3,204 research outputs found

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

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    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

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    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 ϵL=2.4\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, DD', 2D and 2D2D' lines; the line shapes; the presence of small intensity lines in the 1800, 2000 cm1^{-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 2D2D' and 2D lines can be used to determine experimentally the electronic linewidth. The intensity ratio between the DD and DD' 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

    On the large magnetic anisotropy of Fe_{2}P

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    We present an investigation on the large magnetic anisotropy of Fe_{2}P, based on {\it Ab Initio} density-functional theory calculations, with a full potential linear muffin-tin orbital (FP-LMTO) basis. We obtain an uniaxial magnetic anisotropy energy (MAE) of 664 \mu eV/f.u., which is in decent agreement with experimental observations. Based on a band structure analysis the microscopical origin of the large magnetic anisotropy is explained. We also show that by straining the crystal structure, the MAE can be enhanced further.Comment: 5 pages, 5 figure

    Raman spectroscopy as probe of nanometer-scale strain variations in graphene

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    Confocal Raman spectroscopy is a versatile, non-invasive investigation tool and a major workhorse for graphene characterization. Here we show that the experimentally observed Raman 2D line width is a measure of nanometer-scale strain variations in graphene. By investigating the relation between the G and 2D line at high magnetic fields we find that the 2D line width contains valuable information on nanometer-scale flatness and lattice deformations of graphene, making it a good quantity for classifying the structural quality of graphene even at zero magnetic field.Comment: 7 pages, 4 figure

    Imprisonment and internment: Comparing penal facilities North and South

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    Recent references to the ‘warehouse prison’ in the United States and the prisión-depósito in Latin America seem to indicate that penal confinement in the western hemisphere has converged on a similar model. However, this article suggests otherwise. It contrasts penal facilities in North America and Latin America in terms of six interrelated aspects: regimentation; surveillance; isolation; supervision; accountability; and formalization. Quantitatively, control in North American penal facilities is assiduous (unceasing, persistent and intrusive), while in Latin America it is perfunctory (sporadic, indifferent and cursory). Qualitatively, North American penal facilities produce imprisonment (which enacts penal intervention through confinement), while in Latin America they produce internment (which enacts penal intervention through release). Closely entwined with this qualitative difference are distinct practices of judicial involvement in sentencing and penal supervision. Those practices, and the cultural and political factors that underpin them, represent an interesting starting point for the explanation of the contrasting nature of imprisonment and internment

    Stable unidimensional arrays of coherent strained islands

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    We investigate the equilibrium properties of arrays of coherent strained islands in heteroepitaxial thin films of bidimensional materials. The model we use takes into account only three essential ingredients : surface energies, elastic energies of the film and of the substrate and interaction energies between islands via the substrate. Using numerical simulations for a simple Lennard-Jones solid, we can assess the validity of the analytical expressions used to describe each of these contributions. A simple analytical expression is obtained for the total energy of the system. Minimizing this energy, we show that arrays of coherent islands can exist as stable configurations. Even in this simple approach, the quantitative results turn out to be very sensitive to some details of the surface energy.Comment: 24 pages, 7 figures. to be published in Surface Scienc

    Distribution of Chlamydia trachomatis genotypes in infertile patients of Cordoba, Argentina

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    To detect and characterize Chlamydia trachomatis (C. trachomatis) genotypes in infertile patients of Córdoba, Argentina; 660 endocervical and urethral swabs and semen samples were collected from infertile patients for detection of C. trachomatis by omp A gene with Hemi Nested-PCR and cryptic plasmid-PCR. Sequencing methods of omp A gene were used to identify C. trachomatis genotypes. The sequences obtained were aligned with chlamydial sequences currently available in the GenBank, for the design of the phylogenetic tree. The prevalence of C. trachomatis was 7.27% (48/660). We did not detect C. trachomatis cryptic plasmid free strains. According to the results of nucleotide sequences, the distribution of genotypes was L1 (50 %) followed by G (25 %), E (12.5%) and D (12.5%). Patients who tested positive to genotype L1 had no symptoms of lymphogranuloma venereum (LGV). This is the first study that provides information about the distribution of C. trachomatis genotypes and the circulation of cryptic plasmid negative strains of C. trachomatis among patients with infertility in Córdoba, Argentina.Fil: Monetti, Marina Soledad. Universidad Nacional de Cordoba. Facultad de Medicina. Instituto de Virología; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Molina, Rosa Alejandra. Laboratorio de Andrología y Reproducción; ArgentinaFil: Estofan, Patricia. Centro Integral de Ginecología, Obstericia y Reproducción; ArgentinaFil: Frutos, Maria Celia. Universidad Nacional de Cordoba. Facultad de Medicina. Instituto de Virología; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Kiguen, Ana Ximena. Universidad Nacional de Cordoba. Facultad de Medicina. Instituto de Virología; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Venezuela, Raul Fernando. Universidad Nacional de Cordoba. Facultad de Medicina. Instituto de Virología; ArgentinaFil: Paglini, Maria Gabriela. Universidad Nacional de Cordoba. Facultad de Medicina. Instituto de Virología; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Cuffini, Cecilia Gabriela. Universidad Nacional de Cordoba. Facultad de Medicina. Instituto de Virología; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentin
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