Long-term price range forecast applied to risk management using regression models

Long-term contractual decisions are the basis of an efficient risk management. However those types of decisions have to be supported with a robust price forecast methodology. This paper reports a different approach for long-term price forecast which tries to give answers to that need. Making use of regression models, the proposed methodology has as main objective to find the maximum and a minimum Market Clearing Price (MCP) for a specific programming period, and with a desired confidence level α. Due to the problem complexity, the meta-heuristic Particle Swarm Optimization (PSO) was used to find the best regression parameters and the results compared with the obtained by using a Genetic Algorithm (GA). To validate these models, results from realistic data are presented and discussed in detail.

Entomological aspects of Chagas' disease transmission in the domestic habitat, Argentina

OBJECTIVE: To study the risk of Trypanosoma cruzi domestic transmission using an entomological index and to explore its relationship with household's characteristics and cultural aspects. METHODS: There were studied 158 households in an endemic area in Argentina. Each household was classified according to an entomological risk indicator (number of risky bites/human). A questionnaire was administered to evaluate risk factors among householders. RESULTS: Infested households showed a wide range of risk values (0 to 5 risky bites/human) with skewed distribution, a high frequency of lower values and few very high risk households. Of all collected Triatoma infestans, 44% had had human blood meals whereas 27% had had dogs or chickens blood meals. Having dogs and birds sharing room with humans increased the risk values. Tidy clean households had contributed significantly to lower risk values as a result of low vector density. The infested households showed a 24.3% correlation between time after insecticide application and the number of vectors. But there was no correlation between the time after insecticide application and T. infestans' infectivity. The statistical analysis showed a high correlation between current values of the entomological risk indicator and Trypanosoma cruzi seroprevalence in children. CONCLUSIONS: The risk of T. cruzi domestic transmission assessed using an entomological index show a correlation with children seroprevalence for Chagas' disease and householders' habits.

Dynamical analysis in growth models: Blumberg’s equation

We present a new dynamical approach to the Blumberg's equation, a family of unimodal maps. These maps are proportional to Beta(p, q) probability densities functions. Using the symmetry of the Beta(p, q) distribution and symbolic dynamics techniques, a new concept of mirror symmetry is defined for this family of maps. The kneading theory is used to analyze the effect of such symmetry in the presented models. The main result proves that two mirror symmetric unimodal maps have the same topological entropy. Different population dynamics regimes are identified, when the intrinsic growth rate is modified: extinctions, stabilities, bifurcations, chaos and Allee effect. To illustrate our results, we present a numerical analysis, where are demonstrated: monotonicity of the topological entropy with the variation of the intrinsic growth rate, existence of isentropic sets in the parameters space and mirror symmetry.

An Extension of Gompertzian Growth Dynamics Weibull and Frechet Models

In this work a new probabilistic and dynamical approach to an extension of the Gompertz law is proposed. A generalized family of probability density functions, designated by Beta* (p, q), which is proportional to the right hand side of the Tsoularis-Wallace model, is studied. In particular, for p = 2, the investigation is extended to the extreme value models of Weibull and Frechet type. These models, described by differential equations, are proportional to the hyper-Gompertz growth model. It is proved that the Beta* (2, q) densities are a power of betas mixture, and that its dynamics are determined by a non-linear coupling of probabilities. The dynamical analysis is performed using techniques of symbolic dynamics and the system complexity is measured using topological entropy. Generally, the natural history of a malignant tumour is reflected through bifurcation diagrams, in which are identified regions of regression, stability, bifurcation, chaos and terminus.

Models with three Higgs doublets in the triplet representations of A(4) or S-4

We consider the quark sector of theories containing three scalar SU(2)(L) doublets in the triplet representation of A(4) (or S-4) and three generations of quarks in arbitrary A(4) (or S-4) representations. We show that for all possible choices of quark field representations and for all possible alignments of the Higgs vacuum expectation values that can constitute global minima of the scalar potential, it is not possible to obtain simultaneously nonvanishing quark masses and a nonvanishing CP-violating phase in the Cabibbo-Kobayashi-Maskawa quark mixing matrix. As a result, in this minimal form, models with three scalar fields in the triplet representation of A(4) or S-4 cannot be extended to the quark sector in a way consistent with experiment. DOI: 10.1103/PhysRevD.87.055010.

Five models for lepton mixing

We produce five flavour models for the lepton sector. All five models fit perfectly well - at the 1 sigma level - the existing data on the neutrino mass-squared differences and on the lepton mixing angles. The models are based on the type I seesaw mechanism, on a Z(2) symmetry for each lepton flavour, and either on a (spontaneously broken) symmetry under the interchange of two lepton flavours or on a (spontaneously broken) CP symmetry incorporating that interchange - or on both symmetries simultaneously. Each model makes definite predictions both for the scale of the neutrino masses and for the phase delta in lepton mixing; the fifth model also predicts a correlation between the lepton mixing angles theta(12) and theta(23).

Neutrino masses and mixing in A(4) models with three Higgs doublets

We study neutrino masses and mixing in the context of flavor models with A(4) symmetry, three scalar doublets in the triplet representation, and three lepton families. We show that there is no representation assignment that yields a dimension-5 mass operator consistent with experiment. We then consider a type-I seesaw with three heavy right-handed neutrinos, explaining in detail why it fails, and allowing us to show that agreement with the present neutrino oscillation data can be recovered with the inclusion of dimension-3 heavy neutrino mass terms that break softly the A(4) symmetry.

Shells of the limpet Patella aspera as habitat for epibionts

World Congress of Malacology, Universidade dos Açores, Ponta Delgada, 21-28 de julho.

Habitat differentiation between groups of Risso's dolphins as evidence of coastal nursery areas

26th Annual Conference of the European Cetacean Society, Galway, Ireland 26-28 March 2012.

A comparison of bryophyte diversity in the Macaronesian Islands: island versus habitat approach

In this paper, we present a comparison of richness patterns and floristic similarity for bryophytes in the five most important altitudinal habitat types in the Macaronesian islands. We evaluate the importance of different factors discussed in the literature in predicting species diversity applying the traditional island approach and within the framework of the new habitat approach, including area, isolation, climatic factors, geological age and human influence. From the analysis of patterns of bryophyte species distribution for selected habitats across islands and archipelagos, we specifically test the hypothesis that (i) floristic similarity is primarily determined by climatic factors, but not by geographical distance due to high dispersal ability in this species group and (ii) bryophyte richness is best predicted by area, but not by geological age of the habitat due to very low endemicity or speciation rate and high colonization rate.

Geographical, temporal and environmental determinants of bryophyte species richness in the Macaronesian Islands

Copyright: © 2014 Aranda et al. This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.

Role of the wider Azores region as a nursery ground for North Atlantic blue shark (Prionace glauca)

Tese de Doutoramento, Ciências do Mar (Ecologia Marinha)

Cold-water coral communities in the Azores : diversity, habitat and conservation

Tese de Doutoramento, Ciências do Mar (especialidade em Ecologia Marinha), 11 de Setembro de 2015, Universidade dos Açores.

Effects of natural mortality on the yield per recruit models

Dissertação de Mestrado, Estudos Integrados dos Oceanos, 22 de Janeiro de 2016, Universidade dos Açores.