Modeling Financial Volatility: Extreme Observations, Nonlinearities and Nonstationarities

This paper presents a selective survey of volatility topics, with emphasis on the measurement of volatility and a discussion of some of the most important time series models commonly employed in its modelling. In particular, the paper details the long memory characteristics of volatility, and discusses its possible origins and impact on option pricing. To conclude, the paper discusses statistical tools that discriminate between nonlinearity and nonstationarity.long memory; nonstationarity; nonlinearity; option pricing, volatility

Laboratory predictors of uphill cycling performance in trained cyclists

This study aimed to assess the relationship between an uphill time-trial (TT) performance and both aerobic and anaerobic parameters obtained from laboratory tests. Fifteen cyclists performed a Wingate anaerobic test, a graded exercise test (GXT) and a field-based 20-min TT with 2.7% mean gradient. After a 5-week non-supervised training period, 10 of them performed a second TT for analysis of pacing reproducibility. Stepwise multiple regressions demonstrated that 91% of TT mean power output variation (W kg-1) could be explained by peak oxygen uptake (ml kg-1.min-1) and the respiratory compensation point (W kg-1), with standardised beta coefficients of 0.64 and 0.39, respectively. The agreement between mean power output and power at respiratory compensation point showed a bias ± random error of 16.2 ± 51.8 W or 5.7 ± 19.7%. One-way repeated-measures analysis of variance revealed a significant effect of the time interval (123.1 ± 8.7; 97.8 ± 1.2 and 94.0 ± 7.2% of mean power output, for epochs 0-2, 2-18 and 18-20 min, respectively; P < 0.001), characterising a positive pacing profile. This study indicates that an uphill, 20-min TT-type performance is correlated to aerobic physiological GXT variables and that cyclists adopt reproducible pacing strategies when they are tested 5 weeks apart (coefficients of variation of 6.3; 1 and 4%, for 0-2, 2-18 and 18-20 min, respectively)

GeantV: Results from the prototype of concurrent vector particle transport simulation in HEP

Full detector simulation was among the largest CPU consumer in all CERN experiment software stacks for the first two runs of the Large Hadron Collider (LHC). In the early 2010's, the projections were that simulation demands would scale linearly with luminosity increase, compensated only partially by an increase of computing resources. The extension of fast simulation approaches to more use cases, covering a larger fraction of the simulation budget, is only part of the solution due to intrinsic precision limitations. The remainder corresponds to speeding-up the simulation software by several factors, which is out of reach using simple optimizations on the current code base. In this context, the GeantV R&D project was launched, aiming to redesign the legacy particle transport codes in order to make them benefit from fine-grained parallelism features such as vectorization, but also from increased code and data locality. This paper presents extensively the results and achievements of this R&D, as well as the conclusions and lessons learnt from the beta prototype.Comment: 34 pages, 26 figures, 24 table

Revisiting the term neuroprotection in chronic and degenerative diseases

Thanks to the development of several new researches, the lifetime presented a significant increase, even so, we still have many obstacles to overcome - among them, manage and get responses regarding neurodegenerative diseases. Where we are in the understanding of neuroprotection? Do we really have protective therapies for diseases considered degeneratives such as amyotrophic lateral sclerosis and its variants, Parkinson's disease, Alzheimer's disease and many others? Neuroprotection is defined by many researches as interactions and interventions that can slow down or even inhibit the progression of neuronal degeneration process. We make some considerations on this neuroprotective effect.Department of Neurology, Antonio Pedro University Hospital, Fluminense Federal University , NiteróiNeurology Service, Nova Iguaçu Hospital , PosseBrain Mapping Laboratory and Electroencephalogram, Federal University of Rio de JaneiroBrain Mapping and Functionality Laboratory, Federal University of PiauíSeverino Sombra University Center, School of Medicine , VassourasDepartment of Neurology, Federal University of São Paulo , BrazilDepartment of Neurology, Federal University of São Paulo , BrazilWeb of Scienc

Petri Net Plans A framework for collaboration and coordination in multi-robot systems

Programming the behavior of multi-robot systems is a challenging task which has a key role in developing effective systems in many application domains. In this paper, we present Petri Net Plans (PNPs), a language based on Petri Nets (PNs), which allows for intuitive and effective robot and multi-robot behavior design. PNPs are very expressive and support a rich set of features that are critical to develop robotic applications, including sensing, interrupts and concurrency. As a central feature, PNPs allow for a formal analysis of plans based on standard PN tools. Moreover, PNPs are suitable for modeling multi-robot systems and the developed behaviors can be executed in a distributed setting, while preserving the properties of the modeled system. PNPs have been deployed in several robotic platforms in different application domains. In this paper, we report three case studies, which address complex single robot plans, coordination and collaboration

Projeto SECCLASS: O desenvolvimento de um sistema de classificação da construção com componente de sustentabilidade adaptado ao BIM

O projeto SECClasS – Sustainability Enhanced Construction Classification System – financiado pelo EEA Grants – pretende facilitar a Economia Circular na Construção introduzindo um Sistema de Classificação de Informações sobre Construção otimizado para a Sustentabilidade. Este sistema será orientado para a metodologia BIM e servirá não só a componente de sustentabilidade, mas também os restantes usos BIM, como a gestão do processo BIM, extração de quantidades, compatibilização de especialidades ou planeamento de obra, e todas as fases do ciclo de vida. É objetivo do projeto que o sistema de classificação seja usado pelos profissionais do projeto, construção e responsáveis pela gestão e manutenção de edifícios e outras infraestruturas. Um sistema de classificação permite unificar a terminologia a todas as escalas, facilitando a comunicação, seleção de materiais e componentes, bem como uma avaliação precisa dos impactos dos edifícios ao longo do seu ciclo de vida, com o objetivo de melhorar o desempenho dos edifícios e redução dos resíduos através de ferramentas digitais de gestão e seleção informada dos elementos construtivos. Este trabalho apresenta os frutos do projeto até à data, que incluem a tradução do sistema Uniclass 2015, as primeiras implementações do sistema em pilotos e ambientes de produção, e o trabalho e resultados esperados até à sua conclusão no final de 2022.info:eu-repo/semantics/publishedVersio

The national inventory of geological heritage: methodological approach and results

A existência de um inventário nacional de património geológico é fundamental para se poderem implementar estratégias de geoconservação. Este trabalho apresenta a metodologia usada no desenvolvimento do mais completo inventário de geossítios, realizado até ao momento em Portugal, assim como os principais resultados obtidos. O inventário vai integrar o Sistema de Informação do Património Natural e o Cadastro Nacional dos Valores Naturais Classificados, ambos geridos pelo Instituto de Conservação da Natureza e da Biodiversidade.The existence of a national inventory of the geological heritage is of paramount importance for the implementation of a geoconservation strategy. This paper presents the methodological approach used to produce the most complete geosites inventory in Portugal, so far, and the obtained results. This inventory will be uploaded into the National Database of Natural Heritage managed by the Portuguese authority for nature conservation.Este trabalho é apoiado pela Fundação para a Ciência e a Tecnologia, através do financiamento plurianual do CGUP e do projecto de investigação “Identificação, caracterização e conservação do património geológico: uma estratégia de geoconservação para Portugal” (PTDC/CTE-GEX/64966/2006).info:eu-repo/semantics/publishedVersio

Measurement of the cross-section and charge asymmetry of WW bosons produced in proton-proton collisions at s=8\sqrt{s}=8 TeV with the ATLAS detector

This paper presents measurements of the $W^+ \rightarrow \mu^+\nu$ and $W^- \rightarrow \mu^-\nu$ cross-sections and the associated charge asymmetry as a function of the absolute pseudorapidity of the decay muon. The data were collected in proton--proton collisions at a centre-of-mass energy of 8 TeV with the ATLAS experiment at the LHC and correspond to a total integrated luminosity of 20.2~\mbox{fb^{-1}}. The precision of the cross-section measurements varies between 0.8% to 1.5% as a function of the pseudorapidity, excluding the 1.9% uncertainty on the integrated luminosity. The charge asymmetry is measured with an uncertainty between 0.002 and 0.003. The results are compared with predictions based on next-to-next-to-leading-order calculations with various parton distribution functions and have the sensitivity to discriminate between them.Comment: 38 pages in total, author list starting page 22, 5 figures, 4 tables, submitted to EPJC. All figures including auxiliary figures are available at https://atlas.web.cern.ch/Atlas/GROUPS/PHYSICS/PAPERS/STDM-2017-13

Search for chargino-neutralino production with mass splittings near the electroweak scale in three-lepton final states in √s=13 TeV pp collisions with the ATLAS detector

A search for supersymmetry through the pair production of electroweakinos with mass splittings near the electroweak scale and decaying via on-shell W and Z bosons is presented for a three-lepton final state. The analyzed proton-proton collision data taken at a center-of-mass energy of √s=13  TeV were collected between 2015 and 2018 by the ATLAS experiment at the Large Hadron Collider, corresponding to an integrated luminosity of 139  fb−1. A search, emulating the recursive jigsaw reconstruction technique with easily reproducible laboratory-frame variables, is performed. The two excesses observed in the 2015–2016 data recursive jigsaw analysis in the low-mass three-lepton phase space are reproduced. Results with the full data set are in agreement with the Standard Model expectations. They are interpreted to set exclusion limits at the 95% confidence level on simplified models of chargino-neutralino pair production for masses up to 345 GeV