Multifractal regime transition in a modified minority game model

The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual minority game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifractal and in this sense, together with other stylized facts, constitute a better modeling tool. Using the structure function (SF) approach we detected the stationary and the scaling range of the time series generated by the MG model and, from the linear (non-linear) behavior of the SF we identified the fractal (multifractal) regimes. Finally, using the wavelet transform modulus maxima (WTMM) technique we obtained its multifractal spectrum width for different dynamical regimes. (C) 2009 Elsevier Ltd. All rights reserved.

The game inside the school: a representation of 5(th) graders physical education classes

Since the beginning of Physical Education entrance in the brazilin public schools, the game has been frequently used as content, and in the course of time that practice seems to be intensified. In spite of many approaches of different purposes to justify its pedagogic usefulness, the game has been used as an indiscriminate way due to the fascination that it provides to the students. The present study searches for a description and analysis of children`s (10-12 years old) attitudes behaviors in games, on Physical Education classes, inside a public school. The study was accomplished with the researcher also attending as a teacher (action research). For the accomplishment of the study 55 children were filmed in four different games, of different kinds (exposed, transformed, and spontaneous). The classes` description and analysis were focused in the attitude axis and it was defined four topics for the discussion: Conflicts, Respect of rules, Expressiveness, and Competitiveness. The relationship between the individual with the game and its culture were pointed as the main characteristics in the configuration of the ludicrous activity atmosphere. It was also possible to observe specific situations of this relationship, once the games were limited to the social games (Piaget category), in a school atmosphere where children have students roles. Due to the obtained results, the study proposes a reflexive practice in which the students notice their own attitudes and try to adapt the game to their needs and not he other way around. In this perspective, the teacher has an important mediator roll, once he will be responsible to point out the students` difficulties and promote discussions in favor to provide teamwork.

Experimental results on the nonlinear H(infinity) control via quasi-LPV representation and game theory for wheeled mobile robots

In this paper, nonlinear dynamic equations of a wheeled mobile robot are described in the state-space form where the parameters are part of the state (angular velocities of the wheels). This representation, known as quasi-linear parameter varying, is useful for control designs based on nonlinear H(infinity) approaches. Two nonlinear H(infinity) controllers that guarantee induced L(2)-norm, between input (disturbances) and output signals, bounded by an attenuation level gamma, are used to control a wheeled mobile robot. These controllers are solved via linear matrix inequalities and algebraic Riccati equation. Experimental results are presented, with a comparative study among these robust control strategies and the standard computed torque, plus proportional-derivative, controller.

Role of price and enforcement in water allocation: Insights from Game Theory

As many countries are moving toward water sector reforms, practical issues of how water management institutions can better effect allocation, regulation, and enforcement of water rights have emerged. The problem of nonavailability of water to tailenders on an irrigation system in developing countries, due to unlicensed upstream diversions is well documented. The reliability of access or equivalently the uncertainty associated with water availability at their diversion point becomes a parameter that is likely to influence the application by users for water licenses, as well as their willingness to pay for licensed use. The ability of a water agency to reduce this uncertainty through effective water rights enforcement is related to the fiscal ability of the agency to monitor and enforce licensed use. In this paper, this interplay across the users and the agency is explored, considering the hydraulic structure or sequence of water use and parameters that define the users and the agency`s economics. The potential for free rider behavior by the users, as well as their proposals for licensed use are derived conditional on this setting. The analyses presented are developed in the framework of the theory of ""Law and Economics,`` with user interactions modeled as a game theoretic enterprise. The state of Ceara, Brazil, is used loosely as an example setting, with parameter values for the experiments indexed to be approximately those relevant for current decisions. The potential for using the ideas in participatory decision making is discussed. This paper is an initial attempt to develop a conceptual framework for analyzing such situations but with a focus on the reservoir-canal system water rights enforcement.

Computer-Assisted Numerical Analysis for Oxygen and Carbon Dioxide Mass Transfer in Blood Oxygenators

A two-dimensional numeric simulator is developed to predict the nonlinear, convective-reactive, oxygen mass exchange in a cross-flow hollow fiber blood oxygenator. The numeric simulator also calculates the carbon dioxide mass exchange, as hemoglobin affinity to oxygen is affected by the local pH value, which depends mostly on the local carbon dioxide content in blood. Blood pH calculation inside the oxygenator is made by the simultaneous solution of an equation that takes into account the blood buffering capacity and the classical Henderson-Hasselbach equation. The modeling of the mass transfer conductance in the blood comprises a global factor, which is a function of the Reynolds number, and a local factor, which takes into account the amount of oxygen reacted to hemoglobin. The simulator is calibrated against experimental data for an in-line fiber bundle. The results are: (i) the calibration process allows the precise determination of the mass transfer conductance for both oxygen and carbon dioxide; (ii) very alkaline pH values occur in the blood path at the gas inlet side of the fiber bundle; (iii) the parametric analysis of the effect of the blood base excess (BE) shows that V(CO2) is similar in the case of blood metabolic alkalosis, metabolic acidosis, or normal BE, for a similar blood inlet P(CO2), although the condition of metabolic alkalosis is the worst case, as the pH in the vicinity of the gas inlet is the most alkaline; (iv) the parametric analysis of the effect of the gas flow to blood flow ratio (Q(G)/Q(B)) shows that V(CO2) variation with the gas flow is almost linear up to Q(G)/Q(B) = 2.0. V(O2) is not affected by the gas flow as it was observed that by increasing the gas flow up to eight times, the V(O2) grows only 1%. The mass exchange of carbon dioxide uses the full length of the hollow-fiber only if Q(G)/Q(B) > 2.0, as it was observed that only in this condition does the local variation of pH and blood P(CO2) comprise the whole fiber bundle.

Swarm Intelligence applied in synthesis of hunting strategies in a three-dimensional environment

Systems of distributed artificial intelligence can be powerful tools in a wide variety of practical applications. Its most surprising characteristic, the emergent behavior, is also the most answerable for the difficulty in. projecting these systems. This work proposes a tool capable to beget individual strategies for the elements of a multi-agent system and thereof providing to the group means on obtaining wanted results, working in a coordinated and cooperative manner as well. As an application example, a problem was taken as a basis where a predators` group must catch a prey in a three-dimensional continuous ambient. A synthesis of system strategies was implemented of which internal mechanism involves the integration between simulators by Particle Swarm Optimization algorithm (PSO), a Swarm Intelligence technique. The system had been tested in several simulation settings and it was capable to synthesize automatically successful hunting strategies, substantiating that the developed tool can provide, as long as it works with well-elaborated patterns, satisfactory solutions for problems of complex nature, of difficult resolution starting from analytical approaches. (c) 2007 Elsevier Ltd. All rights reserved.

Title Model for Computer Networks Optimization

The TCP/IP architecture was consolidated as a standard to the distributed systems. However, there are several researches and discussions about alternatives to the evolution of this architecture and, in this study area, this work presents the Title Model to contribute with the application needs support by the cross layer ontology use and the horizontal addressing, in a next generation Internet. For a practical viewpoint, is showed the network cost reduction for the distributed programming example, in networks with layer 2 connectivity. To prove the title model enhancement, it is presented the network analysis performed for the message passing interface, sending a vector of integers and returning its sum. By this analysis, it is confirmed that the current proposal allows, in this environment, a reduction of 15,23% over the total network traffic, in bytes.

A vaccination game based on public health actions and personal decisions

Susceptible-infective-removed (SIR) models are commonly used for representing the spread of contagious diseases. A SIR model can be described in terms of a probabilistic cellular automaton (PCA), where each individual (corresponding to a cell of the PCA lattice) is connected to others by a random network favoring local contacts. Here, this framework is employed for investigating the consequences of applying vaccine against the propagation of a contagious infection, by considering vaccination as a game, in the sense of game theory. In this game, the players are the government and the susceptible newborns. In order to maximize their own payoffs, the government attempts to reduce the costs for combating the epidemic, and the newborns may be vaccinated only when infective individuals are found in their neighborhoods and/or the government promotes an immunization program. As a consequence of these strategies supported by cost-benefit analysis and perceived risk, numerical simulations show that the disease is not fully eliminated and the government implements quasi-periodic vaccination campaigns. (C) 2011 Elsevier B.V. All rights reserved.

A modified epidemiological model for computer viruses

Since the computer viruses pose a serious problem to individual and corporative computer systems, a lot of effort has been dedicated to study how to avoid their deleterious actions, trying to create anti-virus programs acting as vaccines in personal computers or in strategic network nodes. Another way to combat viruses propagation is to establish preventive policies based on the whole operation of a system that can be modeled with population models, similar to those that are used in epidemiological studies. Here, a modified version of the SIR (Susceptible-Infected-Removed) model is presented and how its parameters are related to network characteristics is explained. Then, disease-free and endemic equilibrium points are calculated, stability and bifurcation conditions are derived and some numerical simulations are shown. The relations among the model parameters in the several bifurcation conditions allow a network design minimizing viruses risks. (C) 2009 Elsevier Inc. All rights reserved.

Dynamic models for computer viruses

Computer viruses are an important risk to computational systems endangering either corporations of all sizes or personal computers used for domestic applications. Here, classical epidemiological models for disease propagation are adapted to computer networks and, by using simple systems identification techniques a model called SAIC (Susceptible, Antidotal, Infectious, Contaminated) is developed. Real data about computer viruses are used to validate the model. (c) 2008 Elsevier Ltd. All rights reserved.

Identification by computer-simulated RFLP of phytoplasmas associated with eggplant giant calyx representative of two subgroups, a lineage of 16SrIII-J and the new subgroup 16SrIII-U

Symptoms resembling giant calyx, a graft-transmissible disease, were observed on 1-5% of eggplant (aubergine; Solanum melongena L.) plants in production fields in Sao Paulo state, Brazil. Phytoplasmas were detected in 1 2 of 1 2 samples from symptomatic plants that were analysed by a nested PCR assay employing 16S rRNA gene primers R16mF2/R16mR1 followed by R16F2n/R16R2. RFLP analysis of the resulting rRNA gene products (1.2 kb) indicated that all plants contained similar phytoplasmas, each closely resembling strains previously classified as members of RFLP group 16SrIII (X-disease group). Virtual RFLP and phylogenetic analyses of sequences derived from PCR products identified phytoplasmas infecting eggplant crops grown in Piracicaba as a lineage of the subgroup 16SrIII-J, whereas phytoplasmas detected in plants grown in Braganca Paulista were tentatively classified as members of a novel subgroup 16SrIII-U. These findings confirm eggplant as a new host of group 16SrIII-J phytoplasmas and extend the known diversity of strains belonging to this group in Brazil.

Distinct conformational properties determined by implicit and explicit representation of protein-solvent interactions. An analytical and computer simulation study

In the protein folding problem, solvent-mediated forces are commonly represented by intra-chain pairwise contact energy. Although this approximation has proven to be useful in several circumstances, it is limited in some other aspects of the problem. Here we show that it is possible to achieve two models to represent the chain-solvent system. one of them with implicit and other with explicit solvent, such that both reproduce the same thermodynamic results. Firstly, lattice models treated by analytical methods, were used to show that the implicit and explicitly representation of solvent effects can be energetically equivalent only if local solvent properties are time and spatially invariant. Following, applying the same reasoning Used for the lattice models, two inter-consistent Monte Carlo off-lattice models for implicit and explicit solvent are constructed, being that now in the latter the solvent properties are allowed to fluctuate. Then, it is shown that the chain configurational evolution as well as the globule equilibrium conformation are significantly distinct for implicit and explicit solvent systems. Actually, strongly contrasting with the implicit solvent version, the explicit solvent model predicts: (i) a malleable globule, in agreement with the estimated large protein-volume fluctuations; (ii) thermal conformational stability, resembling the conformational hear resistance of globular proteins, in which radii of gyration are practically insensitive to thermal effects over a relatively wide range of temperatures; and (iii) smaller radii of gyration at higher temperatures, indicating that the chain conformational entropy in the unfolded state is significantly smaller than that estimated from random coil configurations. Finally, we comment on the meaning of these results with respect to the understanding of the folding process. (C) 2009 Elsevier B.V. All rights reserved.

Using Computer-aided Drug Design and Medicinal Chemistry Strategies in the Fight Against Diabetes

The aim of this work is to present a simple, practical and efficient protocol for drug design, in particular Diabetes, which includes selection of the illness, good choice of a target as well as a bioactive ligand and then usage of various computer aided drug design and medicinal chemistry tools to design novel potential drug candidates in different diseases. We have selected the validated target dipeptidyl peptidase IV (DPP-IV), whose inhibition contributes to reduce glucose levels in type 2 diabetes patients. The most active inhibitor with complex X-ray structure reported was initially extracted from the BindingDB database. By using molecular modification strategies widely used in medicinal chemistry, besides current state-of-the-art tools in drug design (including flexible docking, virtual screening, molecular interaction fields, molecular dynamics. ADME and toxicity predictions), we have proposed 4 novel potential DPP-IV inhibitors with drug properties for Diabetes control, which have been supported and validated by all the computational tools used herewith.

Computer-aided Drug Design of Novel PLA(2) Inhibitor Candidates for Treatment of Snakebite

Phospholipases A(2) (PLA(2)) are enzymes commonly found in snake venoms from Viperidae and Elaphidae families, which are major components thereof. Many plants are used in traditional medicine its active agents against various effects induced by snakebite. This article presents the PLA(2) BthTX-I structure prediction based on homology modeling. In addition, we have performed virtual screening in a large database yielding a set of potential bioactive inhibitors. A flexible docking program was used to investigate the interactions between the receptor and the new ligands. We have performed molecular interaction fields (MIFs) calculations with the phospholipase model. Results confirm the important role of Lys49 for binding ligands and suggest three additional residues as well. We have proposed a theoretically nontoxic, drug-like, and potential novel BthTX-I inhibitor. These calculations have been used to guide the design of novel phospholipase inhibitors as potential lead compounds that may be optimized for future treatment of snakebite victims as well as other human diseases in which PLA(2) enzymes are involved.