942 resultados para equilibrium asset pricing models with latent variables


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Three kinds of integrable Kondo impurity additions to one-dimensional q-deformed extended Hubbard models are studied by means of the boundary Z(2)-graded quantum inverse scattering method. The boundary K matrices depending on the local magnetic moments of the impurities are presented as nontrivial realisations of the reflection equation algebras in an impurity Hilbert space. The models are solved by using the algebraic Bethe ansatz method, and the Bethe ansatz equations are obtained.

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We consider the quark sector of theories containing three scalar SU(2)(L) doublets in the triplet representation of A(4) (or S-4) and three generations of quarks in arbitrary A(4) (or S-4) representations. We show that for all possible choices of quark field representations and for all possible alignments of the Higgs vacuum expectation values that can constitute global minima of the scalar potential, it is not possible to obtain simultaneously nonvanishing quark masses and a nonvanishing CP-violating phase in the Cabibbo-Kobayashi-Maskawa quark mixing matrix. As a result, in this minimal form, models with three scalar fields in the triplet representation of A(4) or S-4 cannot be extended to the quark sector in a way consistent with experiment. DOI: 10.1103/PhysRevD.87.055010.

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We study neutrino masses and mixing in the context of flavor models with A(4) symmetry, three scalar doublets in the triplet representation, and three lepton families. We show that there is no representation assignment that yields a dimension-5 mass operator consistent with experiment. We then consider a type-I seesaw with three heavy right-handed neutrinos, explaining in detail why it fails, and allowing us to show that agreement with the present neutrino oscillation data can be recovered with the inclusion of dimension-3 heavy neutrino mass terms that break softly the A(4) symmetry.

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Dynamic parallel scheduling using work-stealing has gained popularity in academia and industry for its good performance, ease of implementation and theoretical bounds on space and time. Cores treat their own double-ended queues (deques) as a stack, pushing and popping threads from the bottom, but treat the deque of another randomly selected busy core as a queue, stealing threads only from the top, whenever they are idle. However, this standard approach cannot be directly applied to real-time systems, where the importance of parallelising tasks is increasing due to the limitations of multiprocessor scheduling theory regarding parallelism. Using one deque per core is obviously a source of priority inversion since high priority tasks may eventually be enqueued after lower priority tasks, possibly leading to deadline misses as in this case the lower priority tasks are the candidates when a stealing operation occurs. Our proposal is to replace the single non-priority deque of work-stealing with ordered per-processor priority deques of ready threads. The scheduling algorithm starts with a single deque per-core, but unlike traditional work-stealing, the total number of deques in the system may now exceed the number of processors. Instead of stealing randomly, cores steal from the highest priority deque.

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We study some properties of the monotone solutions of the boundary value problem (p(u'))' - cu' + f(u) = 0, u(-infinity) = 0, u(+infinity) = 1, where f is a continuous function, positive in (0, 1) and taking the value zero at 0 and 1, and P may be an increasing homeomorphism of (0, 1) or (0, +infinity) onto [0, +infinity). This problem arises when we look for travelling waves for the reaction diffusion equation partial derivative u/partial derivative t = partial derivative/partial derivative x [p(partial derivative u/partial derivative x)] + f(u) with the parameter c representing the wave speed. A possible model for the nonlinear diffusion is the relativistic curvature operator p(nu)= nu/root 1-nu(2). The same ideas apply when P is given by the one- dimensional p- Laplacian P(v) = |v|(p-2)v. In this case, an advection term is also considered. We show that, as for the classical Fisher- Kolmogorov- Petrovski- Piskounov equations, there is an interval of admissible speeds c and we give characterisations of the critical speed c. We also present some examples of exact solutions. (C) 2014 Elsevier Inc. All rights reserved.

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In the stair nested designs with u factors we have u steps and a(1), ... , a(u) "active" levels. We would have a(1) observations with different levels for the first factor each of them nesting a single level of each of the remaining factors; next a(2) observations with level a(1) + 1 for the first factor and distinct levels for the second factor each nesting a fixed level of each of the remaining factors, and so on. So the number of level combinations is Sigma(u)(i=1) a(i). In meta-analysis joint treatment of different experiments is considered. Joining the corresponding models may be useful to carry out that analysis. In this work we want joining L models with stair nesting.

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Density-dependent effects, both positive or negative, can have an important impact on the population dynamics of species by modifying their population per-capita growth rates. An important type of such density-dependent factors is given by the so-called Allee effects, widely studied in theoretical and field population biology. In this study, we analyze two discrete single population models with overcompensating density-dependence and Allee effects due to predator saturation and mating limitation using symbolic dynamics theory. We focus on the scenarios of persistence and bistability, in which the species dynamics can be chaotic. For the chaotic regimes, we compute the topological entropy as well as the Lyapunov exponent under ecological key parameters and different initial conditions. We also provide co-dimension two bifurcation diagrams for both systems computing the periods of the orbits, also characterizing the period-ordering routes toward the boundary crisis responsible for species extinction via transient chaos. Our results show that the topological entropy increases as we approach to the parametric regions involving transient chaos, being maximum when the full shift R(L)(infinity) occurs, and the system enters into the essential extinction regime. Finally, we characterize analytically, using a complex variable approach, and numerically the inverse square-root scaling law arising in the vicinity of a saddle-node bifurcation responsible for the extinction scenario in the two studied models. The results are discussed in the context of species fragility under differential Allee effects. (C) 2011 Elsevier Ltd. All rights reserved.

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Dissertação apresentada para obtenção do Grau de Doutor em Engenharia Electrotécnica e de Computadores – Sistemas Digitais e Percepcionais pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

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Dissertação para obtenção do Grau de Mestre em Matemática e Aplicações Especialização em Actuariado, Estatística e Investigação Operacional

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In this work, kriging with covariates is used to model and map the spatial distribution of salinity measurements gathered by an autonomous underwater vehicle in a sea outfall monitoring campaign aiming to distinguish the effluent plume from the receiving waters and characterize its spatial variability in the vicinity of the discharge. Four different geostatistical linear models for salinity were assumed, where the distance to diffuser, the west-east positioning, and the south-north positioning were used as covariates. Sample variograms were fitted by the Mat`ern models using weighted least squares and maximum likelihood estimation methods as a way to detect eventual discrepancies. Typically, the maximum likelihood method estimated very low ranges which have limited the kriging process. So, at least for these data sets, weighted least squares showed to be the most appropriate estimation method for variogram fitting. The kriged maps show clearly the spatial variation of salinity, and it is possible to identify the effluent plume in the area studied. The results obtained show some guidelines for sewage monitoring if a geostatistical analysis of the data is in mind. It is important to treat properly the existence of anomalous values and to adopt a sampling strategy that includes transects parallel and perpendicular to the effluent dispersion.

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Hand-foot-and-mouth disease (HFMD) is becoming one of the extremely common airborne and contact transmission diseases in Guangzhou, southern China, leading public health authorities to be concerned about its increased incidence. In this study, it was used an ecological study plus the negative binomial regression to identify the epidemic status of HFMD and its relationship with meteorological variables. During 2008-2012, a total of 173,524 HFMD confirmed cases were reported, 12 cases of death, yielding a fatality rate of 0.69 per 10,000. The annual incidence rates from 2008 to 2012 were 60.56, 132.44, 311.40, 402.76, and 468.59 (per 100,000), respectively, showing a rapid increasing trend. Each 1 °C rise in temperature corresponded to an increase of 9.47% (95% CI 9.36% to 9.58%) in the weekly number of HFMD cases, while a one hPa rise in atmospheric pressure corresponded to a decrease in the number of cases by 7.53% (95% CI -7.60% to -7.45%). Similarly, each one percent rise in relative humidity corresponded to an increase of 1.48% or 3.3%, and a one meter per hour rise in wind speed corresponded to an increase of 2.18% or 4.57%, in the weekly number of HFMD cases, depending on the variables considered in the model. These findings revealed that epidemic status of HFMD in Guangzhou is characterized by high morbidity but low fatality. Weather factors had a significant influence on the incidence of HFMD.

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ABSTRACT: Financing is a critical factor in ensuring the optimal development and delivery of a mental health system. The primary method of financing worldwide is tax-based. However many low income countries depend on out-of-pocket payments. There is a report on Irish Health Care funding but none that deals exclusively with mental health care. This paper analyses the various financial models that exist globally with respect to financing the mental health sector, examines the impact of various models on service users, especially in terms of relative ‘financial burden’ and provides a more detailed examination of the current mental health funding situation in Ireland After extensive internet and hardcopy research on the above topics, the findings were analysed and a number of recommendations were reached. Mental health service should be free at the point of delivery to achieve universal coverage. Government tax-based funding or mandatory social insurance with government top-ups, as required, appears the optimal option, although there is no one funding system applicable everywhere. Out-of-pocket funding can create a crippling financial burden for service users. It is important to employ improved revenue collection systems, eliminate waste, provide equitable resource distribution, ring fence mental health funding and cap the number of visits, where necessary. Political, economic, social and cultural factors play a role in funding decisions and this can be clearly seen in the context of the current economic recession in Ireland. Only 33% of the Irish population has access to free public health care and the number health insurance policy holders has dramatically declined, resulting in increased out-of-pocket payments. This approach risks negatively impacting on the social determinants of health, increasing health inequalities and negatively affecting economic productivity. It is therefore important the Irish government examines other options to provide funding for mental health services.