Lie Algebras and Financial Models

En este trabajo se muestra que las álgebras de Lie se pueden emplear para estudiar modelos financieros. En particular se muestra que las simetrías de la ecuación de Schrödinger se pueden usar para estudiar las simetrías de la ecuación de Black-Scholes que se usa para determinar el precio de opciones financieras

A New Framework for the Performance Analysis of Wireless Communications under Hoyt (Nakagami-q) Fading

(c) 20xx IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works. DOI:10.1109/TIT.2017.2655342We present a novel relationship between the distribution of circular and non-circular complex Gaussian random variables. Specifically, we show that the distribution of the squared norm of a non-circular complex Gaussian random variable, usually referred to as the squared Hoyt distribution, can be constructed from a conditional exponential distribution. From this fundamental connection we introduce a new approach, the Hoyt transform method, that allows to analyze the performance of a wireless link under Hoyt (Nakagami-q) fading in a very simple way. We illustrate that many performance metrics for Hoyt fading can be calculated by leveraging well-known results for Rayleigh fading and only performing a finite-range integral. We use this technique to obtain novel results for some information and communication-theoretic metrics in Hoyt fading channels.Universidad de Málaga. Campus de Execelencia Internacional. Andalucía Tech

Analysis of energy detection of unknown signals under Beckmann fading channels

(c) 2017 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.The Beckmann fading is a general multipath fading model which includes Rice, Hoyt and Rayleigh fading as particular cases. However, the generality of the Beckmann fading also implies a significant increased mathematical complexity. Thus, relatively few analytical results have been reported for this otherwise useful fading model. The performance of energy detection for multi-branch receivers operating under Beckmann fading is here studied, and the inherent analytical complexity is here circumvented by the derivation of a closed-form expression for the generalized moment generating function (MGF) of the received signal-to-noise ratio (SNR), which is a new and useful result, as it is key for evaluating the receiver operating characteristics. The impact of fading severity on the probability of missed detection is shown to be less critical as the SNR decreases. Monte Carlo simulations have been carried out in order to validate the obtained theoretical expressions.Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech. Proyecto MINECO-FEDER TEC2013-42711-R y TEC2013-44442-P. Junta de Andalucía P11-TIC-7109

Lipid and Janus nanoparticles for active delivery

The following synthesis is based on the paper „Production of large quantities of „Janus“ nanoparticles using wax-in-water emulsions“ published by Ravaine et al.[1]In two beakers, 0.2 g of the synthesized silica particles were added to a solution of ethanol/water (6.7 % w/w, 100 mL), stirred and heated at 65 °C. To the suspensions were added 0.0220 g (Sample 1) or 0.0302 g (Sample 2) of cetyltrimethylammonium bromide (CTAB), respectively, and afterwards 6.682 g (for Sample 1) and 6.698 g (for Sample 2) of paraffin. After the paraffin was melted, the mixture was submitted to vigorous stirring by means of a homogenizer by 10000 rpm for 90 s. The emulsions were allowed to cool down to room temperature over night in order to get solid droplets of paraffin wax. For functionalization of the particles two solutions of 8 mL EtOH and NH4OH (7 % v/v) with 2.1 mL aminopropyltriethoxysilane (APTES) were prepared and added to both emulsions. After 12 h the solid wax droplets were filtrated, washed 3 times with ethanol, dissolved in DCM and heated till the wax was melted. The mixture was filtrated to receive the Janus particles as a white-beige powder (Samples 1 and 2).To prove the correctness of the procedure and as a result the existence of Janus particles, the particles, in a solution of 0.2 mL of water and ethanol (8:2), were mixed with 0.2 mL of a gold nanoparticle[2] (stabilized by citrate) suspension. The samples were analyzed by TEM. The synthesized silica particles exhibit a diameter of 100 nm, which can be seen in the following pictures (Fig. 1). It could be shown that the silica particles stayed in the water-phase in the DCM-water dual-phase-system, which shows that the synthesized particles are hydrophilic and not hydrophobic. It can be seen that in both samples (Samples 1 and 2, Fig. 2) the gold particles were bound to the functionalized silica particles, whereas sample 2 looks like a Janus particle (Fig. 2, right side). Unfortunately, in both cases the distribution of the gold particles is not very homogeneous and dense like it could be shown in the literature.[1], [2] Because the TEM samples were not completely dry, water can be seen in form of shadows around the particles.Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech

Lo inhóspito y lo sublime

Este texto pretende sugerir la relación entre aquella instancia indisponible que es el la nada, en el pensamiento de Heidegger; y la súbita aparición de lo sublime como aquello que falta a toda representación posible, en la obra de Kant y Lyotard. Este hilo soterrado que conecta ambas instancias es un sentimiento de carácter ontológico, que aventuramos más allá de lo meramente mental o psicológico. Una disposición afectiva mediante la cual es posible el darse de un modo de ser del fenómeno: el terror. Lo inhóspito (das Unheimliche) como un no-lugar en el corazón del terruño familiar y el espacio de lo salvo, nos abre a la sensación de la angustia (Angst), disposición que retrae la totalidad de las cosas para dejar al descubierto la fiereza inhumana (Grimm) de la nada; de la misma manera que el sentimiento de lo sublime (das Erhaben), expone la falta de un espacio de representación de la naturaleza desatada y dinámica en Kant, o del acontecimiento que desborda toda conceptualización posible en Lyotard.This paper is intended to suggest the relationship between the unavailable instance of nothing, in Heidegger’s thought, and the sudden appearance of the sublime as that which fails to all possible rendering in the works of Kant and Lyotard. This underground wire that connects both instances is a sense of ontological character, ventured beyond the merely mental or psychological. An emotional arrangement by which it is possible to be a mode of being of the phenomenon: the terror. The inhospitable (das Unheimliche) as a non-place in the heart of the familiar homeland, the safe space, open us to the feeling of anxiety (Angst), a disposition which retracts the totality of things to expose the inhuman fierceness (Grimm) out which is the nothing; in the same way that the feeling of the sublime (das Erhaben), exposes the lack of representational space of the dynamic and unleashed nature in Kant, or the event that is beyond all possible conceptualization in Lyotard

Poetics, nature and disclousing on quantic mechanics: A heideggerian interpretation

El objetivo del presente texto es poner de manifiesto el fondo poético y telúrico de la naturaleza en las investigaciones científicas, tomando como horizonte a la física cuántica. Al hablar de poético no nos referimos a una concepción subjetivista ni intuitiva del arte, sino al modo de conocimiento originario que nos remite al fundamento de lo real. Es por esto por lo que entendemos, con Heidegger, el arte como “puesta en obra de la verdad”. Así creemos que la física teórica actual muestra desde sí, en el paradigma contemporáneo de la mecánica cuántica, su carácter poético al habérselas con el problema de interpretación de la dualidad entre onda y corpúsculo de la materia.The aim of this text is showing the poetic and telluric background of the Nature in scientific investigations, framed in the horizon of quantum physics. Speaking of poetics, we are not referring to a subjective or intuitive conception of art, but to the inceptive knowledge which refers to the foundation of reality. That is why we understand, with Heidegger, art as "put the truth on work." So we believe that the current theoretical physics shows itself, in the contemporary paradigm of quantum mechanics, poetics in dealing with the problem of interpretation of the duality of the matter

The phúsis as source of space, sense and law in the works of Martin Heidegger and Carl Schmitt: a comparative study

En este artículo trazaremos el hilo conductor entre Schmitt y Heidegger mediante el concepto de phúsis, el brotar emergente desde el que se dona la totalidad de un mundo de sentido, propiciado por lo que Heidegger llamará una mutua pertenencia entre emergencia /phúsis / ser y pensamiento / Da-sein. Si en la obra del filósofo de Messkrich esta apropiación entre phúsis y pensar humano abre el mundo en su totalidad de manera histórica, en la del jurista de Plettenberg, la naturaleza dinámica de la phúsis se trastoca telúrica, donadora de legalidad y ordenamiento del territorio. En este estudio comparativo intentaremos aclarar cómo lo indisponible al ser humano se erige en fuente de legalidad en estos dos autores.This article will trace the common thread between Schmitt and Heidegger through the concept of phúsis, sprout emerging from which an entire world of meaning is donated, encouraged by what Heidegger called a mutual belonging between emergency / physys / being and thinking /Da-sein. By one side, for the philosopher of Messkrich, the appropiation between phúsis and human thinking opens the whole world historically; by the other, in the work of the jurist born in Plettenberg, the dynamic nature of the phúsis turns telluric, donor of space and legality. In this comparative study we will try to clarify how the unavailable stands for humans beings as source of legality

On the Calculation of the Incomplete MGF with Applications to Wireless Communications

(c) 20xx IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works. DOI: 10.1109/TCOMM.2016.2626440The incomplete moment generating function (IMGF) has paramount relevance in communication theory, since it appears in a plethora of scenarios when analyzing the performance of communication systems. We here present a general method for calculating the IMGF of any arbitrary fading distribution. Then, we provide exact closed-form expressions for the IMGF of the very general κ-μ shadowed fading model, which includes the popular κ-μ, η-μ, Rician shadowed, and other classical models as particular cases. We illustrate the practical applicability of this result by analyzing several scenarios of interest in wireless communications: 1) physical layer security in the presence of an eavesdropper; 2) outage probability analysis with interference and background noise; 3) channel capacity with side information at the transmitter and the receiver; and 4) average bit-error rate with adaptive modulation, when the fading on the desired link can be modeled by any of the aforementioned distributions.Universidad de Málaga. Campus de Execelencia Internacional. Andalucía Tech