Nonparametric specification tests for conditional duration models

This paper deals with the testing of autoregressive conditional duration (ACD) models by gauging the distance between the parametric density and hazard rate functions implied by the duration process and their non-parametric estimates. We derive the asymptotic justification using the functional delta method for fixed and gamma kernels, and then investigate the finite-sample properties through Monte Carlo simulations. Although our tests display some size distortion, bootstrapping suffices to correct the size without compromising their excellent power. We show the practical usefulness of such testing procedures for the estimation of intraday volatility patterns.

Non- parametric specification tests for conditional duration models

This paper deals with the estimation and testing of conditional duration models by looking at the density and baseline hazard rate functions. More precisely, we foeus on the distance between the parametric density (or hazard rate) function implied by the duration process and its non-parametric estimate. Asymptotic justification is derived using the functional delta method for fixed and gamma kernels, whereas finite sample properties are investigated through Monte Carlo simulations. Finally, we show the practical usefulness of such testing procedures by carrying out an empirical assessment of whether autoregressive conditional duration models are appropriate to oIs for modelling price durations of stocks traded at the New York Stock Exchange.

JCML: A specification language for the runtime verification of Java Card programs

COSTA, Umberto Souza; MOREIRA, Anamaria Martins; MUSICANTE, Matin A.; SOUZA NETO, Plácido A. JCML: A specification language for the runtime verification of Java Card programs. Science of Computer Programming. [S.l]: [s.n], 2010.

Specification and Runtime Verification of Java Card Programs

COSTA, Umberto Souza da; MOREIRA, Anamaria Martins; MUSICANTE, Martin A. Specification and Runtime Verification of Java Card Programs. Electronic Notes in Theoretical Computer Science. [S.l:s.n], 2009.

Neuronal Assembly Detection and Cell Membership Specification by Principal Component Analysis

LOPES-DOS-SANTOS, V. , CONDE-OCAZIONEZ, S. ; NICOLELIS, M. A. L. , RIBEIRO, S. T. , TORT, A. B. L. . Neuronal assembly detection and cell membership specification by principal component analysis. Plos One, v. 6, p. e20996, 2011.

Searching for doubly charged Higgs bosons at the LHC in a 3-3-1 model

Using a peculiar version of the SU(3)(L) circle times U(1)(N) electroweak model, we investigate the production of doubly charged Higgs boson at the Large Hadron Collider. Our results include branching ratio calculations for the doubly charged Higgs and for one of the neutral scalar bosons of the model. (c) 2006 Elsevier B.V. All rights reserved.

Searching for gallium bioactive compounds: Gallium(III) complexes of tridentate salicylaldehyde semicarbazone derivatives

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

Application of intelligent systems for specification of automotive equipments using LEDs

The advantages offered by the electronic component light emitting diode ( LED) have caused a quick and wide application of this device in replacement of incandescent lights. However, in its combined application, the relationship between the design variables and the desired effect or result is very complex and it becomes difficult to model by conventional techniques. This work consists of the development of a technique, through artificial neural networks, to make possible to obtain the luminous intensity values of brake lights using LEDs from design data. (C) 2005 Elsevier B.V. All rights reserved.

Searching supersymmetry at the LHCb with displaced vertices

Supersymmetric theories with bilinear R-parity violation can give rise to the observed neutrino masses and mixings. One important feature of such models is that the lightest supersymmetric particle might have a sufficiently large lifetime to produce detached vertices. Working in the framework of supergravity models, we analyze the potential of the LHCb experiment to search for supersymmetric models exhibiting bilinear R-parity violation. We show that the LHCb experiment can probe a large fraction of the m(0)circle times m(1/2), being able to explore gluino masses up to 1.3 TeV. The LHCb discover potential for these kinds of models is similar to the ATLAS and CMS ones in the low luminosity phase of operation of the LHC.

Strategy of specification of management areas: rice grain yield as related to soil fertility

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Searching for larval support for majoid families (Crustacea : Brachyura) with particular reference to Inachoididae Dana, 1851

We re-evaluated the larval support for families within majoids using the Wilcoxon signed-rank test with emphasis on Inachoididae. To accomplish our objectives, we added 10 new taxa, two of which are traditionally assigned to the family of special interest, to a previous larval database for majoids, and re-appraised the larval characters used in earlier studies. Phylogenetic analysis was performed with PAUP* using the heuristic search with 50 replicates or the branch-and-bound algorithm when possible. Multi-state transformation series were considered unordered; initially characters were equally weighted followed by successive weighting, and trees were rooted at the Oregoniidae node. Ten different topological constraints were enforced for families to evaluate tree length under the assumption of monophyly for each taxonomic entity. Our results showed that the tree length of most constrained topologies was not considerably greater than that of unconstrained analysis in which most families nested as paraphyletic taxa. This may indicate that the present larval database does not provide strong support for paraphyly of the taxa in question. For Inachoididae, although the Wilcoxon signed-rank test rejected a significant difference between unconstrained and constrained cladograms, we were unable to provide a single synapomorphy for this clade. Except for the conflicting position of Leurocyclus and Stenorhynchus, the two clades correspond to the traditional taxonomic arrangement. Among inachoidids, the clade (Anasimus (Paradasygyius (Collodes + Pyromaia))) is supported, whereas for inachids, the clade (Inachus (Macropodia + Achaeus)) is one of the most supported clades within majids. As often stated, only additional characters will provide a better test for the monophyly of Inachoididae and other families within Majoidea.

Searching for molecular markers in head and neck squamous cell carcinomas (HNSCC) by statistical and bioinformatic analysis of larynx-derived SAGE libraries

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

Searching for anomalous Higgs couplings in peripheral heavy ion collisions at the LHC

We investigate the sensitivity of the heavy ion mode of the LHC to anomalous Higgs boson couplings to photons, H gamma gamma, through the analysis of the processes gamma gamma --> b (b) over bar and gamma gamma --> gamma gamma in peripheral heavy ion collisions. We suggest cuts to improve the signal over background ratio and determine the capability of LHC to impose bounds on anomalous couplings by searching for a Higgs boson signal in these modes. (C) 2001 Elsevier B.V. B.V. All rights reserved.

Searching for planar signatures in WMAP

We search for planar deviations of statistical isotropy in the Wilkinson Microwave Anisotropy Probe (WMAP) data by applying a recently introduced angular-planar statistics both to full-sky and to masked temperature maps, including in our analysis the effect of the residual foreground contamination and systematics in the foreground removing process as sources of error. We confirm earlier findings that full-sky maps exhibit anomalies at the planar (l) and angular (l) scales (l; l) = (2; 5); (4; 7); and (6; 8), which seem to be due to unremoved foregrounds since this features are present in the full-sky map but not in the masked maps. on the other hand, our test detects slightly anomalous results at the scales (l; l) = (10; 8) and (2; 9) in the masked maps but not in the full-sky one, indicating that the foreground cleaning procedure (used to generate the full-sky map) could not only be creating false anomalies but also hiding existing ones. We also find a significant trace of an anomaly in the full-sky map at the scale (l; l) = (10; 5), which is still present when we consider galactic cuts of 18.3% and 28.4%. As regards the quadrupole (l = 2), we find a coherent over-modulation over the whole celestial sphere, for all full-sky and cut-sky maps. Overall, our results seem to indicate that current CMB maps derived from WMAP data do not show significant signs of anisotropies, as measured by our angular-planar estimator. However, we have detected a curious coherence of planar modulations at angular scales of the order of the galaxy's plane, which may be an indication of residual contaminations in the full-and cut-sky maps.