Dynamics of the Dow Jones and the NASDAQ stock indexes

The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indices. We analyze the Dow Jones Industrial Average ( ∧ DJI) and the NASDAQ Composite ( ∧ IXIC) indexes at a daily time horizon. The methods and algorithms that have been explored for description of physical phenomena become an effective background, and even inspiration, for very productive methods used in the analysis of economical data. We start by applying the classical concepts of signal analysis, Fourier transform, and methods of fractional calculus. In a second phase we adopt a pseudo phase plane approach.

Mousetrapping: the ordeals of interpretation

Tese de doutoramento, Estudos Literários (Teoria da Literatura), Universidade de Lisboa, Faculdade de Letras, 2012

Big Bang bifurcations and allee effect in Blumberg’s dynamics

This paper concerns dynamics and bifurcations properties of a class of continuous-defined one-dimensional maps, in a three-dimensional parameter space: Blumberg's functions. This family of functions naturally incorporates a major focus of ecological research: the Allee effect. We provide a necessary condition for the occurrence of this phenomenon, associated with the stability of a fixed point. A central point of our investigation is the study of bifurcations structure for this class of functions. We verified that under some sufficient conditions, Blumberg's functions have a particular bifurcations structure: the big bang bifurcations of the so-called "box-within-a-box" type, but for different kinds of boxes. Moreover, it is verified that these bifurcation cascades converge to different big bang bifurcation curves, where for the corresponding parameter values are associated distinct attractors. This work contributes to clarify the big bang bifurcation analysis for continuous maps. To support our results, we present fold and flip bifurcations curves and surfaces, and numerical simulations of several bifurcation diagrams.

Comments on ‘‘Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions

Applied Mathematical Modelling, Vol.33

Fractional derivatives: probability interpretation and frequency response of rational approximations

The theory of fractional calculus (FC) is a useful mathematical tool in many applied sciences. Nevertheless, only in the last decades researchers were motivated for the adoption of the FC concepts. There are several reasons for this state of affairs, namely the co-existence of different definitions and interpretations, and the necessity of approximation methods for the real time calculation of fractional derivatives (FDs). In a first part, this paper introduces a probabilistic interpretation of the fractional derivative based on the Grünwald-Letnikov definition. In a second part, the calculation of fractional derivatives through Padé fraction approximations is analyzed. It is observed that the probabilistic interpretation and the frequency response of fraction approximations of FDs reveal a clear correlation between both concepts.

Spatial dynamics of team sports exposed by Voronoi diagrams

Team sports represent complex systems: players interact continuously during a game, and exhibit intricate patterns of interaction, which can be identified and investigated at both individual and collective levels. We used Voronoi diagrams to identify and investigate the spatial dynamics of players' behavior in Futsal. Using this tool, we examined 19 plays of a sub-phase of a Futsal game played in a reduced area (20 m(2)) from which we extracted the trajectories of all players. Results obtained from a comparative analysis of player's Voronoi area (dominant region) and nearest teammate distance revealed different patterns of interaction between attackers and defenders, both at the level of individual players and teams. We found that, compared to defenders, larger dominant regions were associated with attackers. Furthermore, these regions were more variable in size among players from the same team but, at the player level, the attackers' dominant regions were more regular than those associated with each of the defenders. These findings support a formal description of the dynamic spatial interaction of the players, at least during the particular sub-phase of Futsal investigated. The adopted approach may be extended to other team behaviors where the actions taken at any instant in time by each of the involved agents are associated with the space they occupy at that particular time.

Redox-active cytotoxic diorganotin(IV) cycloalkylhydroxamate complexes with different ring sizes: Reduction behaviour and theoretical interpretation

Two series of new diorganotin(IV) cycloalkylhydroxamate complexes with different ring sizes (cyclopropyl, cyclobutyl, cyclopentyl and cyclohexyl), formulated as the mononuclear [R2Sn(HL)(2)] (1:2) (a, R=Bu-n and Ph) and the polymeric [R2SnL](n) (1:1) (b, R=Bu-n) compounds, were prepared and fully characterized. Single crystal X-ray diffraction for [(Bu2Sn)-Bu-n{C5H9C(O)NHO}(2)] (3a) discloses the cis geometry and strong intermolecular NH center dot center dot center dot O interactions. The in vitro cytotoxic activities of the complexes were evaluated against HL-60, Bel-7402, BGC-823 and KB human tumour cell lines, the greater activity concerning [(Bu2Sn)-Bu-n(HL)(2)] [HL=C3H5C(O)NHO (1a), C6H11C(O)NHO (4a)] towards BGC-823. The complexes undergo, by cyclic voltammetry and controlled-potential electrolysis, one irreversible overall two-electron cathodic process at a reduction potential that does not appear to correlate with the antitumour activity. The electrochemical behaviour of [R2Sn(C5H9C(O)NHO)(2)] [R=Bu-n (3a), Ph (7a)] was also investigated using density functional theory (DFT) methods, showing that the ultimate complex structure and the mechanism of its formation are R dependent: for the aromatic (R = Ph) complex, the initial reduction step is centred on the phenyl ligands and at the metal, being followed by a second reduction with Sn-O and Sn-C ruptures, whereas for the alkyl (R=Bu-n) complex the first reduction step is centred on one of the hydroxamate ligands and is followed by a second reduction with Sn-O bond cleavages and preservation of the alkyl ligands. In both cases, the final complexes are highly coordinative unsaturated Sn-II species with the cis geometry, features that can be of biological significance.

Complex Dynamics of defective interfering baculoviruses during serial passage in insect cells

Defective interfering (DI) viruses are thought to cause oscillations in virus levels, known as the ‘Von Magnus effect’. Interference by DI viruses has been proposed to underlie these dynamics, although experimental tests of this idea have not been forthcoming. For the baculoviruses, insect viruses commonly used for the expression of heterologous proteins in insect cells, the molecular mechanisms underlying DI generation have been investigated. However, the dynamics of baculovirus populations harboring DIs have not been studied in detail. In order to address this issue, we used quantitative real-time PCR to determine the levels of helper and DI viruses during 50 serial passages of Autographa californica multiple nucleopolyhedrovirus (AcMNPV) in Sf21 cells. Unexpectedly, the helper and DI viruses changed levels largely in phase, and oscillations were highly irregular, suggesting the presence of chaos. We therefore developed a simple mathematical model of baculovirus-DI dynamics. This theoretical model reproduced patterns qualitatively similar to the experimental data. Although we cannot exclude that experimental variation (noise) plays an important role in generating the observed patterns, the presence of chaos in the model dynamics was confirmed with the computation of the maximal Lyapunov exponent, and a Ruelle-Takens-Newhouse route to chaos was identified at decreasing production of DI viruses, using mutation as a control parameter. Our results contribute to a better understanding of the dynamics of DI baculoviruses, and suggest that changes in virus levels over passages may exhibit chaos.

A compreensão dos alunos do 6.º ano de analogias presentes em vídeos didáticos sobre o corpo humano

Relatório Final apresentado à Escola Superior de Educação de Lisboa para obtenção de grau de mestre no Mestrado em Ensino do 1.º e 2.º Ciclo do Ensino Básico

Complex dynamics in the trajectory control of redundant manipulators

Redundant manipulators allow the trajectory optimization, the obstacle avoidance, and the resolution of singularities. For this type of manipulators, the kinematic control algorithms adopt generalized inverse matrices that may lead to unpredictable responses. Motivated by these problems this paper studies the complexity revealed by the trajectory planning scheme when controlling redundant manipulators. The results reveal fundamental properties of the chaotic phenomena and give a deeper insight towards the development of superior trajectory control algorithms.

Dynamics of transmission of Trypanosoma cruzi in a rural area of Argentina: III. Persistence of T. cruzi parasitemia among canine reservoirs in a two-year follow-up

A new cross-sectional survey of household- associated mongrel dogs as well as follow-up of previously parasitemic individuals was carried out in 1984 toy means of xenodiagnosis and serologic techniques to get a deeper insight into the relationship of T. cruzi parasitemia and age among canine hosts in a rural area of Argentina. Persistence of detectable parasitemia was age-independent, or at most, loosely related to age, confirming the pattern observed in 1982. Similarly no significant age-decreasing effect was recorded among seropositive dogs in: a) the probability of detecting parasites in a 2-year follow-up; b) their intensity of infectiousness (=infective force) for T. infestans 3rd-4th instar nymphs, as measured by the percentage of infected bugs observed in each dog xenodiagnosis. Moreover, not only was the infective force of seropositive dogs for bugs approximately constant through lifetime, but it was significantly higher than the one recorded for children in the present survey, and for human people by other researchers. Therefore, and since T. infestans field populations show high feeding frequencies on dogs, the latter are expected to make the greatest contribution to the pool of infected vectors in the rural household of Argentina. This characteristic should be sufficient to involve canine reservoirs definitely as a risk factor for human people residing in the same house. The increased severity of parasitemia observed among dogs in this survey may be related to the acute undernutrition characteristic of canine populations of poor rural areas in our country, which is expected to affect the ability of the host to manage the infection.

Fractional dynamics in the trajectory control of redundant manipulators

Under the pseudoinverse control, robots with kinematical redundancy exhibit an undesirable chaotic joint motion which leads to an erratic behavior. This paper studies the complexity of fractional dynamics of the chaotic response. Fourier and wavelet analysis provides a deeper insight, helpful to know better the lack of repeatability problem of redundant manipulators. This perspective for the study of the chaotic phenomena will permit the development of superior trajectory control algorithms.

Simulation and dynamics of freeway traffic

This paper presents the new package entitled Simulator of Intelligent Transportation Systems (SITS) and a computational oriented analysis of traffic dynamics. The SITS adopts a microscopic simulation approach to reproduce real traffic conditions considering different types of vehicles, drivers and roads. A set of experiments with the SITS reveal the dynamic phenomena exhibited by this kind of system. For this purpose a modelling formalism is developed that embeds the statistics and the Laplace transform. The results make possible the adoption of classical system theory tools and point out that it is possible to study traffic systems taking advantage of the knowledge gathered with automatic control algorithms. A complementary perspective for the analysis of the traffic flow is also quantified through the entropy measure.

Complex-order dynamics in hexapod locomotion

This paper studies the dynamics of foot–ground interaction in hexapod locomotion systems. For that objective the robot motion is characterized in terms of several locomotion variables and the ground is modelled through a non-linear spring-dashpot system, with parameters based on the studies of soil mechanics. Moreover, it is adopted an algorithm with foot-force feedback to control the robot locomotion. A set of model-based experiments reveals the influence of the locomotion velocity on the foot–ground transfer function, which presents complex-order dynamics.

Some reflections on acquisition, processing and analysis of statistical data in forest soils

Beyond the classical statistical approaches (determination of basic statistics, regression analysis, ANOVA, etc.) a new set of applications of different statistical techniques has increasingly gained relevance in the analysis, processing and interpretation of data concerning the characteristics of forest soils. This is possible to be seen in some of the recent publications in the context of Multivariate Statistics. These new methods require additional care that is not always included or refered in some approaches. In the particular case of geostatistical data applications it is necessary, besides to geo-reference all the data acquisition, to collect the samples in regular grids and in sufficient quantity so that the variograms can reflect the spatial distribution of soil properties in a representative manner. In the case of the great majority of Multivariate Statistics techniques (Principal Component Analysis, Correspondence Analysis, Cluster Analysis, etc.) despite the fact they do not require in most cases the assumption of normal distribution, they however need a proper and rigorous strategy for its utilization. In this work, some reflections about these methodologies and, in particular, about the main constraints that often occur during the information collecting process and about the various linking possibilities of these different techniques will be presented. At the end, illustrations of some particular cases of the applications of these statistical methods will also be presented.