Analysis of financial data series using fractional Fourier transform and multidimensional scaling

The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indexes during the period 2000–2009. We analyze, under a regional criterium, ten main indexes at a daily time horizon. The methods and algorithms that have been explored for the description of dynamical phenomena become an effective background in the analysis of economical data. We start by applying the classical concepts of signal analysis, fractional Fourier transform, and methods of fractional calculus. In a second phase we adopt the multidimensional scaling approach. Stock market indexes are examples of complex interacting systems for which a huge amount of data exists. Therefore, these indexes, viewed from a different perspectives, lead to new classification patterns.

Complex order biped rhythms

Animal locomotion is a complex process, involving the central pattern generators (neural networks, located in the spinal cord, that produce rhythmic patterns), the brainstem command systems, the steering and posture control systems and the top layer structures that decide which motor primitive is activated at a given time. Pinto and Golubitsky studied an integer CPG model for legs rhythms in bipeds. It is a four-coupled identical oscillators' network with dihedral symmetry. This paper considers a new complex order central pattern generator (CPG) model for locomotion in bipeds. A complex derivative Dα±jβ, with α, β ∈ ℜ+, j = √-1, is a generalization of the concept of an integer derivative, where α = 1, β = 0. Parameter regions where periodic solutions, identified with legs' rhythms in bipeds, occur, are analyzed. Also observed is the variation of the amplitude and period of periodic solutions with the complex order derivative.

New water-soluble Ruthenium(II) cytotoxic complex: biological activity and celular distribution

A novel water soluble organometallic compound, [RuCp(mTPPMSNa)(2,2'-bipy)][CF3SO3] (TM85, where Cp=eta(5)-cyclopentadienyl, mTPPMS = diphenylphosphane-benzene-3-sulfonate and 2,2'-bipy = 2,2'-bipyridine) is presented herein. Studies of interactions with relevant proteins were performed to understand the behavior and mode of action of this complex in the biological environment. Electrochemical and fluorescence studies showed that TM85 strongly binds to albumin. Studies carried out to study the formation of TM85 which adducts with ubiquitin and cytochrome c were performed by electrospray ionization mass spectrometry (ESI-MS). Antitumor activity was evaluated against a variety of human cancer cell lines, namely A2780, A2780cisR, MCF7, MDAMB231, HT29, PC3 and V79 non-tumorigenic cells and compared with the reference drug cisplatin. TM85 cytotoxic effect was reduced in the presence of endocytosis modulators at low temperatures, suggesting an energy-dependent mechanism consistent with endocytosis. Ultrastructural analysis by transmission electron microscopy (TEM) revealed that TM85 targets the endomembranar system disrupting the Golgi and also affects the mitochondria. Disruption of plasma membrane observed by flow cytometry could lead to cellular damage and cell death. On the whole, the biological activity evaluated herein combined with the water solubility property suggests that complex TM85 could be a promising anticancer agent. (C) 2013 Elsevier Inc. All rights reserved.

Development of a meso-microscale coupling procedure for site assessment in complex terrain

A procedure for coupling mesoscale and CFD codes is presented, enabling the inclusion of realistic stratification flow regimes and boundary conditions in CFD simulations of relevance to site and resource assessment studies in complex terrain. Two distinct techniques are derived: (i) in the first one, boundary conditions are extracted from mesoscale results to produce time-varying CFD solutions; (ii) in the second case, a statistical treatment of mesoscale data leads to steady-state flow boundary conditions believed to be more representative than the idealised profiles which are current industry practice. Results are compared with measured data and traditional CFD approaches.

H → Zr in the complex two Higgs doublet model

The latest LHC data confirmed the existence of a Higgs-like particle and made interesting measurements on its decays into gamma gamma, ZZ*, WW*, tau(+)tau(-), and b (b) over bar. It is expected that a decay into Z gamma might be measured at the next LHC round, for which there already exists an upper bound. The Higgs-like particle could be a mixture of scalar with a relatively large component of pseudoscalar. We compute the decay of such a mixed state into Z gamma, and we study its properties in the context of the complex two Higgs doublet model, analysing the effect of the current measurements on the four versions of this model. We show that a measurement of the h -> Z gamma rate at a level consistent with the SM can be used to place interesting constraints on the pseudoscalar component. We also comment on the issue of a wrong sign Yukawa coupling for the bottom in Type II models.

Neural-network approach to modeling liquid crystals in complex confinement

Finding the structure of a confined liquid crystal is a difficult task since both the density and order parameter profiles are nonuniform. Starting from a microscopic model and density-functional theory, one has to either (i) solve a nonlinear, integral Euler-Lagrange equation, or (ii) perform a direct multidimensional free energy minimization. The traditional implementations of both approaches are computationally expensive and plagued with convergence problems. Here, as an alternative, we introduce an unsupervised variant of the multilayer perceptron (MLP) artificial neural network for minimizing the free energy of a fluid of hard nonspherical particles confined between planar substrates of variable penetrability. We then test our algorithm by comparing its results for the structure (density-orientation profiles) and equilibrium free energy with those obtained by standard iterative solution of the Euler-Lagrange equations and with Monte Carlo simulation results. Very good agreement is found and the MLP method proves competitively fast, flexible, and refinable. Furthermore, it can be readily generalized to the richer experimental patterned-substrate geometries that are now experimentally realizable but very problematic to conventional theoretical treatments.

A Logic and tool for local reasoning about security protocols

Trabalho apresentado no âmbito do Mestrado em Engenharia Informática, como requisito parcial para obtenção do grau de Mestre em Engenharia Informática

Complex variable positive definite functions

In this paper we develop an appropriate theory of positive definite functions on the complex plane from first principles and show some consequences of positive definiteness for meromorphic functions.

Desenvolvimento do padrão de crescimento urbano: modelação da dinâmica do solo urbano em Andaluzia

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Ciência e Sistemas de Informação Geográfica

Assessment of the ensembles regional climate models in the representation of precipitation variability and extremes over Portugal

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.

Reconstructing the architectural evolution of volcanic islands from combined K/AR, morphologic, tectonic, and magnetic data. The Faial Island exemple (Azores)

The morpho-structural evolution of oceanic islands results from competition between volcano growth and partial destruction by mass-wasting processes. We present here a multi-disciplinary study of the successive stages of development of Faial (Azores) during the last 1 Myr. Using high-resolution digital elevation model (DEM), and new K/Ar, tectonic, and magnetic data, we reconstruct the rapidly evolving topography at successive stages, in response to complex interactions between volcanic construction and mass wasting, including the development of a graben. We show that: (1) sub-aerial evolution of the island first involved the rapid growth of a large elongated volcano at ca. 0.85 Ma, followed by its partial destruction over half a million years; (2) beginning about 360 ka a new small edifice grew on the NE of the island, and was subsequently cut by normal faults responsible for initiation of the graben; (3) after an apparent pause of ca. 250 kyr, the large Central Volcano (CV) developed on the western side of the island at ca 120 ka, accumulating a thick pile of lava flows in less than 20 kyr, which were partly channelized within the graben; (4) the period between 120 ka and 40 ka is marked by widespread deformation at the island scale, including westward propagation of faulting and associated erosion of the graben walls, which produced sedimentary deposits; subsequent growth of the CV at 40 ka was then constrained within the graben, with lava flowing onto the sediments up to the eastern shore; (5) the island evolution during the Holocene involves basaltic volcanic activity along the main southern faults and pyroclastic eruptions associated with the formation of a caldera volcano-tectonic depression. We conclude that the whole evolution of Faial Island has been characterized by successive short volcanic pulses probably controlled by brief episodes of regional deformation. Each pulse has been separated by considerable periods of volcanic inactivity during which the Faial graben gradually developed. We propose that the volume loss associated with sudden magma extraction from a shallow reservoir in different episodes triggered incremental downward graben movement, as observed historically, when immediate vertical collapse of up to 2 m was observed along the western segments of the graben at the end of the Capelinhos eruptive crises (1957-58).

Diversidade regional e dinâmicas demográficas: área metropolitana de Lisboa 2001-2025

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Gestão de Informação

Factores que influenciam a mortalidade de abetarda e sisão por colisão em linhas de muito alta tensão. Análises às escalas local e regional e implicações para o Ordenamento do Território

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Ordenamento do Território e Planeamento Ambiental

Scaling law in Saddle-node bifurcations for one-dimensional maps: A complex variable approach

The study of transient dynamical phenomena near bifurcation thresholds has attracted the interest of many researchers due to the relevance of bifurcations in different physical or biological systems. In the context of saddle-node bifurcations, where two or more fixed points collide annihilating each other, it is known that the dynamics can suffer the so-called delayed transition. This phenomenon emerges when the system spends a lot of time before reaching the remaining stable equilibrium, found after the bifurcation, because of the presence of a saddle-remnant in phase space. Some works have analytically tackled this phenomenon, especially in time-continuous dynamical systems, showing that the time delay, tau, scales according to an inverse square-root power law, tau similar to (mu-mu (c) )(-1/2), as the bifurcation parameter mu, is driven further away from its critical value, mu (c) . In this work, we first characterize analytically this scaling law using complex variable techniques for a family of one-dimensional maps, called the normal form for the saddle-node bifurcation. We then apply our general analytic results to a single-species ecological model with harvesting given by a unimodal map, characterizing the delayed transition and the scaling law arising due to the constant of harvesting. For both analyzed systems, we show that the numerical results are in perfect agreement with the analytical solutions we are providing. The procedure presented in this work can be used to characterize the scaling laws of one-dimensional discrete dynamical systems with saddle-node bifurcations.

Chaînes opératoires and resource-exploitation strategies in chimpanzee (Pan troglodytes) nut cracking

Journal of Human Evolution, V. 55, pp. 148-163