Speculative bubbles and contagion: analysis of volatility's clusters during the DotCom bubble based on the dynamic conditional correlation model

Reviewing the de nition and measurement of speculative bubbles in context of contagion, this paper analyses the DotCom bubble in American and European equity markets using the dynamic conditional correlation (DCC) model proposed by (Engle and Sheppard 2001) as on one hand as an econometrics explanation and on the other hand the behavioral nance as an psychological explanation. Contagion is de ned in this context as the statistical break in the computed DCCs as measured by the shifts in their means and medians. Even it is astonishing, that the contagion is lower during price bubbles, the main nding indicates the presence of contagion in the di¤erent indices among those two continents and proves the presence of structural changes during nancial crisis

Bayesian analysis of random regression models using B-splines to model test-day milk yield of Holstein cattle in Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Design and Analysis of Optical Interconnection Networks for a Dataflow Parallel Computer

This work shows the design, simulation, and analysis of two optical interconnection networks for a Dataflow parallel computer architecture. To verify the optical interconnection network performance on the Dataflow architecture, we have analyzed the load balancing among the processors during the parallel programs executions. The load balancing is a very important parameter because it is directly associated to the dataflow parallelism degree. This article proves that optical interconnection networks designed with simple optical devices can provide efficiently the dataflow requirements of a high performance communication system.

Design of a simple detection cell with extended optical path length for capillary electrophoresis: Application to multiresidue pesticide analysis

Absorbance detection in capillary electrophoresis (CE), offers an excellent mass sensitivity, but poor concentration detection limits owing to very small injection volumes (normally I to 10 nL). This aspect can be a limiting factor in the applicability of CE/UV to detect species at trace levels, particularly pesticide residues. In the present work, the optical path length of an on-column detection cell was increased through a proper connection of the column (75 mu m i.d.) to a capillary detection cell of 180 mu m optical path length in order to improve detectability. It is shown that the cell with an extended optical path length results in a significant gain in terms of signal to noise ratio. The effect of the increase in the optical path length has been evaluated for six pesticides, namely, carbendazim, thiabendazole, imazalil, procymidone triadimefon, and prochloraz. The resulting optical enhancement of the detection cell provided detection limits of ca. 0.3 mu g/mL for the studied compounds, thus enabling the residue analysis by CE/UV.

Determination of the numerical parameters of a continuous damage model for the structural analysis of clay brick masonry

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

Stability and convergence analysis of a neural model applied in nonlinear systems optimization

A neural model for solving nonlinear optimization problems is presented in this paper. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the convergence of the network to the equilibrium points that represent an optimal feasible solution. The network is shown to be completely stable and globally convergent to the solutions of nonlinear optimization problems. A study of the modified Hopfield model is also developed to analyze its stability and convergence. Simulation results are presented to validate the developed methodology.

Design and analysis of an efficient neural network model for solving nonlinear optimization problems

This paper presents an efficient approach based on a recurrent neural network for solving constrained nonlinear optimization. More specifically, a modified Hopfield network is developed, and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the convergence of the network to the equilibrium points that represent an optimal feasible solution. The main advantage of the developed network is that it handles optimization and constraint terms in different stages with no interference from each other. Moreover, the proposed approach does not require specification for penalty and weighting parameters for its initialization. A study of the modified Hopfield model is also developed to analyse its stability and convergence. Simulation results are provided to demonstrate the performance of the proposed neural network.

Numerical analysis of refrigerant flow along non-adiabatic capillary tubes using a two-fluid model

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

The structure and optical dispersion of the refractive index of tellurite glass

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Photoelastic analysis to compare implant-retained and conventional obturator dentures

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

Model for the Evaluation of Root Wear by Histometric Analysis

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Diffusion analysis of one photosensitizer in bovine teeth using fluorescence optical imaging

Some photosensitizers (PSs) used for PACT (Antimicrobial Photodynamic Therapy) show an affinity for bacterial walls and can be photo-activated to cause the desired damage. However, on dentine bacterias may be less susceptible to PACT as a result of limited penetration of the PS. The aim of this study was to evaluate the diffusion of one PS based on hematoporphyrin on dentine structures. Twelve bovine incisors were used. Class III cavities (3 x 3 x 1 mm) were prepared on the mesial or distal surfaces using a diamond bur. Photogem (R) solution at 1 mg/mL (10 uL for each cavity) was used. The experimental Groups were divided according to thickness of dentine remaining and etched or no-etched before the PS application. The fluorescence excitation source was a VelScope (R) system. For image capture a scientific CCD color camera PixelFly (R) was coupled to VelScope. For image acquisition and processing, a computational routine was developed at Matlab (R). Fick's Law was used to obtain the average diffusion coefficient of PS. Differences were found between all Groups. The longitudinal temporal diffusion was influenced by the different times, thickness and acid etching.

Stochastic dynamics in exotic and native blowflies: an analysis combining laboratory experiments and a two-patch metapopulation model

In this study we explored the stochastic population dynamics of three exotic blowfly species, Chrysomya albiceps, Chrysomya megacephala and Chrysomya putoria, and two native species, Cochliomyia macellaria and Lucilia eximia, by combining a density-dependent growth model with a two-patch metapopulation model. Stochastic fecundity, survival and migration were investigated by permitting random variations between predetermined demographic boundary values based on experimental data. Lucilia eximia and Chrysomya albiceps were the species most susceptible to the risk of local extinction. Cochliomyia macellaria, C. megacephala and C. putoria exhibited lower risks of extinction when compared to the other species. The simultaneous analysis of stochastic fecundity and survival revealed an increase in the extinction risk for all species. When stochastic fecundity, survival and migration were simulated together, the coupled populations were synchronized in the five species. These results are discussed, emphasizing biological invasion and interspecific interaction dynamics.

Modal analysis of anisotropic diffused-channel waveguide by a scalar finite element method

A procedure to model optical diffused-channel waveguides is presented in this work. The dielectric waveguides present anisotropic refractive indexes which are calculated from the proton concentration. The proton concentration inside the channel is calculated by the anisotropic 2D-linear diffusion equation and converted to the refractive indexes using mathematical relations obtained from experimental data, the arbitrary refractive index profile is modeled by a. nodal expansion in the base functions. The TE and TM-like propagation properties (effective index) and the electromagnetic fields for well-annealed proton-exchanged (APE) LiNbO3 waveguides are computed by the finite element method.

Fluorescence spectroscopy for the detection of tongue carcinoma - validation in an animal model

The efficacy of fluorescence spectroscopy to detect squamous cell carcinoma is evaluated in an animal model following laser excitation at 442 and 532 nm. Lesions are chemically induced with a topical DMBA application at the left lateral tongue of Golden Syrian hamsters. The animals are investigated every 2 weeks after the 4th week of induction until a total of 26 weeks. The right lateral tongue of each animal is considered as a control site (normal contralateral tissue) and the induced lesions are analyzed as a set of points covering the entire clinically detectable area. Based on fluorescence spectral differences, four indices are determined to discriminate normal and carcinoma tissues, based on intraspectral analysis. The spectral data are also analyzed using a multivariate data analysis and the results are compared with histology as the diagnostic gold standard. The best result achieved is for blue excitation using the KNN (K-nearest neighbor, a interspectral analysis) algorithm with a sensitivity of 95.7% and a specificity of 91.6%. These high indices indicate that fluorescence spectroscopy may constitute a fast noninvasive auxiliary tool for diagnostic of cancer within the oral cavity. (C) 2008 Society of Photo-Optical Instrumentation Engineers.