On the distribution of high-frequency stock market traded volume: a dynamical scenario

This manuscript reports a stochastic dynamical scenario whose associated stationary probability density function is exactly a previously proposed one to adjust high-frequency traded volume distributions. This dynamical conjecture, physically connected to superstatiscs, which is intimately related with the current nonextensive statistical mechanics framework, is based on the idea of local fluctuations in the mean traded volume associated to financial markets agents herding behaviour. The corroboration of this mesoscopic model is done by modelising NASDAQ 1 and 2 minute stock market traded volume

Avaliação da casca de arroz carbonizada como novo substrato para inoculação de fungos micorrízicos abusculares em pimenteira-do-reino.

bitstream/item/27711/1/com.tec.79.pdfTítulo: abusculares [i.e. arbusculares]

A Method to Tackle First Order Differential Equations with Liouvillian Functions in the Solution - II

We present a semi-decision procedure to tackle first order differential equations, with Liouvillian functions in the solution (LFOODEs). As in the case of the Prelle-Singer procedure, this method is based on the knowledge of the integrating factor structure.Comment: 11 pages, late

A probabilistic approach to emission-line galaxy classification

We invoke a Gaussian mixture model (GMM) to jointly analyse two traditional emission-line classification schemes of galaxy ionization sources: the Baldwin-Phillips-Terlevich (BPT) and $\rm W_{H\alpha}$ vs. [NII]/H$\alpha$ (WHAN) diagrams, using spectroscopic data from the Sloan Digital Sky Survey Data Release 7 and SEAGal/STARLIGHT datasets. We apply a GMM to empirically define classes of galaxies in a three-dimensional space spanned by the $\log$ [OIII]/H$\beta$, $\log$ [NII]/H$\alpha$, and $\log$ EW(H${\alpha}$), optical parameters. The best-fit GMM based on several statistical criteria suggests a solution around four Gaussian components (GCs), which are capable to explain up to 97 per cent of the data variance. Using elements of information theory, we compare each GC to their respective astronomical counterpart. GC1 and GC4 are associated with star-forming galaxies, suggesting the need to define a new starburst subgroup. GC2 is associated with BPT's Active Galaxy Nuclei (AGN) class and WHAN's weak AGN class. GC3 is associated with BPT's composite class and WHAN's strong AGN class. Conversely, there is no statistical evidence -- based on four GCs -- for the existence of a Seyfert/LINER dichotomy in our sample. Notwithstanding, the inclusion of an additional GC5 unravels it. The GC5 appears associated to the LINER and Passive galaxies on the BPT and WHAN diagrams respectively. Subtleties aside, we demonstrate the potential of our methodology to recover/unravel different objects inside the wilderness of astronomical datasets, without lacking the ability to convey physically interpretable results. The probabilistic classifications from the GMM analysis are publicly available within the COINtoolbox (https://cointoolbox.github.io/GMM\_Catalogue/).Comment: Accepted for publication in MNRA

Uso da casca de arroz carbonizada como substrato para micorrização de mudas de três cultivares de pimenteira-do-reino.

Para confirmar a viabilidade de enraizar e micorrizar estacas de dois nós de pimenteira-do-reino em casca de arroz carbonizada, realizou-se um estudo utilizando cultivares Cingapura, Bragantina e Apra em solo-inóculo de Scutellospora gilmorei, S. heterogama e Acaulospora sp. Depois de 3 meses, obtiveram-se índices de colonização radicular de 100 % para a cultivar Bragantina e de 86 % a 100 % para as cultivares Apra e Cingapura. A porcentagem de colonização radicular variou entre 11,8 % e 59,5 % e a micorrização aumentou a altura das plantas em 62 % e 64 % para as cultivares Bragantina e Apra, respectivamente, enquanto S. heterogama aumentou em 11 % a altura da cultivar Cingapura. A avaliação das estacas no segundo, terceiro e quarto plantios, no substrato residual após a coleta do primeiro plantio, mostrou índice de 100 % de colonização micorrízica e porcentagem de colonização radicular entre 16 % e 71 %. A avaliação feita 18 meses após a incorporação de solo-inóculo apresentou aumento de 100 % na produção de matéria seca das mudas micorrizadas com S. heterogama, com incremento nos teores de N, P, Ca e Mg na parte aérea da planta. Os resultados evidenciaram a viabilidade do uso da casca de arroz carbonizada como substrato para micorrização das estacas de pimenteira-do-reino e preservação do inóculo de FMA por um período mínimo de 15 meses.bitstream/item/29498/1/BPD66.pdfVersão eletrônica. 1ª impressão: 2009

On a generalised model for time-dependent variance with long-term memory

The ARCH process (R. F. Engle, 1982) constitutes a paradigmatic generator of stochastic time series with time-dependent variance like it appears on a wide broad of systems besides economics in which ARCH was born. Although the ARCH process captures the so-called "volatility clustering" and the asymptotic power-law probability density distribution of the random variable, it is not capable to reproduce further statistical properties of many of these time series such as: the strong persistence of the instantaneous variance characterised by large values of the Hurst exponent (H > 0.8), and asymptotic power-law decay of the absolute values self-correlation function. By means of considering an effective return obtained from a correlation of past returns that has a q-exponential form we are able to fix the limitations of the original model. Moreover, this improvement can be obtained through the correct choice of a sole additional parameter, $q_{m}$. The assessment of its validity and usefulness is made by mimicking daily fluctuations of SP500 financial index.Comment: 6 pages, 4 figure

Micorrização de estacas de pimenteira-do-reino em casca de arroz carbonizada.

bitstream/item/50298/1/fd580001.pd

Search for the standard model Higgs boson in the H → ZZ → ℓ^+ℓ^−τ^+τ^− decay channel in pp collisions at √s = 7 TeV

A search is reported for the standard model Higgs boson in the H → ZZ → ℓ^+ℓ^−τ^+τ^− decay mode, where ℓ = μ or e, in proton-proton collisions at √s = 7TeV , corresponding to an integrated luminosity of 4.7 fb^(−1) collected with the CMS detector at the LHC. No evidence is found for a significant deviation from the background expectation. An upper limit four to twelve times larger than the predicted value is set at 95% confidence level for the product of the standard model Higgs boson production cross section and decay branching fraction in the mass range 190 < m_H < 600 GeV