Market volatility modeling for short time window

The gain or loss of an investment can be defined by the movement of the market. This movement can be estimated by the difference between the magnitudes of two stock prices in distinct periods and this difference can be used to calculate the volatility of the markets. The volatility characterizes the sensitivity of a market change in the world economy. Traditionally, the probability density function (pdf) of the movement of the markets is analyzed by using power laws. The contributions of this work is two-fold: (i) an analysis of the volatility dynamic of the world market indexes is performed by using a two-year window time data. In this case, the experiments show that the pdf of the volatility is better fitted by exponential function than power laws, in all range of pdf; (ii) after that, we investigate a relationship between the volatility of the markets and the coefficient of the exponential function based on the Maxwell-Boltzmann ideal gas theory. The results show an inverse relationship between the volatility and the coefficient of the exponential function. This information can be used, for example, to predict the future behavior of the markets or to cluster the markets in order to analyze economic patterns.     

Chemical composition and antioxidant, antimicrobial, and larvicidal activities of the essential oils of Annona salzmannii and A. pickelii (Annonaceae)

The essential oils from the leaves of Annona salzmannii and A. pickelii (Annonaceae) growing in Sergipe, northeastern region of Brazil, were obtained by hydrodistillation using a Clevenger-type apparatus, and analyzed by GC/MS and GC/FID. Thirty-four compounds were identified in the essential oil of A. salzmannii and twenty-seven in that of A. pickelii; sesquiterpenes predominated in both essential oils. Bicyclogermacrene (20.3%), (E)-caryophyllene (19.9%), delta-cadinene (15.3%), alpha-copaene (10.0%), and allo-aromadendrene (5.7%) were the main components of A. salzmannii, and bicyclogermacrene (45.4%), (E)-caryophyllene (14.6%), and alpha-copaene (10.6%) of A. pickelii. The essential oils showed significant antioxidant capacity in the ORAC(FL) and DPPH assays. The antimicrobial activity of these essential oils was also evaluated against bacteria and fungi, as well as the larvicidal activity against Aedes aegypti larvae.     

Rheology and MT-DSC studies of the flow properties of ethyl and methyl babassu biodiesel and blends

The synthesis of pigments from the system Ce_1−x O₂–M _x O (M = Cu, Co) was achieved via a polymeric precursors method, Pechini method. Differential scanning calorimetry (DSC) and thermogravimetry (TG) techniques were used to accurately characterize the distinct thermal events occurring during synthesis. The TG and DSC results revealed a series of decomposition temperatures due to different exothermal events, which were identified as H₂O elimination, organic compounds degradation, and phase formation. X-Ray diffraction patterns show the presence of pure cubic CeO₂ phase for the samples with low Cu and Co loading. A decrease of the specific surface area with increasing copper and cobalt content was observed. The UV–visible diffuse reflectance technique was employed to study the optical properties in the 200–800 nm range. Colorimetric coordinates L*, a*, b* were calculated for the pigment powders. The powders presented a variety of colors from yellow for pure CeO₂, to brown for the ones loaded with copper and gray for the ones with cobalt.     

Decay of Solutions to Damped Korteweg–de Vries Type Equation

In the present paper we establish results concerning the decay of the energy related to the damped Korteweg–de Vries equation posed on infinite domains. We prove the exponential decay rates of the energy when a initial value problem and a localized dissipative mechanism are in place. If this mechanism is effective in the whole line, we get a similar result in H ^k -level, k∈ℕ. In addition, the decay of the energy regarding a initial boundary value problem posed on the right half-line, is obtained considering convenient a smallness condition on the initial data but a more general dissipative effect.     

A More Accurate and Competitive Estimative of <Emphasis Type="Italic">H</Emphasis><Subscript>0</Subscript> in Intermediate Redshifts

In order to clarify the tension between estimates of the Hubble Constant (H₀) from local (z ? 1) and global (z ? 1) measurements, Lima and Cunha (LC) proposed a new method to measure H₀ in intermediate redshifts (z ≈ 1), which were obtained H₀ = 74.1 ± 2.2 km s^??1Mpc^??1 (1σ), in full agreement to local measurements via Supernovae/Cepheid dataset. However, Holanda et al. (Month. Not. R. Astronom. Soc. Lett. 443(1) L74–L78 (2014)) affirm that a better understanding of the morphology of galaxy clusters in LC framework is needed to a more robust and accurate determination of H₀. Moreover, that kind of sample has been strongly questioned in the literature. In this context, (i) we investigated if the sample of galaxy clusters used by LC has a relevant role in their results, then (ii) we perform a more accurate and competitive determination of H₀ in intermediate redshifts, free of unknown systematic uncertainties. First, we found that the exclusion of the sample of galaxy clusters from the determination initially proposed by LC leads to significantly different results. Finally, we performed a new determination in H₀, where we obtained H₀ = 68.00 ± 2.20 km s^??1 Mpc^??1 (1σ) with statistical and systematic errors and \(H_{0} = 68.71^{+?1.37}_{-1.45}\) km s^??1 Mpc^??1 (1σ) with statistical errors only. Contrary to those obtained by LC, these values are in full harmony with the global measurements via Cosmic Microwave Background (CMB) radiation and to the other recent estimates of H₀ in intermediate redshifts.