Jogo da Minoria: um modelo baseado em agentes aplicado ao mercado financeiro

Nos últimos anos houve uma contribuição significativa dos físicos para a construção de um tipo de modelo baseado em agentes que busca reproduzir, em simulação computacional, o comportamento do mercado financeiro. Esse modelo, chamado Jogo da Minoria consiste de um grupo de agentes que vão ao mercado comprar ou vender ativos. Eles tomam decisões com base em estratégias e, por meio delas, os agentes estabelecem um intrincado jogo de competição e coordenação pela distribuição da riqueza. O modelo tem demonstrado resultados bastante ricos e surpreendentes, tanto na dinâmica do sistema como na capacidade de reproduzir características estatísticas e comportamentais do mercado financeiro. Neste artigo, são apresentadas a estrutura e a dinâmica do Jogo da Minoria, bem como as contribuições recentes relacionadas ao Jogo da Minoria denominado de Grande Canônico, que é um modelo mais bem ajustado às características do mercado financeiro e reproduz as regularidades estatísticas do preço dos ativos chamadas fatos estilizados.

Increased corticosterone levels in mice subjected to the rat exposure test

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

Mixing-demixing in a trapped degenerate fermion-fermion mixture

We use a time-dependent dynamical mean-field-hydrodynamic model to study mixing-demixing in a degenerate fermion-fermion mixture (DFFM). It is demonstrated that with the increase of interspecies repulsion and/or trapping frequencies, a mixed state of a DFFM could turn into a fully demixed state in both three-dimensional spherically symmetric as well as quasi-one-dimensional configurations. Such a demixed state of a DFFM could be experimentally realized by varying an external magnetic field near a fermion-fermion Feshbach resonance, which will result in an increase of interspecies fermion-fermion repulsion, and/or by increasing the external trap frequencies. © 2006 The American Physical Society.

Spatial electric load forecasting using a local movement approach

An agent based model for spatial electric load forecasting using a local movement approach for the spatiotemporal allocation of the new loads in the service zone is presented. The density of electrical load for each of the major consumer classes in each sub-zone is used as the current state of the agents. The spatial growth is simulated with a walking agent who starts his path in one of the activity centers of the city and goes to the limits of the city following a radial path depending on the different load levels. A series of update rules are established to simulate the S growth behavior and the complementarity between classes. The results are presented in future load density maps. The tests in a real system from a mid-size city show a high rate of success when compared with other techniques. The most important features of this methodology are the need for few data and the simplicity of the algorithm, allowing for future scalability. © 2009 IEEE.

Analyzing the effect of homogeneous frustration in protein folding

The energy landscape theory has been an invaluable theoretical framework in the understanding of biological processes such as protein folding, oligomerization, and functional transitions. According to the theory, the energy landscape of protein folding is funneled toward the native state, a conformational state that is consistent with the principle of minimal frustration. It has been accepted that real proteins are selected through natural evolution, satisfying the minimum frustration criterion. However, there is evidence that a low degree of frustration accelerates folding. We examined the interplay between topological and energetic protein frustration. We employed a Cα structure-based model for simulations with a controlled nonspecific energetic frustration added to the potential energy function. Thermodynamics and kinetics of a group of 19 proteins are completely characterized as a function of increasing level of energetic frustration. We observed two well-separated groups of proteins: one group where a little frustration enhances folding rates to an optimal value and another where any energetic frustration slows down folding. Protein energetic frustration regimes and their mechanisms are explained by the role of non-native contact interactions in different folding scenarios. These findings strongly correlate with the protein free-energy folding barrier and the absolute contact order parameters. These computational results are corroborated by principal component analysis and partial least square techniques. One simple theoretical model is proposed as a useful tool for experimentalists to predict the limits of improvements in real proteins. © 2013 Wiley Periodicals, Inc.

Stability and collapse of fermions in a binary dipolar boson-fermion 164Dy-161Dy mixture

We suggest a time-dependent mean-field hydrodynamic model for a binary dipolar boson-fermion mixture to study the stability and collapse of fermions in the 164Dy-161Dy mixture. The condition of stability of the dipolar mixture is illustrated in terms of phase diagrams. A collapse is induced in a disk-shaped stable binary mixture by jumping the interspecies contact interaction from repulsive to attractive by the Feshbach resonance technique. The subsequent dynamics is studied by solving the time-dependent mean-field model including three-body loss due to molecule formation in boson-fermion and boson-boson channels. Collapse and fragmentation in the fermions after subsequent explosions are illustrated. The anisotropic dipolar interaction leads to anisotropic fermionic density distribution during collapse. This study is carried out in three-dimensional space using realistic values of dipolar and contact interactions. © 2013 American Physical Society.

Manejo do nitrogênio em cobertura na cultura do milho (Zea mays L.) em solo arenoso baseado no índice relativo de clorofila

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

Estudo do efeito da adição de frustração no enovelamento de proteínas utilizando modelos baseados em estruturas

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Regimes de frustração ótima em enovelamento de proteínas com modelos baseado em estrutura

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

Determinação do grau de ionização de aminoácidos polares carregados

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

A representação social do adolescente egresso do regime de internação na Febem sobre o processo de (re)socialização

Pós-graduação em Educação Escolar - FCLAR

Fatores de forma eletromagnéticos do píon e do káon na frente de luz

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Fragilidade ambiental e qualidade dos solos em duas bacias hidrográficas de uso rural, em Ibiúna, SP

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A vulnerabilidade da ictiofauna à invasão por espécies de peixes: um modelo baseado no indivíduo

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Estudo do coeficiente de difusão no enovelamento de proteína

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)