Complex dynamics of financial indices

This paper presents a novel method for the analysis of nonlinear financial and economic systems. The modeling approach integrates the classical concepts of state space representation and time series regression. The analytical and numerical scheme leads to a parameter space representation that constitutes a valid alternative to represent the dynamical behavior. The results reveal that business cycles can be clearly revealed, while the noise effects common in financial indices can elegantly be filtered out of the results.

Dynamics of a backlash chain

This paper studies the dynamical properties of a system with distributed backlash and impact phenomena. This means that it is considered a chain of masses that interact with each other solely by means of backlash and impact phenomena. It is observed the emergence of non-linear phenomena resembling those encountered in the Fermi-Pasta-Ulam problem.

Analysis of the respiratory dynamics during normal breathing by means of pseudo phase plots and pressure-volume loops

This paper reports on the analysis of tidal breathing patterns measured during noninvasive forced oscillation lung function tests in six individual groups. The three adult groups were healthy, with prediagnosed chronic obstructive pulmonary disease, and with prediagnosed kyphoscoliosis, respectively. The three children groups were healthy, with prediagnosed asthma, and with prediagnosed cystic fibrosis, respectively. The analysis is applied to the pressure–volume curves and the pseudophaseplane loop by means of the box-counting method, which gives a measure of the area within each loop. The objective was to verify if there exists a link between the area of the loops, power-law patterns, and alterations in the respiratory structure with disease. We obtained statistically significant variations between the data sets corresponding to the six groups of patients, showing also the existence of power-law patterns. Our findings support the idea that the respiratory system changes with disease in terms of airway geometry and tissue parameters, leading, in turn, to variations in the fractal dimension of the respiratory tree and its dynamics.

Object transportation by multiple mobile robots controlled by attractor dynamics: theory and implementation

Dynamical systems theory is used as a theoretical language and tool to design a distributed control architecture for teams of mobile robots, that must transport a large object and simultaneously avoid collisions with (either static or dynamic) obstacles. Here we demonstrate in simulations and implementations in real robots that it is possible to simplify the architectures presented in previous work and to extend the approach to teams of n robots. The robots have no prior knowledge of the environment. The motion of each robot is controlled by a time series of asymptotical stable states. The attractor dynamics permits the integration of information from various sources in a graded manner. As a result, the robots show a strikingly smooth an stable team behaviour.

Fractional dynamics in liquid manipulation

This paper presents a fractional calculus perspective in the study of signals captured during the movement of a mechanical manipulator carrying a liquid container. In order to study the signals an experimental setup is implemented. The system acquires data from the sensors, in real time, and, in a second phase, processes them through an analysis package. The analysis package runs off-line and handles the recorded data. The results show that the Fourier spectrum of several signals presents a fractional behavior. The experimental study provides useful information that can assist in the design of a control system and the trajectory planning to be used in reducing or eliminating the effect of vibrations.

Fractional dynamics in financial indexes

The goal of this study is the analysis of the dynamical properties of financial data series from 32 worldwide stock market indices during the period 2000–2009 at a daily time horizon. Stock market indices are examples of complex interacting systems for which a huge amount of data exists. The methods and algorithms that have been explored for the description of physical phenomena become an effective background in the analysis of economical data. In this perspective are applied the classical concepts of signal analysis, Fourier transform and methods of fractional calculus. The results reveal classification patterns typical of fractional dynamical systems.

Fractional dynamics of a system with particles subjected to impacts

This paper studies the dynamics of a system composed of a collection of particles that exhibit collisions between them. Several entropy measures and different impact conditions of the particles are tested. The results reveal a Power Law evolution both of the system energy and the entropy measures, typical in systems having fractional dynamics.

Inverse dynamics based predictive control for unified power flow controllers without DC bus

This paper presents a new predictive digital control method applied to Matrix Converters (MC) operating as Unified Power Flow Controllers (UPFC). This control method, based on the inverse dynamics model equations of the MC operating as UPFC, just needs to compute the optimal control vector once in each control cycle, in contrast to direct dynamics predictive methods that needs 27 vector calculations. The theoretical principles of the inverse dynamics power flow predictive control of the MC based UPFC with input filter are established. The proposed inverse dynamics predictive power control method is tested using Matlab/Simulink Power Systems toolbox and the obtained results show that the designed power controllers guarantees decoupled active and reactive power control, zero error tracking, fast response times and an overall good dynamic and steady-state response.

Wind-CSP short-term coordination by Milp approach

This paper is on the maximization of total profit in a day-ahead market for a price-taker producer needing a short-term scheduling for wind power plants coordination with concentrated solar power plants, having thermal energy storage systems. The optimization approach proposed for the maximization of profit is a mixed-integer linear programming problem. The approach considers not only transmission grid constraints, but also technical operating constraints on both wind and concentrated solar power plants. Then, an improved short-term scheduling coordination is provided due to the more accurate modelling presented in this paper. Computer simulation results based on data for the Iberian wind and concentrated solar power plants illustrate the coordination benefits and show the effectiveness of the approach.

Functional role of macrobenthos in estuarine sediment dynamics

Thesis submitted to the Universidade Nova de Lisboa,Faculdade de Ciências e Tecnologia for the degree of Doctor of Philosophy in Environmental Engineering

Intrinsic fractal dynamics in the respiratory system by means of pressure-volume loops

This contribution presents novel concepts for analysis of pressure–volume curves, which offer information about the time domain dynamics of the respiratory system. The aim is to verify whether a mapping of the respiratory diseases can be obtained, allowing analysis of (dis)similarities between the dynamical pattern in the breathing in children. The groups investigated here are children, diagnosed as healthy, asthmatic, and cystic fibrosis. The pressure–volume curves have been measured by means of the noninvasive forced oscillation technique during breathing at rest. The geometrical fractal dimension is extracted from the pressure–volume curves and a power-law behavior is observed in the data. The power-law model coefficients are identified from the three sets and the results show that significant differences are present between the groups. This conclusion supports the idea that the respiratory system changes with disease in terms of airway geometry, tissue parameters, leading in turn to variations in the fractal dimension of the respiratory tree and its dynamics.

Insights into the mechanims underlyng the antiproliferative potential of a Co(II) coordination compound bearing 1,10-Phenanthroline-5,6-Dione: DNA and protein interaction studies

The very high antiproliferative activity of [Co(Cl)(H2O)(phendione)(2)][BF4] (phendione is 1,10-phenanthroline-5,6-dione) against three human tumor cell lines (half-maximal inhibitory concentration below 1 mu M) and its slight selectivity for the colorectal tumor cell line compared with healthy human fibroblasts led us to explore the mechanisms of action underlying this promising antitumor potential. As previously shown by our group, this complex induces cell cycle arrest in S phase and subsequent cell death by apoptosis and it also reduces the expression of proteins typically upregulated in tumors. In the present work, we demonstrate that [Co(Cl)(phendione)(2)(H2O)][BF4] (1) does not reduce the viability of nontumorigenic breast epithelial cells by more than 85 % at 1 mu M, (2) promotes the upregulation of proapoptotic Bax and cell-cycle-related p21, and (3) induces release of lactate dehydrogenase, which is partially reversed by ursodeoxycholic acid. DNA interaction studies were performed to uncover the genotoxicity of the complex and demonstrate that even though it displays K (b) (+/- A standard error of the mean) of (3.48 +/- A 0.03) x 10(5) M-1 and is able to produce double-strand breaks in a concentration-dependent manner, it does not exert any clastogenic effect ex vivo, ruling out DNA as a major cellular target for the complex. Steady-state and time-resolved fluorescence spectroscopy studies are indicative of a strong and specific interaction of the complex with human serum albumin, involving one binding site, at a distance of approximately 1.5 nm for the Trp214 indole side chain with log K (b) similar to 4.7, thus suggesting that this complex can be efficiently transported by albumin in the blood plasma.

Fractional analysis of traffic dynamics

This article presents a dynamical analysis of several traffic phenomena, applying a new modelling formalism based on the embedding of statistics and Laplace transform. The new dynamic description integrates the concepts of fractional calculus leading to a more natural treatment of the continuum of the Transfer Function parameters intrinsic in this system. The results using system theory tools point out that it is possible to study traffic systems, taking advantage of the knowledge gathered with automatic control algorithms. Dynamics, Games and Science I Dynamics, Games and Science I Look Inside Other actions Export citation About this Book Reprints and Permissions Add to Papers Share Share this content on Facebook Share this content on Twitter Share this content on LinkedIn

Control and dynamics of fractional order systems

Fractional Calculus (FC) goes back to the beginning of the theory of differential calculus. Nevertheless, the application of FC just emerged in the last two decades due to the progress in the area of nonlinear dynamics. This article discusses several applications of fractional calculus in science and engineering, namely: the control of heat systems, the tuning of PID controllers based on fractional calculus concepts and the dynamics in hexapod locomotion.

Intra-hospital organ and tissue donation coordination project: cost-effectiveness and social benefits

OBJECTIVE To evaluate the viability of a professional specialist in intra-hospital committees of organ and tissue donation for transplantation. METHODS Epidemiological, retrospective and cross-sectional study (2003-2011 and 2008-2012), which was performed using organ donation for transplants data in the state of Sao Paulo, Southeastern Brazil. Nine hospitals were evaluated (hospitals 1 to 9). Logistic regression was used to evaluate the differences in the number of brain death referrals and actual donors (dependent variables) after the professional specialist started work (independent variable) at the intra-hospital committee of organ and tissue donation for transplantation. To evaluate the hospital invoicing, the hourly wage of the doctor and registered nurse, according to the legislation of the Consolidation of Labor Laws, were calculated, as were the investment return and the time elapsed to do so. RESULTS Following the nursing specialist commencement on the committee, brain death referrals and the number of actual donors increased at hospital 2 (4.17 and 1.52, respectively). At hospital 7, the number of actual donors also increased from 0.005 to 1.54. In addition, after the nurse started working, hospital revenues increased by 190.0% (ranging 40.0% to 1.955%). The monthly cost for the nurse working 20 hours was US$397.97 while the doctor would cost US$3,526.67. The return on investment was 275% over the short term (0.36 years). CONCLUSIONS This paper showed that including a professional specialist in intra-hospital committees for organ and tissue donation for transplantation proved to be cost-effective. Further economic research in the area could contribute to the efficient public policy implementation of this organ and tissue harvesting model.