Análise das cotações e transações intradiárias da Petrobrás utilizando dados irregularmente espaçados

O presente trabalho utiliza os dados disponibilizados pela BM&FBovespa para analisar as ações da Petrobrás para os meses compreendidos entre julho e agosto de 2010 e outubro de 2008. Primeiramente, apresentamos uma discussão detalhada sobre a manipulação desses dados, na qual explicitamos a impossibilidade de se usar o mid-price quote devido ao número elevado de ofertas de compra/venda com preços muito elevados/baixos. Verificamos alguns dos fatos estilizados empíricos apontados por Cont (2001), entre outros consagrados na literatura de microestrutura. Em geral, os dados replicaram os fatos estilizados. Aplicamos o filtro proposto por Brownlees e Gallo (2006) às ações da Petrobrás e analisamos a sensibilidade do número de possíveis outliers encontrados pelo filtro a variação dos parâmetros desse filtro. Propomos utilizar o critério de Akaike para ordenar e selecionar modelos de duração condicional cujas amostras de duração possuem tamanhos distintos. Os modelos selecionados, nem sempre são aqueles em que os dados foram filtrados. Para o ajuste ACD (1,1), quando considerados apenas os modelos bem ajustados (resíduos não autocorrelacionados), o critério de Akaike indica como melhor modelo aquele em que os dados não foram filtrados.

Gestão da cadeia de suprimento e vantagem competitiva: uma análise em setores industriais a partir da visão relacional

This work has as its main purpose to investigate the contribution of supply chain management in order to obtain competitive advantage by companies from the textile industry and from Ceará footwear industry, focusing its analysis mainly in the interorganizational relations (dyadic). For this, the theoretical referential contemplates different explanatory streams of the competitive advantage, detaching the relational perception of the resources theory, as well as, the main presuppositions of the supply chain management which culminates with the development of an analysis sample that runs the empirical study; the one which considers an expanded purpose of the supply chain which includes the government and the abetment institutions as institutional environment representatives. Besides supply chain management consideration as a competitive advantage source, the work also tried to identify other possible competitive advantage sources for the companies of the investigated sectors. It represents a study of multiple interpretive cases, having four cases as a total; meaning two cases in each one of the sectors, which used as a primary data collecting instrument a semi-structured interview schedule. Different methods were used for the data analysis, the content analysis and the constant comparison methods, the analytical procedure originated from the grounded theory research strategy, which were applied the Atlas/ti software recourse. Considering the theoretical referential and the used analysis sample, four basic categories of the work were defined, including its respective proprieties and dimensions: (1) characteristics concerning to the relationship with the supplier; (2) the company relations with the government; (3) the company relations with the abetment institutions and; (4) obtaining sources of competitive advantage. In general, the applied research in the footwear sector revealed that in the relationships of the researched companies related to its suppliers, there is a predominance of the partnership system and the main presuppositions of the supply chain management are applied which contributes for the acquisition of the relational competitive advantage; while in the textile sector, only some of these presuppositions are applied, with little contribution for the relational competitive advantage. The main resource which was accessed by the companies in both sectors through its relationships with the government and the abetment institutions are the tax incentives which, for the footwear companies, contribute for the acquisition of the temporary competitive advantage in relation to the contestants who do not own productive installations in the Northeast region, it also conducts to a competitive parity situation in relation to the contestants who own productive installations in the Northeast region and to the external market contestants; while for the companies of the textile sector, the tax incentives run the companies to a competitive parity situation in relation to its contestants. Furthermore, the investigated companies from the two sectors possess acquisition sources of the competitive advantage which collimate with different explanatory streams (industrial analysis, resources theory, Austrian school and the dynamic capabilities theory), although there is a predominance of the product innovation as a competitive advantage source in both sectors, due to the bond of these with the fashion tendencies

Sistemas de informação geográfica e análise espacial de dados como ferramentas para determinação de agregação espacial de doenças: a hanseníase como modelo

This work demonstrates the importance of using tools used in geographic information systems (GIS) and spatial data analysis (SDA) for the study of infectious diseases. Analysis methods were used to describe more fully the spatial distribution of a particular disease by incorporating the geographical element in the analysis. In Chapter 1, we report the historical evolution of these techniques in the field of human health and use Hansen s disease (leprosy) in Rio Grande do Norte as an example. In Chapter 2, we introduced a few basic theoretical concepts on the methodology and classified the types of spatial data commonly treated. Chapters 3 and 4 defined and demonstrated the use of the two most important techniques for analysis of health data, which are data point processes and data area. We modelled the case distribution of Hansen s disease in the city of Mossoró - RN. In the analysis, we used R scripts and made available routines and analitical procedures developed by the author. This approach can be easily used by researchers in several areas. As practical results, major risk areas in Mossoró leprosy were detected, and its association with the socioeconomic profile of the population at risk was found. Moreover, it is clearly shown that his approach could be of great help to be used continuously in data analysis and processing, allowing the development of new strategies to work might increase the use of such techniques in data analysis in health care

Técnicas de análise multivariada na determinação de grupos homogêneos de produtores de leite

Nesta pesquisa objetivou-se captar a variedade de situações tecnológicas para identificar grupos de produtores, o mais semelhante possível, no conjunto de variáveis e características selecionadas. Foram considerados 72 produtores, 8,33% da amostra total, selecionados conforme 29 variáveis relacionadas a fatores produtivos. Avaliaram-se as variáveis de melhor representatividade dentro de cada fator e suas comunalidades dentro do conjunto de fatores analisados. Para a avaliação desses resultados, foram utilizados métodos de análise fatorial em componentes principais. Posteriormente, aplicou-se o método de análise de agrupamentos. O pluralismo tecnológico requer análises de agrupamento para viabilizar intervenções técnicas diferenciadas, o que permite a consolidação de condições de sustentabilidade a partir das reais necessidades de incorporação tecnológica dos produtores.

A eficiência do gasto e da qualidade da saúde pública: uma análise nos municípios do estado do Rio Grande do Norte (2004 e 2008)

The overall objective of this study is to analyze the efficiency in the use of resources and the quality of public health in the municipalities of Rio Grande do Norte, from 2004 to 2008. It also seeks to identify the determinants of municipal inefficiency and measure the productivity of public spending on health. To this end, three methods of analysis are used: the DEA, the Malmquist index and the Tobit regression model. Among other findings, it appears that municipalities considered more inefficient in the measurement of expenditure on health make the largest expense in this function. On the other hand, from 2004 to 2008, only 13 municipalities showed an increase in the productivity of public spending. It is also noted that municipalities considered efficient in quality of health, although having more physical and human resources, offer fewer health services to the population. In all, the major determinants of health spending inefficiencies are the variables: age of the mayor, coalition, population density, literacy race and budget revenues. Regarding the inefficiency of the health quality, variables such as: coalition, literacy race have strong influence on this behavior. Thereby, the hypotheses proposed by the study have been fully accepted. In other words, for the efficiency of the quality and health spending it is needed more than resources, i.e., the expenditure shows itself as essential, but not enough, for political and economic aspects also interfere with the performance of spent and in the quality of health care offered to the population

Abordagem da ergonomia para análise da acessibilidade a hóspedes com deficiência visual em hotéis: soluções de inclusão de pessoas cegas e com baixa visão

This study evaluates the level of accessibility for people with visual impairment (blindness and low vision) hotels in the city of Natal-RN, Brazil, and provides principles, guidelines and means of projective make hotels accessible, to promote comfort, autonomy and security of these people. We used a qualitative research methodology and quantitative trait descriptive, analytical and interpretive. Was taken as a base for field studies Ergonomic Analysis of Work, beginning with a study of the demands of accessibility of hotels and analyzing the modeling activity in these establishments through the application of interactional and observational techniques, such as film, photographic records, conversational actions and observation protocols. A protocol was developed and applied to evaluate the compliance of accessibility of hotels in the face of Brazilian technical standard NBR 9050 (2004). We used methods of Cognitive Task Analysis (CTA) associated with simulated activities to identify the processes of decision making and analyzing the observables of the activities performed by people with visual impairment (POS). Interviews were conducted with people who are blind and low vision in various cities in order to meet accessibility difficulties they faced in hotels and recommendations for improvement that they indicate. The mapping results showed that of 16 hotels 4 and 5 star studied in Natal-RN, reached only 7% of the 50 items of the protocol, while none of them reached 70% of the items. About the results obtained in simulated activities and analyzed from the ATC, we saw that the hotel where it was performed this step shows a need to adequately address the guests with visual impairments

Caracterização morfológica de espécies de trapoeraba (Commelina spp.) utilizando a análise multivariada

As espécies Commelina benghalensis, C. villosa, C. diffusa e C. erecta são conhecidas como trapoeraba e, freqüentemente, são confundidas entre si, dificultando o controle químico, o que pode provocar prejuízos econômicos e danos ambientais. O presente trabalho teve como objetivo selecionar características morfológicas que possibilitem facilitar a identificação dessas espécies, utilizando a técnica de análise multivariada. Foram avaliadas 12 características morfológicas descritivas e 13 quantitativas, utilizando-se os métodos de análise de agrupamento e análise de componentes principais. As espécies apresentaram alto grau de dissimilaridade, sobretudo em relação às características descritivas, destacando-se: hábito da planta, pilosidade do caule e da folha, entre outros. As características quantitativas também mostraram poder discriminatório. Características que apresentaram alto valor taxonômico foram selecionadas para compor a chave de identificação para as quatro espécies de Commelina.

Rastreamento de hemoglobinas variantes e talassemias com associação de métodos de diagnóstico

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Otimização e validação de metodologia cromatográfica para determinação simultânea de composição monomérica em polímero biodegradável

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Comparação de métodos de adaptabilidade e estabilidade relacionados à produtividade de grãos de cultivares de milho

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Métodos não convencionais para avaliação da porosidade e da densidade do solo de um latossolo vermelho

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Atributos da validação do método analítico para quantificação da biotina empregando a técnica potenciométrica

Pós-graduação em Alimentos e Nutrição - FCFAR

Abordagens de análise aplicadas ao 1º movimento da sinfonia nº 3, de Gustav Malher

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Estudo de bifurcações e aplicações em análise de sistemas de energia elétrica

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Análise químico-farmacêutica de cloridrato de ciprofloxacino em solução oftálmica

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)