Finding a maximum skewness portfolio - A general solution to three-moments portfolio choice

Considering the three first moments and allowing short sales, the efficient portfolios set for n risky assets and a riskless one is found, supposing that agents like odd moments and dislike even ones. Analytical formulas for the solution surface are obtained and important geometric properties provide insights on its shape in the three dimensional space defined by the moments. A special duality result is needed and proved. The methodology is general, comprising situations in which, for instance, the investor trades a negative skewness for a higher expected return. Computation of the optimum portfolio weights is feasible in most cases.

Breadcrumbs: location and context aware mobile platform for story sharing

With the current proliferation of sensor equipped mobile devices such as smartphones and tablets, location aware services are expanding beyond the mere efficiency and work related needs of users, evolving in order to incorporate fun, culture and the social life of users. Today people on the move have more and more connectivity and are expected to be able to communicate with their usual and familiar social networks. That means communications not only with their peers and colleagues, friends and family but also with unknown people that might share their interests, curiosities or happen to use the same social network. Through social networks, location aware blogging, cultural mobile applications relevant information is now available at specific geographical locations and open to feedback and conversations among friends as well as strangers. In fact, nowadays smartphone technologies aloud users to post and retrieve content while on the move, often relating to specific physical landmarks or locations, engaging and being engaged in conversations with strangers as much as their own social network. The use of such technologies and applications while on the move can often lead people to serendipitous discoveries and interactions. Throughout our thesis we are engaging on a two folded investigation: how can we foster and support serendipitous discoveries and what are the best interfaces for it? In fact, to read and write content while on the move is a cognitively intensive task. While the map serves the function of orienting the user, it also absorbs most of the user’s concentration. In order to address this kind of cognitive overload issue with Breadcrumbs we propose a 360 degrees interface that enables the user to find content around them by means of scanning the surrounding space with the mobile device. By using a loose metaphor of a periscope, harnessing the power of the smartphone sensors we designed an interactive interface capable of detecting content around the users and display it in the form of 2 dimensional bubbles which diameter depends on their distance from the users. Users will navigate the space in relation to the content that they are curious about, rather than in relation to the traditional geographical map. Through this model we envisage alleviating a certain cognitive overload generated by having to continuously confront a two dimensional map with the real three dimensional space surrounding the user, but also use the content as a navigational filter. Furthermore this alternative mean of navigating space might bring serendipitous discovery about places that user where not aware of or intending to reach. We hence conclude our thesis with the evaluation of the Breadcrumbs application and the comparison of the 360 degrees interface with a traditional 2 dimensional map displayed on the devise screen. Results from the evaluation are compiled in findings and insights for future use in designing and developing context aware mobile applications.

Confinement of neutral fermions by a pseudoscalar double-step potential in 1+1 dimensions

The problem of confinement of neutral fermions in two-dimensional space-time is approached with a pseudoscalar double-step potential in the Dirac equation. Bound-state solutions are obtained when the coupling is of sufficient intensity. The confinement is made plausible by arguments based on effective mass and anomalous magnetic interaction. (C) 2003 Elsevier B.V. B.V. All rights reserved.

Bounded solutions of fermions in the background of mixed vector-scalar Poeschl-Teller-like potentials

The problem of a fermion subject to a convenient mixing of vector and scalar potentials in a two-dimensional space-time is mapped into a Sturm-Liouville problem. For a specific case which gives rise to an exactly solvable effective modified Poschl-Teller potential in the Sturm-Liouville problem, bound-state solutions are found. The behaviour of the upper and lower components of the Dirac spinor is discussed in detail and some unusual results are revealed. The Dirac delta potential as a limit of the modified Poschl-Teller potential is also discussed. The problem is also shown to be mapped into that of massless fermions subject to classical topological scalar and pseudoscalar potentials. Copyright (C) EPLA, 2007.

Two field BPS solutions for generalized Lorentz breaking models

In this work we present nonlinear models in two-dimensional space-time of two interacting scalar fields in the Lorentz and CPT violating scenarios. We discuss the soliton solutions for these models as well as the question of stability for them. This is done by generalizing a model recently published by Barreto and collaborators and also by getting new solutions for the model introduced by them.

Bounded solutions of neutral fermions with a screened Coulomb potential

The intrinsically relativistic problem of a fermion subject to a pseudoscalar screened Coulomb plus a uniform background potential in two-dimensional space-time is mapped into a Sturm-Liouville. This mapping gives rise to an effective Morse-like potential and exact bounded solutions are found. It is shown that the uniform background potential determinates the number of bound-state solutions. The behaviour of the eigenenergies as well as of the upper and lower components of the Dirac spinor corresponding to bounded solutions is discussed in detail and some unusual results are revealed. An apparent paradox concerning the uncertainty principle is solved by recurring to the concepts of effective mass and effective Compton wavelength. (c) 2005 Elsevier B.V. All rights reserved.

Automated Nuclear Analysis of Leishmania major Telomeric Clusters Reveals Changes in Their Organization during the Parasite's Life Cycle

Parasite virulence genes are usually associated with telomeres. The clustering of the telomeres, together with their particular spatial distribution in the nucleus of human parasites such as Plasmodium falciparum and Trypanosoma brucei, has been suggested to play a role in facilitating ectopic recombination and in the emergence of new antigenic variants. Leishmania parasites, as well as other trypanosomes, have unusual gene expression characteristics, such as polycistronic and constitutive transcription of protein-coding genes. Leishmania subtelomeric regions are even more unique because unlike these regions in other trypanosomes they are devoid of virulence genes. Given these peculiarities of Leishmania, we sought to investigate how telomeres are organized in the nucleus of Leishmania major parasites at both the human and insect stages of their life cycle. We developed a new automated and precise method for identifying telomere position in the three-dimensional space of the nucleus, and we found that the telomeres are organized in clusters present in similar numbers in both the human and insect stages. While the number of clusters remained the same, their distribution differed between the two stages. The telomeric clusters were found more concentrated near the center of the nucleus in the human stage than in the insect stage suggesting reorganization during the parasite's differentiation process between the two hosts. These data provide the first 3D analysis of Leishmania telomere organization. The possible biological implications of these findings are discussed.

Knowledge extraction using visualization of hemoglobin parameters to identify thalassemia

The analysis of large amounts of data is better performed by humans when represented in a graphical format. Therefore, a new research area called the Visual Data Mining is being developed endeavoring to use the number crunching power of computers to prepare data for visualization, allied to the ability of humans to interpret data presented graphically.This work presents the results of applying a visual data mining tool, called FastMapDB to detect the behavioral pattern exhibited by a dataset of clinical information about hemoglobinopathies known as thalassemia. FastMapDB is a visual data mining tool that get tabular data stored in a relational database such as dates, numbers and texts, and by considering them as points in a multidimensional space, maps them to a three-dimensional space. The intuitive three-dimensional representation of objects enables a data analyst to see the behavior of the characteristics from abnormal forms of hemoglobin, highlighting the differences when compared to data from a group without alteration.

Critical temperature for first-order phase transitions in confined systems

We consider the Euclidean D-dimensional -lambda vertical bar phi vertical bar(4)+eta vertical bar rho vertical bar(6) (lambda,eta > 0) model with d (d <= D) compactified dimensions. Introducing temperature by means of the Ginzburg-Landau prescription in the mass term of the Hamiltonian, this model can be interpreted as describing a first-order phase transition for a system in a region of the D-dimensional space, limited by d pairs of parallel planes, orthogonal to the coordinates axis x(1), x(2),..., x(d). The planes in each pair are separated by distances L-1, L-2, ... , L-d. We obtain an expression for the transition temperature as a function of the size of the system, T-c({L-i}), i = 1, 2, ..., d. For D = 3 we particularize this formula, taking L-1 = L-2 = ... = L-d = L for the physically interesting cases d = 1 (a film), d = 2 (an infinitely long wire having a square cross-section), and for d = 3 (a cube). For completeness, the corresponding formulas for second-order transitions are also presented. Comparison with experimental data for superconducting films and wires shows qualitative agreement with our theoretical expressions.

Scalar field theory at finite temperature in D=2+1

We discuss the phi(6) theory defined in D=2+1-dimensional space-time and assume that the system is in equilibrium with a thermal bath at temperature beta(-1). We use the 1/N expansion and the method of the composite operator (Cornwall, Jackiw, and Tomboulis) for summing a large set of Feynman graphs. We demonstrate explicitly the Coleman-Mermin-Wagner theorem at finite temperature.

Scalar field theory at finite temperature in D=2+1

We discuss the phi(6) theory defined in D = 2 + 1-dimensional space-time and assume that the system is in equilibrium with a thermal bath at temperature beta(-1). We use the 1/N expansion and the method of composite operator (CJT) for summing a large set of Feynman graphs. We demonstrate explicitly the Coleman-Mermin-Wagner theorem at finite temperature.

Obtaining a light-like planar gauge

In the usual and current understanding of planar gauge choices for Abelian and non-Abelian gauge fields, the external defining vector n(mu), can either be space-like (n(2) < 0) or time-like (n(2) > 0) but not light-like (n(2) = 0). In this work we propose a light-like planar gauge that consists of defining a modified gauge-fixing term, L-GF, whose main characteristic is a two-degree violation of Lorentz covariance arising from the fact that four-dimensional space-time spanned entirely by null vectors as basis necessitates two light-like vectors, namely n(mu) and its dual m(mu), with n(2) = m(2) = 0, n . m not equal 0, say, e.g. normalized to n . m = 2.

Faddeev-jackiw formalism for A topological-like oscillator in planar dimensions

The problem of a harmonic oscillator coupling to an electromagnetic potential plus a topological-like (Chern-Simons) massive term, in two-dimensional space, is studied in the light of the symplectic formalism proposed by Faddeev and Jackiw for constrained systems.

Stability and collapse of fermions in a binary dipolar boson-fermion 164Dy-161Dy mixture

We suggest a time-dependent mean-field hydrodynamic model for a binary dipolar boson-fermion mixture to study the stability and collapse of fermions in the 164Dy-161Dy mixture. The condition of stability of the dipolar mixture is illustrated in terms of phase diagrams. A collapse is induced in a disk-shaped stable binary mixture by jumping the interspecies contact interaction from repulsive to attractive by the Feshbach resonance technique. The subsequent dynamics is studied by solving the time-dependent mean-field model including three-body loss due to molecule formation in boson-fermion and boson-boson channels. Collapse and fragmentation in the fermions after subsequent explosions are illustrated. The anisotropic dipolar interaction leads to anisotropic fermionic density distribution during collapse. This study is carried out in three-dimensional space using realistic values of dipolar and contact interactions. © 2013 American Physical Society.

Controle orbital de satélites artificias com propulsão e uso de gravidade lunar

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