Dynamics of the Dow Jones and the NASDAQ stock indexes

The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indices. We analyze the Dow Jones Industrial Average ( ∧ DJI) and the NASDAQ Composite ( ∧ IXIC) indexes at a daily time horizon. The methods and algorithms that have been explored for description of physical phenomena become an effective background, and even inspiration, for very productive methods used in the analysis of economical data. We start by applying the classical concepts of signal analysis, Fourier transform, and methods of fractional calculus. In a second phase we adopt a pseudo phase plane approach.

Big Bang bifurcations and allee effect in Blumberg’s dynamics

This paper concerns dynamics and bifurcations properties of a class of continuous-defined one-dimensional maps, in a three-dimensional parameter space: Blumberg's functions. This family of functions naturally incorporates a major focus of ecological research: the Allee effect. We provide a necessary condition for the occurrence of this phenomenon, associated with the stability of a fixed point. A central point of our investigation is the study of bifurcations structure for this class of functions. We verified that under some sufficient conditions, Blumberg's functions have a particular bifurcations structure: the big bang bifurcations of the so-called "box-within-a-box" type, but for different kinds of boxes. Moreover, it is verified that these bifurcation cascades converge to different big bang bifurcation curves, where for the corresponding parameter values are associated distinct attractors. This work contributes to clarify the big bang bifurcation analysis for continuous maps. To support our results, we present fold and flip bifurcations curves and surfaces, and numerical simulations of several bifurcation diagrams.

Comments on ‘‘Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions

Applied Mathematical Modelling, Vol.33

Assessment of data-driven modeling strategies for water delivery canals

Conferência: CONTROLO’2012 - 16-18 July 2012 - Funchal

Spatial dynamics of team sports exposed by Voronoi diagrams

Team sports represent complex systems: players interact continuously during a game, and exhibit intricate patterns of interaction, which can be identified and investigated at both individual and collective levels. We used Voronoi diagrams to identify and investigate the spatial dynamics of players' behavior in Futsal. Using this tool, we examined 19 plays of a sub-phase of a Futsal game played in a reduced area (20 m(2)) from which we extracted the trajectories of all players. Results obtained from a comparative analysis of player's Voronoi area (dominant region) and nearest teammate distance revealed different patterns of interaction between attackers and defenders, both at the level of individual players and teams. We found that, compared to defenders, larger dominant regions were associated with attackers. Furthermore, these regions were more variable in size among players from the same team but, at the player level, the attackers' dominant regions were more regular than those associated with each of the defenders. These findings support a formal description of the dynamic spatial interaction of the players, at least during the particular sub-phase of Futsal investigated. The adopted approach may be extended to other team behaviors where the actions taken at any instant in time by each of the involved agents are associated with the space they occupy at that particular time.

Investigation of structural effects and behaviour of pseudomonas aeruginosa amidase encapsulated in reserved micelles

The acetohydroxamic acid synthesis reaction was studied using whole cells, cell-free extract and purified amidase from the strains of Pseudomonas aeruginosa L10 and A13 entrapped in a reverse micelles system composed of cationic surfactant tetradecyltrimethyl ammonium bromide. The specific activity of amidase, yield of synthesis and storage stability were determined for the reversed micellar system as well as for free amidase in conventional buffer medium. The results have revealed that amidase solutions in the reverse micelles system exhibited a substantial increase in specific activity, yield of synthesis and storage stability. In fact, whole cells from P. aeruginosa L10 and AI3 in reverse micellar medium revealed an increase in specific activity of 9.3- and 13.9-fold, respectively, relatively to the buffer medium. Yields of approximately 92% and 66% of acetohydroxamic acid synthesis were obtained for encapsulated cell free extract from P. aeruginosa L10 and A13, respectively. On the other hand, the half-life values obtained for the amidase solutions encapsulated in reverse micelles were overall higher than that obtained for the free amidase solution in buffer medium. Half-life values obtained for encapsulated purified amidase from P. aeruginosa strain L10 and encapsulated cell-free extract from P. aeruginosa strain AI3 were of 17.0 and 26.0 days, respectively. As far as the different sources biocatalyst are concerned, the data presented in this work has revealed that the best results, in both storage stability and biocatalytic efficiency, were obtained when encapsulated cell-free extract from P. aeruginosa strain AI3 at 14/0 of 10 were used. Conformational changes occurring upon encapsulation of both strains enzymes in reverse micelles of TAB in heptane/octanol were additionally identified by FTIR spectroscopy which clarified the biocatalysts performances.

Synthesis and structural characterization of new Piano-stool Ruthenium(II) complexes bearing 1-Butylimidazole heteroaromatic ligand

New cationic ruthenium(II) complexes with the formula [Ru(eta(5)-C5H5)(LL)(1-BuIm)] [Z], with (LL) = 2PPh(3) or DPPE, and Z = CF3SO3-, PF6-, BPh4-, have been synthesized and fully characterized. Spectroscopic and electrochemical studies revealed that the electronic properties of the coordinated 1-butylimidazole were clearly influenced by the nature of the phosphane coligands (LL) and also by the different counter ions. The solid state structures of the six complexes determined by X-ray crystallographic studies, confirmed the expected distorted three-legged piano stool structure. However the geometry of the 1-butylimidazole ligand was found considerably different in all six compounds, being governed by the stereochemistry of the mono and bidentate coligands (PPh3 or DPPE).

Influence of the Sodium/Proton replacement on the structural, morphological and photocatalytic properties of titanate nanotubes

Titanate nanotubes (TNT) with different sodium contents have been synthesised using a hydrothermal approach and a swift and highly controllable post-washing processes. The influence of the sodium/proton replacement on the structural and morphological characteristics of the prepared materials was analysed. Different optical behaviour was observed depending on the Na+/H+ samples’ content. A band gap energy of 3.27±0.03 eV was estimated for the material with higher sodium content while a value of 2.81±0.02 eV was inferred for the most protonated material, which therefore exhibits an absorption edge in the near visible region. The point of zero charge of the materials was determined and the influence of the sodium content on the adsorption of both cationic and anionic organic dyes was studied. The photocatalytic performance of the TNT samples was evaluated in the rhodamine 6G degradation process. Best photodegradation results were obtained when using the most protonated material as catalyst, although this material has shown the lowest R6G adsorption capability.

Complex Dynamics of defective interfering baculoviruses during serial passage in insect cells

Defective interfering (DI) viruses are thought to cause oscillations in virus levels, known as the ‘Von Magnus effect’. Interference by DI viruses has been proposed to underlie these dynamics, although experimental tests of this idea have not been forthcoming. For the baculoviruses, insect viruses commonly used for the expression of heterologous proteins in insect cells, the molecular mechanisms underlying DI generation have been investigated. However, the dynamics of baculovirus populations harboring DIs have not been studied in detail. In order to address this issue, we used quantitative real-time PCR to determine the levels of helper and DI viruses during 50 serial passages of Autographa californica multiple nucleopolyhedrovirus (AcMNPV) in Sf21 cells. Unexpectedly, the helper and DI viruses changed levels largely in phase, and oscillations were highly irregular, suggesting the presence of chaos. We therefore developed a simple mathematical model of baculovirus-DI dynamics. This theoretical model reproduced patterns qualitatively similar to the experimental data. Although we cannot exclude that experimental variation (noise) plays an important role in generating the observed patterns, the presence of chaos in the model dynamics was confirmed with the computation of the maximal Lyapunov exponent, and a Ruelle-Takens-Newhouse route to chaos was identified at decreasing production of DI viruses, using mutation as a control parameter. Our results contribute to a better understanding of the dynamics of DI baculoviruses, and suggest that changes in virus levels over passages may exhibit chaos.

Complex dynamics in the trajectory control of redundant manipulators

Redundant manipulators allow the trajectory optimization, the obstacle avoidance, and the resolution of singularities. For this type of manipulators, the kinematic control algorithms adopt generalized inverse matrices that may lead to unpredictable responses. Motivated by these problems this paper studies the complexity revealed by the trajectory planning scheme when controlling redundant manipulators. The results reveal fundamental properties of the chaotic phenomena and give a deeper insight towards the development of superior trajectory control algorithms.

Dynamics of transmission of Trypanosoma cruzi in a rural area of Argentina: III. Persistence of T. cruzi parasitemia among canine reservoirs in a two-year follow-up

A new cross-sectional survey of household- associated mongrel dogs as well as follow-up of previously parasitemic individuals was carried out in 1984 toy means of xenodiagnosis and serologic techniques to get a deeper insight into the relationship of T. cruzi parasitemia and age among canine hosts in a rural area of Argentina. Persistence of detectable parasitemia was age-independent, or at most, loosely related to age, confirming the pattern observed in 1982. Similarly no significant age-decreasing effect was recorded among seropositive dogs in: a) the probability of detecting parasites in a 2-year follow-up; b) their intensity of infectiousness (=infective force) for T. infestans 3rd-4th instar nymphs, as measured by the percentage of infected bugs observed in each dog xenodiagnosis. Moreover, not only was the infective force of seropositive dogs for bugs approximately constant through lifetime, but it was significantly higher than the one recorded for children in the present survey, and for human people by other researchers. Therefore, and since T. infestans field populations show high feeding frequencies on dogs, the latter are expected to make the greatest contribution to the pool of infected vectors in the rural household of Argentina. This characteristic should be sufficient to involve canine reservoirs definitely as a risk factor for human people residing in the same house. The increased severity of parasitemia observed among dogs in this survey may be related to the acute undernutrition characteristic of canine populations of poor rural areas in our country, which is expected to affect the ability of the host to manage the infection.

Fractional dynamics in the trajectory control of redundant manipulators

Under the pseudoinverse control, robots with kinematical redundancy exhibit an undesirable chaotic joint motion which leads to an erratic behavior. This paper studies the complexity of fractional dynamics of the chaotic response. Fourier and wavelet analysis provides a deeper insight, helpful to know better the lack of repeatability problem of redundant manipulators. This perspective for the study of the chaotic phenomena will permit the development of superior trajectory control algorithms.

Simulation and dynamics of freeway traffic

This paper presents the new package entitled Simulator of Intelligent Transportation Systems (SITS) and a computational oriented analysis of traffic dynamics. The SITS adopts a microscopic simulation approach to reproduce real traffic conditions considering different types of vehicles, drivers and roads. A set of experiments with the SITS reveal the dynamic phenomena exhibited by this kind of system. For this purpose a modelling formalism is developed that embeds the statistics and the Laplace transform. The results make possible the adoption of classical system theory tools and point out that it is possible to study traffic systems taking advantage of the knowledge gathered with automatic control algorithms. A complementary perspective for the analysis of the traffic flow is also quantified through the entropy measure.