A continuous time random walk model for financial distributions

We apply the formalism of the continuous time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time between successive jumps and the corresponding probability density for the magnitude of a jump. We have applied the formalism to data on the US dollar/Deutsche Mark future exchange, finding good agreement between theory and the observed data.Comment: 14 pages, 5 figures, revtex4, submitted for publicatio

A Uniform CO Survey of the Molecular Clouds in Orion and Monoceros

We report the results of a new large scale survey of the Orion-Monoceros complex of molecular clouds made in the J = 1->0 line of CO with the Harvard-Smithsonian 1.2m millimetre-wave telescope. The survey consists of 52,288 uniformly spaced spectra that cover an area of 432 square degrees on the sky and is the most sensitive large-scale survey of the region to date. Distances to the constituent molecular clouds of the complex, estimated from an analysis of foreground and background stars, have provided information on the three dimensional structure of the entire complex.Comment: Accepted for publication in Astronomy and Astrophysics. 19 pages with 17 colour figures - 39 if you count the sub-figures separately. The figures here have been bit-mapped with some loss of quality and beauty. The paper version in A&A will be in greyscale with the on-line version in colour. In the meantime the colour version can be obtained by following links at http://www.star.bris.ac.uk/mrwm . The 9MB PostScript is recommended if you have appropriate bandwidth or otherwise the 2.3MB PDF is usabl

Shiny app to predict agricultural tire dimensions

The main objective of this project, carried out in an industrial context, was to apply a multivariate analysis to variables related to the specifications required for the production of an agricultural tire and the dimensional test results. With the exploratory data analysis, it was possible to identify strong correlations between predictor variables and with the response variables of each test. In this project, the principal component analysis (PCA) serves to eliminate the effects of multicollinearity. The use of regression analysis was intended to predict the behavior of the agricultural tire considering the selected variables of each test. In the case of Test 1, when applying the Stepwise methods to select the variables, the model with the lowest value of Akaike Information Criterion (AIC) was achieved with the technique “Both”. However, the lowest value of AIC for Test 2 was achieved with “Backward”. Regarding the validation of assumptions, both Test 1 and Test 2 were validated. Therefore, all the quantitative variables are important, both in Test 1 and Test 2, because they are a linear combination that determines the principal components. In order to make it easier to compute predictions for future agricultural tires, an application that was developed in Shiny allows the company to know the behavior of the tire before it was produced. Using the application, it is possible to reduce the industrialization time, materials and resources, thus increasing efficiency and profits.This work has been supported by FCT – Fundação para a Ciˆencia e Tecnologia within the R&D Units Project Scope: UIDB/00319/2020

Results of the ESO-SEST Key Programme on CO in the Magellanic Clouds. IX. The giant LMC HII region complex N11

We present maps and a catalogue containing the J=1-0 12CO parameters of 29 individual molecular clouds in the second-brightest LMC star formation complex, N11. In the southwestern part of N11, molecular clouds occur in a ring or shell surrounding the major OB star association LH9. In the northeastern part, a chain of molecular clouds delineates the rim of one of the so-called supergiant shells in the LMC. The well-defined clouds have dimensions close to those of the survey beam (diameters of 25 pc or less). Some of the clouds were also observed in J=2-1 12CO, and in the lower two transitions of 13CO. Clouds mapped with a twice higher angular resolution in J=2-1 12CO show substructure with dimensions once again comparable to those of the mapping beam. The few clouds for which we could model physical parameters have fairly warm (T(kin) = 60 - 150 K) and moderately dense (n(H2) = 3000 cm-3) gas. The northeastern chain of CO clouds, although lacking in diffuse intercloud emission, is characteristic of the more quiescent regions of the LMC and appears to have been subject to relatively little photo-processing. The clouds forming part of the southwestern shell or ring, however, are almost devoid of diffuse intercloud emission and also exhibit other characteristics of an extreme photon-dominated region (PDR).Comment: 14 pages; accepted for publication in A&

Self-similar motion for modeling anomalous diffusion and nonextensive statistical distributions

We introduce a new universality class of one-dimensional iteration model giving rise to self-similar motion, in which the Feigenbaum constants are generalized as self-similar rates and can be predetermined. The curves of the mean-square displacement versus time generated here show that the motion is a kind of anomalous diffusion with the diffusion coefficient depending on the self-similar rates. In addition, it is found that the distribution of displacement agrees to a reliable precision with the q-Gaussian type distribution in some cases and bimodal distribution in some other cases. The results obtained show that the self-similar motion may be used to describe the anomalous diffusion and nonextensive statistical distributions.Comment: 15pages, 5figure