Timelike Christoffel pairs in the split-quaternions

We characterize the Christoffel pairs of timelike isothermic surfaces in the four-dimensional split-quaternions. When restricting the receiving space to the three-dimensional imaginary split-quaternions, we establish an equivalent condition for a timelike surface in R(2)(3) to be real or complex isothermic in terms of the existence of integrating factors.

Construction of Hamiltonian-Minimal Lagrangian submanifolds in Complex Euclidean Space

We describe several families of Lagrangian submanifolds in complex Euclidean space which are H-minimal, i.e. critical points of the volume functional restricted to Hamiltonian variations. We make use of various constructions involving planar, spherical and hyperbolic curves, as well as Legendrian submanifolds of the odd-dimensional unit sphere.

Associated Family of G-Structure Preserving Minimal Immersions in Semi-Riemannian Manifolds

We prove the existence of an associated family of G-structure preserving minimal immersions into semi-Riemannian manifolds endowed with a compatible infinitesimally homogeneous G-structure. We will study in more details minimal embeddings into product of space forms.

Solvation in Pure Liquids: What Can Be Learned from the Use of Pairs of Indicators?

The solvation of six solvatochromic probes in a large number of solvents (33-68) was examined at 25 degrees C. The probes employed were the following: 2,6-diphenyl-4-(2,4,6-triphenylpyridinium-1-yl) phenolate (RB); 4-[(E)2-(1-methylpyridinium-4-yl)ethenyl] phenolate, MePM; 1-methylquinolinium-8-olate, QB; 2-bromo-4-[(E)-2-(1-methylpyridinium-4-yl)ethenyl] phenolate, MePMBr, 2,6-dichloro-4-(2,4,6-triphenyl pyridinium-1-yl) phenolate (WB); and 2,6-dibromo-4-[(E)-2-(1-methylpyridinium-4-yl)ethenyl] phenolate, MePMBr(2), respectively. Of these, MePMBr is a novel compound. They can be grouped in three pairs, each with similar pK(a) in water but with different molecular properties, for example, lipophilicity and dipole moment. These pairs are formed by RB and MePM; QB and MePMBr; WB and MePMBr(2), respectively. Theoretical calculations were carried out in order to calculate their physicochemical properties including bond lengths, dihedral angles, dipole moments, and wavelength of absorption of the intramolecular charge-transfer band in four solvents, water, methanol, acetone, and DMSO, respectively. The data calculated were in excellent agreement with available experimental data, for example, bond length and dihedral angles. This gives credence to the use of the calculated properties in explaining the solvatochromic behaviors observed. The dependence of an empirical solvent polarity scale E(T)(probe) in kcal/mol on the physicochemical properties of the solvent (acidity, basicity, and dipolarity/polarizability) and those of the probes (pK(a), and dipole moment) was analyzed by using known multiparameter solvation equations. For each pair of probes, values of E(T)(probe) (for example, E(T)(MePM) versus E(T)(RB)) were found to be linearly correlated with correlation coefficients, r, between 0.9548 and 0.9860. For the mercyanine series, the values of E(T)(probe) also correlated linearly, with (r) of 0.9772 (MePMBr versus MePM) and 0.9919 (MePMBr(2) versus MePM). The response of each pair of probes (of similar pK(a)) to solvent acidity is the same, provided that solute-solvent hydrogen-bonding is not seriously affected by steric crowding (as in case of RB). We show, for the first time, that the response to solvent dipolarity/polarizability is linearly correlated to the dipole moment of the probes. The successive introduction of bromine atoms in MePM (to give MePMBr, then MePMBr(2)) leads to the following linear decrease: pK(a) in water, length of the phenolate oxygen-carbon bond, length of the central ethylenic bond, susceptibility to solvent acidity, and susceptibility to solvent dipolarity/polarizability. Thus studying the solvation of probes whose molecular structures are varied systematically produces a wealth of information on the effect of solute structure on its solvation. The results of solvation of the present probes were employed in order to test the goodness of fit of two independent sets of solvent solvatochromic parameters.

Relative durations of post-vocalic consonants in readaloud Spanish by native Swedish L2-learners

Prosody is said to be a persistent feature in foreign accents, particularly in the speech of adult learners. Native Swedish speakers have been reported to lengthen vowels in Spanish as well as post-vocalic consonants in English and German, more than native speakers of the respective languages. The aim of the present study is to examine whether native Swedish learners of Spanish produce increased postvocalic consonant durations in a reading aloud exercise. The text contains certain words that could be expected to trigger complementary consonant lengthening in native Swedish speakers. The result shows that there is no general tendency for native Swedes to lengthen post-vocalic consonants more than native speakers of Spanish in the present speech material. There are examples of longer consonant durations in the speech of the native,Swedish subjects, but it could be a coincidence. A conclusion is that the text used in the study, and probably Spanish as a language, contains few words that are ideal for triggering lengthening of post-vocalic consonants in native Swedish speakers.

All maximal-pairs in step-leap representation of melodic sequence

This paper proposes an efficient pattern extraction algorithm that can be applied on melodic sequences that are represented as strings of abstract intervallic symbols; the melodic representation introduces special “binary don’t care” symbols for intervals that may belong to two partially overlapping intervallic categories. As a special case the well established “step–leap” representation is examined. In the step–leap representation, each melodic diatonic interval is classified as a step (±s), a leap (±l) or a unison (u). Binary don’t care symbols are used to represent the possible overlapping between the various abstract categories e.g. *=s, *=l and #=-s, #=-l. We propose an O(n+d(n-d)+z)-time algorithm for computing all maximal-pairs in a given sequence x=x[1..n], where x contains d occurrences of binary don’t cares and z is the number of reported maximal-pairs.

All maximal-pairs in step-leap representation of melodic sequence

This paper proposes an efficient pattern extraction algorithm that can be applied on melodic sequences that are represented as strings of abstract intervallic symbols; the melodic representation introduces special “binary don’t care” symbols for intervals that may belong to two partially overlapping intervallic categories. As a special case the well established “step–leap” representation is examined. In the step–leap representation, each melodic diatonic interval is classified as a step (±s), a leap (±l) or a unison (u). Binary don’t care symbols are used to represent the possible overlapping between the various abstract categories e.g. *=s, *=l and #=-s, #=-l. We propose an O(n+d(n-d)+z)-time algorithm for computing all maximal-pairs in a given sequence x=x[1..n], where x contains d occurrences of binary don’t cares and z is the number of reported maximal-pairs.

Pairs trading : aplicação no mercado acionário brasileiro

Esta dissertação estuda a aplicação da estratégia Pairs Trading no mercado acionário brasileiro. Envolve basicamente a identificação de pares de ações que tenham movimentos de preço semelhantes e posteriormente a operação do diferencial entre seus preços. É possível observar no mercado a existência de um valor de equilíbrio de longo prazo para alguns pares de ações e quando o diferencial divergir de certa quantidade pré-definida opera-se o diferencial no intuito de que o mesmo retorne ao seu valor de equilíbrio de longo prazo, ou seja, espera-se que ocorra uma reversão à média do diferencial. A metodologia para a identificação desses pares de ações que descrevem movimentos semelhantes vem do conceito de cointegração. Essa metodologia é aplicada sobre as ações do índice Bovespa de 04-Jan-1993 a 30-Jun-2005. Inicialmente é feita uma pré-seleção dos pares de ações via correlação, ou medida de distância. Para a seleção final é feito o teste de cointegração, onde é utilizado o método de Dickey-Fuller aumentado (Augmented Dickey-Fuller test – ADF) para verificar a existência de raiz unitária da série de resíduo da combinação linear do logaritmo dos preços. Após a seleção, os pares são simulados historicamente (backtesting) para se analisar a performance dos retornos dos pares de ações, incluindo também os custos operacionais.

Pairs trading: uma aplicação ao mercado acionário brasileiro

Neste trabalho, verificamos viabilidade de aplicação da estratégia de pairs trading no mercado acionário brasileiro. Diferentemente de outros estudos do mesmo tema, construímos ativos sintéticos a partir de uma combinação linear de preços de ações. Conforme Burgeois e Minko (2005), utilizamos a metodologia de Johansen para a formação dos pares a serem testados. Após a identificação de pares cointegrados, para assegurar a estacionaridade do ativo sintético contruído a partir da relação linear de preços das ações, utilizamos os testes DF-GLS e KPSS e filtramos àqueles que apresentavam raiz unitária em sua série de tempo. A seguir, simulamos a estratégia (backtesting) com os pares selecionados e para encontrar os melhores parâmetros, testamos diferentes períodos de formação dos pares, de operação e de parâmetros de entrada, saída e stop-loss. A fim de realizarmos os testes de forma mais realista possível, incluímos os custos de corretagem, de emolumentos e de aluguel, além de adicionar um lag de um dia para a realização das operações

Approximate recursive equilibrium with minimal state space

This paper shows existence of approximate recursive equilibrium with minimal state space in an environment of incomplete markets. We prove that the approximate recursive equilibrium implements an approximate sequential equilibrium which is always close to a Magill and Quinzii equilibrium without short sales for arbitrarily small errors. This implies that the competitive equilibrium can be implemented by using forecast statistics with minimal state space provided that agents will reduce errors in their estimates in the long run. We have also developed an alternative algorithm to compute the approximate recursive equilibrium with incomplete markets and heterogeneous agents through a procedure of iterating functional equations and without using the rst order conditions of optimality.