300 research outputs found

    Assessment of 48 Stock markets using adaptive multifractal approach

    Full text link
    Stock market comovements are examined using cointegration, Granger causality tests and nonlinear approaches in context of mutual information and correlations. Underlying data sets are affected by non-stationarities and trends, we also apply AMF-DFA and AMF-DXA. We find only 170 pair of Stock markets cointegrated, and according to the Granger causality and mutual information, we realize that the strongest relations lies between emerging markets, and between emerging and frontier markets. According to scaling exponent given by AMF-DFA, h(q=2)>1h(q=2)>1, we find that all underlying data sets belong to non-stationary process. According to EMH, only 8 markets are classified in uncorrelated processes at 2σ2\sigma confidence interval. 6 Stock markets belong to anti-correlated class and dominant part of markets has memory in corresponding daily index prices during January 1995 to February 2014. New-Zealand with H=0.457±0.004H=0.457\pm0.004 and Jordan with H=0.602±0.006H=0.602\pm 0.006 are far from EMH. The nature of cross-correlation exponents based on AMF-DXA is almost multifractal for all pair of Stock markets. The empirical relation, Hxy≤[Hxx+Hyy]/2H_{xy}\le [H_{xx}+H_{yy}]/2, is confirmed. Mentioned relation for q>0q>0 is also satisfied while for q<0q<0 there is a deviation from this relation confirming behavior of markets for small fluctuations is affected by contribution of major pair. For larger fluctuations, the cross-correlation contains information from both local and global conditions. Width of singularity spectrum for auto-correlation and cross-correlation are Δαxx∈[0.304,0.905]\Delta \alpha_{xx}\in [0.304,0.905] and Δαxy∈[0.246,1.178]\Delta \alpha_{xy}\in [0.246,1.178], respectively. The wide range of singularity spectrum for cross-correlation confirms that the bilateral relation between Stock markets is more complex. The value of σDCCA\sigma_{DCCA} indicates that all pairs of stock market studied in this time interval belong to cross-correlated processes.Comment: 16 pages, 13 figures and 4 tables, major revision and match to published versio

    Complex tasks, delegation, and flexibility: What role for engagement and shared leadership?

    Get PDF
    Task complexity is one of the main factors studied by academics and is at the center of leaders’ concerns. It is related to delegation and flexibility, which are enhanced by workers’ engagement and depend on how leadership is shared. In this context, this research was carried out with the main objective of testing the serial mediating effect of engagement and shared leadership on the relationship between task complexity and flexibility and the relationship between task complexity and delegation. The sample for this study consists of 368 participants, all of whom work in organizations based in Portugal. The results indicate that task complexity is positively and significantly associated with engagement, shared leadership, flexibility, and delegation. Shared leadership has a positive and significant association with flexibility and delegation. The serial mediating effect of engagement and shared leadership on the relationship between task complexity and flexibility was confirmed. The serial mediating effect of engagement and shared leadership on the relationship between task complexity and delegation was not confirmed.info:eu-repo/semantics/publishedVersio

    Stability in the Pseudo-state Formalism of Discrete Systems Controlled in the Presence of Intermittent Sensor Faults

    Get PDF
    Trabalho apresentado em IFAC Workshop on Adaptation and Learning in Control and Signal Processing, 26-28 de Agosto de 2010, Antalya, Turquia.N/

    Molecular dynamics in polymeric systems

    Get PDF
    It is well known that the properties of polymeric materials depend strongly upon their chemical structure. Other more specific factors that may be related to the chemical structure also determine the macroscopic behaviour of such materials, namely the relative position of the different segments of the polymeric chain, the molecular architecture (molecular weight distribution, branching, copoly-mer organisation, cross-linking extent, etc.), the crystalline environment and the pressure/temperature conditions. All these factors have a common impact in the material: they are strongly correlated to the mobility on the molecular level. That is why a huge amount of work has been devoted to the study of translational/rota-tional mobility that occurs within the polymeric chains. This review is intended to provide a brief survey on such kinds of mobilities, how they can be studied and what are their main characteristics. Examples on systems studied in our groups will be provided, obtained by dielectric and mechanical spectroscopies and differential scanning calorimetry. It will be mainly focused on molecular motions that occur in the solid phase (i.e., to temperatures up to the rubbery plateau). The dynamics in blends or copolymers will be avoided here, as they would deserve a special dis-cussion in their own context. Special attention will be paid to the glass transition and the mobility that occurs below and above it. The dynamics that are observed in peculiar systems, such as semi-crystalline or liquid crystalline polymers, will be addressed

    Computing Parity Space Residuals’ Computational Form With MIMO Predictive Models

    Get PDF
    Trabalho apresentado em 12th Mediterranean Conference on Control and Automation MED’04, 6-9 de Junho de 2004, Kusadasi, Turquia.N/

    Renovascular hypertension: a case with atypical neurological signs

    Get PDF
    Secondary hypertension is the most frequent form of hypertension in children. Renovascular disease accounts for 5-10% of all childhood hypertension and should be suspected in the presence of severe hypertension found difficult to manage with medical therapy. Uncontrolled hypertension can lead to severe target organ damage. We describe the case of a 13-month-old baby boy with failure to thrive, recent muscular weakness of the lower extremities and irritability. Hypertension was detected and he was admitted to the paediatric intensive care unit with a refractory hypertensive emergency, despite multiple antihypertensive therapies. Bilateral renal artery stenosis was diagnosed through renal angiography and balloon dilation was performed, leading to lower blood pressure. He is currently withdrawing from antihypertensive medication, and slowly gaining weight and recovering from target organ damage. However, weakness of the lower extremities persists and he has been diagnosed with a neurogenic bladde

    Determination of phytoextraction potential of plant speciesfor toxic elements in soils of abandoned sulphide-mining areas

    Get PDF
    This study has determined contamination levels in soils and plants from the SaËœo Domingos mining area, Portugal, by k0-INAA. Total concentrations of As, Sb, Cr, Hg, Cu, Zn and Fe in soils were very high, exceeding the maximum limits in Portuguese legislation. Concentrations of toxic elements like As, Sb and Zn were highest in roots of Erica andevalensis, Juncus acutus, Agrostis castellana and Nicotiana glauca. Additionally, As, Br, Cr, Fe, Sb and Zn in all organs of most plants were above toxicity levels. Those species that accumulated relatively high concentrations of toxic elements in roots (and tops) may be cultivated for phytostabilisation of similar areas

    Formação e literatura : relatos sem fronteiras

    Get PDF
    O presente texto, resultado de uma pesquisa de caráter qualitativo-interpretativo, tem por objetivo contribuir para (re)pensar o papel do Ensino Superior na formação do professor de Língua Portuguesa, especificamente, na constituição do leitor literário, considerando a importância da experiência contínua e dinâmica na formação dos alunos de Letras – futuros mediadores de leitura literária em instituições de Educação Básica. Para tanto, se fez necessário compreender quais as razões que levam os alunos de Letras, em fase de conclusão de curso, no período de Estágio Supervisionado, a expressarem insegurança, medo e despreparo para desenvolver práticas pedagógicas de leitura literária. Como foco de investigação, buscou-se perceber como esses alunos se veem, como veem o curso de Letras e o conteúdo estudado na Universidade frente ao contexto profissional e de formação em que se encontram. Assim, foram ouvidos dez estudantes brasileiros da Universidade Federal da Bahia e cinco alunos portugueses da Universidade do Minho, Braga. A entrevista semiestruturada e o diário de campo foram os recursos utilizados para a coleta dos dados. Como aporte teórico, os estudos de Leahy-Dios e Menezes(2001), Dionísio (1990, 2004), Zilberman (1991), Todorov (2009), Perrone-Moisés (1998), Canário (2001), foram considerados. Os resultados desse estudo evidenciam a crise revelada pelos alunosprofessores, uma vez que, quando se encontram em período de Estágio Supervisionado, em práticas de ensino, na fase conclusiva da formação acadêmica para lecionar Língua Portuguesa, não conseguem estabelecer diálogo entre as teorias aprendidas nas aulas de literatura e a prática pedagógica requerida para a mediação e formação de novos leitores literários.CAPES, B
    • …
    corecore