996 resultados para Market fluctuations


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Recurrences are close returns of a given state in a time series, and can be used to identify different dynamical regimes and other related phenomena, being particularly suited for analyzing experimental data. In this work, we use recurrence quantification analysis to investigate dynamical patterns in scalar data series obtained from measurements of floating potential and ion saturation current at the plasma edge of the Tokamak Chauffage Alfveacuten Breacutesilien [R. M. O. Galva approximate to o , Plasma Phys. Controlled Fusion 43, 1181 (2001)]. We consider plasma discharges with and without the application of radial electric bias, and also with two different regimes of current ramp. Our results indicate that biasing improves confinement through destroying highly recurrent regions within the plasma column that enhance particle and heat transport.

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A comparison is made between results obtained using smooth initial conditions and event-by-event initial conditions in the hydrodynamical description of relativistic nuclear collisions. Some new results on directed flow are also included.

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We have numerically solved the Heisenberg-Langevin equations describing the propagation of quantized fields through an optically thick sample of atoms. Two orthogonal polarization components are considered for the field, and the complete Zeeman sublevel structure of the atomic transition is taken into account. Quantum fluctuations of atomic operators are included through appropriate Langevin forces. We have considered an incident field in a linearly polarized coherent state (driving field) and vacuum in the perpendicular polarization and calculated the noise spectra of the amplitude and phase quadratures of the output field for two orthogonal polarizations. We analyze different configurations depending on the total angular momentum of the ground and excited atomic states. We examine the generation of squeezing for the driving-field polarization component and vacuum squeezing of the orthogonal polarization. Entanglement of orthogonally polarized modes is predicted. Noise spectral features specific to (Zeeman) multilevel configurations are identified.

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We show theoretically and experimentally that scattered light by thermal phonons inside a second-order nonlinear crystal is the source of additional phase noise observed in optical parametric oscillators. This additional phase noise reduces the quantum correlations and has hitherto hindered the direct production of multipartite entanglement in a single nonlinear optical system. We cooled the nonlinear crystal and observed a reduction in the extra noise. Our treatment of this noise can be successfully applied to different systems in the literature.

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A comprehensive survey of event-by-event fluctuations of charged hadron multiplicity in relativistic heavy ions is presented. The survey covers Au+Au collisions at s(NN)=62.4 and 200 GeV, and Cu+Cu collisions at s(NN)=22.5,62.4, and 200 GeV. Fluctuations are measured as a function of collision centrality, transverse momentum range, and charge sign. After correcting for nondynamical fluctuations due to fluctuations in the collision geometry within a centrality bin, the remaining dynamical fluctuations expressed as the variance normalized by the mean tend to decrease with increasing centrality. The dynamical fluctuations are consistent with or below the expectation from a superposition of participant nucleon-nucleon collisions based upon p+p data, indicating that this dataset does not exhibit evidence of critical behavior in terms of the compressibility of the system. A comparison of the data with a model where hadrons are independently emitted from a number of hadron clusters suggests that the mean number of hadrons per cluster is small in heavy ion collisions.

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We have performed a systematic study of the magnetic properties of a series of ferrimagnetic nanoparticles of Mg(x)Fe(3-x)O(4) (0.8 <= x <= 1.5) prepared by the combustion reaction method. The magnetization data can be well fitted by Bloch's law with T(3/2). Bloch's constant B determined from the fitting procedure was found to increase with Mg content x from similar to 3.09 X 10(-5) K(-3/2) for x = 0.8 to 6.27 X 10(-5) K(-3/2) for x=1.5. The exchange integral J(AB) and the spin-wave stiffness constant D of Mg(x)Fe(3-x)O(4) nanoparticles were also determined as similar to 0.842 and 0.574 meV and 296 and 202 meV angstrom(2) for specimens with x=0.8 and 1.5, respectively. These results are discussed in terms of cation redistribution among A and B sites on these nanostructured spinel ferrites. (C) 2010 American Institute of Physics. [doi: 10.1063/1.3359709]

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We report K/pi fluctuations from Au+Au collisions at s(NN)=19.6, 62.4, 130, and 200 GeV using the STAR detector at the Relativistic Heavy Ion Collider. K/pi fluctuations in central collisions show little dependence on incident energy and are on the same order as those from NA49 at the Super Proton Synchrotron in central Pb+Pb collisions at s(NN)=12.3 and 17.3 GeV. We report results for the collision centrality dependence of K/pi fluctuations and results for charge-separated fluctuations. We observe that the K/pi fluctuations scale with the charged particle multiplicity density.

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Very low intensity and phase fluctuations are present in a bright light field such as a laser beam. These subtle quantum fluctuations may be used to encode quantum information. Although intensity is easily measured with common photodetectors, accessing the phase information requires interference experiments. We introduce one such technique, the rotation of the noise ellipse of light, which employs an optical cavity to achieve the conversion of phase to intensity fluctuations. We describe the quantum noise of light and how it can be manipulated by employing an optical resonance technique and compare it to similar techniques, such as Pound - Drever - Hall laser stabilization and homodyne detection. (c) 2008 American Association of Physics Teachers.

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The photoluminescence (PL) technique as a function of temperature and excitation intensity was used to study the optical properties of multiquantum wells (MQWs) of GaAs/Al(x)Ga(1-x)As grown by molecular beam epitaxy on GaAs substrates oriented in the [100], [311]A, and [311]B directions. The asymmetry presented by the PL spectra of the MQWs with an apparent exponential tail in the lower-energy side and the unusual behavior of the PL peak energy versus temperature (blueshift) at low temperatures are explained by the exciton localization in the confinement potential fluctuations of the heterostructures. The PL peak energy dependence with temperature was fitted by the expression proposed by Passler [Phys. Status Solidi B 200, 155 (1997)] by subtracting the term sigma(2)(E)/k(B)T, which considers the presence of potential fluctuations. It can be verified from the PL line shape, the full width at half maximum of PL spectra, the sigma(E) values obtained from the adjustment of experimental points, and the blueshift maximum values that the samples grown in the [311]A/B directions have higher potential fluctuation amplitude than the sample grown in the [100] direction. This indicates a higher degree of the superficial corrugations for the MQWs grown in the [311] direction. (C) 2008 American Institute of Physics.

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In this work we study an agent based model to investigate the role of asymmetric information degrees for market evolution. This model is quite simple and may be treated analytically since the consumers evaluate the quality of a certain good taking into account only the quality of the last good purchased plus her perceptive capacity beta. As a consequence, the system evolves according to a stationary Markov chain. The value of a good offered by the firms increases along with quality according to an exponent alpha, which is a measure of the technology. It incorporates all the technological capacity of the production systems such as education, scientific development and techniques that change the productivity rates. The technological level plays an important role to explain how the asymmetry of information may affect the market evolution in this model. We observe that, for high technological levels, the market can detect adverse selection. The model allows us to compute the maximum asymmetric information degree before the market collapses. Below this critical point the market evolves during a limited period of time and then dies out completely. When beta is closer to 1 (symmetric information), the market becomes more profitable for high quality goods, although high and low quality markets coexist. The maximum asymmetric information level is a consequence of an ergodicity breakdown in the process of quality evaluation. (C) 2011 Elsevier B.V. All rights reserved.

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This text discusses the phonographic segment of religious music in Brazil in its two main manifestations, linked respectively to the Catholic and Protestant traditions. The text offers a brief history of both traditions, as well as a description of their main recording companies and artists of greatest prominence. In its final part. the text presents the strategies that bring together recording companies and independent artists, as well as ponders over Brazil`s independent musical production as a whole.

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This article discusses the main aspects of the Brazilian real estate market in order to illustrate if it would be attractive for a typical American real estate investor to buy office-building portfolios in Brazil. The article emphasizes: [i] - the regulatory frontiers, comparing investment securitization, using a typical American REIT structure, with the Brazilian solution, using the Fundo de Investimento Imobiliario - FII; [ii] - the investment quality attributes in the Brazilian market, using an office building prototype, and [iii] - the comparison of [risk vs. yield] generated by an investment in the Brazilian market, using a FII, benchmarked against an existing REIT (OFFICE SUB-SECTOR) in the USA market. We conclude that investing dollars exchanged for Reais [the Brazilian currency] in a FII with a triple A office-building portfolio in the Sao Paulo marketplace will yield an annual income and a premium return above an American REIT investment. The highly aggressive scenario, along with the strong persistent exchange rate detachment to the IGP-M variations, plus instabilities affecting the generation of income, and even if we adopt a 300-point margin for the Brazil-Risk level, demonstrates that an investment opportunity in the Brazilian market, in the segment we have analyzed, outperforms an equivalent investment in the American market.

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The objective of the present work is to propose a numerical and statistical approach, using computational fluid dynamics, for the study of the atmospheric pollutant dispersion. Modifications in the standard k-epsilon turbulence model and additional equations for the calculation of the variance of concentration are introduced to enhance the prediction of the flow field and scalar quantities. The flow field, the mean concentration and the variance of a flow over a two-dimensional triangular hill, with a finite-size point pollutant source, are calculated by a finite volume code and compared with published experimental results. A modified low Reynolds k-epsilon turbulence model was employed in this work, using the constant of the k-epsilon model C(mu)=0.03 to take into account the inactive atmospheric turbulence. The numerical results for the velocity profiles and the position of the reattachment point are in good agreement with the experimental results. The results for the mean and the variance of the concentration are also in good agreement with experimental results from the literature. (C) 2009 Elsevier Ltd. All rights reserved.

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In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

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The purposes of this work were a) to evaluate citrus black spot (CBS) incidence in `Valencia` oranges and `Murcott` tangors aimed at the export market, and in Pera`, `Lima` and `Natal` oranges, and `Murcott` tangors, aimed at the domestic market after different processing stages in packinghouses in 2004/05 and 2005/06; b) to evaluate CBS incidence in Pera` and `Lima` oranges and `Murcott` tangors sold at Ceagesp-SP, the biggest wholesale market in the State of Sao Paulo, in 2006. Citrus fruits were collected at the packinghouse, on their arrival, after pre-washing and de-greening, from the packing table, from the pallet and at Ceagesp. They were stored for 14 to 21 days at 25 degrees C and 85-90% RH. The incidence of CBS was visually evaluated after one day and at the end of the storage period. CBS incidence in fruits aimed at the export market decreased, with values under 2.0% on arrival and no CBS symptoms observed on fruits from the pallet. The average incidence of CBS in `Pera`, `Lima` and `Natal` oranges, and `Murcott` tangors in the packinghouse aimed at the domestic market were 64.1, 39.0, 32.1 and 19.3%, respectively, after one day of storage, then remaining constant in all processing stages. The incidence of CBS in Ceagesp fruits was low in winter months and increased in the spring. The increase in disease incidence during the storage period (21 days) was not significant in collected fruits.