960 resultados para Table Fluctuations
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for inflation and a period spanning 15 years characterized by memoryless returns is chosen for the analysis. Model parameters are estimated by observing volatility scaling and correlation properties. We show that the Heston model with at least two time scales for the volatility mean reverting dynamics satisfactorily describes price fluctuations ranging from time scales larger than 20min to 160 days. At time scales shorter than 20 min we observe autocorrelated returns and power law tails incompatible with the Heston model. Despite major regulatory changes, hyperinflation and currency crises experienced by the Brazilian market in the period studied, the general success of the description provided may be regarded as an evidence for a general underlying dynamics of price fluctuations at intermediate mesoeconomic time scales well approximated by the Heston model. We also notice that the connection between the Heston model and Ehrenfest urn models could be exploited for bringing new insights into the microeconomic market mechanics. (c) 2005 Elsevier B.V. All rights reserved.
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The aim of this study was to determine the role of head, eye and arm movements during the execution of a table tennis forehand stroke. Three-dimensional kinematic analysis of line-of-gaze, arm and ball was used to describe visual and motor behaviour. Skilled and less skilled participants returned the ball to cued right or left target areas under three levels of temporal constraint: pre-, early- and late-cue conditions. In the pre- and early-cue conditions, both high and low skill participants tracked the ball early in flight and kept gaze stable on a location in advance of the ball before ball-bat contact. Skilled participants demonstrated an earlier onset of ball tracking and recorded higher performance accuracy than less skilled counterparts. The manipulation of cue condition showed the limits of adaptation to maintain accuracy on the target. Participants were able to accommodate the constraints imposed by the early-cue condition by using a shorter quiet eye duration, earlier quiet eye offset and reduced arm velocity at contact. In the late-cue condition, modifications to gaze, head and arm movements were not sufficient to preserve accuracy. The findings highlight the functional coupling between perception and action during time-constrained, goal-directed actions.
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Processing efficiency theory predicts that anxiety reduces the processing capacity of working memory and has detrimental effects on performance. When tasks place little demand on working memory, the negative effects of anxiety can be avoided by increasing effort. Although performance efficiency decreases, there is no change in performance effectiveness. When tasks impose a heavy demand on working memory, however, anxiety leads to decrements in efficiency and effectiveness. These presumptions were tested using a modified table tennis task that placed low (LWM) and high (HWM) demands on working memory. Cognitive anxiety was manipulated through a competitive ranking structure and prize money. Participants' accuracy in hitting concentric circle targets in predetermined sequences was taken as a measure of performance effectiveness, while probe reaction time (PRT), perceived mental effort (RSME), visual search data, and arm kinematics were recorded as measures of efficiency. Anxiety had a negative effect on performance effectiveness in both LWM and HWM tasks. There was an increase in frequency of gaze and in PRT and RSME values in both tasks under high vs. low anxiety conditions, implying decrements in performance efficiency. However, participants spent more time tracking the ball in the HWM task and employed a shorter tau margin when anxious. Although anxiety impaired performance effectiveness and efficiency, decrements in efficiency were more pronounced in the HWM task than in the LWM task, providing support for processing efficiency theory.
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We study the statistical distribution of quantum energy splittings due to a dynamical tunneling. The system. The annular billiard, has whispering quasimodes due to a discrete symmetry that exists even when chaos is present in the underlying classical dynamics. Symmetric and antisymmetric combinations of these quasimodes correspond to quantum doublet states whose degeneracies decrease as the circles become more eccentric. We construct numerical ensembles composed of splittings for two distinct regimes, one which we call semiclassical for high quantum numbers and high energies where the whispering regions are connected by chaos, and other which we call quantal for low quantum numbers, low energies, and near integrable where dynamical tunneling is not a dominant mechanism. In both cases we observe a variation on the fluctuation amplitudes, but their mean behaviors follow the formula of Leyvraz and Ullmo [J. Phys. A 29, 2529 (1996)]. A description of a three-level collision involving a doublet and a singlet is also provided through a numerical example.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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The social wasp nests were quantified in three different plant physiognomies (forested Caatinga, shrubby Caatinga, and agricultural systems) to analyze the effect of environmental seasonality and plant physiognomy on the richness, nest abundance, and species composition of social wasps in the region of tropical dry forest of Brazil. The forested Caatinga physiognomy had the greatest richness of species (S = 16), followed by shrubby Caatinga (S 13) and by agricultural system (S = 12). The first axis of detrended correspondence analysis (DCA) explained 67.8% of the variability and shows a gradient of the fauna from agricultural system and shrubby Caatinga to forested Caatinga. In the first axis, wet season scores were much higher than those for the dry season in forested Caatinga. The second axis explained 18.7% of the variability and shows a separation of samples collected during the wet or the dry periods in shrubby Caatinga. This separation was less evident in the agricultural system. Variations in nest abundance were more intense in arbustive caatinga (45% decrease in number of active nests in the dry period), moderate in forested Caatinga (24% decrease in number of active nests in the dry period), and low in agricultural systems (8% decrease in the dry period).
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Measurements of magnetization in YBa2Cu3O7-δ single crystals were performed for applied fields H parallel and perpendicular to the ab planes. The data show a temperature T = T* at which the magnetization M(T*) is independent of the applied field. This result is interpreted as due to vortex fluctuations of an anisotropic 3-D superconductor.
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The nearest-neighbor spacing distributions proposed by four models, namely, the Berry-Robnik, Caurier-Grammaticos-Ramani, Lenz-Haake, and the deformed Gaussian orthogonal ensemble, as well as the ansatz by Brody, are applied to the transition between chaos and order that occurs in the isotropic quartic oscillator. The advantages and disadvantages of these five descriptions are discussed. In addition, the results of a simple extension of the expression for the Dyson-Mehta statistic Δ3 are compared with those of a more popular one, usually associated with the Berry-Robnik formalism. ©1999 The American Physical Society.
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We use the optimized linear δ expansion and functional methods to study vacuum contributions in nuclear matter up to the lowest non-trivial order which includes exchange terms. We show that well known results (MFT, RHA and HF) can be easily reproduced when appropriate limits are taken. Neglecting vacuum contributions we explicitly show that the δ expansion goes beyond the traditional loop approximation previously used to study two loop vacuum contributions in nuclear matter. We then evaluate and renormalize vacuum exchange contributions showing that they are numerically very large, as predicted by the ordinary loop approximation.
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Some additional recurrence relations for the denominator polynomials of two point Padé approximants are derived. An example in which the coefficients of one of the two series, from which the Padé approximants are derived, are moments of a distribution is considered. For this example, properties of the denominator polynomials, and their zeros, are described.
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In order to evaluate the bean yield under different water table levels as well as the moisture and nitrate distribution in the soil profile, a field experiment was carried out at the experimental area from the College of Agronomic Sciences - UNESP, Botucatu, SP, Brazil. Beans were grown in field lysimeters and subjected to five water table depths:30; 40; 50; 60 and 70 cm. The moisture in the soil profile was gravimetrically determined through samples obtained at 10; 20; 30; 40; 50; 60 and 70cm of depth. The water table depths of 30cm and 40cm showed the highest productivities (3,228.4 kg.ha-1 and 3,422.1 kg.ha-1, respectively), showing no statistical differences between each other. The highest productivity was related to the two most elevated water table levels (30 and 40cm), which provided the highest moisture average values on basis of volume in the soil profile (33.3 e 31%) as well as the consumptive use of water (416 and 396 mm). The nitrate content during the bean cycle at the extraction depth of 60cm has been under the safe drinking limit of 10 mg.1-1 for water table depths of 30; 40; 50 and 60cm, showing the denitrification effectiveness as a way of controlling water table from nitrate pollution. The water table handling allowed the attainment of high bean productivity levels, as well as the reduction of the nitrate level.