Electron impact ionization cross sections and analysis of X-ray spectra

A thesis submitted for the degree of Ph. D. in Physic

Machine learning applied to banking supervision a literature review

Guerra, P., & Castelli, M. (2021). Machine learning applied to banking supervision a literature review. Risks, 9(7), 1-24. [136]. https://doi.org/10.3390/risks9070136Machine learning (ML) has revolutionised data analysis over the past decade. Like in-numerous other industries heavily reliant on accurate information, banking supervision stands to benefit greatly from this technological advance. The objective of this review is to provide a compre-hensive walk-through of how the most common ML techniques have been applied to risk assessment in banking, focusing on a supervisory perspective. We searched Google Scholar, Springer Link, and ScienceDirect databases for articles including the search terms “machine learning” and (“bank” or “banking” or “supervision”). No language, date, or Journal filter was applied. Papers were then screened and selected according to their relevance. The final article base consisted of 41 papers and 2 book chapters, 53% of which were published in the top quartile journals in their field. Results are presented in a timeline according to the publication date and categorised by time slots. Credit risk assessment and stress testing are highlighted topics as well as other risk perspectives, with some references to ML application surveys. The most relevant ML techniques encompass k-nearest neigh-bours (KNN), support vector machines (SVM), tree-based models, ensembles, boosting techniques, and artificial neural networks (ANN). Recent trends include developing early warning systems (EWS) for bankruptcy and refining stress testing. One limitation of this study is the paucity of contributions using supervisory data, which justifies the need for additional investigation in this field. However, there is increasing evidence that ML techniques can enhance data analysis and decision making in the banking industry.publishersversionpublishe

Relativistic evaluation of the two-photon decay of the metastable {1s}^{2} 2s 2p~^3\mbox{P}_0 state in berylliumlike ions with an active-electron model

The two-photon {1s}^{2} 2s 2p~^3\mbox{P}_0 \rightarrow {1s}^{2} {2s}^2 ^1\mbox{S}_0 transition in berylliumlike ions is theoretically investigated within a full relativistic framework and a second-order perturbation theory. We focus our analysis on how electron correlation, as well as the negative-energy spectrum can affect the forbidden $E1M1$ decay rate. For this purpose we include the electronic correlation by an effective potential and within an active-electron model. Due to its experimental interest, evaluation of decay rates are performed for berylliumlike xenon and uranium. We find that the negative-energy contribution can be neglected in the present decay rate. On the other hand, if contributions of electronic correlation are not carefully taken into account, it may change the lifetime of the metastable state by 20\%. By performing a full-relativistic $jj$-coupling calculation, we found discrepancies for the decay rate of an order of 2 compared to non-relativistic $LS$-coupling calculations, for the selected heavy ions.Comment: 7 pages, 3 page

Approaching European Supervisory Risk Assessment with SupTech: A Proposal of an Early Warning System

Guerra, P., Castelli, M., & Côrte-Real, N. (2022). Approaching European Supervisory Risk Assessment with SupTech: A Proposal of an Early Warning System. Risks, 10(4), 1-23. [71]. https://doi.org/10.3390/risks10040071Risk analysis and scenario testing are two of the core activities carried out by economists at central banks. With the increasing adoption of machine learning to enhance decision-support systems, and the amount of collected data spiking, institutions provide countless use-cases for the application of these innovative technologies. Consequently, in recent years, the term sup-tech has entered the financial jargon and is here to stay. In this paper, we address risk assessment from a central bank’s perspective. The uptrending number of involved banks and institutions raises the necessity of a standardised risk methodology. For that reason, we adopted the Risk Assessment Methodology (RAS), the quantitative pillar from the Supervisory Review and Evaluation Process (SREP). Based on real-world supervisory data from the Portuguese banking sector, from March 2014 until August 2021, we successfully model the supervisory risk assessment process, in its quantitative approach by the RAS. Our findings and the resulting model are proposed as an Early Warning System that can support supervisors in their day-to-day tasks, as well as within the SREP process.publishersversionpublishe

On the Thermodynamic Limit in Random Resistors Networks

We study a random resistors network model on a euclidean geometry \bt{Z}^d. We formulate the model in terms of a variational principle and show that, under appropriate boundary conditions, the thermodynamic limit of the dissipation per unit volume is finite almost surely and in the mean. Moreover, we show that for a particular thermodynamic limit the result is also independent of the boundary conditions.Comment: 14 pages, LaTeX IOP journal preprint style file `ioplppt.sty', revised version to appear in Journal of Physics

Optimization of graphene-based materials outperforming host epoxy matrices

The degree of graphite exfoliation and edge-carboxylated layers can be controlled and balanced to design lightweight materials characterized by both low electrical percolation thresholds (EPT) and improved mechanical properties. So far, this challenging task has been undoubtedly very hard to achieve. The results presented in this paper highlight the effect of exfoliation degree and the role of edge-carboxylated graphite layers to give self-assembled structures embedded in the polymeric matrix. Graphene layers inside the matrix may serve as building blocks of complex systems that could outperform the host matrix. Improvements in electrical percolation and mechanical performance have been obtained by a synergic effect due to finely balancing the degree of exfoliation and the chemistry of graphene edges which favors the interfacial interaction between polymer and carbon layers. In particular, for epoxy-based resins including two partially exfoliated graphite samples, differing essentially in the content of carboxylated groups, the percolation threshold reduces from 3 wt% down to 0.3 wt%, as the carboxylated group content increases up to 10 wt%. Edge-carboxylated nanosheets also increase the nanofiller/epoxy matrix interaction, determining a relevant reinforcement in the elastic modulus

Elemental composition and some nutritional parameters of sweet pepper from organic and conventional agriculture

The increasing demand of organic agriculture (OA) is based on the consumer’s belief that organic agricultural products are healthier, tastier and more nutritious. The effect of OA and conventional agriculture (CA) methods on the elemental compositions of green and red sweet peppers were studied. The highest concentrations of Ca, Cu, K and P occur in peppers from OA in both states of ripeness, with emphasis on Ca and K contents. Furthermore, the principal component analysis (PCA), points out to a clear separation, regarding concentrations, between peppers from OA and CA. The average fruit weight is higher in OA, 141 g versus 112 g in CA. Regarding productivity, CA reaches a value of 30.1 t/ha, 7% higher than the value observed for OA, i.e., 28 t/ha. Peppers from CA, exhibited greater protein content than those which originated from OA, regardless of the ripening stage, but not more ashes. Regarding nutritional ratios, the ripening stage and the production mode, can be important for an adequate choice regarding a more balanced Ca/P ratio, and the studied variety contained high Ca values ranging between 1009 and 1930 mg.kg−1. The PCA analysis also revealed that Mn and Fe are inversely correlated, confirming the importance of the Mn/Fe ratio evaluation in nutritional studies.publishersversionpublishe

Relação entre a condição corporal e fisiológica do lagostim vermelho da Louisiana (Procambarus clarkii) e a degradação ambiental do meio

O lagostim vermelho da Louisiana, Procambarus clarkii (Girard 1852), encontra-se amplamente distribuído por todo o Mundo e em locais com diversos níveis de qualidade ambiental. Neste trabalho, pretendeu-se avaliar a resposta fisiológica de P. clarkii a diferentes condições de degradação ambiental, através da condição corporal, índice hepatossomático e coloração do hepatopâncreas. A sobrevivência e resposta fisiológica de P. clarkii sujeito a condições de hipoxia foram avaliadas em condições laboratoriais. Adicionalmente analisaram-se indivíduos da mesma espécie, provenientes de diversos locais com diferentes condições ambientais. Verificou-se que condições de hipoxia moderada (3-5mg/L) não afetam a taxa de sobrevivência, o crescimento e a condição corporal e hepatossomática de P. clarkii. Indivíduos provenientes de massas de água com elevada degradação apresentam significativamente maior dimensão e condição corporal. O Índice hepatossomático assim como a cor do hepatopâncreas apresentam correlação com modificações hidro-morfológicas causadas por ação humana. Os resultados obtidos enfatizam a elevada tolerância de P. clarkii a condições ambientais de elevado constrangimento assim como demostram que esta espécie beneficia de condições ambientais degradadas; ABSTRACT: The Louisiana red crayfish, Procambarus clarkii (Girard 1852), is widely distributed throughout the world, being found in habitats with various levels of environmental quality. This study, aims to evaluate the physiological response of P. clarkii to environmental degradation through the body condition and hepatosomatic indexes and the color of the hepatopancreas. The survival and physiological response of P. clarkii under hypoxia was assessed in laboratory conditions. Additionally individuals of P. clarkii from several habitats with different environmental conditions were analyzed. It was found that conditions of moderate hypoxia (3-5mg / L) did not affect survival, growth and body and hepatossomatic condition of P. clarkii. Moreover, individuals from degraded water bodies presented significantly higher body size and condition the hepatosomatic index and the color of the hepatopancreas correlate with hydro-morphological changes caused by human action. This study demonstrates and emphasizes the great adaptability of this species to a wide range of environmental conditions as well as a high resistance to habitat degradation constrains

Layered double hydroxides with low Al content and new intercalate structures

Layered double hydroxides (LDHs) containing Mg2+ and Al3+ as divalent and trivalent cations, respectively, have been synthesized by a procedure based on hydrolysis of a mixture of metal alcoholates, and have been characterized mainly by Wide Angle X-ray diffraction (WAXD) and Fourier Transform Infrared (FTIR) measurements. The used procedure is suitable to prepare LDHs with Al molar fractions, x(Al)=Al/(Al+Mg), as low as 0.1. The same LDH preparation procedure, for x(Al)<0.1, produces thermally stable intercalates with alkoxy anions, exhibiting layers similar to those of brucite, which maintain a high degree of order only in the hexagonal packing of the hydroxide groups. In particular, the basal periodicity increases from nearly 0.8 nm up to nearly 1.3 nm, due to the parallel staking of hexanolate groups in the clay galleries. (C) 2012 Elsevier B.V. All rights reserved