Institute Ciencias Fisicas
Institute Ciencias Fisicas
Navarro R.M.,Institute Ciencias Fisicas |
Larralde H.,Institute Ciencias Fisicas
PLoS ONE | Year: 2017
We present an agent based model of a single asset financial market that is capable of replicating most of the non-trivial statistical properties observed in real financial markets, generically referred to as stylized facts. In our model agents employ strategies inspired on those used in real markets, and a realistic trade mechanism based on a double auction order book. We study the role of the distinct types of trader on the return statistics: specifically, correlation properties (or lack thereof), volatility clustering, heavy tails, and the degree to which the distribution can be described by a log-normal. Further, by introducing the practice of "profit taking", our model is also capable of replicating the stylized fact related to an asymmetry in the distribution of losses and gains. © 2017 Navarro, Larralde. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
Galbis E.,University of Seville |
Hernandez-Cobos J.,Institute Ciencias Fisicas |
Den Auwer C.,CEA Marcoule Nuclear Site |
Le Naour C.,University Paris - Sud |
And 4 more authors.
Angewandte Chemie - International Edition | Year: 2010
Wish they all could be californium: X-ray absorption spectroscopy (black points) and Monte Carlo simulations (blue line) of Cf" in aqueous solutions have been combined to determine the ligand distance and coordination number (CN) of the Cf" aqua ion (see picture), the heaviest cation measured and simulated to date. The results confirm that a contraction takes place in the actinide series as in the lanthanide series. (Figure Presented) © 2010 Wlley-VCH Verlag GmbH SL CO. KCaA.
Fernandez-Lagos F.,PEMEX |
Maso-Maortera J.,PEMEX |
Sanchez Magana C.,PEMEX |
Lopez M.A.,PEMEX |
And 6 more authors.
Materials Performance | Year: 2010
Some of the steps that were taken to address the main of the disbondment failure that occurred on a 24-inch gas pipeline in Mexico are discussed. A regular program of indirect inspections by Petróleos Mcxicanos (PEMEX), a gas pipeline's operator, revealed three localized anomalies in the ̃7-km long section of 24-inch diameter ERG Playuela-EMC Playuela gas pipeline after five years of operation. A large adhesion loss of the three-layer coating system was detected when the coating was being removed to make the wall thickness measurements, leaving the pipe surface totally exposed. The company worked jointly with corrosion specialists, taking the initiative to identify the cause of the failures in the three-layer coating system. A specialized inspection to perform a failure analysis led to an investigation of the coating system adhesion failure.
Escobar Morales B.,National Autonomous University of Mexico |
Gamboa S.A.,National Autonomous University of Mexico |
Pal U.,Autonomous University of Puebla |
Guardian R.,Institute Ciencias Fisicas |
And 3 more authors.
International Journal of Hydrogen Energy | Year: 2010
Platinum colloidal nanoparticles were synthesized by chemical reduction of metallic salts in presence of poly (N-vinyl-2-pirrolidone) which served as a protecting agent. The preparation conditions for obtaining Pt nanoparticles were established by analyzing TEM and HRTEM images of the samples. Size of the synthesized Pt nanoparticles was in the range 2.5 to 8.5 nm depending on the molarity of PtCl4 used to prepare the colloidal dispersion. The electrochemical characteristics of the Pt nanoparticles supported on carbon were investigated by analyzing their catalytic response to the oxygen reduction reaction (ORR). The reactivity of the prepared catalyst was comparable to that of the commercially available carbon supported Pt for the ORR. Catalytic parameters like charge transfer coefficient, Tafel constants and exchange current density were calculated for the prepared catalyst. © 2010 Professor T. Nejat Veziroglu.
PubMed | Institute Ciencias Fisicas and National Autonomous University of Mexico
Type: Journal Article | Journal: Physical review. E, Statistical, nonlinear, and soft matter physics | Year: 2014
We consider the statistical mechanics of a small gaseous system subject to a constant external field. As is well known, in the canonical ensemble, that the system (i) obeys a barometric formula for the density profile, and (ii) the kinetic temperature is independent of height, even when the system is small. We show here that in the microcanonical ensemble the kinetic temperature of the particles affected by the field is not constant with height, but that rather, generally speaking, it decreases with a gradient of order 1/N. Even more, if we have a mixture of two species, one which is influenced by the field and the other which is not, we find that the two species kinetic temperatures are generally different, even at the same height. These facts are shown in detail by studying a simple mechanical model: a Lorentz Gas where particles and spinning disks interact and the particles are subjected to a constant external force. In the microcanonical ensemble, the kinetic temperature of the particles is indeed found to vary with height; the disks kinetic temperature, on the other hand, is height-independent, and thus, differs from that of the particles with which they interact.