Previsão do índice bovespa por meio de redes neurais artificiais: uma análise comparada aos métodos tradicionais de séries de tempo

Forecast is the basis for making strategic, tactical and operational business decisions. In financial economics, several techniques have been used to predict the behavior of assets over the past decades.Thus, there are several methods to assist in the task of time series forecasting, however, conventional modeling techniques such as statistical models and those based on theoretical mathematical models have produced unsatisfactory predictions, increasing the number of studies in more advanced methods of prediction. Among these, the Artificial Neural Networks (ANN) are a relatively new and promising method for predicting business that shows a technique that has caused much interest in the financial environment and has been used successfully in a wide variety of financial modeling systems applications, in many cases proving its superiority over the statistical models ARIMA-GARCH. In this context, this study aimed to examine whether the ANNs are a more appropriate method for predicting the behavior of Indices in Capital Markets than the traditional methods of time series analysis. For this purpose we developed an quantitative study, from financial economic indices, and developed two models of RNA-type feedfoward supervised learning, whose structures consisted of 20 data in the input layer, 90 neurons in one hidden layer and one given as the output layer (Ibovespa). These models used backpropagation, an input activation function based on the tangent sigmoid and a linear output function. Since the aim of analyzing the adherence of the Method of Artificial Neural Networks to carry out predictions of the Ibovespa, we chose to perform this analysis by comparing results between this and Time Series Predictive Model GARCH, developing a GARCH model (1.1).Once applied both methods (ANN and GARCH) we conducted the results' analysis by comparing the results of the forecast with the historical data and by studying the forecast errors by the MSE, RMSE, MAE, Standard Deviation, the Theil's U and forecasting encompassing tests. It was found that the models developed by means of ANNs had lower MSE, RMSE and MAE than the GARCH (1,1) model and Theil U test indicated that the three models have smaller errors than those of a naïve forecast. Although the ANN based on returns have lower precision indicator values than those of ANN based on prices, the forecast encompassing test rejected the hypothesis that this model is better than that, indicating that the ANN models have a similar level of accuracy . It was concluded that for the data series studied the ANN models show a more appropriate Ibovespa forecasting than the traditional models of time series, represented by the GARCH model

Terrenos de marinha: terras públicas com função social? um estudo da orla marítima de natal

This work has as its theme the social function of terrenos de marinha. Theresearch universe is the terrenos de marinha of Natal coastline, focusing on thefulfillment of its social function. Prescribed by law since the colonial period with thepurpose of protecting the coast and free movement of people and goods, theywere swathes of land not available to private use by individuals. With the transitionfrom the allotments system to the purchase and sale, regard to land access,crystallized with the creation of the Land Law in the nineteenth century, the land isheld as merchandise and terrenos de marinha, following this logic, also acquireexchange value and become capable of enjoyment by private individuals, with thecondition of tax payments to the state. This is seen until the twentieth century,when in 1988, primarily because of the Federal Constitution promulgation, begins anew cycle when is possible to use on terrenos de marinha the principle of thesocial function of property. From this perspective this study aims to identify thesocial function of terrenos de marinha in Natal, focusing on the public destinationand the use value of the city coastline. To this end, it was made a data collection inthe on-line information system of the Federal Heritage Department of Rio Grandedo Norte (SPU / RN) and in the terrenos de marinha areas, in order to find out ifthey had public or private use, or if they were empty lots, as well as if thepopulation access to the shore exist. Interviews with managers of the SPU weremade. The empirical study showed that the social function of terrenos de marinhain the city of Natal still didn´t happen, considering the constant existence of vacantlots in their areas, the lack of access in significant portions of the coastline and thereduced areas directed to common use along the coastline, minimizing its potentialof enjoyment by the population. It concludes by pointing to the existence of a newtransition phase on the terrenos de marinha, in witch, gradually, come up lawprovisions in the legal system and public policies to expand the purely taxcollection function attributed to this land for two centuries. In this direction, thesocial function of terrenos de marinha is embodied in concomitant adjustment ofthe tax collection function and the rescue of coastline use value, national heritageand a place for sociability and social relations development

Fachada flexível para casa padronizada em condomínios

The employment of flexibility in the design of façades makes them adaptable to adverse weather conditions, resulting in both minimization of environmental discomfort and improvement of energy efficiency. The present study highlights the potential of flexible façades as a resource to reduce rigidity and form repetition, which are usually employed in condominiums of standardized houses; as such, the work presented herein contributes to field of study of architectural projects strategies for adapting and integrating buildings within the local climate context. Two façade options were designed using as reference the bionics and the kinetics, as well as their applications to architectural constructions. This resulted in two lightweight and dynamic structures, which cater to constraints of comfort through combinations of movements, which control the impact of solar radiation and of cooling in the environment. The efficacy and technical functionality of the façades were tested with comfort analysis and graphic computation software, as well as with physical models. Thus, the current research contributes to the improvement of architectural solutions aimed at using passive energy strategies in order to offer both better quality for the users and for the sustainability of the planet

Influência de variáveis arquitetônicas no desempenho energético de hotéis no clima quente e úmido da cidade de Natal/RN

This master thesis aims to assess the influence of the design decisions on the energy building performance of hotels. The research is based on the integration of field study and computer simulation. Firstly, a detailed field study is carried out to identify the characteristics of hotels in Natal, Rio Grande do Norte. The items assessed are occupancies, light and equipment densities, types of air conditioning, total and monthly energy consumption, among others. A second and more comprehensive field study is carried out to identify the range of occurrence of architectural variables, with a larger number of buildings. A base case is modelled in VisualDOE, based on the first field study. Then, a first set of simulations are run to explore the sensitivity of the variables on the energy consumption. The results analyses were the base of a second set of simulations, which combined the most influential variables. The results of 384 models were assessed, and the impacts of design decisions were quantified. The study discusses tendencies and recommendations, as well as the methods advantages and disadvantages

Análise do comportamento e crescimento do camarão branco Litopenaeus vannamei (Boone, 1931) em diferentes substratos inconsolidados

The aim of this study was to test the sediment preference of L. vannamei shrimp. It was observed shrimp visit frequency, swimming and burying behaviour at different sediment compositions for 24h. Juvenile (0.93 ± 0.29g) and sub-adult shrimps (10.0 ± 1.18g) were obtained from the aquaculture station at Universidade Federal Rural do Semi-Árido UFERSA, and held in a plastic tank (water volume 500 L) supplied with aerated water and kept at constant temperature, pH, and salinity. Shrimp was fed by commercial shrimp dry food. The experimental substrates were composed by A: medium sand + thick sand + very thick sand + gravel; B: very fine sand + fine sand; and C: silt + clay. Thus, six different substrate combinations were tested: A, B, C, A+B, A+C, B+C. To test preference, it was used a cylindrical tank (40 l) divided into six differently substrate compartments. A single shrimp was introduced each tank and the frequency at which this shrimp visited each compartment was recorded over a 24h study period. It was tested 54 shrimp (18 sub-adult males, 18 subadult females and 18 juveniles). For each trial, sediment and water were changed to avoid pheromones and residues influence. Shrimp were weighted and sub-adults were divided by sex: males present petasma and females present thelycum. Data were collected on the experimental day at 19:30; 20:30; 00:30; 1:30; 05:30; 06:30; 13:30 and 14:30 h. At each time point, shrimp were observed for 20-min periods, in which we noted down which compartment the shrimp was occupying at 2-min intervals. Thus, for each period we had eleven observations (88 observations per day). For observations at night, it was used dim red light that did not affect shrimp behaviour. At each 20-min period, it was observed visit frequency in each substrate, if shrimp was burred or not or if it was swimming. There was not significant difference between light and dark burry activity for females. Swimming activity was significantly higher at night, mainly at 00:30 and 01:30 h. All L. vannamei shrimp showed preference for sediment B. This animal presents cyclic activity, spends the day light period buried and swims at night