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1
artículo
El artículo no presenta resumen
2
artículo
Publicado 2012
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A framework for pricing Asian power options is developed when the underlying asset follows a jump-fraction process. The partial differential equation (PDE) in the fractional environment with jump is constructed for such option using general Itô's lemma and self-financing dynamic strategy. With the boundary condition an analytic formula for the option with geometric average starting at any time before maturity is derived by solving the PDE and the option with arithmetic average is evaluated in Monte Carlo simulation using control variate technique with the help of the above analytic solution. Overwhelming numerical evidence indicates that the technique proposed is computationally efficient and dramatically improves the accuracy of the simulated price. Moreover this study will pave a novel way to copy with the option contracts based on thinly-traded assets like oil or currencies or intere...
3
artículo
Publicado 2024
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Stochastic processes with the long-range dependency (LRD) property are fundamental to modeling data that exhibit slow power decay of the covariance function. Such behavior often appears in the analysis of financial data, telecommunications, and various natural phenomena. Thus, introducing new stochastic models and statistical methods that take the LRD into account is of great interest. Based on previous work, we introduce a new stochastic process called quadratic fractionally integrated moving average, that arises from the Quadratic Ornstein-Uhlenbeck Type (QOUT) process, proposed in the literature. We consider Lévy noises of finite second-order moments and use a construction based on a moving average stochastic process whose kernel is that of a QOUT process. Then, using Riemann-Liouville fractional integrals, we propose a fractionally integrated moving average process, for ...
4
artículo
Publicado 2008
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The purpose of this study is to know the composition of the fractions of distillates wort for the production of Pisco, two of the main grape varieties for their manufacture: Torontel and broken. The analysis was performed by the method of gas chromatography to follow the standard technique for the analysis of Peruvian Pisco. We analyzed 24 of distillate fractions obtained from two grape must Torontel and shakes, obtained by natural fermentation.The grape shakes presents a greater concentration of higher alcohols that must of torontel, but lesser amount of esters that the latter. The analysis on samples from both distillations, show a decrease in the concentration of higher alcohols and esters passes under the process of distillation, while the concentrations of acetaldehyde and methanol remained virtually constant. Considering the total volume of each fraction analyzed, all components di...
5
artículo
Publicado 2003
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It is shown the design of a fractionation plant of natural gas liquids for Camisea Project. It is described the general characteristics of streams and process equipmentsfor the plant. The economic feasibility of the proposed design is analysed and it is carried out an evaluation of impact of the liquid products of Camisea Project in the hydrocarbons refining economy in Peru.
6
tesis de grado
Publicado 2023
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El objetivo de la investigación era utilizar una herramienta Lean Manufacturing, 5s y Kaizen para cumplir con los requisitos sanitarios para la fabricación de alimentos, la optimización de los tiempos del proceso de fraccionamiento de la glucosa y aumentar el número de unidades producidas. El tipo de investigación fue cuasi experimental, para lo cual se construyó una simulación del proceso con el uso del software Arena, que permitió evaluar los resultados de la de la propuesta de mejora. Se demostró que bajo un enfoque de mejora continua es posible reducir en promedio 6 minutos el tiempo de las actividades realizadas durante el proceso, así como aumentar de 11 a 19 unidades de producto final a comercializar. Además, fue posible establecer un puesto de trabajo ajustado, reducir movimientos innecesarios de personal, maximizar el espacio, aumentar la productividad en más de un 1...
7
artículo
This research presents a theoretical review of the structure and applica-tion of long memory nature models that combine characteristics of the fractionally integrated processes with the classic GARCH models, thus obtaining the autoregres-sive models with fractionally integrated conditioned heterocedasticity (FIGARCH) which Through the cumulative response impulse function, I can quantify the degree of persistence of the impact of innovation on the function of conditioned variance, that is, the element of persistence in a chaotic series very sensitive to changes in initial conditions associated with fractional Brownian motion. For this application, the exchange rate variable was used, and by means of long memory time series mo-dels, the persistence of the existing effect on the volatility of said series could be analyzed.
8
artículo
This research presents a theoretical review of the structure and applica-tion of long memory nature models that combine characteristics of the fractionally integrated processes with the classic GARCH models, thus obtaining the autoregres-sive models with fractionally integrated conditioned heterocedasticity (FIGARCH) which Through the cumulative response impulse function, I can quantify the degree of persistence of the impact of innovation on the function of conditioned variance, that is, the element of persistence in a chaotic series very sensitive to changes in initial conditions associated with fractional Brownian motion. For this application, the exchange rate variable was used, and by means of long memory time series mo-dels, the persistence of the existing effect on the volatility of said series could be analyzed.
9
artículo
Publicado 2018
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Product manufacturers and service providers have to follow certain procedures and protocols to guarantee the quality products and services to satisfy consumer requirements. Standards contribute by making development, manufacturing and supply of products and services more efficient, safer and competitive. The quality assessment and quality control system in radioisotope applications consists of enhanced quality awareness, better presentation of documentation, establishment of standard operating manuals, and preparation of procedures for validation of methods, surveillance of method performance and formulation of protocols for experimental design and execution, regular qualification of personnel, client liaison and safety.
10
artículo
Publicado 2018
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Product manufacturers and service providers have to follow certain procedures and protocols to guarantee the quality products and services to satisfy consumer requirements. Standards contribute by making development, manufacturing and supply of products and services more efficient, safer and competitive. The quality assessment and quality control system in radioisotope applications consists of enhanced quality awareness, better presentation of documentation, establishment of standard operating manuals, and preparation of procedures for validation of methods, surveillance of method performance and formulation of protocols for experimental design and execution, regular qualification of personnel, client liaison and safety.
11
artículo
Publicado 2019
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This work implements a MIMO (Multiple Input Multiple Output) FO (Fractional Order) control system for controlling the level and temperature of the water inside a tank by means of two inflow rates: cold and hot water, which are mixed to produce an outflow rate. Such a process exhibits coupling between inputs and outputs. A linear model of the plant is obtained experimentally. Such a model, the transfer matrix function of the plant, is used to design a centralized MIMO IO (Integer Order) controller that permits to achieve complete decoupling between the set points of level and temperature and the corresponding controlled outputs: level and temperature in the tank. The MIMO FO controller is obtained making fractional all de transfer functions of the MIMO IO controller. Experimental results demonstrate that the MIMO FO control system improves the control performance of the plant outputs: lev...
12
artículo
Publicado 2019
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In recent years, it has been developed various techniques based on the applicationof tracers and radiation sources to solve problems operating facilities oil refining andgas.In this case, a series of determinations are reported with a series of experiencesradiotracers a fractionation plant natural gas liquid in Peru, for leaks / passes thatcould exist in three reboilers different processing units.The tracer technique for online detection was used, by using two radiotracerdepending on the phase to be investigated: oleic acid labeled with Iodine 131 asa radiotracer for the hydrocarbon phase and an aqueous solution of iodine 131 forthe aqueous phase, when necessary. A data acquisition system, a portable PC, anddetectors in proper positions were used. Recording values were synchronized as wellas ambient background, prior to each injection of radiotracer. Radiation counts wererecorded at inte...
13
artículo
Publicado 2019
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In recent years, it has been developed various techniques based on the applicationof tracers and radiation sources to solve problems operating facilities oil refining andgas.In this case, a series of determinations are reported with a series of experiencesradiotracers a fractionation plant natural gas liquid in Peru, for leaks / passes thatcould exist in three reboilers different processing units.The tracer technique for online detection was used, by using two radiotracerdepending on the phase to be investigated: oleic acid labeled with Iodine 131 asa radiotracer for the hydrocarbon phase and an aqueous solution of iodine 131 forthe aqueous phase, when necessary. A data acquisition system, a portable PC, anddetectors in proper positions were used. Recording values were synchronized as wellas ambient background, prior to each injection of radiotracer. Radiation counts wererecorded at inte...
14
artículo
Publicado 2022
Enlace
Enlace
While mathematics may be easy for some students, for others it can be a real torture. Through mathematics we can organize ourselves better and have much more logic and reasoning, as it is also the base knowledge for many professions. However, many people find it difficult and do not feel motivated to learn or reinforce it, mainly due to the traditional methodology, the difficulty of mathematics or the quality of education. On the other hand, technology and games can promote learning, becoming the best ally to enhance education. Moreover, in order to engage students in higher-order thinking, it is important to design game contexts and missions that allow them to deal with practical problems. For this reason, this article aims to support the process of reinforcement of learning fractions and divisions through an educational serious game available for web and mobile platforms, which incorpo...
15
artículo
Publicado 2022
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While mathematics may be easy for some students, for others it can be a real torture. Through mathematics we can organize ourselves better and have much more logic and reasoning, as it is also the base knowledge for many professions. However, many people find it difficult and do not feel motivated to learn or reinforce it, mainly due to the traditional methodology, the difficulty of mathematics or the quality of education. On the other hand, technology and games can promote learning, becoming the best ally to enhance education. Moreover, in order to engage students in higher-order thinking, it is important to design game contexts and missions that allow them to deal with practical problems. For this reason, this article aims to support the process of reinforcement of learning fractions and divisions through an educational serious game available for web and mobile platforms, which incorpo...
16
artículo
Publicado 2008
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The exploitation of algae producing carrageenan are intensified since the 80 '. Obtaining κ-carrageenan and λ-carrageenan is a function of the proper selection of algae, correct identification of the stages of life, control of parameters such as temperature, pH, time, concentration of solutions. The extraction process is based on: soluble in hot water and insolubility in polar organic solvents. Gametophyte phase is a starting point for the production of κ-carrageenan and phase sporophitic is geared to the production of λ - carrageenan. The ability gelling (κ-carrageenan) and performance viscosante (λ-carrageenan) of carrageenan are characteristics that apply to gelificar or thicken aqueous systems.
17
artículo
Publicado 2008
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La explotación de algas productoras de carragenanos se intensifican a partir de los 80. La obtención de κ -carragenano y λ -carragenano está en función de la selección adecuada de algas, identificación correcta de las fases de vida, control de parámetros como temperatura, pH, tiempo y concentración de soluciones. El proceso de extracción se basa en: solubilidad en agua caliente e insolubilidad en solventes orgánicos polares. La fase gametofita es punto de partida para la producción de κ-carragenano y la fase esporofita se orienta a la producción de λ-carragenano. La capacidad gelificante (κ-carragenano) y el comportamiento viscosante (λ-carragenano) de los carragenanos son características que se aplican para gelificar o espesar sistemas acuosos
18
artículo
Publicado 2021
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Acknowledgments: The authors are grateful to CIENCIACTIVA from the “Consejo Nacional de Ciencia, Tecnología e Inovación Tecnológica” (CONCYTEC, Peru; Contract 278-2015-FONDECYT) and to the Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES, Brazil) for Carmen M.S. Ambrosio Ph.D. scholarship. The current manuscript is part of the doctoral thesis (10.11606/T.11.2020.tde-18052020-151325) authored by Carmen M.S. Ambrosio at University of São Paulo.
19
artículo
Publicado 2021
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ABSTRACT Essential oils (EOs) from Citrus are the main by-product of Citrus-processing industries. In addition to food/beverage and cosmetic applications, citrus EOs could also potentially be used as an alternative to antibiotics in food-producing animals. A commercial citrus EO—Brazilian Orange Terpenes (BOT)—was fractionated by vacuum fractional distillation to separate BOT into various fractions: F1, F2, F3, and F4. Next, the chemical composition and biological activities of BOT and its fractions were characterized. Results showed the three first fractions had a high relative amount of limonene (≥10.86), even higher than the whole BOT. Conversely, F4 presented a larger relative amount of BOT’s minor compounds (carvone, cis-carveol, trans-carveol, cis-p-Mentha-2,8-dien-1-ol, and trans-p-Mentha-2,8-dien-1-ol) and a very low relative amount of limonene (0.08–0.13). Antibacteria...
20
artículo
Publicado 2008
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The exploitation of algae producing carrageenan are intensified since the 80. Obtaining κ-carrageenan and λ-carrageenan is a function of the proper selection of algae, correct identification of the stages of life, control of parameters such as temperature, pH, time, concentration of solutions.The extraction process is based on: soluble in hot water and insolubility in polar organic solvents. Gametophyte phase is a starting point for the production of κ-carrageenan and phase sporophitic is geared to the production of λ - carrageenan. The ability gelling (κ-carrageenan) and performance viscosante (λ-carrageenan) of carrageenan are characteristics that apply to gelificar or thicken aqueous systems. The gelling fraction obtained was used in the formulation of dairy products. The κ-carrageenan obtained in the laboratory replaced Lactogel FL610 and Lactogel PS451 in the formulation of c...
