988 resultados para FADDEEV-POPOV FORMULA
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One may construct, for any function on the integers, an irreducible module of level zero for affine sl(2) using the values of the function as structure constants. The modules constructed using exponential-polynomial functions realize the irreducible modules with finite-dimensional weight spaces in the category (O) over tilde of Chari. In this work, an expression for the formal character of such a module is derived using the highest weight theory of truncations of the loop algebra.
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O objetivo deste trabalho é realizar procedimento de back-test da Magic Formula na Bovespa, reunindo evidências sobre violações da Hipótese do Mercado Eficiente no mercado brasileiro. Desenvolvida por Joel Greenblatt, a Magic Formula é uma metodologia de formação de carteiras que consiste em escolher ações com altos ROICs e Earnings Yields, seguindo a filosofia de Value Investing. Diversas carteiras foram montadas no período de dezembro de 2002 a maio de 2014 utilizando diferentes combinações de número de ativos por carteira e períodos de permanência. Todas as carteiras, independentemente do número de ativos ou período de permanência, apresentaram retornos superiores ao Ibovespa. As diferenças entre os CAGRs das carteiras e o do Ibovespa foram significativas, sendo que a carteira com pior desempenho apresentou CAGR de 27,7% contra 14,1% do Ibovespa. As carteiras também obtiveram resultados positivos após serem ajustadas pelo risco. A pior razão retorno-volatilidade foi de 1,2, comparado a 0,6 do Ibovespa. As carteiras com pior pontuação também apresentaram bons resultados na maioria dos cenários, contrariando as expectativas iniciais e os resultados observados em outros trabalhos. Adicionalmente foram realizadas simulações para diversos períodos de 5 anos com objetivo de analisar a robustez dos resultados. Todas as carteiras apresentaram CAGR maior que o do Ibovespa em todos os períodos simulados, independentemente do número de ativos incluídos ou dos períodos de permanência. Estes resultados indicam ser possível alcançar retornos acima do mercado no Brasil utilizando apenas dados públicos históricos. Esta é uma violação da forma fraca da Hipótese do Mercado Eficiente.
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O objetivo desse trabalho é realizar um procedimento de back-test da Magic Formula no IBX-100, a fim de reunir evidencias sobre a eficiência de tal metodologia no processo de seleção das melhores ações e formação de carteiras que superem o desempenho do IBX-100 no longo prazo. Desenvolvida por Joel Greenblatt, a Magic Formula é uma metodologia de formação de carteiras que consiste em escolher ações com altos ROICs e Earnings Yields, seguindo a filosofia de Value Investing. Diversas carteiras foram montadas no período de janeiro de 2000 a junho de 2015 utilizando diferentes combinações de número de ativos por carteira e períodos de permanência. Nem todas as carteiras apresentaram retornos superiores ao índice de mercado. Aparentemente, as carteiras com mais ações e períodos de permanência mais longos apresentam desempenho superior às carteiras menores e com rotatividade maior (períodos de permanência mais curtos). A carteira de 10 ações, com período de permanência de 1 ano, apresentou o maior CAGR dentre todas as outras (17,77%), superando o CAGR de 13,17% do IBX-100 no mesmo período. Esse resultado foi superior mesmo quando ajustado ao risco. Independentemente do período de permanência e número de ações, todas as carteiras apresentaram riscos sistemáticos menores do que o índice IBX-100 (todos os betas foram significativos e menores do que 1). Por outro lado, os alfas das carteiras foram muito baixos e, raramente, significativos, sugerindo que a gestão ativa de acordo com os critérios da Magic Formula não adiciona retornos substancialmente maiores do que o retorno relacionado à variações de mercado.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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We perform a three-body calculation of direct muon-transfer rates from thermalized muonic hydrogen isotopes to bare nuclei Ne10+, S16+ and Ar18+ employing integro-differential Faddeev-Hahn-type equations in configuration space with a two-state close-coupling approximation scheme. All Coulomb potentials including the strong final-state Coulomb repulsion are treated exactly. A long-range polarization potential is included in the elastic channel to take into account the high polarizability of the muonic hydrogen. The transfer rates so-calculated are in good agreement with recent experiments. We find that the muon is captured predominantly in the n = 6, 9 and 10 states of muonic Ne10+, S16+ and Ar18+, respectively.
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The conformal affine sl(2) Toda model coupled to the matter field is treated as a constrained system in the context of Faddeev-Jackiw and the (constrained) symplectic schemes. We recover from this theory either the sine-Gordon or the massive Thirring model, through a process of Hamiltonian reduction, considering the equivalence of the Noether and topological currrents as a constraint and gauge fixing the conformal symmetry. (C) 2000 Academic Press.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Ruthenium(II) complexes with general formula [RuCl3(NO)(P-P)] were obtained in the solid state, where P-P = PPh(2)(CH2)(n)PPh(2) (n = 1-3) and PPh(2)-CH = CH-PPh(2). The P-31 NMR spectra of these compounds measured in CH2Cl2 showed only singlets, consistent with a fac configuration containing two equivalent phosphorus atoms, However the X-ray diffraction data show that the [RuCl3(NO){PPh(2)(CH2)(3)PPh(2)}] complex crystallizes in a met configuration, where one of the phosphorus atoms is trans to the NO group, in a slightly distorted octahedral geometry. Copyright (C) 1996 Elsevier B.V. Ltd
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The nutritional management of infants admitted with diarrhoea to the University Hospital of Botucatu includes a change from bolus feeding of a modulated minced-chicken formula to a continuous nasogastric drip (NGD) feeding, whenever the required calorie intake is not achieved or the diarrhoea does not subside. To evaluate this approach, the clinical course and weight changes of 63 children, aged 1-20 months, were reviewed; most (81 per cent) were below the third percentile for weight at admission and 76 per cent had a total duration of diarrhoea ≥10 days. Associated infections, mainly systemic, were present at or after admission in 70 per cent of them. Twenty-five survivors needed nutritional support (NS), predominantly NGD, for a median duration of 30 per cent of their admission time, and were compared to 31 survivors managed without NS. Those who necessitated NS lost weight for a significantly longer median time (12x4 days, p<0.005), but their total weight loss was similar (5x4 per cent) as well as diarrhoea's duration (8x7 days). There was a tendency for a longer hospitalization (21x16 days 0.05
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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.
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We study the presence of symmetry transformations in the Faddeev-Jackiw approach for constrained systems. Our analysis is based in the case of a particle submitted to a particular potential which depends on an arbitrary function. The method is implemented in a natural way and symmetry generators are identified. These symmetries permit us to obtain the absent elements of the sympletic matrix which complement the set of Dirac brackets of such a theory. The study developed here is applied in two different dual models. First, we discuss the case of a two-dimensional oscillator interacting with an electromagnetic potential described by a Chern-Simons term and second the Schwarz-Sen gauge theory, in order to obtain the complete set of non-null Dirac brackets and the correspondent Maxwell electromagnetic theory limit. ©1999 The American Physical Society.
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Low-energy muon-transfer cross sections and rates in collisions of muonic atoms with hydrogen isotopes are calculated using a six-state close-coupling approximation to coordinate-space Faddeev-Hahn-type equations. In the muonic case satisfactory results are obtained for all hydrogen isotopes and the experimentaly observed strong isotopic dependence of transfer rates is also reproduced. A comparison with results of other theoretical and available experimental works is presented. The present model also leads to good transfer cross sections in the well-understood problem of antihydrogen formation in antiproton-positronium collision.
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The boson calculus formalism is used to construct realizations of basis states of irreducible representations of unitary groups taking as a paradigm the interacting boson models of atomic nuclei. These realizations, together with a theorem on plethysms for obtaining branching rules, allowed us to obtain a dimension formula for reduced plethysms. © 2005 IOP Publishing Ltd.
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The derivation and integration of hipercomplex functions have been investigated along the years, see [7], [11], [14]. The main purpose of this brief article is to give a geometrical interpretation for quaternionic derivatives, based on a recent determination of a Cauchy-like formula for quaternions, see [3]. © 2011 Academic Publications.