Dynamic conditional correlation in Latin-American asset markets

In this paper we reviewed the models of volatility for a group of five Latin American countries, mainly motivated by the recent periods of financial turbulence. Our results based on high frequency data suggest that Dynamic multivariate models are more powerful to study the volatilities of asset returns than Constant Conditional Correlation models. For the group of countries included, we identified that domestic volatilities of asset markets have been increasing; but the co-volatility of the region is still moderate.

Dynamic programming for stochastic target problems, Viscosity solutions and hedging in markets with Portfolio constraints and large investors

The purpose of this expository arti le is to present a self- ontained overview of some results on the hara terization of the optimal value fun tion of a sto hasti target problem as (dis ontinuous) vis osity solution of a ertain dynami programming PDE and its appli ation to the problem of hedging ontingent laims in the presen e of portfolio onstraints and large investors

La pelota no se mancha: Un estudio histórico sobre el desarrollo y la política en FIFA

Esta investigación se centra en la Fédération Internationale de Football Association (FIFA) como organización política. Intenta responder dos interrogantes primordiales: 1) ¿cómo la FIFA ha constituido el poder que tiene actualmente y, así, hacerse del monopolio indiscutido del fútbol? Y 2) ¿cómo ha cambiado en el tiempo la política interna de FIFA y su vínculo con la política internacional? Para lograr esto, se realiza un estudio histórico, basado principalmente en documentos, que intenta caracterizar y analizar los cambios de la organización en el tiempo. Se enfatizan las últimas dos presidencias de FIFA, de João Havelange y Joseph Blatter, como casos de estudio.

Fire and flood.

Una mirada detallada a las condiciones meteorológicas que provocan los incendios y las inundaciones, por qué ocurren, donde han ocurrido y qué efectos tienen sobre las comunidades locales. Examina la geografía y la historia asociada a estos desastres naturales, sus consecuencias sociales y repercusión mundial. La predicción y la prevención Abarca áreas de geografía, ciencia y geología. Ofrece también testimonios de los supervivientes. Para lectores a partir de diez años.

Dynamic physical education for secondary school students.

Recurso diseñado para que los profesores de secundaria de educación física elaboren su programa de educación física. Incluye temas actuales como el sobrepeso en la juventud y el aprendizaje de estudiantes de diversas culturas; además investigaciones recientes, lecturas recomendadas, actividades y variedad de herramientas y estrategias de estudio.

Heuristic techniques for the analysis of variability as a dynamic aspect of change. 'Técnicas heurísticas para analizar la variabilidad como un aspecto dinámico de cambio'.

Monográfico con el título: 'Los mecanismos del cambio cognitivo'. Resumen basado en el de la publicación

Reasoning by contradiction in dynamic geometry

Resumen basado en el de la publicación

Improving basic math skills through integrated dynamic representation strategies

Resumen tomado de la publicaci??n

Additional compact formulas for vibrational dynamic dipole polarizabilities and hyperpolarizabilities

Compact expressions, complete through second order in electrical and/or mechanical anharmonicity, are given for the dynamic dipole vibrational polarizability and dynamic first and second vibrational hyperpolarizabilities. Certain contributions not previously formulated are now included

Simple finite field method for calculation of static and dynamic vibrational hyperpolarizabilities: curvature contributions

In the static field limit, the vibrational hyperpolarizability consists of two contributions due to: (1) the shift in the equilibrium geometry (known as nuclear relaxation), and (2) the change in the shape of the potential energy surface (known as curvature). Simple finite field methods have previously been developed for evaluating these static field contributions and also for determining the effect of nuclear relaxation on dynamic vibrational hyperpolarizabilities in the infinite frequency approximation. In this paper the finite field approach is extended to include, within the infinite frequency approximation, the effect of curvature on the major dynamic nonlinear optical processes

Field-induced coordinates for the determination of dynamic vibrational nonlinear optical properties

Three conjugated organic molecules that span a range of polarity and valence-bond/charge transfer characteristics were studied. It was found that dispersion can be insignificant, and that adequate treatment can be achieved with frequency-dependent field-induced vibrational coordinates (FD-FICs)

Nuclear relaxation contribution to static and dynamic (infinite frequency approximation) nonlinear optical properties by means of electrical property expansions: Application to HF, CH4, CF4, and SF6

Electrical property derivative expressions are presented for the nuclear relaxation contribution to static and dynamic (infinite frequency approximation) nonlinear optical properties. For CF4 and SF6, as opposed to HF and CH4, a term that is quadratic in the vibrational anharmonicity (and not previously evaluated for any molecule) makes an important contribution to the static second vibrational hyperpolarizability of CF4 and SF6. A comparison between calculated and experimental values for the difference between the (anisotropic) Kerr effect and electric field induced second-harmonic generation shows that, at the Hartree-Fock level, the nuclear relaxation/infinite frequency approximation gives the correct trend (in the series CH4, CF4, SF6) but is of the order of 50% too small

Variational calculation of static and dynamic vibrational nonlinear optical properties

The vibrational configuration interaction method used to obtain static vibrational (hyper)polarizabilities is extended to dynamic nonlinear optical properties in the infinite optical frequency approximation. Illustrative calculations are carried out on H2 O and N H3. The former molecule is weakly anharmonic while the latter contains a strongly anharmonic umbrella mode. The effect on vibrational (hyper)polarizabilities due to various truncations of the potential energy and property surfaces involved in the calculation are examined

Electronic couplings and on-site energies for hole transfer in DNA: systematic quantum mechanical/molecular dynamic study

The electron hole transfer (HT) properties of DNA are substantially affected by thermal fluctuations of the π stack structure. Depending on the mutual position of neighboring nucleobases, electronic coupling V may change by several orders of magnitude. In the present paper, we report the results of systematic QM/molecular dynamic (MD) calculations of the electronic couplings and on-site energies for the hole transfer. Based on 15 ns MD trajectories for several DNA oligomers, we calculate the average coupling squares 〈 V2 〉 and the energies of basepair triplets X G+ Y and X A+ Y, where X, Y=G, A, T, and C. For each of the 32 systems, 15 000 conformations separated by 1 ps are considered. The three-state generalized Mulliken-Hush method is used to derive electronic couplings for HT between neighboring basepairs. The adiabatic energies and dipole moment matrix elements are computed within the INDO/S method. We compare the rms values of V with the couplings estimated for the idealized B -DNA structure and show that in several important cases the couplings calculated for the idealized B -DNA structure are considerably underestimated. The rms values for intrastrand couplings G-G, A-A, G-A, and A-G are found to be similar, ∼0.07 eV, while the interstrand couplings are quite different. The energies of hole states G+ and A+ in the stack depend on the nature of the neighboring pairs. The X G+ Y are by 0.5 eV more stable than X A+ Y. The thermal fluctuations of the DNA structure facilitate the HT process from guanine to adenine. The tabulated couplings and on-site energies can be used as reference parameters in theoretical and computational studies of HT processes in DNA

A proposal for the diagnosis of uncertain dynamic systems based on interval models

The performance of a model-based diagnosis system could be affected by several uncertainty sources, such as,model errors,uncertainty in measurements, and disturbances. This uncertainty can be handled by mean of interval models.The aim of this thesis is to propose a methodology for fault detection, isolation and identification based on interval models. The methodology includes some algorithms to obtain in an automatic way the symbolic expression of the residual generators enhancing the structural isolability of the faults, in order to design the fault detection tests. These algorithms are based on the structural model of the system. The stages of fault detection, isolation, and identification are stated as constraint satisfaction problems in continuous domains and solved by means of interval based consistency techniques. The qualitative fault isolation is enhanced by a reasoning in which the signs of the symptoms are derived from analytical redundancy relations or bond graph models of the system. An initial and empirical analysis regarding the differences between interval-based and statistical-based techniques is presented in this thesis. The performance and efficiency of the contributions are illustrated through several application examples, covering different levels of complexity.