The fractional volatility model : no-arbitrage, leverage and completeness

When the volatility process is driven by fractional noise one obtains a model which is consistent with the empirical market data. Depending on whether the stochasticity generators of log-price and volatility are independent or are the same, two versions of the model are obtained with different leverage behaviors. Here, the no-arbitrage and completeness properties of the models are rigorously studied

Processamento de imagem digital com MatLab : uma aplicação em ambiente industrial

Fundação para a Ciência e a Tecnologia (FCT

Mathematics achievement in engineering : an exploratory study with MIEGI students

Mathematics is a discipline that appears on the syllabus of many courses, including courses in engineering, where it is an essential discipline to the formation of all future engineers, whatever their field of study and work. Despite that, engineering students tend to reveal difficulties with courses based on mathematics. The factors that influence learning mathematics have been the subject of study for several researchers around the world. Researchers attempt to identify variables that explain mathematics achievement, but fail to address university students. In this paper, we present the results of an exploratory study based on industrial engineering students of University of Minho, concerning their grades in the courses of statistics and numerical methods. The preliminary results show that gender is an unexpected and significant factor.Fundação para a Ciência e a Tecnologia (FCT

Engineering students and mathematics achievement: a portuguese case study

Mathematics is a discipline that appears on the syllabus of many courses, including courses in engineering, where it is essential to the formation of all future engineers, whatever their field of study and work. Despite that, engineering students tend to reveal difficulties with course units based on mathematics. The factors that influence learning mathematics have been the subject of study for several researchers around the world. Researchers attempt to identify variables that explain mathematics achievement, but fail to address university students. In this paper, an exploratory study based on engineering students of University of Minho, concerning their grades in statistics and numerical methods curricular units is presented. The aim of this study is to explore the mathematics achievement in the process of learning mathematical concepts. The preliminary results show that gender is an unexpected and significant factor.Fundação para a Ciência e a Tecnologia (FCT

Review of mangrove foraminifera from the Guaratiba tidal plain, Rio de Janeiro, SE Brazil, collected in the early 70\u27s

Abstrac

Degradation of lithium Iron phosphate-based cathode in lithium-ion batteries: a post-mortem analysis

Commercial Li-ion batteries were studied in view to investigate the degradation of the positive electrode in an end-of-life battery condition. Post-mortem analyses were performed by using SEM and DRX techniques; structural and morphological changes after prolonged cycling were evaluated comparatively to a fresh cathode sample. The cycling procedure based on a constant current (CC)/constant voltage (CV) charge and CC discharge was executed, being the condition of end-of-life battery achieved after submitting the Li-ion battery to nearly 2000 charge/discharge cycles. EDS analysis revealed zirconium element as the dopant of a LiFePO4-based cathode of the battery under study. According to X-ray diffraction results for the fresh (charged condition) cathode, the positive electrode includes in its constitution a mixture of crystalline compounds, LiFePO4 and FePO4. SEM images displayed and DRX patterns obtained for the cycled cathode showed modifications compared to the fresh cathode results, evidencing the degradation of the battery at the end-of-life: decrease in the density of microparticles associated to areas where the insertion/de-insertion occurs; decrease of the LiFePO4/FePO4 ratio; both results pointed out to the occurrence of battery loss capacity with the imposed charge/discharge cycles