Building portfolios of stocks in the S\~ao Paulo Stock Exchange using Random Matrix Theory

By using Random Matrix Theory, we build covariance matrices between stocks of the BM&F-Bovespa (Bolsa de Valores, Mercadorias e Futuros de S\~ao Paulo) which are cleaned of some of the noise due to the complex interactions between the many stocks and the finiteness of available data. We also use a regression model in order to remove the market effect due to the common movement of all stocks. These two procedures are then used to build stock portfolios based on Markowitz's theory, trying to obtain better predictions of future risk based on past data. This is done for years of both low and high volatility of the Brazilian stock market, from 2004 to 2010. The results show that the use of regression to subtract the market effect on returns greatly increases the accuracy of the prediction of risk, and that, although the cleaning of the correlation matrix often leads to portfolios that better predict risks, in periods of high volatility of the market this procedure may fail to do so.Comment: 23 page

Theory of double-resonant Raman spectra in graphene: intensity and line shape of defect-induced and two-phonon bands

We calculate the double resonant (DR) Raman spectrum of graphene, and determine the lines associated to both phonon-defect processes, and two-phonons ones. Phonon and electronic dispersions reproduce calculations based on density functional theory corrected with GW. Electron-light, -phonon, and -defect scattering matrix elements and the electronic linewidth are explicitly calculated. Defect-induced processes are simulated by considering different kind of idealized defects. For an excitation energy of $\epsilon_L=2.4$ eV, the agreement with measurements is very good and calculations reproduce: the relative intensities among phonon-defect or among two-phonon lines; the measured small widths of the D, $D'$, 2D and $2D'$ lines; the line shapes; the presence of small intensity lines in the 1800, 2000 cm$^{-1}$ range. We determine how the spectra depend on the excitation energy, on the light polarization, on the electronic linewidth, on the kind of defects and on their concentration. According to the present findings, the intensity ratio between the $2D'$ and 2D lines can be used to determine experimentally the electronic linewidth. The intensity ratio between the $D$ and $D'$ lines depends on the kind of model defect, suggesting that this ratio could possibly be used to identify the kind of defects present in actual samples. Charged impurities outside the graphene plane provide an almost undetectable contribution to the Raman signal

History of mathematics in high school: a proposal for didactic material based on (and despite) the common core

This article examines the notorious contrast between the importance given in and outside the classroom to the use of History of Mathematics in teaching Mathematics. Based on that, we propose a framework of didactic material that encourages the use of historical elements in the fulfillment of the Brazilian Common Core for High School (BNCC-EM). The material consists of a historical recount, related to certain skill, and mathematical tasks inspired by it. We also present one example supported by three seminal contributions from the 17th century, due to Michael van Langren, Christiaan Huygens, and Edmond Halley. Throughout recount and tasks, we emphasize the use of History of Mathematics for the study of mathematical procedures and concepts, about which the BNCC-EM itself, contrary to previous milestones in Education, says nothin

Co-operative leadership and higher education: four case studies

This paper reports on recent research into co-operative leadership which aims to support co-operative higher education; where co-operative education is understood as the connection between the co-operative movement and co-operative learning (Breeze 2011). The research was carried out in three co-operatives: a co-operative school, a co-operative university, a workers’ co-operative, and an employee owned retail business. The research is framed within a set of catalytic principles established in previous research (Neary and Winn 2016): knowledge, democracy, bureaucracy, livelihood and solidarity. The results have been developed as a diagnostic tool for academics, other staff and students in higher education institutions to assess the extent to which they are already operating in co-operative manner and how these co-operative practices might be further developed. The ultimate aim of these activities is to establish a cooperative university. The research is funded by the Leadership Foundation for Higher Education

RECURSOS DE COHESIÓN EN TEXTOS ACADÉMICOS: Un Estudio Comparativo

En este trabajo se analiza el uso, por estudiantes de Educación Media y Diversificada, de los recursos cohesivos en la producción de textos expositivos. El corpus estuvo conformado por un total de 27 textos escritos, uno por cada informante perteneciente de un total de 9 femeninos y 18 masculinos, con edades comprendidas entre 15 y 20 años cursantes del primer año de ciencias en dos instituciones educativas privadas de Maracay, Edo Aragua- Venezuela. Los textos producidos por los alumnos se transcribieron en matrices para extraer los indicadores a través de los cuales se derivaron categorías asociadas con el exceso de las meras reiteraciones léxicas, uso de los sinónimos y sustitución pronominal, observándose una deficiente cohesión textual en la totalidad de los textos estudiados.Palabras Clave: recurrencia léxica y sinonímica, pronombres, recursos cohesivos.RESOURCES OF COHESION IN ACADEMIC TEXTS: A Comparative StudyAbstractIn this paper it is analysed the use of cohesive resources in the production of expositive texts by the high school students. The corpus was conformed by a total of 27 written texts, one by each informant belonging to 9 girls and 18 boys, with ages between 15 and 20 years old studying the 1st year of science in two private education institution of Maracay, Edo Aragua- Venezuela . The texts produced by the students were transcribed in matrix to extract the indicators through which categories were delivered associated with the excess of lexical reiterations, the use of synonyms and pronominal substitution, observing a lack of textual cohesion in the totality of the texts studied.Key Words: lexical and synonymic recurrence, pronouns, cohesive resources