On statistical properties of traded volume in financial markets

In this article we study the dependence degree of the traded volume of the Dow Jones 30 constituent equities by using a nonextensive generalised form of the Kullback-Leibler information measure. Our results show a slow decay of the dependence degree as a function of the lag. This feature is compatible with the existence of non-linearities in this type time series. In addition, we introduce a dynamical mechanism whose associated stationary probability density function (PDF) presents a good agreement with the empirical results.Comment: 6 pages, 4 figures, 1 table. Based on the talk presented at "News, Expectations and Trends in Statistical Physics, NEXT-SigmaPhi 3rd International Conference. 13-18 August 2005, Kolymbari CRETE" Multi-fractal analysis section remove

New Algorithms for Computing a Single Component of the Discrete Fourier Transform

This paper introduces the theory and hardware implementation of two new algorithms for computing a single component of the discrete Fourier transform. In terms of multiplicative complexity, both algorithms are more efficient, in general, than the well known Goertzel Algorithm.Comment: 4 pages, 3 figures, 1 table. In: 10th International Symposium on Communication Theory and Applications, Ambleside, U

Asymmetrical bloch branes and the hierarchy problem

We investigate a two scalar fields split braneworld model which leads to a possible approach to the hierarchy problem within the thick brane scenario. The model exhibits a resulting asymmetric warp factor suitable for this purpose. The solution is obtained by means of the orbit equation approach for a specific value of one of the parameters. Besides, we analyze the model qualitative behaviour for arbitrary parameters by inspecting the underlying dynamical system defined by the equations which give rise to the braneworld model. We finalize commenting on the metric fluctuation and stability issues.Comment: 8 pages, 7 figure

Infrared Photometry and Dust Absorption in Highly Inclined Spiral Galaxies

We present JHK surface photometry of 15 highly inclined, late-type (Sab-Sc) spirals and investigate the quantitative effects of dust extinction. Using the (J - H, H - K) two-color diagram, we compare the color changes along the minor axis of each galaxy to the predictions from different models of radiative transfer. Models in which scattering effects are significant and those with more than a small fraction of the light sources located near the edge of the dust distribution do not produce enough extinction to explain the observed color gradients across disk absorption features. The optical depth in dust near the plane as deduced from the color excess depends sensitively on the adopted dust geometry, ranging from tau = 4 to 15 in the visual band. This suggests that a realistic model of the dust distribution is required, even for infrared photometry, to correct for dust extinction in the bulges of nearly edge-on systems.Comment: Accepted for publication in the March 1996 AJ. LaTex source which generates 27 pages of text and tables (no figures). Complete (text + figs) compressed Postscript preprint is also available at ftp://bessel.mps.ohio-state.edu/pub/terndrup/inclined.ps.Z (854 Mbyte

Efeito do ácido indolbutírico no enraizamento adventício em estacas de cupuaçuzeiro

A estaquia é um dos processos mais importantes de propagação vegetativa, sendo que sua aplicação na multiplicação vegetativa de fruteiras tropicais, tal como o cupuaçuzeiro (Theobroma grandiflorum), constitui uma ferramenta importante na redução de custos da produção de mudas e possibilitar a rápida multiplicação de material elite. Neste sentido, considerando a escassez de informações e a necessidade do desenvolvimento desta técnica para a produção de mudas clonais de T. grandiflorum, o presente trabalho teve como objetivo avaliar o efeito do ácido indolbutírico no enraizamento adventício de estacas de cupuaçuzeiro

Dark Sector from Interacting Canonical and Non-Canonical Scalar Fields

In this work it is investigated general models with interactions between two canonical scalar fields and between one non-canonical (tachyon-type) and one canonical scalar field. The potentials and couplings to the gravity are selected through the Noether symmetry approach. These general models are employed to describe interactions between dark energy and dark matter, with the fields being constrained by the astronomical data. The cosmological solutions of some cases are compared with the observed evolution of the late Universe.Comment: 20 pages, 13 figures, correction of misprints in eqs. (4), (5), (43), (44