Adelante : preparing Latino students for success

textAs one of the largest minority populations in the United States, Latinos need support to overcome many of the systemic barriers that are limiting their potential for success. Education is a tool Latinos can use for their advancement. Therefore it is important that educational institutions work at all levels to provide culturally competent education to as many Latino students as possible and provide opportunities for success. In this report I analyze Latino cultural values and present various methods to create an open and accepting learning environment.Educational Psycholog

Recent CMS results in top and Higgs physics

After the Higgs boson discovery in 2012, the investigation of its properties and compatibility with the standard model predictions is central to the physics program of the LHC experiments. Likewise, the study of the top quark is still relevant at the LHC, more than two decades after its discovery at the Tevatron. Top quarks and Higgs bosons are produced at the LHC on a large scale and share a deep connection based on the large mass of the top quark. Both particles provide an excellent laboratory in which to search for new physics: the measurement of their properties tests the foundations of the standard model; and they feature prominently in a variety of exotic signals. The coupling of the Higgs boson to the top quark, a fundamental standard model parameter, can only be measured directly in processes where the two particles are produced together. The production of a Higgs boson together with one or two top quarks is also sensitive to several exciting new physics effects. A brief overview of the current experimental status of top quark and Higgs boson physics is presented using results from the CMS Collaboration.Comment: Updated version of the Wine & Cheese: Joint Experimental-Theoretical Physics Seminar 'Recent CMS results in top and Higgs physics' given at Fermilab, 20 November 2015. To appear in Mod. Phys. Lett.

Single top Production at sqrt(s) =7 TeV

The production of single top quarks occurs via three processes: t-channel, s-channel and tW associated production. The LHC experiments have observed single top production via t-channel at 7 TeV and measured its cross section, providing a measurement of |Vtb| with an uncertainty at the 10% level. Studies are in place to observe tW associated production with a sensitivity close to 3sigma and the first limits on the production cross section for s-channel are set. Other studies based on single top topologies, like flavor changing neutral currents (FCNC) are also being performed.Comment: Proceedings from the talk "Single top Production at sqrt(s)=7 TeV presented during the QCD session of the Rencontres de Moriond 2012, 4 page

Discovery Potential for the SM Higgs Boson in the H -> WW* -> 2l2nu channel at LHC

A prospective analysis for the search of the Standard Model (SM) Higgs boson with the CMS detector is presented in the context of the early LHC data. The aim is to establish an analysis strategy for inclusive production of the Higgs boson decaying in WW* pairs in the context of the early LHC data. Higgs mass region between 120-200 GeV, in which this signature was proposed as highly sensitive, has been studied. The W decays into lnu are considered, where l stands for e or mu. The final states are characterized by two, opposite-sign, high transverse momentum leptons, missing energy, carried out by the undetected neutrinos, and little jet activity. This study uses Monte Carlo (MC) events with full detector simulation, including limited calibration and alignment precision as expected at the LHC startup. Sets of sequential cuts are applied to each of the three topologies, in order to isolate a signal which exceeds the tt and continuum WW backgrounds. Alternatively, an artificial neural network multi-variate analysis technique is used.Comment: Poster at ICHEP08, Philadelphia, USA, July 2008. 3 pages, 3 eps figure

Econometric modelling for short-term inflation forecasting in the EMU.

Inflation forecasts are in great demand by agents in financial markets and monetary authorities that also require frequent updates. In the case of the EMU, these can be done monthly using Harmonised Indices of Consumer Prices (HICP). Analysing the HICP it was detected in a previous paper that breaking down the HICP in a vector of n sectors so that each price index component corresponds to a group of relatively homogeneous markets, or in a vector of n countries, there are in both cases fewer than (n-1) cointegration relationships. It can then be said that the components of the index are not fully cointegrated in the sense that there is more than one common trend in the HICP vector. In such a case, one way to increase sample information about the HICP trend is to consider the n price components and approach disaggregated econometric modelling. The paper shows that the breakdown that joins both criteria by considering a price index for each large group of markets in each country improves EMU inflation forecasts and establishes a framework in which general and specific explanatory variables and non-linear structures can be introduced for further improvements. The paper shows that VEqCM of ten price indices " two sectors by five geographical areas " including three cointegration relationships, with a sector-block diagonal restriction, generates forecasts of the year-on-year inflation rate in the HICP such that their error variances are one third or one fifth of the forecast errors from an aggregate ARIMA model, depending whether the horizon is three or twelve months. This vector model also provides better forecasts than single-equation models or alternative vector models for the components. A successful formulation of the vector model requires the inclusion of dummy variables to take account of special events such as seasonality changes due to sales, the introduction of the euro, Greece becoming a member of the EMU, the introduction of ecological taxes, bad weather periods and others events altering the evolution of unprocessed food prices, etc. and the inclusion of international Brent prices in euros. With the breakdown used in the paper it is shown that a usual measure of core inflation is not a good predictor of total inflation, but the interest in core inflation could lie in the fact that its corresponding price index is constructed with price indices in which innovations are more persistent than those in the other consumer price indexes excluded from the core. The disaggregated forecasts presented in this paper are useful for policy-making because they tell us which sectors have the highest expected inflation rates and how persistent are the shocks affecting different sectors

Forecasting inflation in the euro area using monthly time series models and quarterly econometric models

Economic agents and financial authorities require frequent updates to a path of accurate inflation forecasts and need forecasts to include an explanation of the factors by which they are determined. This paper studies how to approach this need, developing a method for analysing inflation in the euro area, measured according to HICP. Time series models using the most recent information on prices and an important functional and geographically disaggregation can provide monthly forecasts which are reasonably accurate, but they do not provide an explanation of the factors by which the forecast is determined. In this respect, it is important to enlarge the data set used considering explanatory variables and build congruent econometric models including variables which, following previous works by D. Hendry, capture disequilibria on different markets, goods and services, labour, monetary and international. The final result of this work shows that combining the forecasts from a monthly time series vector model, constructed on price subindexes from a disaggregation of the HICP by countries and sectors, with the forecasts derived from a quarterly econometric vector model on aggregate inflation and other economic variables, very accurate forecasts are obtained. Both vector models are specified including empirical cointegration restrictions, which in the first case capture the constrains necessary present between the trends of the price subindexes and in the second approximate the long-run restrictions postulated by economic theory

Considerations on economic forecasting: method developed in the bulletin of EU and US inflation and macroeconomic analysis

This article presents economic forecasting as an activity acquiring full significance when it is involved in a decision-making process. The activity requires a sequence of functions consisting of gathering and organising data, the construction of econometric models and ongoing forecast evaluations to maintain a continuous process involving correction, perfecting and enlarging the data set and the econometric models used, systematically improving forecasting accuracy. With this approach, economic forecasting is an activity based on econometric models and statistical methods, applied economic research with all its general problems. One of these is related to economic data. The widespread belief that if economic information is published, it is valid fo