Desarrollo de un sistema de clasificación de recursos electrónicos en el ámbito de la lógica matemática

El presente trabajo define una taxonomía para la clasificación de recursos digitales del ámbito de la lógica tradicional, y más concretamente los recursos que se podrían generar en el ámbito de la asignatura de Lógica Matemática del plan de estudios de las titulaciones de Ingeniería Técnica de Gestión y de Sistemas impartidas en la Universitat Oberta de Catalunya (UOC).

Formulació matricial de la teoria de pertorbacions de Rayleigh-Schrödringer: monodimensional

Es repassa la formulació de la Teoria de Pertorbacions en notació matricial i s'exposa una aplicació senzilla com és la solució del problema de la partícula sotmesa a un potencial d'atracció dins la caixa quàntica monodimensional

Distributions on the simplex

The simplex, the sample space of compositional data, can be structured as a real Euclidean space. This fact allows to work with the coefficients with respect to an orthonormal basis. Over these coefficients we apply standard real analysis, inparticular, we define two different laws of probability trought the density function and we study their main properties

Inference of distributional parameters from compositional samples containing nondetects

Low concentrations of elements in geochemical analyses have the peculiarity of beingcompositional data and, for a given level of significance, are likely to be beyond thecapabilities of laboratories to distinguish between minute concentrations and completeabsence, thus preventing laboratories from reporting extremely low concentrations of theanalyte. Instead, what is reported is the detection limit, which is the minimumconcentration that conclusively differentiates between presence and absence of theelement. A spatially distributed exhaustive sample is employed in this study to generateunbiased sub-samples, which are further censored to observe the effect that differentdetection limits and sample sizes have on the inference of population distributionsstarting from geochemical analyses having specimens below detection limit (nondetects).The isometric logratio transformation is used to convert the compositional data in thesimplex to samples in real space, thus allowing the practitioner to properly borrow fromthe large source of statistical techniques valid only in real space. The bootstrap method isused to numerically investigate the reliability of inferring several distributionalparameters employing different forms of imputation for the censored data. The casestudy illustrates that, in general, best results are obtained when imputations are madeusing the distribution best fitting the readings above detection limit and exposes theproblems of other more widely used practices. When the sample is spatially correlated, itis necessary to combine the bootstrap with stochastic simulation

Quantified set inversion with applications to control

This paper describes a new reliable method, based on modal interval analysis (MIA) and set inversion (SI) techniques, for the characterization of solution sets defined by quantified constraints satisfaction problems (QCSP) over continuous domains. The presented methodology, called quantified set inversion (QSI), can be used over a wide range of engineering problems involving uncertain nonlinear models. Finally, an application on parameter identification is presented

Estudi del tractament de la teoria de l'evolució a La Vanguardia Española entre el 1939 i el 1978

Aquesta recerca pretén ser una primera aproximació a l’objectiu d’esbrinar si el tractament de la teoria de l’evolució als mitjans de comunicació a l’Espanya del franquisme i la transició pot ser un baròmetre a través del qual poder rastrejar l’estat de la societat espanyola i la seva evolució. Aquesta recerca serà restringida, com a primera prospecció, a l’anàlisi dels articles sobre teoria de l’evolució publicats a La Vanguardia Española entre els anys 1939 i 1978. En l’anàlisi s’ha tingut en compte tant articles que se centren en l’evolucionisme biològic, com aquells que hi fan referència en el tractament d’altres temes, com els que simplement l’esmenten en el seu discurs. D’aquesta manera es pretén aconseguir una visió àmplia de l’abast de l’apropiació del concepte d’evolució en la quotidianitat del discurs popular i de l’ús de la teoria com a instrument ideològic. L’estudi dels usos lingüístics, conceptuals i estratègics de la teoria en el discurs periodístic d’aquest període apunta un reflex entre les preocupacions i situació política de la societat del moment i el tractament de la teoria de l’evolució, resultat punt de partida que mereix ser estudiat i contrastat amb més profunditat per tal de poder-ne establir una generalitat.

Counterexamples to some pointwise estimates of the maximal Cauchy transform in terms of the Cauchy transform

Motivated by the work of Mateu, Orobitg, Pérez and Verdera, who proved inequalities of the form $T_*f\lesssim M(Tf)$ or $T_*f\lesssim M^2(Tf)$ for certain singular integral operators $T$, such as the Hilbert or the Beurling transforms, we study the possibility of establishing this type of control for the Cauchy transform along a Lipschitz graph. We show that this is not possible in general, and we give a partial positive result when the graph is substituted by a Jordan curve.

Jo sóc diferent? La inclusió educativa en dues escoles a Catalunya i Itàlia : Un estudi de les lleis inclusives: de la teoria a la pràctica

Anàlisi del significat de 'disabilitat' i representació social d'aquest col·lectiu en edat escolar a primària, fent referència a la part de praxis (anàlisi de les lleis inclusives a Itàlia i Catalunya) com a la part pràctica (anàlisi de dos casos), així com a la seva evolució històrica com a procés d'humanització fins arribar al concepte d'aules inclusives.

Gap probabilities for the cardinal sine

We study the zero set of random analytic functions generated by a sum of the cardinal sine functions which form an orthogonal basis for the Paley-Wiener space. As a model case, we consider real-valued Gaussian coefficients. It is shown that the asymptotic probability that there is no zero in a bounded interval decays exponentially as a function of the length.

On spectral approximation, Folner sequences and crossed products

In this article we review first some of the possibilities in which the notions of Fo lner sequences and quasidiagonality have been applied to spectral approximation problems. We construct then a canonical Fo lner sequence for the crossed product of a concrete C* -algebra and a discrete amenable group. We apply our results to the rotation algebra (which contains interesting operators like almost Mathieu operators or periodic magnetic Schrödinger operators on graphs) and the C* -algebra generated by bounded Jacobi operators.

Stability of cascade networks via fluid models

Vegeu el resum a l'inici del document de l'arxiu adjunt

Study and implementation of some quantitative trading models

Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of one of the biggest financial markets such as the New York Stock Exchange (NYSE). However, there is not a signi cant amount of academic literature devoted to it due to the private nature of investment banks and hedge funds. This projects aims to review the literature and discuss the models available in a subject that publications are scarce and infrequently. We review the basic and fundamental mathematical concepts needed for modeling financial markets such as: stochastic processes, stochastic integration and basic models for prices and spreads dynamics necessary for building quantitative strategies. We also contrast these models with real market data with minutely sampling frequency from the Dow Jones Industrial Average (DJIA). Quantitative strategies try to exploit two types of behavior: trend following or mean reversion. The former is grouped in the so-called technical models and the later in the so-called pairs trading. Technical models have been discarded by financial theoreticians but we show that they can be properly cast into a well defined scientific predictor if the signal generated by them pass the test of being a Markov time. That is, we can tell if the signal has occurred or not by examining the information up to the current time; or more technically, if the event is F_t-measurable. On the other hand the concept of pairs trading or market neutral strategy is fairly simple. However it can be cast in a variety of mathematical models ranging from a method based on a simple euclidean distance, in a co-integration framework or involving stochastic differential equations such as the well-known Ornstein-Uhlenbeck mean reversal ODE and its variations. A model for forecasting any economic or financial magnitude could be properly defined with scientific rigor but it could also lack of any economical value and be considered useless from a practical point of view. This is why this project could not be complete without a backtesting of the mentioned strategies. Conducting a useful and realistic backtesting is by no means a trivial exercise since the \laws" that govern financial markets are constantly evolving in time. This is the reason because we make emphasis in the calibration process of the strategies' parameters to adapt the given market conditions. We find out that the parameters from technical models are more volatile than their counterpart form market neutral strategies and calibration must be done in a high-frequency sampling manner to constantly track the currently market situation. As a whole, the goal of this project is to provide an overview of a quantitative approach to investment reviewing basic strategies and illustrating them by means of a back-testing with real financial market data. The sources of the data used in this project are Bloomberg for intraday time series and Yahoo! for daily prices. All numeric computations and graphics used and shown in this project were implemented in MATLAB^R scratch from scratch as a part of this thesis. No other mathematical or statistical software was used.