Assessment of 48 Stock markets using adaptive multifractal approach

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, $h(q=2)>1$, we find that all underlying data sets belong to non-stationary process. According to EMH, only 8 markets are classified in uncorrelated processes at $2\sigma$ 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 $H=0.457\pm0.004$ and Jordan with $H=0.602\pm 0.006$ 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, $H_{xy}\le [H_{xx}+H_{yy}]/2$, is confirmed. Mentioned relation for $q>0$ is also satisfied while for $q<0$ 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 $\Delta \alpha_{xx}\in [0.304,0.905]$ and $\Delta \alpha_{xy}\in [0.246,1.178]$, respectively. The wide range of singularity spectrum for cross-correlation confirms that the bilateral relation between Stock markets is more complex. The value of $\sigma_{DCCA}$ 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

Information profiles for DNA pattern discovery

Finite-context modeling is a powerful tool for compressing and hence for representing DNA sequences. We describe an algorithm to detect genomic regularities, within a blind discovery strategy. The algorithm uses information profiles built using suitable combinations of finite-context models. We used the genome of the fission yeast Schizosaccharomyces pombe strain 972 h- for illustration, unveilling locations of low information content, which are usually associated with DNA regions of potential biological interest.Comment: Full version of DCC 2014 paper "Information profiles for DNA pattern discovery

Lepton Flavor Violation and Collider Searches in a Type I + II Seesaw Model

Neutrino are massless in the Standard Model. The most popular mechanism to generate neutrino masses are the type I and type II seesaw, where right-handed neutrinos and a scalar triplet are augmented to the Standard Model, respectively. In this work, we discuss a model where a type I + II seesaw mechanism naturally arises via spontaneous symmetry breaking of an enlarged gauge group. Lepton flavor violation is a common feature in such setup and for this reason, we compute the model contribution to the $\mu \rightarrow e\gamma$ and $\mu \rightarrow 3e$ decays. Moreover, we explore the connection between the neutrino mass ordering and lepton flavor violation in perspective with the LHC, HL-LHC and HE-LHC sensitivities to the doubly charged scalar stemming from the Higgs triplet. Our results explicitly show the importance of searching for signs of lepton flavor violation in collider and muon decays. The conclusion about which probe yields stronger bounds depends strongly on the mass ordering adopted, the absolute neutrino masses and which much decay one considers. In the 1-5 TeV mass region of the doubly charged scalar, lepton flavor violation experiments and colliders offer orthogonal and complementary probes. Thus if a signal is observed in one of the two new physics searches, the other will be able to assess whether it stems from a seesaw framework.Comment: 41 pages, 1 figure, 2 table

Desenvolvimento e avaliação das características psicométricas do inventário de avaliação das percepções dos professores acerca das necessidades ao nível da promoção de competências sociais e emocionais

The objective of this study was to evaluate the psychometric properties of an assessment instrument on teachers' perceptions regarding the development of socio-emotional skills. Results revealed a consistent four-factor structure (School/teachers' needs for socio-emotional skills promotion; Needs regarding teaching-learning process; Difficulties in dealing with students' socio-emotional deficits, Socio-emotional needs related to teacher's initial training) with internal consistency values above .79. Confirmatory analyses revealed a good fit of the model to the data. Teachers reported having more needs at the school/ teachers conditions for the promotion of social and emotional needs, and less needs at the level of their Teachers' initial training. The instrument also showed to be sensitive in capturing teachers' perception of schooling social and emotional needs in terms of teachers' gender, pedagogic group and school level.O objectivo deste estudo foi avaliar as características psicométricas de um instrumento de avaliação das percepções dos professores acerca das suas necessidades na promoção das competências sociais e emocionais. Os resultados revelaram uma estrutura de quatro factores (Necessidades ao nível da escola/professor, necessidades ao nível do processo de ensino-aprendizagem, Dificuldades em lidar com défices sócio-emocionais dos alunos e Necessidades ao nível da formação inicial), com valores de consistência interna acima de 0,79. As análises confirmatórias revelaram bom ajustamento do modelo aos dados. Os professores revelaram sentir maiores dificuldades ao nível das condições da escola/ professores e menores ao nível da formação inicial. O instrumento revelou-se também sensível às diferenças de percepções em termos do género, grupo pedagógico, e nível de ensino

Efficiency of the Brazilian Bitcoin: A DFA Approach

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Oxygen depletion affects kinematics and shoaling cohesion of cyprinid fish

CommunicationNumerous anthropogenic stressors impact rivers worldwide. Hypoxia, resulting from organic waste releases and eutrophication, occurs very commonly in Mediterranean rivers. Nonetheless, little is known about the effects of deoxygenation on the behavior of Mediterranean freshwater fish. To fill this knowledge gap, we assessed the impact of three different dissolved oxygen levels (normoxia, 48.4%, 16.5% saturation) on kinematics indicators (swimming velocity, acceleration, distance traveled) and shoaling cohesion of adult Iberian barbel, Luciobarbus bocagei, a widespread cyprinid species inhabiting a broad range of lotic and lentic habitats. We conducted flume experiments and video-tracked individual swimming movements of shoals of five fish. Our results reveal significant differences between the treatments regarding kinematics. Swimming velocity, acceleration, and total distance traveled decreased stepwise from the control to each of the two oxygen depletion treatments, whereby the difference between the control and both depletion levels was significant, respectively, but not between the depletion levels themselves. Shoaling cohesion showed dissimilarities between the treatments regarding the maximum distance between fish, as the high depletion treatment differed from each of the other two, indicating that under severe oxygen depletion some individuals move away from the shoal. Overall, our results show how oxygen depletion changes fish behavior, which may entail ecological responses, highlighting the need to maintain an unfragmented river network to ensure movement dispersal among habitats, thus providing conditions for species escapement from hypoxiainfo:eu-repo/semantics/publishedVersio

Predictive Optimal Matrix Converter Control for a Dynamic Voltage Restorer with Flywheel Energy Storage

This paper presents a predictive optimal matrix converter controller for a flywheel energy storage system used as Dynamic Voltage Restorer (DVR). The flywheel energy storage device is based on a steel seamless tube mounted as a vertical axis flywheel to store kinetic energy. The motor/generator is a Permanent Magnet Synchronous Machine driven by the AC-AC Matrix Converter. The matrix control method uses a discrete-time model of the converter system to predict the expected values of the input and output currents for all the 27 possible vectors generated by the matrix converter. An optimal controller minimizes control errors using a weighted cost functional. The flywheel and control process was tested as a DVR to mitigate voltage sags and swells. Simulation results show that the DVR is able to compensate the critical load voltage without delays, voltage undershoots or overshoots, overcoming the input/output coupling of matrix converters

Multistable behavior above synchronization in a locally coupled Kuramoto model

A system of nearest neighbors Kuramoto-like coupled oscillators placed in a ring is studied above the critical synchronization transition. We find a richness of solutions when the coupling increases, which exists only within a solvability region (SR). We also find that they posses different characteristics, depending on the section of the boundary of the SR where the solutions appear. We study the birth of these solutions and how they evolve when {K} increases, and determine the diagram of solutions in phase space.Comment: 8 pages, 10 figure