Alternative fidelity measure between quantum states

We propose an alternative fidelity measure (namely, a measure of the degree of similarity) between quantum states and benchmark it against a number of properties of the standard Uhlmann-Jozsa fidelity. This measure is a simple function of the linear entropy and the Hilbert-Schmidt inner product between the given states and is thus, in comparison, not as computationally demanding. It also features several remarkable properties such as being jointly concave and satisfying all of Jozsa's axioms. The trade-off, however, is that it is supermultiplicative and does not behave monotonically under quantum operations. In addition, metrics for the space of density matrices are identified and the joint concavity of the Uhlmann-Jozsa fidelity for qubit states is established.

Alternative fidelity measure between quantum states

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

An alternative DEA measure:a case of OECD countries

Analysis of the production efficiency of industrialized countries, questioning whether certain countries perform better than others in producing more output with the same or less inputs, is an example of the importance of estimating production relationships. In order to estimate efficiency one needs an appropriate model for the two major inputs into production activity, namely labour and capital. A physical asset once installed is capable of contributing several years of output. This implies that investments made in previous years must be taken into account in order to produce a measure of the efficiency and productivity for any given year. The purpose of this article is to introduce a dynamic efficiency model and compare the results with previous work on the analysis of efficiency and productivity of OECD countries. The article proposes that dynamic models capture efficiency better than static models.

La mesure alternative d’hostilité dans les relations de rivalité interacteur.

Le présent travail explore le phénomène de la rivalité interétatique1 et les mesures de son intensité. Chacune des définitions existantes de la rivalité fait la lumière sur l’une de ses caractéristiques. La rivalité durable met l’accent sur la compétition militarisée, la rivalité stratégique accorde une importance particulière à la perception de l’ennemi, tandis que la rivalité interétatique est axée sur les questions autour desquelles la compétition se déroule. Ces visions différentes du phénomène de la rivalité laissent leur empreinte sur son opérationnalisation et sur le choix des paramètres visant à le capter. Nous réunissons ces trois interprétations dans une seule définition de rivalité interacteur, en proposant une nouvelle classification des actions hostiles, ainsi que la mesure alternative d’hostilité fondée sur la fréquence de ces dernières. Les quatre études de cas suivantes nous ont permis d’atteindre ces objectifs : les relations de rivalité entre l’Afghanistan et le Pakistan, entre l’Arménie et l’Azerbaïdjan, entre le Bélize et le Guatemala, ainsi qu’entre la Somalie et l’Éthiopie.

La mesure alternative d’hostilité dans les relations de rivalité interacteur

Le présent travail explore le phénomène de la rivalité interétatique1 et les mesures de son intensité. Chacune des définitions existantes de la rivalité fait la lumière sur l’une de ses caractéristiques. La rivalité durable met l’accent sur la compétition militarisée, la rivalité stratégique accorde une importance particulière à la perception de l’ennemi, tandis que la rivalité interétatique est axée sur les questions autour desquelles la compétition se déroule. Ces visions différentes du phénomène de la rivalité laissent leur empreinte sur son opérationnalisation et sur le choix des paramètres visant à le capter. Nous réunissons ces trois interprétations dans une seule définition de rivalité interacteur, en proposant une nouvelle classification des actions hostiles, ainsi que la mesure alternative d’hostilité fondée sur la fréquence de ces dernières. Les quatre études de cas suivantes nous ont permis d’atteindre ces objectifs : les relations de rivalité entre l’Afghanistan et le Pakistan, entre l’Arménie et l’Azerbaïdjan, entre le Bélize et le Guatemala, ainsi qu’entre la Somalie et l’Éthiopie.

In Vitro Evaluation of Enamel Erosion After Nd:YAG Laser Irradiation and Fluoride Application

Objective: Previous investigations have demonstrated improved enamel demineralization resistance after laser irradiation. Due to the possibility of a synergistic effect between laser and fluoride, this study investigated the effect of fluoridated agents and Nd:YAG irradiation separately and in combination on enamel resistance to erosion. Methods: One hundred bovine enamel blocks were randomly divided into 10 groups: G1, untreated (control); G2, acidic phosphate fluoride (APF) (1.23% F) for 4 min; G3, fluoride varnish for 6 h (NaF, 2.26%); G4, 0.5 W Nd: YAG laser (250 mm pulse width, 10 Hz, 35 J/cm(2), with uniform velocity for 30 sec in each application); G5, 0.75 W Nd:YAG laser (52.5 J/cm(2)); G6, 1.0 W Nd:YAG laser (70 J/cm(2)); G7, APF + 0.75 W Nd:YAG laser; G8, 0.75 W Nd:YAG laser + APF; G9, fluoride varnish + 0.75 W Nd:YAG laser; and G10, 0.75 W Nd:YAG laser + fluoride varnish. During 10 d the erosive cycle was conducted by immersion of the blocks in Sprite light for 1 min, followed by immersion in artificial saliva for 59 min. This procedure was consecutively repeated four times per day. In each day, during the remaining 20 h, the blocks were maintained in artificial saliva. The wear was evaluated by profilometry (days 5 and 10). Data were tested by two-way ANOVA and Bonferroni's tests (p < 0.05). Results: The mean wear at days 5 and 10 was, respectively: G1, 1.83 and 2.67 mu m; G2, 1.04 and 2.60 mu m; G3, 1.03 and 2.48 mu m; G4, 1.13 and 2.47 mu m; G5, 1.07 and 2.44 mu m; G6, 1.0 and 2.35 mu m; G7, 0.75 and 2.27 mu m; G8, 0.80 and 2.12 mu m; G9, 0.76 and 2.47 mu m; and G10, 1.09 and 2.46 mu m. At day 5, all the experimental groups presented significant lesser wear when compared to control group. However, at 10 d, only G7 and G8 were still different from control. Conclusions: The association between APF application and laser irradiation seems to be an alternative preventive measure against dental erosion.

Memória de longo prazo nos retornos acionistas dos índices de referência da euronext, implicações para a hipótese de mercados eficientes e contributo fractal para aperfeiçoamento do capital asset pricing model

Não existe uma definição única de processo de memória de longo prazo. Esse processo é geralmente definido como uma série que possui um correlograma decaindo lentamente ou um espectro infinito de frequência zero. Também se refere que uma série com tal propriedade é caracterizada pela dependência a longo prazo e por não periódicos ciclos longos, ou que essa característica descreve a estrutura de correlação de uma série de longos desfasamentos ou que é convencionalmente expressa em termos do declínio da lei-potência da função auto-covariância. O interesse crescente da investigação internacional no aprofundamento do tema é justificado pela procura de um melhor entendimento da natureza dinâmica das séries temporais dos preços dos ativos financeiros. Em primeiro lugar, a falta de consistência entre os resultados reclama novos estudos e a utilização de várias metodologias complementares. Em segundo lugar, a confirmação de processos de memória longa tem implicações relevantes ao nível da (1) modelação teórica e econométrica (i.e., dos modelos martingale de preços e das regras técnicas de negociação), (2) dos testes estatísticos aos modelos de equilíbrio e avaliação, (3) das decisões ótimas de consumo / poupança e de portefólio e (4) da medição de eficiência e racionalidade. Em terceiro lugar, ainda permanecem questões científicas empíricas sobre a identificação do modelo geral teórico de mercado mais adequado para modelar a difusão das séries. Em quarto lugar, aos reguladores e gestores de risco importa saber se existem mercados persistentes e, por isso, ineficientes, que, portanto, possam produzir retornos anormais. O objetivo do trabalho de investigação da dissertação é duplo. Por um lado, pretende proporcionar conhecimento adicional para o debate da memória de longo prazo, debruçando-se sobre o comportamento das séries diárias de retornos dos principais índices acionistas da EURONEXT. Por outro lado, pretende contribuir para o aperfeiçoamento do capital asset pricing model CAPM, considerando uma medida de risco alternativa capaz de ultrapassar os constrangimentos da hipótese de mercado eficiente EMH na presença de séries financeiras com processos sem incrementos independentes e identicamente distribuídos (i.i.d.). O estudo empírico indica a possibilidade de utilização alternativa das obrigações do tesouro (OT’s) com maturidade de longo prazo no cálculo dos retornos do mercado, dado que o seu comportamento nos mercados de dívida soberana reflete a confiança dos investidores nas condições financeiras dos Estados e mede a forma como avaliam as respetiva economias com base no desempenho da generalidade dos seus ativos. Embora o modelo de difusão de preços definido pelo movimento Browniano geométrico gBm alegue proporcionar um bom ajustamento das séries temporais financeiras, os seus pressupostos de normalidade, estacionariedade e independência das inovações residuais são adulterados pelos dados empíricos analisados. Por isso, na procura de evidências sobre a propriedade de memória longa nos mercados recorre-se à rescaled-range analysis R/S e à detrended fluctuation analysis DFA, sob abordagem do movimento Browniano fracionário fBm, para estimar o expoente Hurst H em relação às séries de dados completas e para calcular o expoente Hurst “local” H t em janelas móveis. Complementarmente, são realizados testes estatísticos de hipóteses através do rescaled-range tests R/S , do modified rescaled-range test M - R/S e do fractional differencing test GPH. Em termos de uma conclusão única a partir de todos os métodos sobre a natureza da dependência para o mercado acionista em geral, os resultados empíricos são inconclusivos. Isso quer dizer que o grau de memória de longo prazo e, assim, qualquer classificação, depende de cada mercado particular. No entanto, os resultados gerais maioritariamente positivos suportam a presença de memória longa, sob a forma de persistência, nos retornos acionistas da Bélgica, Holanda e Portugal. Isto sugere que estes mercados estão mais sujeitos a maior previsibilidade (“efeito José”), mas também a tendências que podem ser inesperadamente interrompidas por descontinuidades (“efeito Noé”), e, por isso, tendem a ser mais arriscados para negociar. Apesar da evidência de dinâmica fractal ter suporte estatístico fraco, em sintonia com a maior parte dos estudos internacionais, refuta a hipótese de passeio aleatório com incrementos i.i.d., que é a base da EMH na sua forma fraca. Atendendo a isso, propõem-se contributos para aperfeiçoamento do CAPM, através da proposta de uma nova fractal capital market line FCML e de uma nova fractal security market line FSML. A nova proposta sugere que o elemento de risco (para o mercado e para um ativo) seja dado pelo expoente H de Hurst para desfasamentos de longo prazo dos retornos acionistas. O expoente H mede o grau de memória de longo prazo nos índices acionistas, quer quando as séries de retornos seguem um processo i.i.d. não correlacionado, descrito pelo gBm(em que H = 0,5 , confirmando- se a EMH e adequando-se o CAPM), quer quando seguem um processo com dependência estatística, descrito pelo fBm(em que H é diferente de 0,5, rejeitando-se a EMH e desadequando-se o CAPM). A vantagem da FCML e da FSML é que a medida de memória de longo prazo, definida por H, é a referência adequada para traduzir o risco em modelos que possam ser aplicados a séries de dados que sigam processos i.i.d. e processos com dependência não linear. Então, estas formulações contemplam a EMH como um caso particular possível.

Performance Tests with LTSP

This article aims to demonstrate through performance tests, that it is possible to reuse outdated machines as effective and productive terminals, with the use of LTSP - Linux Terminal Service Project. Additionally, we will demonstrate that companies and institutions concerned with the environment may find this alternative a measure of computational saving and recycling.

Determinação de compostos bioativos e capacidade antioxidante em sucos frescos e pasteurizados de laranja

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A novel detection method for determining a surgeon's fatigue and hand tremor

The thesis presents new methodology and algorithms that can be used to analyse and measure the hand tremor and fatigue of surgeons while performing surgery. This will assist them in deriving useful information about their fatigue levels, and make them aware of the changes in their tool point accuracies. This thesis proposes that muscular changes of surgeons, which occur through a day of operating, can be monitored using Electromyography (EMG) signals. The multi-channel EMG signals are measured at different muscles in the upper arm of surgeons. The dependence of EMG signals has been examined to test the hypothesis that EMG signals are coupled with and dependent on each other. The results demonstrated that EMG signals collected from different channels while mimicking an operating posture are independent. Consequently, single channel fatigue analysis has been performed. In measuring hand tremor, a new method for determining the maximum tremor amplitude using Principal Component Analysis (PCA) and a new technique to detrend acceleration signals using Empirical Mode Decomposition algorithm were introduced. This tremor determination method is more representative for surgeons and it is suggested as an alternative fatigue measure. This was combined with the complexity analysis method, and applied to surgically captured data to determine if operating has an effect on a surgeon’s fatigue and tremor levels. It was found that surgical tremor and fatigue are developed throughout a day of operating and that this could be determined based solely on their initial values. Finally, several Nonlinear AutoRegressive with eXogenous inputs (NARX) neural networks were evaluated. The results suggest that it is possible to monitor surgeon tremor variations during surgery from their EMG fatigue measurements.

Measuring, Modeling, and Forecasting Volatility and Correlations from High-Frequency Data

This dissertation contains four essays that all share a common purpose: developing new methodologies to exploit the potential of high-frequency data for the measurement, modeling and forecasting of financial assets volatility and correlations. The first two chapters provide useful tools for univariate applications while the last two chapters develop multivariate methodologies. In chapter 1, we introduce a new class of univariate volatility models named FloGARCH models. FloGARCH models provide a parsimonious joint model for low frequency returns and realized measures, and are sufficiently flexible to capture long memory as well as asymmetries related to leverage effects. We analyze the performances of the models in a realistic numerical study and on the basis of a data set composed of 65 equities. Using more than 10 years of high-frequency transactions, we document significant statistical gains related to the FloGARCH models in terms of in-sample fit, out-of-sample fit and forecasting accuracy compared to classical and Realized GARCH models. In chapter 2, using 12 years of high-frequency transactions for 55 U.S. stocks, we argue that combining low-frequency exogenous economic indicators with high-frequency financial data improves the ability of conditionally heteroskedastic models to forecast the volatility of returns, their full multi-step ahead conditional distribution and the multi-period Value-at-Risk. Using a refined version of the Realized LGARCH model allowing for time-varying intercept and implemented with realized kernels, we document that nominal corporate profits and term spreads have strong long-run predictive ability and generate accurate risk measures forecasts over long-horizon. The results are based on several loss functions and tests, including the Model Confidence Set. Chapter 3 is a joint work with David Veredas. We study the class of disentangled realized estimators for the integrated covariance matrix of Brownian semimartingales with finite activity jumps. These estimators separate correlations and volatilities. We analyze different combinations of quantile- and median-based realized volatilities, and four estimators of realized correlations with three synchronization schemes. Their finite sample properties are studied under four data generating processes, in presence, or not, of microstructure noise, and under synchronous and asynchronous trading. The main finding is that the pre-averaged version of disentangled estimators based on Gaussian ranks (for the correlations) and median deviations (for the volatilities) provide a precise, computationally efficient, and easy alternative to measure integrated covariances on the basis of noisy and asynchronous prices. Along these lines, a minimum variance portfolio application shows the superiority of this disentangled realized estimator in terms of numerous performance metrics. Chapter 4 is co-authored with Niels S. Hansen, Asger Lunde and Kasper V. Olesen, all affiliated with CREATES at Aarhus University. We propose to use the Realized Beta GARCH model to exploit the potential of high-frequency data in commodity markets. The model produces high quality forecasts of pairwise correlations between commodities which can be used to construct a composite covariance matrix. We evaluate the quality of this matrix in a portfolio context and compare it to models used in the industry. We demonstrate significant economic gains in a realistic setting including short selling constraints and transaction costs.

An alternative measure of ESEA Title I eligibles.

"Summer, 1977".

An alternative measure of the ICT-Opportunity Index

We developed an alternative approach for measuring information and communication technology (ICT), applying Data Envelopment Analysis (DEA) using data from the International Telecommunications Union as a sample of 183 economies. We compared the ICT-Opportunity Index (ICT-OI) with our DEA-Opportunity Index (DEA-OI) and found a high correlation between the two. Our findings suggest that both indices are consistent in their measurement of digital opportunity, though differences still exist in different regions. Our new DEA-OI offers much more than the ICT-OI. Using our model, the target and peer groups for each country can be identified.