102 research outputs found
Value-at-Risk and Tsallis statistics: risk analysis of the aerospace sector
In this study, we analyze the aerospace stocks prices in order to
characterize the sector behavior. The data analyzed cover the period from
January 1987 to April 1999. We present a new index for the aerospace sector and
we investigate the statistical characteristics of this index. Our results show
that this index is well described by Tsallis distribution. We explore this
result and modify the standard Value-at-Risk (VaR), financial risk assessment
methodology in order to reflect an asset which obeys Tsallis non-extensive
statistics.Comment: 10 pages, 4 figures, 1 table, to appear in Physica
Critical Temperature tuning of Ti/TiN multilayer films suitable for low temperature detectors
We present our current progress on the design and test of Ti/TiN Multilayer
for use in Kinetic Inductance Detectors (KIDs). Sensors based on
sub-stoichiometric TiN film are commonly used in several applications. However,
it is difficult to control the targeted critical temperature , to maintain
precise control of the nitrogen incorporation process and to obtain a
production uniformity. To avoid these problems we investigated multilayer
Ti/TiN films that show a high uniformity coupled with high quality factor,
kinetic inductance and inertness of TiN. These features are ideal to realize
superconductive microresonator detectors for astronomical instruments
application but also for the field of neutrino physics. Using pure Ti and
stoichiometric TiN, we developed and tested different multilayer configuration,
in term of number of Ti/TiN layers and in term of different interlayer
thicknesses. The target was to reach a critical temperature around
K in order to have a low energy gap and slower recombination time
(i.e. low generation-recombination noise). The results prove that the
superconductive transition can be tuned in the K temperature
range properly choosing the Ti thickness in the nm range, and the
TiN thickness in the nm rang
Density, refractive index, apparent volumes and excess molar volumes of four protic ionic liquids + water at T=298.15 AND 323.15 K
Densities and refractive index of binay mixtures of water with four protic ionic liquids, based on ammonium and fatty acids, were measured at 298.15 and 323.15 K, under atmospheric pressure. Apparent and excess molar volumes were obtained by experiments and fitting data to the Redlich-Meyer (RM), Redlich-Kister (RK) and Prigogine-Flory-Patterson (PFP) equations. The molar volume values were high, suggesting strong ion-solvent interaction. The same interaction also became stronger as the temperature increased. Excess volume values were negative, indicating that packing efficiency ability or attractive interactions occurred in mixtures of ionic liquid + water. The errors (AARD) for the properties in excess were in the range of 1.8% to 7.2%. The PFP error for the apparent volume was in the range of 0.34% to 0.06%, lower than the RM error for the same property, which was in the range of 0.70 to 1.55%. The Gladstone-Dale model was applied to correlate the refractive index of the binary mixture with the density from the values of both pure components323671682FUNDAÇÃO DE AMPARO À PESQUISA DO ESTADO DE SÃO PAULO - FAPESP2011/19736-
Design, Synthesis and Discovery of N,N'-Carbazoyl-aryl-urea Inhibitors of Zika NS5 Methyltransferase and Virus Replication
The recent outbreaks of Zika virus (ZIKV) infection worldwide make the discovery of novel antivirals against flaviviruses a research priority. This work describes the identification of novel inhibitors of ZIKV through a structure‐based virtual screening approach using the ZIKV NS5‐MTase. A novel series of molecules with a carbazoyl‐aryl‐urea structure has been discovered and a library of analogues has been synthesized. The new compounds inhibit ZIKV MTase with IC50 between 23–48 μM. In addition, carbazoyl‐aryl‐ureas also proved to inhibit ZIKV replication activity at micromolar concentration
Accounting for risk of non linear portfolios: a novel Fourier approach
The presence of non linear instruments is responsible for the emergence of
non Gaussian features in the price changes distribution of realistic
portfolios, even for Normally distributed risk factors. This is especially true
for the benchmark Delta Gamma Normal model, which in general exhibits
exponentially damped power law tails. We show how the knowledge of the model
characteristic function leads to Fourier representations for two standard risk
measures, the Value at Risk and the Expected Shortfall, and for their
sensitivities with respect to the model parameters. We detail the numerical
implementation of our formulae and we emphasizes the reliability and efficiency
of our results in comparison with Monte Carlo simulation.Comment: 10 pages, 12 figures. Final version accepted for publication on Eur.
Phys. J.
Estimativa do custo do tratamento do câncer de pele tipo não-melanoma no Estado de São Paulo - Brasil
Divisão do trabalho social e arranjos produtivos locais: reflexos econômicos de efeitos morais de redes interorganizacionais
THERMODYNAMIC PROPERTIES OF NONAQUEOUS SINGLE SALT SOLUTIONS USING THE Q-ELECTROLATTICE EQUATION OF STATE
Protic Ionic Liquids Used as Metal-Forming Green Lubricants for Aluminum: Effect of Anion Chain Length
Análise de trilha de componentes de produção primários e secundários em tomateiro do grupo Salada
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