Analysis of financial indices by means of the windowed Fourier transform

The goal of this study is to analyze the dynamical properties of financial data series from nineteen worldwide stock market indices (SMI) during the period 1995–2009. SMI reveal a complex behavior that can be explored since it is available a considerable volume of data. In this paper is applied the window Fourier transform and methods of fractional calculus. The results reveal classification patterns typical of fractional order systems.

Analysis of financial data series using fractional Fourier transform and multidimensional scaling

The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indexes during the period 2000–2009. We analyze, under a regional criterium, ten main indexes at a daily time horizon. The methods and algorithms that have been explored for the description of dynamical phenomena become an effective background in the analysis of economical data. We start by applying the classical concepts of signal analysis, fractional Fourier transform, and methods of fractional calculus. In a second phase we adopt the multidimensional scaling approach. Stock market indexes are examples of complex interacting systems for which a huge amount of data exists. Therefore, these indexes, viewed from a different perspectives, lead to new classification patterns.

Fixed point transformations in the adaptive control of fractional-order MIMO systems

Though the formal mathematical idea of introducing noninteger order derivatives can be traced from the 17th century in a letter by L’Hospital in which he asked Leibniz what the meaning of D n y if n = 1/2 would be in 1695 [1], it was better outlined only in the 19th century [2, 3, 4]. Due to the lack of clear physical interpretation their first applications in physics appeared only later, in the 20th century, in connection with visco-elastic phenomena [5, 6]. The topic later obtained quite general attention [7, 8, 9], and also found new applications in material science [10], analysis of earth-quake signals [11], control of robots [12], and in the description of diffusion [13], etc.

Application of robust fixed point transformations for technological operation of robots

A robot’s drive has to exert appropriate driving forces that can keep its arm and end effector at the proper position, velocity and acceleration, and simultaneously has to compensate for the effects of the contact forces arising between the tool and the workpiece depending on the needs of the actual technological operation. Balancing the effects of a priori unknown external disturbance forces and the inaccuracies of the available dynamic model of the robot is also important. Technological tasks requiring well prescribed end effector trajectories and contact forces simultaneously are challenging control problems that can be tackled in various manners.

Surface morphology and phase transformations of femtosecond laser-processed saphire

The morphological and structural modifications induced in sapphire by surface treatment with femtosecond laser radiation were studied. Single-crystal sapphire wafers cut parallel to the (0 1 2) planes were treated with 560 fs, 1030 nm wavelength laser radiation using wide ranges of pulse energy and repetition rate. Self-ordered periodic structures with an average spatial periodicity of similar to 300 nm were observed for fluences slightly higher than the ablation threshold. For higher fluences the interaction was more disruptive and extensive fracture, exfoliation, and ejection of ablation debris occurred. Four types of particles were found in the ablation debris: (a) spherical nanoparticles about 50 nm in diameter; (b) composite particles between 150 and 400 nm in size; (c) rounded resolidified particles about 100-500 nm in size; and (d) angular particles presenting a lamellar structure and deformation twins. The study of those particles by selected area electron diffraction showed that the spherical nanoparticles and the composite particles are amorphous, while the resolidified droplets and the angular particles, present a crystalline a-alumina structure, the same of the original material. Taking into consideration the existing ablation theories, it is proposed that the spherical nanoparticles are directly emitted from the surface in the ablation plume, while resolidified droplets are emitted as a result of the ablation process, in the liquid phase, in the low intensity regime, and by exfoliation, in the high intensity regime. Nanoparticle clusters are formed by nanoparticle coalescence in the cooling ablation plume. (C) 2013 Elsevier B.V. All rights reserved.

On the ranks of certain monoids of transformations that preserve a uniform partition

The rank of a semigroup, an important and relevant concept in Semigroup Theory, is the cardinality of a least-size generating set. Semigroups of transformations that preserve or reverse the order or the orientation as well as semigroups of transformations preserving an equivalence relation have been widely studied over the past decades by many authors. The purpose of this article is to compute the ranks of the monoid

Robotic manipulators with vibrations: short time fourier transform of fractional spectra

This paper analyzes the signals captured during impacts and vibrations of a mechanical manipulator. In order to acquire and study the signals an experimental setup is implemented. The signals are treated through signal processing tools such as the fast Fourier transform and the short time Fourier transform. The results show that the Fourier spectrum of several signals presents a non integer behavior. The experimental study provides valuable results that can assist in the design of a control system to deal with the unwanted effects of vibrations.

The cardinal of various monoids of transformations that preserve a uniform partition

In this paper we give formulas for the number of elements of the monoids ORm x n of all full transformations on it finite chain with tun elements that preserve it uniform m-partition and preserve or reverse the orientation and for its submonoids ODm x n of all order-preserving or order-reversing elements, OPm x n of all orientation-preserving elements, O-m x n of all order-preserving elements, O-m x n(+) of all extensive order-preserving elements and O-m x n(-) of all co-extensive order-preserving elements.

Evidences for direct magnetic patterning via diffusive transformations using femtosecond laser interferometry

The application of femtosecond laser interferometry to direct patterning of thin-film magnetic alloys is demonstrated. The formation of stripe gratings with submicron periodicities is achieved in Fe1-xVx (x=18-34wt. %) layers, with a difference in magnetic moments up to Delta mu/mu similar to 20 between adjacent stripes but without any significant development of the topographical relief (<1% of the film thickness). The produced gratings exhibit a robust effect of their anisotropy shape on magnetization curves in the film plane. The obtained data witness ultrafast diffusive transformations associated with the process of spinodal decomposition and demonstrate an opportunity for producing magnetic nanostructures with engineered properties upon this basis.

The comb signal and its Fourier transform

SignalProcessing, Vol. 81, nº 3

Applications of Fourier methods to the analysis of some stochastic processes

Dissertação de Doutoramento em Matemática: Processos Estocásticos

Congruences on monoids of transformations preserving the orientation on a finite chain

Journal of Algebra, 321 (2009), p. 743–757

Congruences on monoids of order-preserving or order-reversing transformations on a finite chain

Glasgow Mathematical Journal, nº 47 (2005), pg. 413-424

Presentations for some monoids of injective partial transformations on a finite chain.

Communications in Algebra, 33 (2005), p. 587-604

The cardinal and the idempotent number of various monoids of transformations on a finite chain

Bulletin of the Malaysian Mathematical Sciences Society, 2, 34 (1),(2011), p. 79–85