Model-independent measurement of t-channel single top quark production in p(p)over-bar collisions at,root s=1.96 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Combination of Tevatron Searches for the Standard Model Higgs Boson in the W+W- Decay Mode

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for the Standard Model Higgs Boson in the ZH -> v(v)over-barb(b)over-bar Channel in 5.2 fb(-1) of p(p)over-bar Collisions at root s=1.96 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for the Standard Model Higgs Boson in the H -> WW -> lvq '(q)over-bar Decay Channel

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for a Fermiophobic and Standard Model Higgs Boson in Diphoton Final States

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Model indedpendent search for new phenomena in p(p)over-bar collisions at root s=1.96 TeV

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

Application of ARX neural networks to model the rate of penetration of petroleum wells drilling

Bit performance prediction has been a challenging problem for the petroleum industry. It is essential in cost reduction associated with well planning and drilling performance prediction, especially when rigs leasing rates tend to follow the projects-demand and barrel-price rises. A methodology to model and predict one of the drilling bit performance evaluator, the Rate of Penetration (ROP), is presented herein. As the parameters affecting the ROP are complex and their relationship not easily modeled, the application of a Neural Network is suggested. In the present work, a dynamic neural network, based on the Auto-Regressive with Extra Input Signals model, or ARX model, is used to approach the ROP modeling problem. The network was applied to a real oil offshore field data set, consisted of information from seven wells drilled with an equal-diameter bit.

Search for neutral minimal supersymmetric standard model Higgs bosons decaying to tau pairs produced in association with b quarks in pp̄ collisions at √s=1.96TeV

We report results from a search for neutral Higgs bosons produced in association with b quarks using data recorded by the D0 experiment at the Fermilab Tevatron Collider and corresponding to an integrated luminosity of 7.3fb-1. This production mode can be enhanced in several extensions of the standard model (SM) such as in its minimal supersymmetric extension (MSSM) at high tan β. We search for Higgs bosons decaying to tau pairs with one tau decaying to a muon and neutrinos and the other to hadrons. The data are found to be consistent with SM expectations, and we set upper limits on the cross section times branching ratio in the Higgs boson mass range from 90 to 320GeV/c2. We interpret our result in the MSSM parameter space, excluding tan β values down to 25 for Higgs boson masses below 170GeV/c2. © 2011 American Physical Society.

Combined search for the standard model Higgs boson decaying to bb̄ using the D0 run II data set

We present the results of the combination of searches for the standard model Higgs boson produced in association with a W or Z boson and decaying into bb̄ using the data sample collected with the D0 detector in pp̄ collisions at √s=1.96TeV at the Fermilab Tevatron Collider. We derive 95% C.L. upper limits on the Higgs boson cross section relative to the standard model prediction in the mass range 100GeV≤M H≤150GeV, and we exclude Higgs bosons with masses smaller than 102 GeV at the 95% C.L. In the mass range 120GeV≤M H≤145GeV, the data exhibit an excess above the background prediction with a global significance of 1.5 standard deviations, consistent with the expectation in the presence of a standard model Higgs boson. © 2012 American Physical Society.

Search for the standard model Higgs boson in ZH→ + -bb̄ production with the D0 detector in 9.7fb -1 of pp̄ collisions at √s=1.96TeV

We present a search for the standard model (SM) Higgs boson produced in association with a Z boson in 9.7fb -1 of pp̄ collisions collected with the D0 detector at the Fermilab Tevatron Collider at √s=1.96TeV. Selected events contain one reconstructed Z→e +e - or Z→μ +μ - candidate and at least two jets, including at least one jet identified as likely to contain a b quark. To validate the search procedure, we also measure the cross section for ZZ production in the same final state. It is found to be consistent with its SM prediction. We set upper limits on the ZH production cross section times branching ratio for H→bb̄ at the 95% C.L. for Higgs boson masses 90≤M H≤150GeV. The observed (expected) limit for M H=125GeV is 7.1 (5.1) times the SM cross section. © 2012 American Physical Society.

Search for the standard model Higgs boson in associated WH production in 9.7fb -1 of pp̄ collisions with the D0 detector

We present a search for the standard model Higgs boson in final states with a charged lepton (electron or muon), missing transverse energy, and two or three jets, at least one of which is identified as a b-quark jet. The search is primarily sensitive to WH→ νbb̄ production and uses data corresponding to 9.7fb -1 of integrated luminosity collected with the D0 detector at the Fermilab Tevatron pp̄ Collider at √s=1.96TeV. We observe agreement between the data and the expected background. For a Higgs boson mass of 125 GeV, we set a 95% C.L. upper limit on the production of a standard model Higgs boson of 5.2×σ SM, where σ SM is the standard model Higgs boson production cross section, while the expected limit is 4.7×σ SM. © 2012 American Physical Society.

The optimal lysine and threonine intake for Cobb broiler breeder hens using Reading model

This study aimed to determine the optimal intake of lysine and threonine for broiler breeder hens. Two experiments were conducted to evaluate the responses of birds to digestible lysine (Lys) and threonine (Thr). Eight treatments were assessed in both experiments, with six replicates of eight birds in the Lys experiment and ten birds in the Thr experiment. The dietary levels of Lys and Thr were obtained by a dilution technique. The experimental period was ten weeks for each amino acid studied, which included six weeks of adaptation and four weeks of data collection. The amino acid intake, egg mass and body weight were adjusted using a Reading model. Based on the model coefficients, the cost of the synthetic amino acids sources and the price of fertile eggs determined the intake of each amino acid to maximize. The minimum intake of Lys and Thr reduced egg production by 40 and 30%, respectively, the weight of the eggs decreased by 12 and 9% with the same intake of Lys and Thr, respectively. The models generated by predicting Lys and Thr intake were as follows: Lys=11 x E+31 x W and Thr=9.5 x E+32 x W, where E=egg mass, g/bird per day, and W=body weight, kg/bird. Based on the models, 3 kg birds with an egg mass production of 50 g/day require 643 mg/bird per day of Lys and 569 mg/bird per day of Thr. The optimum economic intake was calculated at 954 and 834 mg/bird per day for Lys and Thr, respectively, reflecting a dietary concentration of 0.636% Lys and 0.556% Thr for a feed intake of 150 g/bird per day. (C) 2015 Elsevier B.V. All rights reserved.

Essays on Wage and Price Formation in Sweden

Study IReal Wage Determination in the Swedish Engineering Industry This study uses the monopoly union model to examine the determination of real wages and in particular the effects of active labour market programmes (ALMPs) on real wages in the engineering industry. Quarterly data for the period 1970:1 to 1996:4 are used in a cointegration framework, utilising the Johansen's maximum likelihood procedure. On a basis of the Johansen (trace) test results, vector error correction (VEC) models are created in order to model the determination of real wages in the engineering industry. The estimation results support the presence of a long-run wage-raising effect to rises in the labour productivity, in the tax wedge, in the alternative real consumer wage and in real UI benefits. The estimation results also support the presence of a long-run wage-raising effect due to positive changes in the participation rates regarding ALMPs, relief jobs and labour market training. This could be interpreted as meaning that the possibility of being a participant in an ALMP increases the utility for workers of not being employed in the industry, which in turn could increase real wages in the industry in the long run. Finally, the estimation results show evidence of a long-run wage-reducing effect due to positive changes in the unemployment rate. Study IIIntersectoral Wage Linkages in Sweden The purpose of this study is to investigate whether the wage-setting in certain sectors of the Swedish economy affects the wage-setting in other sectors. The theoretical background is the Scandinavian model of inflation, which states that the wage-setting in the sectors exposed to international competition affects the wage-setting in the sheltered sectors of the economy. The Johansen maximum likelihood cointegration approach is applied to quarterly data on Swedish sector wages for the period 1980:1–2002:2. Different vector error correction (VEC) models are created, based on assumptions as to which sectors are exposed to international competition and which are not. The adaptability of wages between sectors is then tested by imposing restrictions on the estimated VEC models. Finally, Granger causality tests are performed in the different restricted/unrestricted VEC models to test for sector wage leadership. The empirical results indicate considerable adaptability in wages as between manufacturing, construction, the wholesale and retail trade, the central government sector and the municipalities and county councils sector. This is consistent with the assumptions of the Scandinavian model. Further, the empirical results indicate a low level of adaptability in wages as between the financial sector and manufacturing, and between the financial sector and the two public sectors. The Granger causality tests provide strong evidence for the presence of intersectoral wage causality, but no evidence of a wage-leading role in line with the assumptions of the Scandinavian model for any of the sectors. Study IIIWage and Price Determination in the Private Sector in Sweden The purpose of this study is to analyse wage and price determination in the private sector in Sweden during the period 1980–2003. The theoretical background is a variant of the “Imperfect competition model of inflation”, which assumes imperfect competition in the labour and product markets. According to the model wages and prices are determined as a result of a “battle of mark-ups” between trade unions and firms. The Johansen maximum likelihood cointegration approach is applied to quarterly Swedish data on consumer prices, import prices, private-sector nominal wages, private-sector labour productivity and the total unemployment rate for the period 1980:1–2003:3. The chosen cointegration rank of the estimated vector error correction (VEC) model is two. Thus, two cointegration relations are assumed: one for private-sector nominal wage determination and one for consumer price determination. The estimation results indicate that an increase of consumer prices by one per cent lifts private-sector nominal wages by 0.8 per cent. Furthermore, an increase of private-sector nominal wages by one per cent increases consumer prices by one per cent. An increase of one percentage point in the total unemployment rate reduces private-sector nominal wages by about 4.5 per cent. The long-run effects of private-sector labour productivity and import prices on consumer prices are about –1.2 and 0.3 per cent, respectively. The Rehnberg agreement during 1991–92 and the monetary policy shift in 1993 affected the determination of private-sector nominal wages, private-sector labour productivity, import prices and the total unemployment rate. The “offensive” devaluation of the Swedish krona by 16 per cent in 1982:4, and the start of a floating Swedish krona and the substantial depreciation of the krona at this time affected the determination of import prices.

Location-price competition with externality: an application to the Tenerife tram

[EN] This paper presents a location–price equilibrium problem on a tree. A sufficient condition for having a Nash equilibrium in a spatial competition model that incorporates price, transport, and externality costs is given. This condition implies both competitors are located at the same point, a vertex that is the unique median of the tree. However, this is not an equilibrium necessary condition. Some examples show that not all medians are equilibria. Finally, an application to the Tenerife tram is presented.

The Libor Market Model: from theory to calibration

This thesis is focused on the financial model for interest rates called the LIBOR Market Model. In the appendixes, we provide the necessary mathematical theory. In the inner chapters, firstly, we define the main interest rates and financial instruments concerning with the interest rate models, then, we set the LIBOR market model, demonstrate its existence, derive the dynamics of forward LIBOR rates and justify the pricing of caps according to the Black’s formula. Then, we also present the Swap Market Model, which models the forward swap rates instead of the LIBOR ones. Even this model is justified by a theoretical demonstration and the resulting formula to price the swaptions coincides with the Black’s one. However, the two models are not compatible from a theoretical point. Therefore, we derive various analytical approximating formulae to price the swaptions in the LIBOR market model and we explain how to perform a Monte Carlo simulation. Finally, we present the calibration of the LIBOR market model to the markets of both caps and swaptions, together with various examples of application to the historical correlation matrix and the cascade calibration of the forward volatilities to the matrix of implied swaption volatilities provided by the market.