Modelo de covariância bayesiana para seleção de protfólios de investimentos

The portfolio theory is a field of study devoted to investigate the decision-making by investors of resources. The purpose of this process is to reduce risk through diversification and thus guarantee a return. Nevertheless, the classical Mean-Variance has been criticized regarding its parameters and it is observed that the use of variance and covariance has sensitivity to the market and parameter estimation. In order to reduce the estimation errors, the Bayesian models have more flexibility in modeling, capable of insert quantitative and qualitative parameters about the behavior of the market as a way of reducing errors. Observing this, the present study aimed to formulate a new matrix model using Bayesian inference as a way to replace the covariance in the MV model, called MCB - Covariance Bayesian model. To evaluate the model, some hypotheses were analyzed using the method ex post facto and sensitivity analysis. The benchmarks used as reference were: (1) the classical Mean Variance, (2) the Bovespa index's market, and (3) in addition 94 investment funds. The returns earned during the period May 2002 to December 2009 demonstrated the superiority of MCB in relation to the classical model MV and the Bovespa Index, but taking a little more diversifiable risk that the MV. The robust analysis of the model, considering the time horizon, found returns near the Bovespa index, taking less risk than the market. Finally, in relation to the index of Mao, the model showed satisfactory, return and risk, especially in longer maturities. Some considerations were made, as well as suggestions for further work

Seleção e formação de coleções de obras raras: da ordenação do saber á prática cultural

MEDEIROS, Ana Luiza. Seleção e formação de coleções de obras raras: da ordenação do saber à pratica cultural. In: CONGRESSO BRASILEIRO DE BIBLIOTECONOMIA, DOCUMENTAÇÃO E CIÊNCIA DA INFORMAÇÃO, 24., Maceió, 2011. Anais... Maceió: FEBAB, 2011.

Voleibol brasileiro : parâmetros fenotípicos e genotípicos na seleção de atletas

Objective: Identify phenotype and genotype parameters of female volleyball players at different performance levels to help in player selection. Methods: We identified characteristics of phenotype and genotype using the somatotype method (Heath Carter); anthropometry (weight, height and fat percentage); dermatoglyphics (Cummins and Midlo s method) as well as applying physical quality tests (Shuttle Run to assess agility and the Sargent Jump Test adapted for spike and block reach). The sample was composed of 179 players (54 from national teams and 125 from state teams). Results: Somatotype was similar among the performance levels in the mesomorphic component. The Height and ectomorphic component were greater in national team players as was spike and block reach. The vertical jump height for the spike was similar between the national under-17 team and the state teams observed, but in the block jump the lower level players were better. The dermatoglyphics characteristics identified were similar among the groups studied. Conclusions: The results of the variables studied show that somatotype, height, spike reach and block reach are fundamental parameters in player selection and in the specific characteristics of each game position of this sport. This paper proposes a multidisciplinary approach applicable in the fields of physical education, medicine and nutrition

Seleção de categorias da Classificação Internacional de Funcionalidade, Incapacidade e Saúde para avaliação do paciente com acidente vascular cerebral em reabilitação

Stroke represents the first cause of disabilities among adults. Although different professions work together in treatment of stroke patients, all they use different terminologies for the description of the patients problems and it can constitute an impediment in the communication between the staff members. Thus, the multidisciplinary and interdisciplinary work would be facilitated if using a reference common tool, as the new International Classification of Functioning, Disability and Health (ICF). However, the ICF is very extensive and complex and due to its complexity, it has been evidenced the necessity to select its categories to become it more practical. The aim of the study was to investigate which categories of the ICF are more suitable to evaluate and to describe the stroke patient in the view of teachers and municipal public health professionals. It was a descriptive research, which involved 5 professors and 11 professionals of Physiotherapy that have worked at the health public area in Natal / RN. It was used the Delphi Technique in 3 rounds and the Likert Scale to select the categories among the ICF components. As result, from the 362 IFC categories, 94 were selected. The selected categories correspond to rehabilitative characteristics of Stroke patients in the universe of the Physiotherapy performance. The methodology applied was suitable to the studied object emphasizing the necessity of future studies for validation of the chosen categories

Estudo da correlação das características dermatoglífica e somatotípica com as qualidades físicas das atletas de voleibol da Seleção Infanto-juvenil do Estado do Rio Grande do Norte

The purpose of the present study is to identify the dermatoglyphic and somatotypic characteristics and the physical qualities of athletes from the under-17 State volleyball team, in Rio Grande do Norte, Brazil. The sample was composed of athletes, n = 14, aged 15.0 ± 0.88 years, weight (Kg) 58.3 ± 5.90 and height (cm) 169.4 ± 7.97, members of the referred team. For data collection Cummins & Midlo s (1942), o dermatoglyphic method and Heath & Carter s (1967) somatotypic method were used and to evaluate physical qualities, 2400m, 50m, Shuttle Run, abdominal , Sargent test and medicine-ball toss were performed. Fingerprints show that the group presents genetic predisposition for the following physical qualities: explosive force and velocity. As to somatotype, the group was endo-ectomorphic. At physical evaluation the group presented low Vo2 max values and reasonable levels of explosive force, local muscular endurance, agility and velocity. We conclude that: according to the dermatoglyphic model observed, the group needs training strategies to improve coordination and agility; somatotype reveals the necessity for reducing fat levels and increasing muscular mass; the evaluation of physical qualities demonstrates the need for better physical preparation. This study traces the profile of the under-17 volleyball player from Rio Grande do Norte, with respect to genetic and somatotypic aspects and physical qualities, which will serve as a parameter for future state teams

Representações sociais de discentes sobre universidade: um estudo psicossocial entre ingressantes do vestibular e da seleção ProUni

Demand for access to higher education to put in test the education Brazilian system in view of the surplus of selective processes of public universities, people without option to pay their studies at this education level. In this context, it has arisen the University for All(Universidade para Todos)Program, the ProUni, from Ministry of Education - MEC, created by the Federal Government in 2004, and that it aims the granting of full and partial scholarships in private higher education institutions, graduate courses in sequential specific training, low-income Brazilians students who do not have higher-level degree. Created by the Provisional Measure No 213/2004 and institutionalized by Law No. 11096 of January 13, 2005, the ProUni offers, however, the exemption of some taxes to those institutions that join the program. This is one of the privileged time for the study of Social Representations by offering the researcher, a living laboratory, natural environment, the confrontation between the established and new. In time like this people are challenged to incorporate the new system to the pre-existing one, aiming it through a strangeness of what was so familiar. It is through this game of social forces that we developed the present study with 196 entering higher education, of these are 116 of selective vestibular system and 80 of the ProUni selective system. We opt by the procedures for data collection in order to have access to the circulating senses, in addition to the streamlined responses. With foundation in Abric, we perform the test the Free Association of Words, then analysed by the software and by EVOC Content of the type theme as Bardin. Besides, we require of the subjects, a writing on the study object university later analysed by the software ALCESTE. The results point out to a representation strongly rooted in social factors such as more traditional socio-cultural elements: the beliefs, values, the symbols. It is unique in both groups of subjects: among those entering by the selective ProUni system, there was a stronger anchor in that it does not make inquiries about the program. At the same time, there is a stronger presence of objectivation, entering the selective vestibular system in order that they explained with a value judgement on the programme. It is suggested further studies considering the embryonic state of social representation, as recent as the social purpose that triggered. It would be relevant even the replication of the same research with other people in order to strengthen the power of the theorising of empiria available

Modelagem de decisão na seleção de equipamento: um estudo usando o processo analítico hierárquico na contratação de sondas de perfuração de poços de petróleo

The main goal of this dissertation is to develop a Multi Criteria Decision Aid Model to be used in Oils and Gas perforation rigs contracts choices. The developed model should permit the utilization of multiples criterions, covering problems that exist with models that mainly use the price of the contracts as its decision criterion. The AHP has been chosen because its large utilization, not only academic, but in many other areas, its simplicity of use and flexibility, and also fill all the requirements necessary to complete the task. The development of the model was conducted by interviews and surveys with one specialist in this specific area, who also acts as the main actor on the decision process. The final model consists in six criterions: Costs, mobility, automation, technical support, how fast the service could be concluded and availability to start the operations. Three rigs were chosen as possible solutions for the problem. The results reached by the utilizations of the model suggests that the utilization of AHP as a decision support system in this kind of situation is possible, allowing a simplifications of the problem, and also it s a useful tool to improve every one involved on the process s knowledge about the problem subject, and its possible solutions

Uma abordagem híbrida para o problema de seleção de fornecedores em cadeia de suprimentos

This work presents a hybrid approach for the supplier selection problem in Supply Chain Management. We joined decision-making philosophy by researchers from business school and researchers from engineering in order to deal with the problem more extensively. We utilized traditional multicriteria decision-making methods, like AHP and TOPSIS, in order to evaluate alternatives according decision maker s preferences. The both techiniques were modeled by using definitions from the Fuzzy Sets Theory to deal with imprecise data. Additionally, we proposed a multiobjetive GRASP algorithm to perform an order allocation procedure between all pre-selected alternatives. These alternatives must to be pre-qualified on the basis of the AHP and TOPSIS methods before entering the LCR. Our allocation procedure has presented low CPU times for five pseudorandom instances, containing up to 1000 alternatives, as well as good values for all considered objectives. This way, we consider the proposed model as appropriate to solve the supplier selection problem in the SCM context. It can be used to help decision makers in reducing lead times, cost and risks in their supply chain. The proposed model can also improve firm s efficiency in relation to business strategies, according decision makers, even when a large number of alternatives must be considered, differently from classical models in purchasing literature

Análise comparativa dos métodos de fatores ponderados na seleção de áreas para aterros sanitários

This study presents a comparative analysis of methodologies about weighted factors considered in the selection of areas for deployment of Sanitary Landfills, applying the methodologies of classification criteria with scoring bands Gomes, Coelho, Erba & Veronez (2000); Waquil et al, 2000. That means, we have the Scoring System used by Union of Municipalities of Bahia and the Quality Index Landfill Waste (IQR) which are applyed for this study in Massaranduba Sanitary Landfill located in the municipality of Ceará Mirim /RN, northeastern of Brazil. The study was conducted in order to classify the methodologies and to give support for future studies on environmental management segment, with main goal to propose suited methodologies which allow safety and rigor during the selection, deployment and management of sanitary landfill, in the Brazilian municipalities, in order to help them in the process to extinction of their dumps, in according of Brazilian Nacional Plan of Solid Waste. During this investigation we have studied the characteristics of the site as morphological, hydrogeological, environmental and socio-economic to permit the installation. We consider important to mention the need of deployment from Rio Grande do Norte State Secretary of Environment and Water (SEMARH), Institute of Sustainable Development and Environment of RN (IDEMA), as well, from Federal and Municipal Governments a public policies for the integrated management of urban solid waste that address environmental preservation and improvement of health conditions of the population of the Rio Grande do Norte

Avaliação dos processos de seleção utilizados nos programas de fomento a inovação nas micro e pequenas empresas da fundação de amparo à pesquisa do Rio Grande do Norte

Technological innovation promotes the generation of economic value by creating a new product, process or organizational management model, being classified as dynamic and multidimensional. Government intervention has the role of acting through government grant programs to foster the integration of innovative processes in small companies, due to the high costs and risks of development, strengthening the country`s economy in this phase. The distribution of this grant is determined by criteria, based especially in subjective judgments, which are based on the beliefs and perceptions about the technological opportunities and market actors involved in the process, being very difficult to measure the probability of success of the project under evaluation. This study aims to identify the most relevant selection criteria that must be inserted in grants programs at Rio Grande do Norte executed by Fundação de Pesquisa do Rio Grande do Norte (FAPERN). Initially, there was a systematization of 18 countries, covering 41 programs in foreign countries and 29 in Brazil. Based on the data collected, we conducted one survey containing four programs of FAPERN (INOVA I, INOVA II , INOVA III and INOVA IV), covering 44 companies and analyzing their responses according to the Likert scale , obtaining the degree of importance given by the respondent to each of the criteria in the questionnaire . As a result, drew up a proposal for new criteria to be used in the next FAPERN´s grants, containing 13 new criteria. It is expected, therefore, to contribute to a better spending of public funds invested in companies subsidized in Brazil

Seleção seqüencial de descritores por análise da semântica para recuperação de imagens baseada no conteúdo

With the rapid growth of databases of various types (text, multimedia, etc..), There exist a need to propose methods for ordering, access and retrieve data in a simple and fast way. The images databases, in addition to these needs, require a representation of the images so that the semantic content characteristics are considered. Accordingly, several proposals such as the textual annotations based retrieval has been made. In the annotations approach, the recovery is based on the comparison between the textual description that a user can make of images and descriptions of the images stored in database. Among its drawbacks, it is noted that the textual description is very dependent on the observer, in addition to the computational effort required to describe all the images in database. Another approach is the content based image retrieval - CBIR, where each image is represented by low-level features such as: color, shape, texture, etc. In this sense, the results in the area of CBIR has been very promising. However, the representation of the images semantic by low-level features is an open problem. New algorithms for the extraction of features as well as new methods of indexing have been proposed in the literature. However, these algorithms become increasingly complex. So, doing an analysis, it is natural to ask whether there is a relationship between semantics and low-level features extracted in an image? and if there is a relationship, which descriptors better represent the semantic? which leads us to a new question: how to use descriptors to represent the content of the images?. The work presented in this thesis, proposes a method to analyze the relationship between low-level descriptors and semantics in an attempt to answer the questions before. Still, it was observed that there are three possibilities of indexing images: Using composed characteristic vectors, using parallel and independent index structures (for each descriptor or set of them) and using characteristic vectors sorted in sequential order. Thus, the first two forms have been widely studied and applied in literature, but there were no records of the third way has even been explored. So this thesis also proposes to index using a sequential structure of descriptors and also the order of these descriptors should be based on the relationship that exists between each descriptor and semantics of the users. Finally, the proposed index in this thesis revealed better than the traditional approachs and yet, was showed experimentally that the order in this sequence is important and there is a direct relationship between this order and the relationship of low-level descriptors with the semantics of the users

Seleção de features guiada por atenção visual em imagens com fóvea

Visual attention is a very important task in autonomous robotics, but, because of its complexity, the processing time required is significant. We propose an architecture for feature selection using foveated images that is guided by visual attention tasks and that reduces the processing time required to perform these tasks. Our system can be applied in bottom-up or top-down visual attention. The foveated model determines which scales are to be used on the feature extraction algorithm. The system is able to discard features that are not extremely necessary for the tasks, thus, reducing the processing time. If the fovea is correctly placed, then it is possible to reduce the processing time without compromising the quality of the tasks outputs. The distance of the fovea from the object is also analyzed. If the visual system loses the tracking in top-down attention, basic strategies of fovea placement can be applied. Experiments have shown that it is possible to reduce up to 60% the processing time with this approach. To validate the method, we tested it with the feature algorithm known as Speeded Up Robust Features (SURF), one of the most efficient approaches for feature extraction. With the proposed architecture, we can accomplish real time requirements of robotics vision, mainly to be applied in autonomous robotics

Seleção conjugal e as mulheres re-casadas no mercado de casamentos em uma comunidade de baixa renda no nordeste brasileiro

A presente pesquisa partiu de uma revisão teórica dos assuntos relacionados à seleção sexual proposta por Charles Darwin, passando para evolução dos sistemas e da psicologia do acasalamento humano. Os estudos práticos, divididos em dois momentos, foram coletados numa comunidade litorânea de baixa renda no nordeste brasileiro, na qual as mulheres tiveram pelo menos duas uniões estáveis até a data da coleta, no ano de 2008. Nas primeiras análises, foram contempladas as expectativas dessas mulheres em relação aos atributos dos parceiros. E posteriormente, o perfil e valor das mesmas entraram em perspectiva. De uma forma geral, foi constatado que as mulheres, no primeiro casamento, de fato realizam matrimônios com parceiros mais parecidos com o que consideram ideal do que os posteriores. Assim como as segundas e subseqüentes uniões apresentam uma ligeira queda no valor (no mercado de casamentos) desses homens quando comparados aos primeiros companheiros levando em consideração indicadores biosocioeconômicos como idade, escolaridade e renda (status socioeconômico).

Influência da auto seleção à luz no ritmo circadiano de atividade motora em Callithrix Jacchus

Marmosets, Callithrix jacchus, are strictly diurnal animals. The motor activity rhythmicity is generated by the circadian timing system and is modulated by environmental factors, mainly by photic stimuli that compose the light-dark cycle. Photic stimuli can reset the biological oscilators changing activity motor pattern, by a mechanism called entrainment. Otherwise, light can act directly on expressed rhythm, without act on the biological oscillators, promoting the masking. Thus, photic stimuli can synchronize the circadian activity rhythm (CAR) by two distinct mechanisms, acting isolated or at a combined way. Among the elements that can influence photic synchronization, the duration and time of photic exposure is pointed out. If in the natural environment the marmoset can choose places of different intensity illumination and is synchronized to light-dark cycle (LD), how the photic synchronization mechanism can be evaluated in laboratory by light self-selection? With objective to response this question, four adult male marmosets were studied at two conditions: with and without sleeping box. The animals were submitted to a LD cycle (12:12/ 350:2 lx) and constant light (LL: 350 lx) conditions in individual cages with an opaque sleeping box, that permitted the light self-selection. At the room, the temperature was 25.6 ºC (± 0.3 ºC) and humidity was 78.7 (± 5%). The motor activity was recorded at 5 min bins by infrared movement sensors installed at the top of the cages. The motor activity profile was distinct at the two conditions: without the sleeping box protection against light, the activity frequency was higher at CT 11-12 (ANOVA; F(3.23) = 62.27; p < 0.01). Also, the duration of the active phase (α) was prolonged of about 1 h (t test, p < 0.05) and the animals showed a significant delay on the activity onset and offset (t test, p < 0.05) and at the acrophase (confidence intervals of 5%) of CAR. In LL, the light continuous exposure prolonged the active phase and influenced the endogenous expression of the circadian activity rhythm period. From the result analysis, it is concluded that the light self-selection can modify several parameters of CAR in marmosets, allowing the study of the synchronization mechanism using the burrow model. Thus, without sleeping box there was a phase delay between the CAR and LD (entrainment) and an increase of activity near lights off (positive masking). Furthermore, in LL, the light continuous exposure modifies α and the endogenous expression of CAR. It is suggested that the light self-selection might be take into account at investigations that evaluate the biological rhythmicity in marmosets

Determinação de parâmetros (sólidos solúveis, pH e acidez titulável) em ameixas intactas usando espectroscopia no infravermelho próximo e seleção de comprimento de onda

The aim of this study was to evaluate the potential of near-infrared reflectance spectroscopy (NIRS) as a rapid and non-destructive method to determine the soluble solid content (SSC), pH and titratable acidity of intact plums. Samples of plum with a total solids content ranging from 5.7 to 15%, pH from 2.72 to 3.84 and titratable acidity from 0.88 a 3.6% were collected from supermarkets in Natal-Brazil, and NIR spectra were acquired in the 714 2500 nm range. A comparison of several multivariate calibration techniques with respect to several pre-processing data and variable selection algorithms, such as interval Partial Least Squares (iPLS), genetic algorithm (GA), successive projections algorithm (SPA) and ordered predictors selection (OPS), was performed. Validation models for SSC, pH and titratable acidity had a coefficient of correlation (R) of 0.95 0.90 and 0.80, as well as a root mean square error of prediction (RMSEP) of 0.45ºBrix, 0.07 and 0.40%, respectively. From these results, it can be concluded that NIR spectroscopy can be used as a non-destructive alternative for measuring the SSC, pH and titratable acidity in plums