The accuracy of the escrowed dividend model on the value of European options on a stock paying discrete dividend

This project characterizes the accuracy of the escrowed dividend model on the value of European options on a stock paying discrete dividend. A description of the escrowed dividend model is provided, and a comparison between this model and the benchmark model is realized. It is concluded that options on stocks with either low volatility, low dividend yield, low ex-dividend to maturity ratio or that are deep in or out of the money are reasonably priced with the escrowed dividend model.

Contribuição da detecção remota para a prospecção de jazigos de Sn, W e Au na região de Góis

A presente dissertação pretende utilizar técnicas de detecção remota como ferramenta na prospecção de jazigos de estanho, volfrâmio e ouro em Portugal Continental. O facto de ser relativamente comum a coexistência de mineralizações estano-volframíticas com mineralizações auro-argentíferas nas regiões centro e norte de Portugal, associado à importância estratégica e económica destes metais, tanto a nível nacional, como europeu, faz destas regiões um dos mais apetecíveis alvos para a prospecção e exploração mineira em Portugal. No contexto português, as ferramentas de detecção remota têm vindo a ser aplicadas com alguma regularidade e nas mais diversas temáticas das Geociências. Contudo, exceptuando alguns trabalhos, principalmente dos anos oitenta e noventa, são escassos os casos conhecidos da aplicação específica da detecção remota na prospecção de recursos minerais metálicos em Portugal. Assim, através da utilização de critérios de fotointerpretação, da aplicação de técnicas de processamento digital a imagens de satélite, assim como da integração dos resultados obtidos com dados de cartografia geológica, de altimetria e geofísicos, pretende-se a selecção de zonas potencialmente relacionadas com a ocorrência dos referidos metais na região de Góis-Castanheira de Pêra. A selecção das zonas potenciais tem como objectivo a escolha de alvos para posterior estudo em pormenor, cujo alcance já não é abrangido pelo âmbito desta dissertação. Para além da aplicação das técnicas de detecção remota e da integração de diferentes fontes de informação em ambiente SIG, foram realizados trabalhos de campo com o intuito de permitir a validação preliminar dos resultados obtidos.

Using relational algebra on the specification of real world ETL processes

Modeling Extract-Transform-Load (ETL) processes of a Data Warehousing System has always been a challenge. The heterogeneity of the sources, the quality of the data obtained and the conciliation process are some of the issues that must be addressed in the design phase of this critical component. Commercial ETL tools often provide proprietary diagrammatic components and modeling languages that are not standard, thus not providing the ideal separation between a modeling platform and an execution platform. This separation in conjunction with the use of standard notations and languages is critical in a system that tends to evolve through time and which cannot be undermined by a normally expensive tool that becomes an unsatisfactory component. In this paper we demonstrate the application of Relational Algebra as a modeling language of an ETL system as an effort to standardize operations and provide a basis for uncommon ETL execution platforms.

A relational algebra approach to ETL modeling

The MAP-i Doctoral Programme in Informatics, of the Universities of Minho, Aveiro and Porto

Evidence of Wγγ production in pp collisions at s√=8 TeV and limits on anomalous quartic gauge couplings with the ATLAS detector

This Letter reports evidence of triple gauge boson production pp→W(ℓν)γγ+X, which is accessible for the first time with the 8 TeV LHC data set. The fiducial cross section for this process is measured in a data sample corresponding to an integrated luminosity of 20.3 fb−1, collected by the ATLAS detector in 2012. Events are selected using the W boson decay to eν or μν as well as requiring two isolated photons. The measured cross section is used to set limits on anomalous quartic gauge couplings in the high diphoton mass region.

Search for W'→tb- in the lepton plus jets final state in proton-proton collisions at a centre-of-mass energy of s=8 TeV with the ATLAS detector

A search for new charged massive gauge bosons, called W′, is performed with the ATLAS detector at the LHC, in proton--proton collisions at a centre-of-mass energy of s√ = 8 TeV, using a dataset corresponding to an integrated luminosity of 20.3 fb−1. This analysis searches for W′ bosons in the W′→tb¯ decay channel in final states with electrons or muons, using a multivariate method based on boosted decision trees. The search covers masses between 0.5 and 3.0 TeV, for right-handed or left-handed W′ bosons. No significant deviation from the Standard Model expectation is observed and limits are set on the W′→tb¯ cross-section times branching ratio and on the W′-boson effective couplings as a function of the W′-boson mass using the CLs procedure. For a left-handed (right-handed) W′ boson, masses below 1.70 (1.92) TeV are excluded at 95% confidence level.

Simultaneous measurements of the tt¯, W+W−, and Z/γ∗→ττ production cross-sections in pp collisions at s√=7 TeV with the ATLAS detector

Simultaneous measurements of the tt¯, W+W−, and Z/γ∗→ττ production cross-sections using an integrated luminosity of 4.6 fb−1 of pp collisions at s√=7 TeV collected by the ATLAS detector at the LHC are presented. Events are selected with two high transverse momentum leptons consisting of an oppositely charged electron and muon pair. The three processes are separated using the distributions of the missing transverse momentum of events with zero and greater than zero jet multiplicities. Measurements of the fiducial cross-section are presented along with results that quantify for the first time the underlying correlations in the predicted and measured cross-sections due to proton parton distribution functions. These results indicate that the correlated NLO predictions for tt¯ and Z/γ∗→ττ significantly underestimate the data, while those at NNLO generally describe the data well. The full cross-sections are measured to be σ(tt¯)=181.2±2.8+9.7−9.5±3.3±3.3 pb, σ(W+W−)=53.3±2.7+7.3−8.0±1.0±0.5 pb, and σ(Z/γ∗→ττ)=1174±24+72−87±21±9 pb, where the cited uncertainties are due to statistics, systematic effects, luminosity and the LHC beam energy measurement, respectively.

Measurement of the production and lepton charge asymmetry of W bosons in Pb plus Pb collisions at root s(NN)=2.76 TeV with the ATLAS detec

A measurement of W boson production in lead-lead collisions at sNN−−−√=2.76 TeV is presented. It is based on the analysis of data collected with the ATLAS detector at the LHC in 2011 corresponding to an integrated luminosity of 0.14 nb−1 and 0.15 nb−1 in the muon and electron decay channels, respectively. The differential production cross-sections and lepton charge asymmetry are each measured as a function of the average number of participating nucleons ⟨Npart⟩ and absolute pseudorapidity of the charged lepton. The results are compared to predictions based on next-to-leading-order QCD calculations. These measurements are, in principle, sensitive to possible nuclear modifications to the parton distribution functions and also provide information on scaling of W boson production in multi-nucleon systems.

Measurements of the W production cross sections in association with jets with the ATLAS detector

This paper presents cross sections for the production of a W boson in association with jets, measured in proton--proton collisions at s√=7 TeV with the ATLAS experiment at the Large Hadron Collider. With an integrated luminosity of 4.6fb−1, this data set allows for an exploration of a large kinematic range, including jet production up to a transverse momentum of 1 TeV and multiplicities up to seven associated jets. The production cross sections for W bosons are measured in both the electron and muon decay channels. Differential cross sections for many observables are also presented including measurements of the jet observables such as the rapidities and the transverse momenta as well as measurements of event observables such as the scalar sums of the transverse momenta of the jets. The measurements are compared to numerous QCD predictions including next-to-leading-order perturbative calculations, resummation calculations and Monte Carlo generators.

Search for the bb¯ decay of the Standard Model Higgs boson in associated (W/Z)H production with the ATLAS detector

A search for the bb¯ decay of the Standard Model Higgs boson is performed with the ATLAS experiment using the full dataset recorded at the LHC in Run 1. The integrated luminosities used from pp collisions at s√=7 and 8 TeV are 4.7 and 20.3 fb−1, respectively. The processes considered are associated (W/Z)H production, where W→eν/μν, Z→ee/μμ and Z→νν. The observed (expected) deviation from the background-only hypothesis corresponds to a significance of 1.4 (2.6) standard deviations and the ratio of the measured signal yield to the Standard Model expectation is found to be μ=0.52±0.32(stat.)±0.24(syst.) for a Higgs boson mass of 125.36 GeV. The analysis procedure is validated by a measurement of the yield of (W/Z)Z production with Z→bb¯ in the same final states as for the Higgs boson search, from which the ratio of the observed signal yield to the Standard Model expectation is found to be 0.74±0.09(stat.)±0.14(syst.).

Search for W′→tb→qqbb Decays in pp Collisions at s√ = 8 TeV with the ATLAS Detector

A search for a massive W′ gauge boson is performed with the ATLAS detector at the LHC in pp collisions at a centre-of-mass energy of s√ = 8 TeV, corresponding to 20.3 fb−1 of integrated luminosity. This analysis is done in the W′→tb→qqbb mode for W′ masses above 1.5 TeV, where the W′ decay products are highly boosted. Novel jet substructure techniques are used to identify jets from high-momentum top quarks to ensure high sensitivity, independent of W′ mass, up to 3 TeV; b-tagging is also used to identify jets originating from b-quarks. The data are consistent with Standard Model background-only expectations, and upper limits at 95% confidence level are set on the W′→tb cross section times branching ratio ranging from 0.16 pb to 0.33 pb for left-handed W′ bosons, and ranging from 0.10 pb to 0.21 pb for W′ bosons with purely right-handed couplings. Upper limits at 95% confidence level are set on the W′-boson coupling to tb as a function of the W′ mass using an effective field theory approach, which is independent of details of particular models predicting a W′ boson.

Active magneto-optical control of spontaneous emission in graphene

We investigate the spontaneous emission rate of a two-level quantum emitter near a graphene-coated substrate under the influence of an external magnetic field or strain induced pseudo-magnetic field. We demonstrate that the application of the magnetic field can substantially increase or decrease the decay rate. We show that a suppression as large as 99$\%$ in the Purcell factor is achieved even for moderate magnetic fields. The emitter's lifetime is a discontinuous function of $|{\bf B}|$, which is a direct consequence of the occurrence of discrete Landau levels in graphene. We demonstrate that, in the near-field regime, the magnetic field enables an unprecedented control of the decay pathways into which the photon/polariton can be emitted. Our findings strongly suggest that a magnetic field could act as an efficient agent for on-demand, active control of light-matter interactions in graphene at the quantum level.

Influência da escarificação e da temperatura sobre a germinação de sementes de Samanea tubulosa (Benth.) Barneby & J.W. Grimes (sete cascas)

Samanea tubulosa (Benth.) Barneby & J.W Grimes (sete cascas) é uma planta arbórea nativa do Pantanal Matogrossense, cujas sementes possuem dormência provavelmente causada pela impermeabilidade do tegumento à água. O presente trabalho foi conduzido com o objetivo de comparar a eficiência da escarificação mecânica e química para superar a dormência tegumentar e o efeito da temperatura sobre a germinação de sementes de sete cascas. Foram empregados quatro diferentes procedimentos de escarificação: testemunha (sem escarificação); a escarificação mecânica; a escarificação com ácido sulfúrico durante cinco minutos e a escarificação com ácido sulfúrico durante dez minutos. Os níveis de temperatura empregados foram de 20, 25, 30 e 35ºC. A semeadura foi realizada em papel toalha germitest, na forma de rolo. O delineamento experimental adotado foi o inteiramente casualizado com os tratamentos em esquema fatorial 4x4. Para cada tratamento, foram utilizadas quatro repetições de 25 sementes. Foi avaliada a porcentagem de germinação das sementes, utilizado como critério emissão da raiz primária com 2 mm de comprimento. Foi observado que a espécie S. tubulosa possui dormência tegumentar causada pela impermeabilidade do tegumento a água. As escarificações química com ácido sulfúrico por cinco e dez minutos foram eficientes para superação da dormência e as combinações de escarificação com temperatura que promoveram maiores porcentagens de germinação para a espécie foram a escarificação com imersão em ácido sulfúrico durante cinco e dez minutos e as temperaturas de 25, 30 e 35ºC.

Recurrence relations for Clifford algebra-valued orthogonal polynomials

The theory of orthogonal polynomials of one real or complex variable is well established as well as its generalization for the multidimensional case. Hypercomplex function theory (or Clifford analysis) provides an alternative approach to deal with higher dimensions. In this context, we study systems of orthogonal polynomials of a hypercomplex variable with values in a Clifford algebra and prove some of their properties.

Study of (W/Z)H production and Higgs boson couplings using H -> WW* decays with the ATLAS detector

A search for Higgs boson production in association with a W or Z boson, in the H→ W W ∗ decay channel, is performed with a data sample collected with the ATLAS detector at the LHC in proton-proton collisions at centre-of-mass energies s√=7 TeV and 8 TeV, corresponding to integrated luminosities of 4.5 fb−1 and 20.3 fb−1, respectively. The WH production mode is studied in two-lepton and three-lepton final states, while two- lepton and four-lepton final states are used to search for the ZH production mode. The observed significance, for the combined W H and ZH production, is 2.5 standard deviations while a significance of 0.9 standard deviations is expected in the Standard Model Higgs boson hypothesis. The ratio of the combined W H and ZH signal yield to the Standard Model expectation, μ V H , is found to be μ V H  = 3.0 − 1.1 + 1.3 (stat.) − 0.7 + 1.0 (sys.) for the Higgs boson mass of 125.36 GeV. The W H and ZH production modes are also combined with the gluon fusion and vector boson fusion production modes studied in the H → W W ∗ → ℓνℓν decay channel, resulting in an overall observed significance of 6.5 standard deviations and μ ggF + VBF + VH = 1. 16 − 0.15 + 0.16 (stat.) − 0.15 + 0.18 (sys.). The results are interpreted in terms of scaling factors of the Higgs boson couplings to vector bosons (κ V ) and fermions (κ F ); the combined results are: |κ V | = 1.06 − 0.10 + 0.10 , |κ F | = 0. 85 − 0.20 + 0.26 .