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In this paper, we have explored operational risk in Brazil by considering different sectoral indices of the Brazilian economy and the GACH Value-at-Risk (GARCH-VaR) estimation approach. We have carried a statistical evaluation of the eight Brazilian sectoral stock indices during different time ranges so that VaR methodologies could be chosen according to the data. We have analyzed the sectoral Brazilian indices during a common time range where we have realized VaR backtests using recent data. The results of the study reveals that VaR may be an effective tool on minimizing risk exposure and potentially to avoid losses when trading in the Brazilian stock market. Furthermore, we have showed that different sectors of the Brazilian economy have significantly different risk behavior. In particular, the consumption and industrial sectoral indices presented the best risk performance. In this sense, we highlight that this type of analysis would be useful to small lenders/investors in evaluating the attractiveness of lending/investing on the Brazilian stock market.

This work introduces a novel tomographic reconstruction, using a very small number of projections, suitable for industrial applications. The particle system iterative reconstruction technique represents reconstructing material as a set of particles with certain physical features, subject to a group of forces, which can produce movement. The system constantly updates the net of particles by repositioning them in such a way as to approach the equilibrium. The elastic potential along a trajectory is a function of the difference between the attenuation coefficient in the current configuration and the corresponding input data. In this work, we present a simple analysis of the resulting reconstruction in a simulation with sinograms produced from some phantoms, including a comparison with some established iterative methods.

We address the problem of computing transport observables and spectral characteristics of quantum dynamics on arbitrary surfaces. Our approach is based on discrete exterior calculus (DEC) and applies to both open and closed quantum systems. We present an efficient algorithm for the calculation of the recursive Green’s functions (for open systems) and the full set of eigenfunctions and eigenvalues (for closed systems) using numerical tools available for DEC. Our approach is applied to the calculation of the conductance of a non-flat quantum device coupled to electron reservoirs and to obtain the spectra of ballistic cavities defined on curved surfaces. In both cases we found numerical evidences of a curvature induced integrable-chaotic crossover.