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Publications

Publications by LIAAD

2011

Universality in the stock exchange market

Authors
Goncalves, R; Ferreira, H; Pinto, AA;

Publication
JOURNAL OF DIFFERENCE EQUATIONS AND APPLICATIONS

Abstract
We consider the alpha re-scaled Standard & Poor's 100 (SP100) daily index positive returns r(t)(alpha) and negative returns (-r(t))(alpha) that we call, after normalization, the alpha positive fluctuations and alpha negative fluctuations, respectively. We use the Kolmogorov-Smirnov statistical test as a method to find the values of alpha that optimize the data collapse of the histogram of the alpha fluctuations with the truncated Bramwell-Holdsworth-Pinton (BHP) probability density function (pdf) and the truncated generalized log-normal pdf f(LN) that best approximates the truncated BHP pdf. The optimal parameters we found are alpha(+)(BHP) = 0.52, alpha(-)(BHP) = 0.48, alpha(+)(LN) = 0.52 and alpha(-)(LN) = 0.50. Using the optimal alpha's, we compute analytical approximations of the probability distributions of the normalized positive and negative SP100 index daily returns r(t). Since the BHP pdf appears in several other dissimilar phenomena, our result reveals a universal feature of the stock exchange markets.

2011

Explosion of Smoothness for Conjugacies Between Unimodal Maps

Authors
Alves, JF; Pinheiro, V; Pinto, AA;

Publication
DYNAMICS, GAMES AND SCIENCE II

Abstract
Let f and g be C-r unimodal maps, with r >= 3, topologically conjugated by h and without periodic attractors. If h is strongly differentiable at a point p in the expanding set E(f), with h'(p) not equal 0, then, there is an open renormalization interval J such that h is a C-r diffeomorphism in the basin B(J) of J, and h is not strongly differentiable at any point in I \ B(J). The expanding set E(f) contains all points with positive Lyapunov exponent, and if f has a Milnor's interval cycle attractor A then E(f) has full Lebesgue measure.

2011

Leadership model

Authors
Almeida, L; Cruz, J; Ferreira, H; Pinto, AA;

Publication
Springer Proceedings in Mathematics

Abstract
The Theory of Planned Behavior studies the decision-making mechanisms of individuals. We construct a game theoretical model to understand the role of leaders in decision-making of individuals or groups.We study the characteristics of the leaders that can have a positive or negative influence over others’ behavioral decisions. © Springer-Verlag Berlin Heidelberg 2011.

2011

Focal decomposition, renormalization and semiclassical physics

Authors
de Carvalho, CAA; Peixoto, M; Pinheiro, D; Pinto, AA;

Publication
JOURNAL OF DIFFERENCE EQUATIONS AND APPLICATIONS

Abstract
We review some recent results concerning a connection between focal decomposition, renormalization and semiclassical physics. The dynamical behaviour of a family of mechanical systems which includes the pendulum at small neighbourhoods of the equilibrium but after long intervals of time can be characterized through a renormalization scheme acting on the dynamics of this family. We have proved that the asymptotic limit of this renormalization scheme is universal: it is the same for all the elements in the considered class of mechanical systems. As a consequence, we have obtained an asymptotic universal focal decomposition for this family of mechanical systems which can now be used to compute estimates for propagators in semiclassical physics.

2011

On the series expansion of the spatial SIS evolution operator

Authors
Martins, J; Aguiar, M; Pinto, A; Stollenwerk, N;

Publication
JOURNAL OF DIFFERENCE EQUATIONS AND APPLICATIONS

Abstract
For the spatial stochastic susceptible-infected-susceptible model, we consider the perturbative series expansion of the gap between the dominant and subdominant eigenvalues of the evolution operator. We compute explicitly the first terms of the series expansion of the gap with difference equations for the calculation of states.

2011

A transcritical bifurcation in an immune response model

Authors
Burroughs, NJ; Ferreira, M; Oliveira, BMPM; Pinto, AA;

Publication
JOURNAL OF DIFFERENCE EQUATIONS AND APPLICATIONS

Abstract
The consequences of regulatory T cell (Treg) inhibition of interleukine 2 secretion are examined by mathematical modelling. We find a transcritical bifurcation that might explain two alternative scenarios: in one case the appearance of autoimmune responses and in another the suppression of the immune response.

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