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Publications

Publications by Alberto Pinto

2011

Dynamics, Games and Science I

Authors
Peixoto, MM; Pinto, AA; Rand, DA;

Publication
Springer Proceedings in Mathematics

Abstract

2009

Universal Fluctuations of the S&100 Stock Index Returns

Authors
Gonc¸alves, R; Pinto, A; Simos, TE; Psihoyios, G; Tsitouras, C;

Publication
NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS 1 AND 2

Abstract
We analyze the constituents stocks of the well known Standard & Poor's 100 index (S&P100) that are traded in the NYSE and NASDAQ markets. We observe the data collapse of the histogram of the S&P100 index fluctuations to the universal non-parametric Bramwell-Holdsworth-Pinton (BHP) distribution. Since the BHP probability density function appears in several other dissimilar phenomena, our result reveals an universal feature of the stock exchange markets.

2009

Signalling in an International Cournot Model

Authors
Ferreira, FA; Moreira, HA; Pinto, AA; Simos, TE; Psihoyios, G; Tsitouras, C;

Publication
NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS 1 AND 2

Abstract
We consider a trade policy model, where the costs of the home firm are private information but can be signaled through the output levels of the firm to a foreign competitor and a home policymaker. We study the influences of the non-homogeneity of the goods and of the uncertainty on the production costs of the home firm in the signalling strategies by the home firm. We show that some results obtained for homogeneous goods are not robust under non-homogeneity.

2009

The Higher Moments Dynamic on SIS Model

Authors
Pinto, A; Martins, J; Stollenwerk, N; Simos, TE; Psihoyios, G; Tsitouras, C;

Publication
NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS 1 AND 2

Abstract
The basic contact process or the SIS model is a well known epidemic process and have been studied for a wide class of people. In an epidemiological context, many authors worked on the SIS model considering only the dynamic of the first moments of infecteds, i.e., the mean value and the variance of the infected individuals. In this work, we study not only the dynamic of the first moments of infecteds but also on the dynamic of the higher moments. Recursively, we consider the dynamic equations for all the moments of infecteds and, applying the moment closure approximation, we obtain the stationary states of the state variables. We observe that the stationary states of the SIS model, in the moment closure approximation, can be used to obtain good approximations of the quasi-stationary states of the SIS model.

2009

Nash Equilibria in Theory of Reasoned Action

Authors
Almeida, L; Cruz, J; Ferreira, H; Pinto, AA; Maroulis, G; Simos, TE;

Publication
COMPUTATIONAL METHODS IN SCIENCE AND ENGINEERING, VOL 2: ADVANCES IN COMPUTATIONAL SCIENCE

Abstract
Game theory and Decision Theory have been applied to many different areas such as Physics, Economics, Biology, etc. In its application to Psychology, we introduce, in the literature, a Game Theoretical Model of Planned Behavior or Reasoned Action by establishing an analogy between two specific theories. In this study we take in account that individual decision-making is an outcome of a process where group decisions can determine individual probabilistic behavior. Using Game Theory concepts, we describe how intentions can be transformed in behavior and according to the Nash Equilibrium, this process will correspond to the best individual decision/response taking in account the collective response. This analysis can be extended to several examples based in the Game Theoretical Model of Planned Behavior or Reasoned Action.

2011

A Stochastic Model for Wolf's Sunspot Number

Authors
Goncalves, R; Pinto, AA;

Publication
DYNAMICS, GAMES AND SCIENCE II

Abstract
We present a simplified cycle model, using the available data, for the monthly sunspot number random variables {X-t}(t=1)(133), where 133 is taken as the mean duration of the Schwabe's cycle. We present a fit for the mean and standard deviation of X-t. In the descending and ascending phases, we analyse the probability histogram of the monthly sunspot number fluctuations.

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