Time series analysis for minority game simulations of financial markets

The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis of the model employing tools from statistics, dynamical systems theory and stochastic processes. Using benchmark systems and a financial index for comparison, several conclusions are obtained about the generating mechanism for this kind of evolution. The motion is deterministic, driven by occasional random external perturbation. When the interval between two successive perturbations is sufficiently large, one can find low dimensional chaos in this regime. However, the full motion of the MG model is found to be similar to that of the first differences of the SP500 index: stochastic, nonlinear and (unit root) stationary. (C) 2002 Elsevier B.V. B.V. All rights reserved.

Quantum coherent tunneling between two atomic-molecular Bose-Einstein condensates

We study the quantum coherent tunneling dynamics of two weakly coupled atomic-molecular Bose-Einstein condensates (AMBEC). A weak link is supposed to be provided by a double-well trap. The regions of parameters where the macroscopic quantum localization of the relative atomic population occurs are revealed. The different dynamical regimes are found depending on the value of nonlinearity, namely, coupled oscillations of population imbalance of atomic and molecular condensate, including irregular oscillations regions, and macroscopic quantum self trapping regimes. Quantum means and quadrature variances are calculated for population of atomic and molecular condensates and the possibility of quadrature squeezing is shown via stochastic simulations within P-positive phase space representation method. Linear tunnel coupling between two AMBEC leads to correlations in quantum statistics.

Theoretical studies of liquids by computer simulations: the water-acetone mixture.

Monte Carlo simulation results for pure liquid acetone and water-acetone mixtures calculated in the isothermal and isobaric (NPT) ensemble at T=298K and p=1.0atm are presented. The TIP4P model was used for water and optimized potential for liquid simulation (OPLS) force field parameters used for acetone. The results obtained for the average configurational energy as a function of the mole fraction are in good accord with experimental data. Energy partitioning and co-ordination numbers results calculated for equimolar water-acetone solution are compared to similar data obtained for other water-organic liquid mixtures. These results show an increase in water-water interaction energy and co-ordination numbers when the interaction between water and organic liquid molecules decrease. Distribution functions for pure liquid acetone and water-acetone mixtures are presented. Dipole-dipole angular correlation functions obtained for pure liquid acetone show a predominance of dimers with parallel alignment of dipole moments. Radial distribution functions from water-acetone interaction show characteristic features of hydrogen bonded liquids. Radial and angular distribution functions for water-water correlation calculated in pure water and in equimolar water-acetone mixture are compared, showing very similar features in both systems. (C) 1999 Elsevier B.V. B.V. All rights reserved.

Optimal laser control of molecular photoassociation along with vibrational stabilization

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Molecular modeling databases: A new way in the search of protein targets for drug development

DBMODELING is a relational database of annotated comparative protein structure models and their metabolic, pathway characterization. It is focused on enzymes identified in the genomes of Mycobacterium tuberculosis and Xylella fastidiosa. The main goal of the present database is to provide structural models to be used in docking simulations and drug design. However, since the accuracy of structural models is highly dependent on sequence identity between template and target, it is necessary to make clear to the user that only models which show high structural quality should be used in such efforts. Molecular modeling of these genomes generated a database, in which all structural models were built using alignments presenting more than 30% of sequence identity, generating models with medium and high accuracy. All models in the database are publicly accessible at http://www.biocristalografia.df.ibilce.unesp.br/tools. DBMODELING user interface provides users friendly menus, so that all information can be printed in one stop from any web browser. Furthermore, DBMODELING also provides a docking interface, which allows the user to carry out geometric docking simulation, against the molecular models available in the database. There are three other important homology model databases: MODBASE, SWISSMODEL, and GTOP. The main applications of these databases are described in the present article. © 2007 Bentham Science Publishers Ltd.

The fractional-nonlinear robotic manipulator: Modeling and dynamic simulations

In this paper, we applied the Riemann-Liouville approach and the fractional Euler-Lagrange equations in order to obtain the fractional-order nonlinear dynamics equations of a two link robotic manipulator. The aformentioned equations have been simulated for several cases involving: integer and non-integer order analysis, with and without external forcing acting and some different initial conditions. The fractional nonlinear governing equations of motion are coupled and the time evolution of the angular positions and the phase diagrams have been plotted to visualize the effect of fractional order approach. The new contribution of this work arises from the fact that the dynamics equations of a two link robotic manipulator have been modeled with the fractional Euler-Lagrange dynamics approach. The results reveal that the fractional-nonlinear robotic manipulator can exhibit different and curious behavior from those obtained with the standard dynamical system and can be useful for a better understanding and control of such nonlinear systems. © 2012 American Institute of Physics.

Modelagem molecular da Chiquimato quinase de Mycobacterium leprae

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Estudo de sistema molecular confinado

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

O oscilador de Morse forçado e a influência do dipolo permanente na dissociação molecular

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Estudo clássico e quântico da dissociação molecular induzida por laser

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Equação de Fokker-Planck e enovelamento de proteínas

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

Spurious transients of projection methods in microflow simulations

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

Application of reverse Monte Carlo simulations to diatomic molecules. Part 1. Noncomplete radial distribution functions

The reverse Monte Carlo (RMC) method generates sets of points in space which yield radial distribution functions (RDFS) that approximate those of the system of interest. Such sets of configurations should, in principle, be sufficient to determine the structural properties of the system. In this work we apply the RMC technique to fluids of hard diatomic molecules. The experimental RDFs of the hard-dimer fluid were generated by the conventional MC method and used as input in the RMC simulations. Our results indicate that the RMC method is only satisfactory in determining the local structure of the fluid studied by means of only mono-variable RDF. Also we suggest that the use of multi-variable RDFs would improve the technique significantly. However, the accuracy of the method turned out to be very sensitive to the variance of the input experimental RDF. © 1995.

Estudos computacionais de esfingomielinases D: docking, dinâmica molecular e métodos híbridos QM/MM

Pós-graduação em Biofísica Molecular - IBILCE

MOLECULAR DYNAMICS STUDIES OF SIMPLE MODEL FLUIDS AND WATER CONFINED IN CARBON NANOTUBE

Molecular Dynamics (MD) simulation is one of the most important computational techniques with broad applications in physics, chemistry, chemical engineering, materials design and biological science. Traditional computational chemistry refers to quantum calculations based on solving Schrodinger equations. Later developed Density Functional Theory (DFT) based on solving Kohn-Sham equations became the more popular ab initio calculation technique which could deal with ~1000 atoms by explicitly considering electron interactions. In contrast, MD simulation based on solving classical mechanics equations of motion is a totally different technique in the field of computational chemistry. Electron interactions were implicitly included in the empirical atom-based potential functions and the system size to be investigated can be extended to ~106 atoms. The thermodynamic properties of model fluids are mainly determined by macroscopic quantities, like temperature, pressure, density. The quantum effects on thermodynamic properties like melting point, surface tension are not dominant. In this work, we mainly investigated the melting point, surface tension (liquid-vapor and liquid-solid) of model fluids including Lennard-Jones model, Stockmayer model and a couple of water models (TIP4P/Ew, TIP5P/Ew) by means of MD simulation. In addition, some new structures of water confined in carbon nanotube were discovered and transport behaviors of water and ions through nano-channels were also revealed.