Geometrical Methods in Multivariate Risk Management: Algorithms and Applications

This thesis builds a framework for evaluating downside risk from multivariate data via a special class of risk measures (RM). The peculiarity of the analysis lies in getting rid of strong data distributional assumptions and in orientation towards the most critical data in risk management: those with asymmetries and heavy tails. At the same time, under typical assumptions, such as the ellipticity of the data probability distribution, the conformity with classical methods is shown. The constructed class of RM is a multivariate generalization of the coherent distortion RM, which possess valuable properties for a risk manager. The design of the framework is twofold. The first part contains new computational geometry methods for the high-dimensional data. The developed algorithms demonstrate computability of geometrical concepts used for constructing the RM. These concepts bring visuality and simplify interpretation of the RM. The second part develops models for applying the framework to actual problems. The spectrum of applications varies from robust portfolio selection up to broader spheres, such as stochastic conic optimization with risk constraints or supervised machine learning.

Reflexões sobre a construção e evolução de conceitos geométricos nas séries intermediárias do ensino fundamental

This thesis represents a didactic research linked to the Post-graduation Programme in Education of the Universidade Federal do Rio Grande do Norte which aimed to approach the construction of the geometrical concepts of Volume of the Rectangular Parallelepiped, Area and Perimeter of the Rectangle adding a study of the Area of the Circle. The research was developed along with students from the 6th level of the Elementary School, in a public school in Natal/RN. The pedagogical intervention was made up of three moments: application of a diagnostic evaluation, instrument that enabled the creation of the teaching module by showing the level of the geometry knowledge of the students; introduction of a Teaching Module by Activities aiming to propose a reflexive didactic routing directed to the conceptual construction because we believed that such an approach would favor the consolidation of the learning process by becoming significant to the apprentice, and the accomplishment of a Final Evaluation through which we established a comparison of the results obtained before and after the teaching intervention. The data gathered were analyzed qualitatively by means of a study of understanding categories of mathematical concepts, in addition to using descriptive statistics under the quantitative aspect. Based on the theory of Richard Skemp, about categorization of mathematical knowledge, in the levels of Relational and Instrumental Understanding were achieved in contextual situations and varied proportions, thus enabling a contribution in the learning of the geometrical concepts studied along with the students who took part in the research. We believe that this work may contribute with reflections about the learning processes, a concern which remained during all the stages of the research, and also that the technical competence along with the knowledge about the constructivist theory will condition the implementation of a new dynamics to the teaching and learning processes. We hope that the present research work may add some contribution to the teaching practice in the context of the teaching of Mathematics for the intermediate levels of the Elementary School

Um estudo exploratório sobre a formação conceitual em geometria de alunos do ensino médio

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Um estudo de fractais geométricos através de caleidoscópios e softwares de geometria dinâmica

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Identification of literary movements using complex networks to represent texts

The use of statistical methods to analyze large databases of text has been useful in unveiling patterns of human behavior and establishing historical links between cultures and languages. In this study, we identified literary movements by treating books published from 1590 to 1922 as complex networks, whose metrics were analyzed with multivariate techniques to generate six clusters of books. The latter correspond to time periods coinciding with relevant literary movements over the last five centuries. The most important factor contributing to the distinctions between different literary styles was the average shortest path length, in particular the asymmetry of its distribution. Furthermore, over time there has emerged a trend toward larger average shortest path lengths, which is correlated with increased syntactic complexity, and a more uniform use of the words reflected in a smaller power-law coefficient for the distribution of word frequency. Changes in literary style were also found to be driven by opposition to earlier writing styles, as revealed by the analysis performed with geometrical concepts. The approaches adopted here are generic and may be extended to analyze a number of features of languages and cultures.

Preservice teachers' knowledge on elementary geometry concepts

This text is based on a research, which is still in progress, whose main objective is to identify and understand what are the main difficulties of future mathematics teachers of basic education are, regarding their content knowledge in geometry in the context of the curricular unit of Geometry during their undergraduate degree. We chose a qualitative approach in the form of case study, in which data collection was done through observation, interviews, a diverse set of tasks, a diagnostic test and other documents. This paper focuses on the test given to prospective teachers at the beginning of the course. The preliminary analysis of the data points to a weak performance of preservice teachers in the test issues addressing elementary knowledge of Geometry

Preservice teachers' knowledge on elementary geometry concepts

This text is based on a research, which is still in progress, whose main objective is to identify and understand what are the main difficulties of future mathematics teachers of basic education are, regarding their content knowledge in geometry in the context of the curricular unit of Geometry during their undergraduate degree. We chose a qualitative approach in the form of case study, in which data collection was done through observation, interviews, a diverse set of tasks, a diagnostic test and other documents. This paper focuses on the test given to prospective teachers at the beginning of the course. The preliminary analysis of the data points to a weak performance of preservice teachers in the test issues addressing elementary knowledge of Geometry.

Analytical Study on the Influence of Geometrical Parameters on the Fatigue Strength of Welds with Undercuts

The purpose of this study is to analyze the influence of geometric parameters on the fatigue strength of the welded joint. The thesis includes the analytical study pertaining to variation of undercut and the weld toe radius. The theoretical part includes the concepts of fracture mechanics, different stages of the crack propagation and finally the results. The numerical results are obtained from FRANC2D/L. The results show that the fatigue strength of the welded structure depends on the parameters of the welds such as the weld toe radius, weld angle, height of the undercut and plate thickness. The results show that the fatigue life can be improved by having the undercut as minimum as possible. However there has been significant variation on the fatigue life of the structure when the weld toe radius is increased.

Geometrical wave equation and the cauchy-like theorem for octonions

Riemann surfaces, cohomology and homology groups, Cartan's spinors and triality, octonionic projective geometry, are all well supported by Complex Structures [1], [2], [3], [4]. Furthermore, in Theoretical Physics, mainly in General Relativity, Supersymmetry and Particle Physics, Complex Theory Plays a Key Role [5], [6], [7], [8]. In this context it is expected that generalizations of concepts and main results from the Classical Complex Theory, like conformal and quasiconformal mappings [9], [10] in both quaternionic and octonionic algebra, may be useful for other fields of research, as for graphical computing enviromment [11]. In this Note, following recent works by the autors [12], [13], the Cauchy Theorem will be extended for Octonions in an analogous way that it has recentely been made for quaternions [14]. Finally, will be given an octonionic treatment of the wave equation, which means a wave produced by a hyper-string with initial conditions similar to the one-dimensional case.

Innovative education networking aimed at multimedia tools for geometrical optics learning

We present a purposeful initiative to open new grounds for teaching Geometrical Optics. It is based on the creation of an innovative education networking involving academic staff from three Spanish universities linked together around Optics. Nowadays, students demand online resources such as innovative multimedia tools for complementing the understanding of their studies. Geometrical Optics relies on basics of light phenomena like reflection and refraction and the use of simple optical elements such as mirrors, prisms, lenses, and fibers. The mathematical treatment is simple and the equations are not too complicated. But from our long time experience in teaching to undergraduate students, we realize that important concepts are missed by these students because they do not work ray tracing as they should do. Moreover, Geometrical Optics laboratory is crucial by providing many short Optics experiments and thus stimulating students interest in the study of such a topic. Multimedia applications help teachers to cover those student demands. In that sense, our educational networking shares and develops online materials based on 1) video-tutorials of laboratory experiences and of ray tracing exercises, 2) different online platforms for student self-examinations and 3) computer assisted geometrical optics exercises. That will result in interesting educational synergies and promote student autonomy for learning Optics.

A Geometrical Interpretation to Define Contradiction Degrees between Two Fuzzy Sets

For inference purposes in both classical and fuzzy logic, neither the information itself should be contradictory, nor should any of the items of available information contradict each other. In order to avoid these troubles in fuzzy logic, a study about contradiction was initiated by Trillas et al. in [5] and [6]. They introduced the concepts of both self-contradictory fuzzy set and contradiction between two fuzzy sets. Moreover, the need to study not only contradiction but also the degree of such contradiction is pointed out in [1] and [2], suggesting some measures for this purpose. Nevertheless, contradiction could have been measured in some other way. This paper focuses on the study of contradiction between two fuzzy sets dealing with the problem from a geometrical point of view that allow us to find out new ways to measure the contradiction degree. To do this, the two fuzzy sets are interpreted as a subset of the unit square, and the so called contradiction region is determined. Specially we tackle the case in which both sets represent a curve in [0,1]2. This new geometrical approach allows us to obtain different functions to measure contradiction throughout distances. Moreover, some properties of these contradiction measure functions are established and, in some particular case, the relations among these different functions are obtained.

Motivating Medical Students To Learn Basic Science Concepts Using Chronic Myeloid Leukemia As An Integration Theme.

To report on the use of chronic myeloid leukemia as a theme of basic clinical integration for first year medical students to motivate and enable in-depth understanding of the basic sciences of the future physician. During the past thirteen years we have reviewed and updated the curriculum of the medical school of the Universidade Estadual de Campinas. The main objective of the new curriculum is to teach the students how to learn to learn. Since then, a case of chronic myeloid leukemia has been introduced to first year medical students and discussed in horizontal integration with all themes taught during a molecular and cell biology course. Cell structure and components, protein, chromosomes, gene organization, proliferation, cell cycle, apoptosis, signaling and so on are all themes approached during this course. At the end of every topic approached, the students prepare in advance the corresponding topic of clinical cases chosen randomly during the class, which are then presented by them. During the final class, a paper regarding mutations in the abl gene that cause resistance to tyrosine kinase inhibitors is discussed. After each class, three tests are solved in an interactive evaluation. The course has been successful since its beginning, 13 years ago. Great motivation of those who participated in the course was observed. There were less than 20% absences in the classes. At least three (and as many as nine) students every year were interested in starting research training in the field of hematology. At the end of each class, an interactive evaluation was performed and more than 70% of the answers were correct in each evaluation. Moreover, for the final evaluation, the students summarized, in a written report, the molecular and therapeutic basis of chronic myeloid leukemia, with scores ranging from 0 to 10. Considering all 13 years, a median of 78% of the class scored above 5 (min 74%-max 85%), and a median of 67% scored above 7. Chronic myeloid leukemia is an excellent example of a disease that can be used for clinical basic integration as this disorder involves well known protein, cytogenetic and cell function abnormalities, has well-defined diagnostic strategies and a target oriented therapy.

Unconstrained Finite Element for Geometrical Nonlinear Dynamics of Shells

This paper presents a positional FEM formulation to deal with geometrical nonlinear dynamics of shells. The main objective is to develop a new FEM methodology based on the minimum potential energy theorem written regarding nodal positions and generalized unconstrained vectors not displacements and rotations. These characteristics are the novelty of the present work and avoid the use of large rotation approximations. A nondimensional auxiliary coordinate system is created, and the change of configuration function is written following two independent mappings from which the strain energy function is derived. This methodology is called positional and, as far as the authors' knowledge goes, is a new procedure to approximated geometrical nonlinear structures. In this paper a proof for the linear and angular momentum conservation property of the Newmark beta algorithm is provided for total Lagrangian description. The proposed shell element is locking free for elastic stress-strain relations due to the presence of linear strain variation along the shell thickness. The curved, high-order element together with an implicit procedure to solve nonlinear equations guarantees precision in calculations. The momentum conserving, the locking free behavior, and the frame invariance of the adopted mapping are numerically confirmed by examples. Copyright (C) 2009 H. B. Coda and R. R. Paccola.

A positional FEM Formulation for geometrical non-linear analysis of shells

This work presents a fully non-linear finite element formulation for shell analysis comprising linear strain variation along the thickness of the shell and geometrically exact description for curved triangular elements. The developed formulation assumes positions and generalized unconstrained vectors as the variables of the problem, not displacements and finite rotations. The full 3D Saint-Venant-Kirchhoff constitutive relation is adopted and, to avoid locking, the rate of thickness variation enhancement is introduced. As a consequence, the second Piola-Kirchhoff stress tensor and the Green strain measure are employed to derive the specific strain energy potential. Curved triangular elements with cubic approximation are adopted using simple notation. Selected numerical simulations illustrate and confirm the objectivity, accuracy, path independence and applicability of the proposed technique.

A boundary element formulation for analysis of elastoplastic plates with geometrical nonlinearity

In this paper a new boundary element method formulation for elastoplastic analysis of plates with geometrical nonlinearities is presented. The von Mises criterion with linear isotropic hardening is considered to evaluate the plastic zone. Large deflections are assumed but within the context of small strain. To derive the boundary integral equations the von Karman`s hypothesis is taken into account. An initial stress field is applied to correct the true stresses according to the adopted criterion. Isoparametric linear elements are used to approximate the boundary unknown values while triangular internal cells with linear shape function are adopted to evaluate the domain value influences. The nonlinear system of equations is solved by using an implicit scheme together with the consistent tangent operator derived along the paper. Numerical examples are presented to demonstrate the accuracy and the validity of the proposed formulation.