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.

Inverse dynamics based predictive control for unified power flow controllers without DC bus

This paper presents a new predictive digital control method applied to Matrix Converters (MC) operating as Unified Power Flow Controllers (UPFC). This control method, based on the inverse dynamics model equations of the MC operating as UPFC, just needs to compute the optimal control vector once in each control cycle, in contrast to direct dynamics predictive methods that needs 27 vector calculations. The theoretical principles of the inverse dynamics power flow predictive control of the MC based UPFC with input filter are established. The proposed inverse dynamics predictive power control method is tested using Matlab/Simulink Power Systems toolbox and the obtained results show that the designed power controllers guarantees decoupled active and reactive power control, zero error tracking, fast response times and an overall good dynamic and steady-state response.

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.

Functional role of macrobenthos in estuarine sediment dynamics

Thesis submitted to the Universidade Nova de Lisboa,Faculdade de Ciências e Tecnologia for the degree of Doctor of Philosophy in Environmental Engineering

Molecular diversity of bla genes in Klebsiella pneumoniae and Escherichia coli isolates

Dissertation presented to obtain a Ph.D. degree in Biology, speciality Microbiology, by Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Fractional analysis of traffic dynamics

This article presents a dynamical analysis of several traffic phenomena, applying a new modelling formalism based on the embedding of statistics and Laplace transform. The new dynamic description integrates the concepts of fractional calculus leading to a more natural treatment of the continuum of the Transfer Function parameters intrinsic in this system. The results using system theory tools point out that it is possible to study traffic systems, taking advantage of the knowledge gathered with automatic control algorithms. Dynamics, Games and Science I Dynamics, Games and Science I Look Inside Other actions Export citation About this Book Reprints and Permissions Add to Papers Share Share this content on Facebook Share this content on Twitter Share this content on LinkedIn

Control and dynamics of fractional order systems

Fractional Calculus (FC) goes back to the beginning of the theory of differential calculus. Nevertheless, the application of FC just emerged in the last two decades due to the progress in the area of nonlinear dynamics. This article discusses several applications of fractional calculus in science and engineering, namely: the control of heat systems, the tuning of PID controllers based on fractional calculus concepts and the dynamics in hexapod locomotion.

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.

Entropy analysis of integer and fractional dynamical systems

This paper investigates the adoption of entropy for analyzing the dynamics of a multiple independent particles system. Several entropy definitions and types of particle dynamics with integer and fractional behavior are studied. The results reveal the adequacy of the entropy concept in the analysis of complex dynamical systems.