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Search Results: 1 - 10 of 31841 matches for " Rui Gon?alves "
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Promover a mudan?a em personalidades anti-sociais: Punir, tratar e controlar
Gonalves,Rui Abrunhosa;
Análise Psicológica , 2007,
Abstract: in this paper the author analyses the various issues regarding the treatment and intervention on antisocial personalities and psychopaths, emphasizing those related with methodological problems, which were responsible for many failures compromising future implementations. several suggestions are made, not only to overcome the obstacles found but also promoting the debate between a more consensual approach on offenders? treatment versus a more coercive one. finally, based on risk assessment and suitability for treatment, a model of intervention is outlined, considering three dimensions: punishing, treating and controlling.
Psicologia Forense em Portugal: Uma história de responsabilidades e desafios
Gonalves,Rui Abrunhosa;
Análise Psicológica , 2010,
Abstract: this paper outlines the general features of forensic psychology in portugal, firstly in a historical perspective and under the broader scope of legal and juridical psychology, and more recently as an autonomous discipline which has been receiving more and more demands from the judicial field. accordingly, data from the forensic practice held at the university of minho’s unit of psychology of justice are presented, along with results from recent research that states the acceptance and the importance of forensic evaluation for judicial magistrates. concerning the new challenges posed by recent legal changes in portugal and the continuous demands from the courts, the author emphasizes the ethic issues that should guide the work of the expert on forensic psychology, in order to safeguard his professional practice and social image.
Nearly Gaussian random variables and application to meteorology
Rui Gonalves
Statistics , 2013,
Abstract: We consider a nearly Gaussian random variable $X$ (see \cite{Lefebvre}) that, after a power transformation, the variable $X^c$ where $c=\{(2k+1)/(2j+1)\}$, $k,j=\{0,1,\dots\}$, is approximately Gaussian. This transformation is useful to model errors in temperature forecasts.
Universality in the stock exchange
Rui Gonalves,Alberto Pinto
Physics , 2008,
Abstract: We analyze the constituents stocks of the Dow Jones Industrial Average (DJIA30) and the Standard & Poor's 100 index (S&P100) of the NYSE stock exchange market. Surprisingly, we discover the data collapse of the histograms of the DJIA30 price fluctuations and of the S&P100 price 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 market.
O estado de arte do conceito de psicopatia
Soeiro,Cristina; Gonalves,Rui Abrunhosa;
Análise Psicológica , 2010,
Abstract: the aim of this article is to make an analysis of the concept of psychopathy, bearing in mind the implication of the concept in the study of criminal behaviour. we analyze the most important factors that characterize the several perspectives related with the conceptualization of psychopathy: the clinical, categorical, typological and dimensional perspectives of the concept. is also discussed the impact, both theoretical and empirical, of the aspects that are defined as essential in the definition of psychopathy, for each of the approaches presented.
Compara??o entre as abordagens ecológica e cognitivista para o treino da tomada de decis?o no Ténis e no Rugby
Passos,Pedro; Batalau,Rui; Gonalves,Pedro;
Revista Portuguesa de Ciências do Desporto , 2006,
Abstract: on every sport decision-making is variable that influence the stability of successful performances. this two studies aim to set the existence of differences on the evolution of performance of the following tasks - tackle in rugby and the first serve on tennis - as a result of the adoption of two methodologies sustained by different approaches to decision making training: i) a cognitive approach, which is sustain by ideal models of performance, and ii) an ecological approach, sustain by constraints manipulation. based on the results of stability analysis and intra and inter-group comparison we can conclude that the constraints based approach was a better methodology to the training of decision making. our discussion suggest that a decision making training based on a cognitive approach result on performance prescriptions that doesn?t fit on the players individual characteristics, resulting on wide performance fluctuations. on the other side the constraints based approach allows the athlete to adapt his individual characteristics to the environment demands, on active searching of the better path to achieve a goal.
River scaling analysis and the BHP universality hypothesis
Rui Gonalves,Nico Stollenwerk,Alberto Pinto
Physics , 2007,
Abstract: The XY-model shows in two dimensions in the strong coupling regime a universal distribution, named BHP, which in turn also describes other models of criticality and self-organized criticality and even describes natural data as river level and flow. We start by analysing the two dimensional XY-model and calculate the BHP probability density function. The results obtained for several dissimilar phenomenons which includes the deseasonalised Danube height data raised the universality hypothesis for rivers. This hypothesis is tested for the Iberian river Douro. Deviations from the BHP are found especially for medium and small runoffs. For regimes closer to the natural flow the fluctuations tend to follow the universal curve again.
Universality in DAX index returns fluctuations
Rui Gonalves,Helena Ferreira,Alberto Pinto
Quantitative Finance , 2010,
Abstract: In terms of the stock exchange returns, we compute the analytic expression of the probability distributions F{DAX,+} and F{DAX,-} of the normalized positive and negative DAX (Germany) index daily returns r(t). Furthermore, we define the alpha re-scaled DAX 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. 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 Bramwell-Holdsworth-Pinton (BHP) probability density function. The optimal parameters that we found are alpha+=0.50 and alpha-=0.48. Since the BHP probability density function appears in several other dissimilar phenomena, our results reveal universality in the stock exchange markets.
Universal Fluctuations of AEX index
Rui Gonalves,Helena Ferreira,Alberto Pinto
Quantitative Finance , 2010, DOI: 10.1016/j.physa.2010.06.012
Abstract: We compute the analytic expression of the probability distributions F{AEX,+} and F{AEX,-} of the normalized positive and negative AEX (Netherlands) index daily returns r(t). Furthermore, we define the \alpha re-scaled AEX 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. 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 Bramwell-Holdsworth-Pinton (BHP) probability density function. The optimal parameters that we found are \alpha+=0.46 and \alpha-=0.43. Since the BHP probability density function appears in several other dissimilar phenomena, our results reveal universality in the stock exchange markets.
Universal Fluctuations of the FTSE100
Rui Gonalves,Helena Ferreira,Alberto Pinto
Quantitative Finance , 2010,
Abstract: We compute the analytic expression of the probability distributions F{FTSE100,+} and F{FTSE100,-} of the normalized positive and negative FTSE100 (UK) index daily returns r(t). Furthermore, we define the alpha re-scaled FTSE100 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. 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 Bramwell-Holdsworth-Pinton (BHP) probability density function. The optimal parameters that we found are alpha+=0.55 and alpha-=0.55. Since the BHP probability density function appears in several other dissimilar phenomena, our results reveal universality in the stock exchange markets.
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