Modelos de avaliação de hipotecas comerciais: soluções analíticas

Tese de dout., Gestão, Faculdade de Economia, Universidade do Algarve, 2005

Estimação jackknife ponderada do erro quadrático médio de predição do EBLUP temporal

A metodologia baseada na melhor predição linear empírica não enviesada (Empirical Best Linear Unbiased Prediction), consagrada com o acrónimo EBLUP, é muito utilizada na estimação de parâmetros para pequenos domínios. Apesar da relativa facilidade de dedução dos EBLUPs, mesmo num contexto de um modelo longitudinal, a medição da sua qualidade é um problema complexo devido à di culdade de estimação do erro quadrático médio de predição (EQMP) de tais preditores. Neste trabalho utiliza-se um estimador de parâmetros de interesse em pequenos domínios assistido pelo modelo temporal de Rao-Yu (Rao e Yu, 1994). O EBLUP temporal é apresentado e é revisitada a aproximação analítica assimptótica do EQMP do EBLUP temporal proposta por Rao e Yu (1994). Sob o modelo de Rao-Yu, é proposta uma metodologia jackknife ponderada para estimar o EQMP do EBLUP, desenvolvida a partir dos trabalhos de Chen e Lahiri (2008). Foi realizado um estudo por simulação com o objectivo de comparar o desempenho do estimador proposto com o obtido por via da aproximação analítica do EQMP.

An embodied approach to language: the role of bodily feedback in discourse processing

Theories of embodied cognition argue that language processing arises not from amodal symbols that redescribe sensorimotor and affective experiences, but from partial simulations (reenactments) of modality-specific states. Recent findings on processing of words and sentences support such a stance emphasizing that the role of the body in the domain of language comprehension should not be overlooked or dismissed. The present research was conducted to extend prior work in two important ways. First, the role of simulation was tested with connected discourse rather than words or sentences presented in isolation. Second, both “online” and “offline” measures of discourse comprehension were taken. In Experiments 1 and 2 participants’ facial postures were manipulated to show that preparing the body for processing of emotion-congruent information improves discourse comprehension. In Experiment 3 the direction of body posture was manipulated to show that implicit properties of simulations, such as spatial dimension or location, are at least somewhat involved in processing of large language segments such as discourse. Finally, in Experiments 4 and 5 participants’ body movement and body posture were manipulated to show that even understanding of language describing metaphorical actions physically impossible to perform involves constructing a sensorimotor simulation of the described event. The major result was that compatibility between embodiment and language strongly modulated performance effectiveness in experiments on simulation of emotion and metaphorical action. The effect of simulation on comprehension of discourse implying spatial dimension was fragile. These findings support an embodied simulation account of cognition suggesting that sensorimotor and affective states are at least partially implicated in “online” and “offline” discourse comprehension.