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

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

Apreciação ergonômica da atividade dos pescadores artesanais que utilizam jangadas na Praia de Ponta Negra-Natal/RN

The jangadeiros in the work activity are exposed to diverse and constant variability, which are extremely important to know in order to understand this activity and the risks they are exposed. The current study aims to analyze the work activity raftsmen of Ponta Negra beach in Natal, focusing on handling and quality of the fish sold by them to propose through the social construction recommendations for improving its product. To achieve this purpose was used a methodology inspired by the ergonomic work analysis using techniques observational and interactional. He was also made an assessment of fish sold by jangadeiros Ponta Negra, this evaluation was a sensory evaluation using the method "Torry Research" adapted by Vieira (2004) in order to assess the level of quality fish. In general it was observed that the fish originated from the fishing that rafts in Ponta Negra, have a good degree of freshness. But it was found that some ways of handling and storage can be improved

Análise da situação de trabalho do motorista em uma empresa de ônibus urbano da idade de Natal (RN)

The problem dealt with in this study concerns the analysis of bus drivers' working situation. It stemmed from the need to identify the difficulties faced by these professionals in accomplishing the results expected by the company. A case study was carried out in a public transportation company in the city of Natal. Records and observations made in the workplace, alongside perfomance indicators, such as absenteeism tax, staff turnover and traffic accidents, revealed problems in their activity. It was made clear that, in the company being studied, absenteeism was related to health problems, particularly psychiatric and musculoskeletal disorders, and that although the indicators of traffic accidents and staff turnover have declined over the years, they are still elevated. The interviews involved 50 of the 124 drivers who worked directly in the service, and contained questions covering eleven factors related to the drivers' work. They indicated a gap between the prescribed work and the work actually done, in that there were a series of embarassing or stressful situations involving traffic, itinerary length, road conditions, vehicle maintenance, physical environment (bus terminus), job post and supervision policies. On the other hand, factors such as enjoying driving, the work itself and being with workmates positively influenced the drivers' working conditions. In the propositions of the administration and human resources subsystems, some alternatives were found in order to remodel this activity

Algoritmos para o problema de localização de uma facilidade com distâncias limitadas e restrições de atendimento

The objective in the facility location problem with limited distances is to minimize the sum of distance functions from the facility to the customers, but with a limit on each distance, after which the corresponding function becomes constant. The problem has applications in situations where the service provided by the facility is insensitive after a given threshold distance (eg. fire station location). In this work, we propose a global optimization algorithm for the case in which there are lower and upper limits on the numbers of customers that can be served

Egressos na avaliação da qualidade de um curso: o caso da Engenharia de Produção da UFRN

This thesis aims at analyzing the perspective of graduates perceived quality of an undergraduate course in order to contribute to continuous improvement. In order to achieve the proposed objectives, we performed a literature search, seeking together the work surrounding this issue, with the intent to update the concepts discussed today on the subject studied, they are: quality management, quality in higher education institutions and the system national assessment of higher education - Sinaes. The methodology is characterized as a case study, quantitative, and the object of study is composed of students who graduated from Production Engineering, Federal University of Rio Grande do Norte, which includes students who graduated from 2002 to 2010; data collection was done through the survey instrument, questionnaire, available online through SurveyMonkey interface, data analysis was done by means of descriptive statistics and multivariate analysis, including factor analysis. The proposed survey instrument consists of questions nineteen and twenty statements that address the central theme of this dissertation. The results show the identification of four latent factors (obtained by exploratory factor analysis), through two perspectives, the analysis of perception and importance, the results were similar in terms of the variable factors. The first factor was related to the support given to students, a factor known to support two extra class, the third factor related aspects of the library, and finalizing the evaluation and approached a factor of 4 facilities. Through research it was concluded that this study presents several points to be improved by the management team, and recommended to continue to evaluate the perceptions of graduates, seeking continuous improvement in service delivery by the university

Uma avaliação comparativa de estratégias de arranjos físicos para estaleiros de construção de embarcações metálicas de pequeno porte

The present study aims to analyse, in different levels of demand, what is the best layout strategy to adopt for the small metallic shipbuilding. To achieve this purpose, three simulation models are developed for analyze these production strategies under the positional, cellular and linear layouts. By the use of a simulation tool for compare the scenarios, Chwif and Medina (2010) and Law (2009)´s methodologies were adapted that includes three phases: conception, implementation and analysis. In conception real systems were represented by process mapping according to time, material resources and human resources variables required for each step of the production process. All of this information has been transformed in the cost variable. Data were collected from three different production systems, two located in Natal RN with cellular and positional layouts and one located in Belém-PA with linear layout. In the implementation phase, the conceptual models were converted in computacional models through the tool Rockwell Software Arena ® 13.5 and then validated. In the analysis stage the production of 960 ships in a year vessels were simulated for each layout noting that, for a production of until 80 units positional layout is the most recommended, between 81 and 288 units the cellular layout and more than 289 units the linear layout

Abordagem da ergonomia para a análise da acessibilidade de uma instituição de longa permanência para idosos da cidade de Natal-RN

This dissertation presents and discusses the results of an applied research on the accessibility of residents in a Long Term Care Institution (LTCIs) in the city of Natal- RN. The main objective of this research is to suggest projectual improvements that maximize the accessibility in a LTCIs of Natal-RN, considering the aspects of mobility, safety, comfort and independence of elderly residents. Moreover, one should consider the specific characteristics of the user population, capabilities and limitations of the biological process of aging, which causes damage to the neurological system, musculoskeletal and cardiovascular and progressively affects on visual acuity, balance and locomotion of elderly people. This research has a qualitative approach and divided into four phases: exploratory, bibliographical and documentary research, mapping of the LTCIs of Natal-RN, case study. The phase of the mapping presented an overview of accessibility on LTCIs of Natal-RN. The institution of the case study was defined based on the overall assessment of accessibility and ergonomics criteria, preceded by an application of an Ergonomic Work Analysis to understand the accessibility of the elderly people. Interactional and observational methods were used to collect field data. To this end, an intense process of social construction was conducted, involving the elderly residents, caregivers, health professionals and general servants and LTCIs´ managers. It was found that the NBR 9050 is not comprehensive to solve the diversity of accessibility problems found in LTCIs. All LTCIs investigated were in disconformity to the NBR 9050. In the case study, it was found that the inappropriate design hinders the daily activities of the elderly people and is a source of risk of accidents. The environment, facilities and lack of assistive technologies hinder the autonomy of the elderly people, and this LTCI requires ergonomic intervention to improve the accessibility, autonomy and security of the elderly people

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

Otimização de escalas de serviço de tripulações estudo de caso em uma empresa de transporte urbano na região metropolitana de Natal/RN

This work aims to "build" rostering urban bus crews to minimize the cost of overtime. For this purpose a mathematical model was developed based on case study in an urban transport company in the metropolitan region of Natal. This problem is usually known in the literature as the Crew Scheduling Problem (CSP) and classified as NP-hard. The mathematical programming takes into account constraints such as: completion of all trips, daily and maximum allowable range of home and / or food. We used the Xpress-MP software to implement and validate the proposed model. For the tested instances the application of the model allowed a reduction in overtime from 38% to 84%

Experimentação, inovação cultura oganizacional: estudo de caso em uma indústria

A experimentação industrial é um método científico de aprendizagem que visa aprimorar conhecimentos sobre o funcionamento de sistemas, almejando redução de variabilidade e incertezas nos processos produtivos. Em inovação, constitui-se como uma oportunidade de teste e pré-implementação, permitindo à empresa aperfeiçoar seus projetos de inovação antes de levá-los ao mercado. Contudo, para que empresas obtenham sucesso em inovar, faz-se necessário um ambiente favorável à inovação, considerando que a cultura organizacional impacta diretamente no potencial inovador. Uma cultura de inovação bem desenvolvida demanda o envolvimento de todos os líderes da empresa atuando como facilitadores do processo. Nesse contexto, esta pesquisa tem como propósito avaliar o perfil da cultura organizacional visando o uso de experimentação no processo de inovação em uma indústria do ramo alimentício no Estado do Rio Grande do Norte. Para tanto, busca-se, por meio de fundamentação teórica, ampliar a compreensão da relação existente entre os temas experimentação, inovação e cultura organizacional, e tem-se como método de pesquisa, uma abordagem quanti-qualitativa em um estudo de caso. Os dados para análise da pesquisa são coletados por meio de entrevistas e aplicação de questionários. Para avaliar a cultura organizacional, utiliza-se como instrumento o questionário baseado no Modelo de Valores Competitivos, desenvolvido por Cameron e Quinn (2006), aplicado com os líderes na empresa em estudo. Este instrumento, denominado OCAI (em inglês Organizacional Culture Assessment Instrument), permite diagnosticar o perfil da cultura organizacional e da cultura da qualidade no cenário atual e no contexto ideal, a partir da percepção dos líderes da organização. Para análise dos dados, utiliza-se a técnica de análise de agrupamento, que permite avaliar a homogeneidade das opiniões dos líderes. Os resultados apontam, conforme a visão dos líderes, a necessidade de mudança no perfil cultural organizacional da empresa em estudo, de uma cultura em que predominam elementos da cultura de mercado (cenário atual) para uma cultura com maior ênfase em elementos da cultura clã e inovadora (cenário ideal), bem como uma cultura de qualidade que estimule a inovação, favorável à geração de ideia e conhecimento, a melhoria contínua e a busca por soluções criativas

A eficácia na execução do planejamento estratégico no poder judiciário do Rio Grande do Norte

This paper presents an analysis of the current strategic plan of the Judiciary of Rio Grande do Norte emphasizing the evaluation of strategic indicators verifying the effectiveness in implementation, since the implementation of the Balanced Scorecard as a tool for performance evaluation of strategic management. The research presents the strategy map and the evaluation indices of strategic performance reporting on the effectiveness. After literature review and documentary, is making the measurement of indicators that are treated from the standpoint of an exploratory and descriptive in strategic planning used by the judiciary Potiguar. The problem was evaluated qualitatively and quantitatively using statistical techniques for data analysis comparing them between Judiciaries of Brazilian States. With respect to data collection was used performance indicators extracted from the data of Justice in Numbers provided by CNJ the period from 2004 to 2011, and the information sought in the Sector Strategic Planning TJ / RN. The main results of this study are as follows: Acquisition of insight into what level is the strategic planning of the judiciary of Rio Grande do Norte and the evolution of its performance indicators comparing them with the states of RS, CE, SE and the National Judiciary

Análise da atividade de trabalho profissional de gerentes de hotel à luz da abordagem da ergonomia

This Masters degree dissertation presents a research that aims at analyzing the activities regarding within a hotel managers work in Natal/RN - Brazil, This Masters degree dissertation presents the research that aims at analyzing the activities regarding the hotel managers work in Natal / RN - Brazil, performing diagnosis of their activities and relating the aspects that impact the quality and productivity of hotel services and managers occupational health. This research is characterized as a case study with a qualitative approach, taking the method of Ergonomic Work Analysis which is the analysis of the managers work activity as a reference to the focus; and combining the use of observational and interactional methods. Ergonomics and macroergonomics are used in this study not only to understand the physical, cognitive and organizational constraints of the manager s duties, but also to characterize the work organizational architecture and design of that hotel. High workload, accumulation of tasks and diversion of functions performed by managers were noticed, increasing thereby the physical and psychological suffering for them. It was found that the activity of managers is characterized by the ambivalence of power, limited autonomy, cooperation, interdependence between managers and the fear of incompetence. It was also noticed that managers devote more time to the day job (37%), another time to sleep (30%), while only 33% of the rest of the day are meant for activities like taking care of health, family, social life and study. Although there are few studies addressing the health and safety of hotel managers, this research revealed that 84% of the surveyed hotel managers complain of musculoskeletal pain which 50% are obese and are 100% sedentary. It was also observed that managers adopt unsuitable postures for carrying out the work activities that contribute to becoming injured or work-related musculoskeletal disorders in the near future. Ergonomic measures were recommended as an investment in the skills and the training of managers, encouraging cooperative work, appropriateness of workload, limiting overtime, preserving the enjoyment of breaks during work and weekly holidays, changing the layout of the work sector , usage of communication technology to prevent displacement, compensatory physical activities, furniture adaptation, among others

Avaliação do potencial do uso balanced scorecard: um estudo exploratório em Natal

Small businesses are experiencing growth scenario in emerging countries by the prospect of economic development, these countries, including Brazil, have a booming economy before the world crisis in the last five years, especially with the participation of small and medium enterprises. These factors generate increased competition and the need to expand market share through management actions in the quest for acquiring new customers. Moreover, these changes increase the need to properly use the information and organizational performance. Some national and international studies show the existence of peculiarities in small organizations, especially in environments of family management. Such particularities raise a scenario with several organizational deficiencies regarding the evaluation of their performance. In some cases, when there are static systems, traditional and focused only on the financial perspective, especially short term. Alternatively, the tools encourage strategic planning and observance of medium and long term, in many ways, whether financial, internal processes, customers, suppliers, and innovation, among others. Therefore, this study aims to identify and analyze the applicability of the system performance evaluation with emphasis on strategic and BSC - Balanced Scorecard. Regarding the research method, is classified as exploratory, with the participation of 25 companies, whose research was conducted between 2012 and 2013. Therefore, the research included the construction process and a structured questionnaire on practices and interest for the use of strategic tools, with emphasis on the Balanced Scorecard. Whose main result presented a high degree of interest in the applicability of the BSC by most of the participating institutions. Furthermore, It was observed the growing interest in using the Balanced Scorecard when it increases the company size, regardless of the area of market action. Participating companies have shown an outline of the strategic objectives and the establishment of indicators for assessing the performance due to their correlations with the BSC

Práticas pedagógicas das escolas de ensino médio que contribuem para a escolha do aluno pelo curso de Engenharia de Produção da UFRN

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior