmonium cross sections. In this Letter we present a calculation of the omega DD vertex that is a possible interaction vertex in some meson-exchange models spread in the literature. We used the standard method of QCD sum rules in order to obtain the vertex form factor as a function of the transferred momentum. Our results are compatible with the value of this vertex form factor (at zero momentum transfer) obtained in the vector-meson dominance model. (c) 2006 Elsevier B.V. All rights reserved.