Multidimensional Quasi-Monte Carlo Malliavin Greeks

We investigate the use of Malliavin calculus in order to calculate the Greeks of multidimensional complex path-dependent options by simulation. For this purpose, we extend the formulas employed by Montero and Kohatsu-Higa to the multidimensional case. The multidimensional setting shows the convenience of the Malliavin Calculus approach over different techniques that have been previously proposed. Indeed, these techniques may be computationally expensive and do not provide flexibility for variance reduction. In contrast, the Malliavin approach exhibits a higher flexibility by providing a class of functions that return the same expected value (the Greek) with different accuracies. This versatility for variance reduction is not possible without the use of the generalized integral by part formula of Malliavin Calculus. In the multidimensional context, we find convenient formulas that permit to improve the localization technique, introduced in Fourni\'e et al and reduce both the computational cost and the variance. Moreover, we show that the parameters employed for variance reduction can be obtained \textit{on the flight} in the simulation. We illustrate the efficiency of the proposed procedures, coupled with the enhanced version of Quasi-Monte Carlo simulations as discussed in Sabino, for the numerical estimation of the Deltas of call, digital Asian-style and Exotic basket options with a fixed and a floating strike price in a multidimensional Black-Scholes market.Comment: 22 pages, 6 figure

O sofrimento no doente crónico

Cada vez mais a doença crónica é uma realidade revelando uma importância acrescida em termos de saúde pública pois, devido à sua irreversibilidade, tem repercussões na vida da pessoa: pessoais, socioeconómicas, psicológicas e espirituais, o que implica sem dúvida grande sofrimento. Valores humanistas altruístas devem ser a base dos profissionais que cuidam. Ajudar os profissionais de saúde à reflexão sobre o sofrimento do doente crónico, nomeadamente: ilustrar as fontes e as formas de sofrimento na doença crónica; e esclarecer quais as principais intervenções junto à pessoa em sofrimento. Revisão da literatura, tendo por finalidade identificar o estado da arte sobre a temática. Foi realizada uma pesquisa bibliográfica existente desde 2010, online, baseada em livros, Dissertações de Licenciatura, de Mestrado, de Doutoramento e artigos disponíveis, tendo utilizado as palavras-chave: doença crónica, cuidados continuados e paliativos, sofrimento na doença. Resultados: Seleção de 11 referências bibliográficas que contextualizam diretamente a temática a estudar. Segundo os vários autores, doença crónica “é uma doença de duração prolongada e progressão lenta e descreve quadros crónicos como sendo problemas de saúde que exigem tratamento continuado ao longo de um período de anos ou décadas”. Sofrimento é um “estado de desconforto severo associado a uma ameaça à integridade da sua pessoa como ser biopsicossocial, envolvendo a construção de significados profundamente pessoais, acompanhados de uma forte carga afetiva e que são passíveis de modificar esse sofrimento”. Dor e sofrimento não são a mesma coisa, podendo existir sofrimento sem dor e vice-versa. Gera reações variadas dependendo do significado atribuído à “ameaça” e do contexto em que a pessoa se encontra inserida. As Fontes de Sofrimento encontradas foram: Perda da autonomia e dependência de terceiros; Sintomas mal controlados; Alterações da imagem corporal; Perda de sentido da vida; Perda da dignidade; Perda de papéis sociais e de estatuto; Perda de regalias económicas; Alterações nas relações interpessoais; Modificação de expectativas e planos futuros e Abandono. As Formas de Sofrimento foram: Sofrimento Espiritual; Sofrimento Psicológico (Emocional ou Mental); Sofrimento Relacional (Social ou Familiar); Sofrimento Físico. As Intervenções Junto à Pessoa em Sofrimento devem incidir sobre os seguintes aspetos: Controlo dos sintomas- devendo recorrer-se tanto a medidas farmacológicas como não farmacológicas; Comunicação adequada- Escutar sem julgar e avaliar a linguagem não-verbal bem como as reações emocionais; Apoio à família- Avaliar as suas necessidades, realizando conferências familiares. É importante a sua validação dos cuidados prestados. Importa não esquecer eventuais conflitos passados e não resolvidos, não julgando estas relações; Trabalho em equipa- Intervir na dignidade e no sentido da vida

CMB Anisotropies at Second Order I

We present the computation of the full system of Boltzmann equations at second-order describing the evolution of the photon, baryon and cold dark matter fluids. These equations allow to follow the time evolution of the Cosmic Microwave Background (CMB) anisotropies at second-order at all angular scales from the early epoch, when the cosmological perturbations were generated, to the present through the recombination era. This paper sets the stage for the computation of the full second-order radiation transfer function at all scales and for a a generic set of initial conditions specifying the level of primordial non-Gaussianity. In a companion paper, we will present the computation of the three-point correlation function at recombination which is so relevant for the issue of non-Gaussianity in the CMB anisotropies.Comment: 26 pages, LaTeX file, typos correcte

Interferência do material de construção na temperatura do ar no interior do escamoteador.

O desenvolvimento dos leitões na maternidade constitui-se um fator determinante para o sucesso econômico na granja. Dessa forma, objetivou-se avaliar o conforto térmico de dois escamoteadores diferentes para leitões. Foi utilizada uma sala com quatro celas parideiras individual, sendo dois escamoteadores de madeira e dois de polietileno. No interior de cada escamoteador e no centro geométrico de cada sala foi instalado um datalogger de temperatura e umidade. Os dados foram coletados em quatro lotes durante três semanas a cada 30 minutos. Essas variáveis foram analisadas, por meio do modelo de medidas repetidas. O escamoteador de polietileno foi mais adequado com 27,36 % e 27,19 % dos dados dentro da faixa de conforto, enquanto o de madeira obteve 13,61% e 23,85% nas semanas 1 e 2 respectivamente. Somente na terceira semana o escamoteador de madeira obteve melhores resultados com 42,45% enquanto o de polietileno obteve 16,52% dos dados dentro da faixa de conforto. Ambos os escamoteadores obtiveram bons resultados quanto a umidade, obtendo média de dados dentro da faixa ideal de 58,30% o de polietileno e 69,85%, o de madeira. Piglet development in the farrowing house is a determining factor for the economic success the farm. The objective was to evaluate the thermal comfort of two different creeps for piglets. For this, it was used a farrowing house with four individual cells, twomade of wood, and two ofpolyethylene. Inside each creep and at the geometric center of each room , a datalogger was installed for recording the temperature and humidity. Data were collected in four batches every 30 minutes for three weeks. These variables were analyzed using a repeated measures model. The polyethylene creep was the most suitable with 27.36 % and 27.19% of the data within the comfort range, while the wooden creep achieved 13.61 % and 23.85% , in the weeks 1 and 2, respectively. Only on the third week the wood creep presented better results, with 42.45%, whereas that of polyethylene attained 16.52% of the data within the comfort rang. Both creeps achieved satisfactory results for the humidity, reaching mean values within the appropriate range, 58.30% and 69.85%, for polyethylene and wood creeps, respectively

Relativistic effects and primordial non-Gaussianity in the galaxy bias

When dealing with observables, one needs to generalize the bias relation between the observed galaxy fluctuation field to the underlying matter distribution in a gauge-invariant way. We provide such relation at second-order in perturbation theory adopting the local Eulerian bias model and starting from the observationally motivated uniform-redshift gauge. Our computation includes the presence of primordial non-Gaussianity. We show that large scale-dependent relativistic effects in the Eulerian bias arise independently from the presence of some primordial non-Gaussianity. Furthermore, the Eulerian bias inherits from the primordial non-Gaussianity not only a scale-dependence, but also a modulation with the angle of observation when sources with different biases are correlated.Comment: 12 pages, LaTeX file; version accepted for publication in JCA

Frequência de conforto da temperatura e umidade em creches de suínos com programas de iluminação nos períodos de inverno e verão.

Projeto: 11.11.11.111

Avaliação do ambiente de dois modelos de sala de maternidade na suinocultura com o uso do programa surfer.

Projeto: 11.11.11.111

Large non-Gaussianities in the Effective Field Theory Approach to Single-Field Inflation: the Bispectrum

The methods of effective field theory are used to study generic theories of inflation with a single inflaton field and to perform a general analysis of the associated non-Gaussianities. We investigate the amplitudes and shapes of the various generic three-point correlators, the bispectra, which may be generated by different classes of single-field inflationary models. Besides the well-known results for the DBI-like models and the ghost inflationary theories, we point out that curvature-related interactions may give rise to large non-Gaussianities in the form of bispectra characterized by a flat shape which, quite interestingly, is independently produced by several interaction terms. In a subsequent work, we will perform a similar general analysis for the non-Gaussianities generated by the generic four-point correlator, the trispectrum.Comment: Version matching the one published in JCAP, 2 typos fixed, references added. 30 pages, 20 figure

The Asiago-ESO/RASS QSO Survey. III. Clustering analysis and its theoretical interpretation

This is the third paper of a series describing the Asiago-ESO/RASS QSO survey (AERQS), a project aimed at the construction of an all-sky statistically well-defined sample of relatively bright QSOs (B<15) at z<0.3. We present here the clustering analysis of the full spectroscopically identified database (392 AGN). The clustering signal at 0.02<z<0.22 is detected at a 3-4 sigma level and its amplitude is measured to be r_0=8.6\pm 2.0 h^{-1} Mpc (in a LambdaCDM model). The comparison with other classes of objects shows that low-redshift QSOs are clustered in a similar way to Radio Galaxies, EROs and early-type galaxies in general, although with a marginally smaller amplitude. The comparison with recent results from the 2QZ shows that the correlation function of QSOs is constant in redshift or marginally increasing toward low redshift. We discuss this behavior with physically motivated models, deriving interesting constraints on the typical mass of the dark matter halos hosting QSOs, M_DMH= 10^{12.7} h^{-1} M_sun (10^{12.0}-10^{13.5}h^{-1} M_sun at 1 sigma confidence level). Finally, we use the clustering data to infer the physical properties of local AGN, obtaining M_BH=2 10^8 h^{-1} M_sun (10^7-3 10^9 h^{-1} M_sun) for the mass of the active black holes, tau_{AGN}= 8 10^6 yr (2 10^{6}-5 10^{7} yr) for their life-time and eta = 0.14 for their efficiency (always for a LambdaCDM model).Comment: 37 pages, Astronomical Journal in press. Changes to match the referee comment

Large non-Gaussianities in the Effective Field Theory Approach to Single-Field Inflation: the Trispectrum

We perform the analysis of the trispectrum of curvature perturbations generated by the interactions characterizing a general theory of single-field inflation obtained by effective field theory methods. We find that curvature-generated interaction terms, which can in general give an important contribution to the amplitude of the four-point function, show some new distinctive features in the form of their trispectrum shape-function. These interesting interactions are invariant under some recently proposed symmetries of the general theory and, as shown explicitly, do allow for a large value of the trispectrum.Comment: 29 pages, 13 figure