974 resultados para Asset Pricing Models
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Dissertation presented to obtain a Masters degree in Computer Science
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To study a flavour model with a non-minimal Higgs sector one must first define the symmetries of the fields; then identify what types of vacua exist and how they may break the symmetries; and finally determine whether the remnant symmetries are compatible with the experimental data. Here we address all these issues in the context of flavour models with any number of Higgs doublets. We stress the importance of analysing the Higgs vacuum expectation values that are pseudo-invariant under the generators of all subgroups. It is shown that the only way of obtaining a physical CKM mixing matrix and, simultaneously, non-degenerate and non-zero quark masses is requiring the vacuum expectation values of the Higgs fields to break completely the full flavour group, except possibly for some symmetry belonging to baryon number. The application of this technique to some illustrative examples, such as the flavour groups Delta (27), A(4) and S-3, is also presented.
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We study some properties of the monotone solutions of the boundary value problem (p(u'))' - cu' + f(u) = 0, u(-infinity) = 0, u(+infinity) = 1, where f is a continuous function, positive in (0, 1) and taking the value zero at 0 and 1, and P may be an increasing homeomorphism of (0, 1) or (0, +infinity) onto [0, +infinity). This problem arises when we look for travelling waves for the reaction diffusion equation partial derivative u/partial derivative t = partial derivative/partial derivative x [p(partial derivative u/partial derivative x)] + f(u) with the parameter c representing the wave speed. A possible model for the nonlinear diffusion is the relativistic curvature operator p(nu)= nu/root 1-nu(2). The same ideas apply when P is given by the one- dimensional p- Laplacian P(v) = |v|(p-2)v. In this case, an advection term is also considered. We show that, as for the classical Fisher- Kolmogorov- Petrovski- Piskounov equations, there is an interval of admissible speeds c and we give characterisations of the critical speed c. We also present some examples of exact solutions. (C) 2014 Elsevier Inc. All rights reserved.
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A new data set of daily gridded observations of precipitation, computed from over 400 stations in Portugal, is used to assess the performance of 12 regional climate models at 25 km resolution, from the ENSEMBLES set, all forced by ERA-40 boundary conditions, for the 1961-2000 period. Standard point error statistics, calculated from grid point and basin aggregated data, and precipitation related climate indices are used to analyze the performance of the different models in representing the main spatial and temporal features of the regional climate, and its extreme events. As a whole, the ENSEMBLES models are found to achieve a good representation of those features, with good spatial correlations with observations. There is a small but relevant negative bias in precipitation, especially in the driest months, leading to systematic errors in related climate indices. The underprediction of precipitation occurs in most percentiles, although this deficiency is partially corrected at the basin level. Interestingly, some of the conclusions concerning the performance of the models are different of what has been found for the contiguous territory of Spain; in particular, ENSEMBLES models appear too dry over Portugal and too wet over Spain. Finally, models behave quite differently in the simulation of some important aspects of local climate, from the mean climatology to high precipitation regimes in localized mountain ranges and in the subsequent drier regions.
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This study focus on the probabilistic modelling of mechanical properties of prestressing strands based on data collected from tensile tests carried out in Laboratório Nacional de Engenharia Civil (LNEC), Portugal, for certification purposes, and covers a period of about 9 years of production. The strands studied were produced by six manufacturers from four countries, namely Portugal, Spain, Italy and Thailand. Variability of the most important mechanical properties is examined and the results are compared with the recommendations of the Probabilistic Model Code, as well as the Eurocodes and earlier studies. The obtained results show a very low variability which, of course, benefits structural safety. Based on those results, probabilistic models for the most important mechanical properties of prestressing strands are proposed.
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A dynamical approach to study the behaviour of generalized populational growth models from Bets(p, 2) densities, with strong Allee effect, is presented. The dynamical analysis of the respective unimodal maps is performed using symbolic dynamics techniques. The complexity of the correspondent discrete dynamical systems is measured in terms of topological entropy. Different populational dynamics regimes are obtained when the intrinsic growth rates are modified: extinction, bistability, chaotic semistability and essential extinction.
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In the stair nested designs with u factors we have u steps and a(1), ... , a(u) "active" levels. We would have a(1) observations with different levels for the first factor each of them nesting a single level of each of the remaining factors; next a(2) observations with level a(1) + 1 for the first factor and distinct levels for the second factor each nesting a fixed level of each of the remaining factors, and so on. So the number of level combinations is Sigma(u)(i=1) a(i). In meta-analysis joint treatment of different experiments is considered. Joining the corresponding models may be useful to carry out that analysis. In this work we want joining L models with stair nesting.
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Density-dependent effects, both positive or negative, can have an important impact on the population dynamics of species by modifying their population per-capita growth rates. An important type of such density-dependent factors is given by the so-called Allee effects, widely studied in theoretical and field population biology. In this study, we analyze two discrete single population models with overcompensating density-dependence and Allee effects due to predator saturation and mating limitation using symbolic dynamics theory. We focus on the scenarios of persistence and bistability, in which the species dynamics can be chaotic. For the chaotic regimes, we compute the topological entropy as well as the Lyapunov exponent under ecological key parameters and different initial conditions. We also provide co-dimension two bifurcation diagrams for both systems computing the periods of the orbits, also characterizing the period-ordering routes toward the boundary crisis responsible for species extinction via transient chaos. Our results show that the topological entropy increases as we approach to the parametric regions involving transient chaos, being maximum when the full shift R(L)(infinity) occurs, and the system enters into the essential extinction regime. Finally, we characterize analytically, using a complex variable approach, and numerically the inverse square-root scaling law arising in the vicinity of a saddle-node bifurcation responsible for the extinction scenario in the two studied models. The results are discussed in the context of species fragility under differential Allee effects. (C) 2011 Elsevier Ltd. All rights reserved.
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LHC has reported tantalizing hints for a Higgs boson of mass 125 GeV decaying into two photons. We focus on two-Higgs-doublet Models, and study the interesting possibility that the heavier scalar H has been seen, with the lightest scalar h having thus far escaped detection. Nonobservation of h at LEP severely constrains the parameter-space of two-Higgs-doublet models. We analyze cases where the decay H -> hh is kinematically allowed, and cases where it is not, in the context of type I, type II, lepton-specific, and flipped models.
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We discuss theoretical and phenomenological aspects of two-Higgs-doublet extensions of the Standard Model. In general, these extensions have scalar mediated flavour changing neutral currents which are strongly constrained by experiment. Various strategies are discussed to control these flavour changing scalar currents and their phenomenological consequences are analysed. In particular, scenarios with natural flavour conservation are investigated, including the so-called type I and type II models as well as lepton-specific and inert models. Type III models are then discussed, where scalar flavour changing neutral currents are present at tree level, but are suppressed by either a specific ansatz for the Yukawa couplings or by the introduction of family symmetries leading to a natural suppression mechanism. We also consider the phenomenology of charged scalars in these models. Next we turn to the role of symmetries in the scalar sector. We discuss the six symmetry-constrained scalar potentials and their extension into the fermion sector. The vacuum structure of the scalar potential is analysed, including a study of the vacuum stability conditions on the potential and the renormalization-group improvement of these conditions is also presented. The stability of the tree level minimum of the scalar potential in connection with electric charge conservation and its behaviour under CP is analysed. The question of CP violation is addressed in detail, including the cases of explicit CP violation and spontaneous CP violation. We present a detailed study of weak basis invariants which are odd under CP. These invariants allow for the possibility of studying the CP properties of any two-Higgs-doublet model in an arbitrary Higgs basis. A careful study of spontaneous CP violation is presented, including an analysis of the conditions which have to be satisfied in order for a vacuum to violate CP. We present minimal models of CP violation where the vacuum phase is sufficient to generate a complex CKM matrix, which is at present a requirement for any realistic model of spontaneous CP violation.
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Many data have been useful to describe the growth of marine mammals, invertebrates and reptiles, seabirds, sea turtles and fishes, using the logistic, the Gom-pertz and von Bertalanffy's growth models. A generalized family of von Bertalanffy's maps, which is proportional to the right hand side of von Bertalanffy's growth equation, is studied and its dynamical approach is proposed. The system complexity is measured using Lyapunov exponents, which depend on two biological parameters: von Bertalanffy's growth rate constant and the asymptotic weight. Applications of synchronization in real world is of current interest. The behavior of birds ocks, schools of fish and other animals is an important phenomenon characterized by synchronized motion of individuals. In this work, we consider networks having in each node a von Bertalanffy's model and we study the synchronization interval of these networks, as a function of those two biological parameters. Numerical simulation are also presented to support our approaches.
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Nos últimos anos têm existido bastantes pesquisas e um grande investimento quer na área da educação à distância quer ao nível das tecnologias móveis. A dada altura percebeu-se que cada vez mais poderiam ser utilizados dispositivos móveis no contexto da educação e de que estes já seriam capazes de responder às exigências necessárias para que fosse possível criar ou melhorar cenários com recursos educativos. Este trabalho tem como objetivo propor um modelo que facilite a aprendizagem em dispositivos móveis. Nesse sentido, decidiu-se que seria uma mais-valia adicionar a este projeto, a utilização da Realidade Aumentada como potenciador de melhorias no processo de aprendizagem. A Realidade Aumentada, a par do que acontece com a educação à distância e com as tecnologias móveis, é uma área alvo de constantes investigações e inovação. Apresenta como principal capacidade a interação do utilizador com vários modelos virtuais incluídos numa cena real. Esta capacidade proporciona experiências que podem contribuir para o aumento da motivação e da perceção por parte dos alunos. A forma como o utilizador interage com as aplicações móveis é vista com extrema importância, principalmente na área da educação. Aliar uma boa interação à utilização da Realidade Aumentada, é parte integrante deste trabalho. Foram estudados exemplos de interações e formas como o utilizador vive a experiência durante a utilização de aplicações que partilham o mesmo tipo de tecnologias utilizadas neste projeto. O objetivo final foca-se na criação de uma aplicação, capaz de fornecer uma experiência enriquecedora no âmbito do ensino, ligado ao tema história e que consiga fundamentar a criação de um modelo que facilite a aprendizagem utilizando plataformas móveis. Os objetivos são corroborados por um conjunto de testes efetuados à aplicação e pelos resultados obtidos através de um questionário feito a um grupo de pessoas que testaram o protótipo.
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O crescente aumento da consciencialização da importância da fase de operação e manutenção, bem como a amplificação que a metodologia Building Information Modelling (BIM) tem obtido nos últimos anos, sugere uma necessidade de alterar a atual abordagem da gestão das instalações de forma a dotá-la das mais recentes inovações tecnológicas como seja a utilização do BIM. Os Building Information Models apresentam as características ideais para a integração da gestão das instalações, não só pela visualização do edifício, mas sobretudo pela potencialidade que a base de dados oferece, com informação referente a cada um dos componentes presentes e suas relações. O âmbito deste trabalho envolve assim a integração da gestão das instalações com o modelo BIM criado, representativo do edifício em estudo. Este trabalho começa com as definições do âmbito e dos objetivos que são propostos no Capítulo 1. No Capítulo 2, é elaborada uma pesquisa sobre o estado da arte atual de cada uma das metodologias BIM e FM, de forma a tomar conhecimento dos seus conceitos principais. Foi feito também um levantamento no campo do BIM-FM de forma a apurar as atuais soluções tecnológicas existentes, a forma como é feita a sua troca de informação e também alguns casos em que esta metodologia foi aplicada. Com base na informação recolhida sobre as metodologias e também nos casos práticos estudados, é realizado no Capítulo 3, capítulo central deste trabalho, a aplicação prática. A realização desta aplicação é dividida por 3 fases principais. Numa primeira fase é especificada e recolhida a informação necessária de ser obtida para a realização do modelo e a posterior aplicação do FM. A escolha da informação a recolher é feita ponderando todos os fatores existentes, mas de forma a cumprir os requisitos pedidos. Numa segunda fase, assente na compilação de informação recolhida anteriormente, realiza-se o modelo do edifício. A modelação, de forma a seguir o método de trabalho BIM é realizada por especialidades, sendo numa primeira fase realizada a especialidade de arquitetura e posteriormente, utilizando esse modelo como base, é feita a modelação das especialidades de águas, águas residuais, AVAC e eletricidade. Esta escolha foi também estimulada pela organização do software utilizado para a modelação, por módulos. Na última fase da aplicação do caso prático a informação inserida na fase de modelação do edifício é exportada para o software de FM, neste caso em específico, o IBM Maximo. Para a exportação destes dados foi utilizado o formato Construction Operations Building Information Exchange (COBie), de forma a garantir a integridade e conformidade da informação transferida. No Capítulo 4 deste trabalho são abordadas as especificidades relativas à informação existente, à modelação e à troca de dados entre o software de modelação e o software utilizado na gestão do edifício. São também sugeridos alguns temas para futuros desenvolvimentos com o intuito de ampliação dos campos de FM com o uso do modelo. O BIM-FM é um tema emergente na atualidade do BIM, sendo a sua utilização encarada como uma mais-valia ao processo BIM. A compilação da informação durante a fase de projeto e execução, aliada à existência do modelo torna a implementação do FM com o modelo BIM como uma sequência natural.
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Trabalho apresentado no âmbito do Mestrado em Engenharia Informática, como requisito parcial para obtenção do grau de Mestre em Engenharia Informática
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In this paper, we present two Partial Least Squares Regression (PLSR) models for compressive and flexural strength responses of a concrete composite material reinforced with pultrusion wastes. The main objective is to characterize this cost-effective waste management solution for glass fiber reinforced polymer (GFRP) pultrusion wastes and end-of-life products that will lead, thereby, to a more sustainable composite materials industry. The experiments took into account formulations with the incorporation of three different weight contents of GFRP waste materials into polyester based mortars, as sand aggregate and filler replacements, two waste particle size grades and the incorporation of silane adhesion promoter into the polyester resin matrix in order to improve binder aggregates interfaces. The regression models were achieved for these data and two latent variables were identified as suitable, with a 95% confidence level. This technological option, for improving the quality of GFRP filled polymer mortars, is viable thus opening a door to selective recycling of GFRP waste and its use in the production of concrete-polymer based products. However, further and complementary studies will be necessary to confirm the technical and economic viability of the process.