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

Contribuições à análise de robustez de sistemas de controle usando redes neurais

This work develops a robustness analysis with respect to the modeling errors, being applied to the strategies of indirect control using Artificial Neural Networks - ANN s, belong to the multilayer feedforward perceptron class with on-line training based on gradient method (backpropagation). The presented schemes are called Indirect Hybrid Control and Indirect Neural Control. They are presented two Robustness Theorems, being one for each proposed indirect control scheme, which allow the computation of the maximum steady-state control error that will occur due to the modeling error what is caused by the neural identifier, either for the closed loop configuration having a conventional controller - Indirect Hybrid Control, or for the closed loop configuration having a neural controller - Indirect Neural Control. Considering that the robustness analysis is restrict only to the steady-state plant behavior, this work also includes a stability analysis transcription that is suitable for multilayer perceptron class of ANN s trained with backpropagation algorithm, to assure the convergence and stability of the used neural systems. By other side, the boundness of the initial transient behavior is assured by the assumption that the plant is BIBO (Bounded Input, Bounded Output) stable. The Robustness Theorems were tested on the proposed indirect control strategies, while applied to regulation control of simulated examples using nonlinear plants, and its results are presented

Modelagem e controle de um microveículo aéreo: uma aplicação de estabilidade robusta com a técnica backstepping em uma estrutura hexarrotor

In this Thesis, the development of the dynamic model of multirotor unmanned aerial vehicle with vertical takeoff and landing characteristics, considering input nonlinearities and a full state robust backstepping controller are presented. The dynamic model is expressed using the Newton-Euler laws, aiming to obtain a better mathematical representation of the mechanical system for system analysis and control design, not only when it is hovering, but also when it is taking-off, or landing, or flying to perform a task. The input nonlinearities are the deadzone and saturation, where the gravitational effect and the inherent physical constrains of the rotors are related and addressed. The experimental multirotor aerial vehicle is equipped with an inertial measurement unit and a sonar sensor, which appropriately provides measurements of attitude and altitude. A real-time attitude estimation scheme based on the extended Kalman filter using quaternions was developed. Then, for robustness analysis, sensors were modeled as the ideal value with addition of an unknown bias and unknown white noise. The bounded robust attitude/altitude controller were derived based on globally uniformly practically asymptotically stable for real systems, that remains globally uniformly asymptotically stable if and only if their solutions are globally uniformly bounded, dealing with convergence and stability into a ball of the state space with non-null radius, under some assumptions. The Lyapunov analysis technique was used to prove the stability of the closed-loop system, compute bounds on control gains and guaranteeing desired bounds on attitude dynamics tracking errors in the presence of measurement disturbances. The controller laws were tested in numerical simulations and in an experimental hexarotor, developed at the UFRN Robotics Laboratory

Máquina de vetores-suporte intervalar

The Support Vector Machines (SVM) has attracted increasing attention in machine learning area, particularly on classification and patterns recognition. However, in some cases it is not easy to determinate accurately the class which given pattern belongs. This thesis involves the construction of a intervalar pattern classifier using SVM in association with intervalar theory, in order to model the separation of a pattern set between distinct classes with precision, aiming to obtain an optimized separation capable to treat imprecisions contained in the initial data and generated during the computational processing. The SVM is a linear machine. In order to allow it to solve real-world problems (usually nonlinear problems), it is necessary to treat the pattern set, know as input set, transforming from nonlinear nature to linear problem. The kernel machines are responsible to do this mapping. To create the intervalar extension of SVM, both for linear and nonlinear problems, it was necessary define intervalar kernel and the Mercer s theorem (which caracterize a kernel function) to intervalar function

Simulação numérica da interação entre uma nuvem incidente de vórtices e uma aerofólio através do método dos vórtices

The study of aerodynamic loading variations has many engineering applications, including helicopter rotor blades, wind turbines and turbo machinery. This work uses a Vortex Method to make a lagrangian description of the a twodimensional airfoil/ incident wake vortex interaction. The flow is incompressible, newtonian, homogeneus and the Reynolds Number is 5x105 .The airfoil is a NACA 0018 placed a angle of attack of the 0° and 5°simulates with the Painel Method with a constant density vorticity panels and a generation poit is near the painel. The protector layer is created does not permit vortex inside the body. The vortex Lamb convection is realized with the Euler Method (first order) and Adans-Bashforth (second order). The Random Walk Method is used to simulate the diffusion. The circular wake has 366 vortex all over positive or negative vorticity located at different heights with respect to the airfoil chord. The Lift was calculated based in the algorithm created by Ricci (2002). This simulation uses a ready algorithm vatidated with single body does not have a incident wake. The results are compared with a experimental work The comparasion concludes that the experimental results has a good agrement with this papper

Estudo histórico e pedagógico sobre ternos pitagóricos à luz de eugène bahier

At the present investigation had the purpose to achieve a descritive analysis pedagogy in the work of Recherche méthodique et propriétés des triangles rectangles en nombres entiers. According to the analysis achieved, we made and applyed the teaching module called Pitagories: one of tools to comprehension Pitagory Theorema, there were studying by public students in mathematic course in the UFRN , the new mathematic teachers in future. The analysis the was made with writen test the was showed that all students got the view comprehension in the teaching approach module, to apointed the difference in the learning qualytative with other reseach that was made with quastionaire and enterview. With this module that was made with the new future teacheres there was more attention the better comprehension with the Pitagory Theorema, that was good focus in the pitagory about the potential historical pedagogyc in the work studied.

Uma investigação histórica sobre os logaritmos com sugestões didáticas para a sala de aula

This study was conducted from a preliminary research to identify the conceptual and didactic approach to the logarithms given in the main textbooks adopted by the Mathematics teachers in state schools in the School of Natal, in Rio Grande do Norte. I carried out an historical investigation of the logarithms in order to reorient the math teacher to improve its educational approach this subject in the classroom. Based on the research approach I adopted a model of the log based on three concepts: the arithmetic, the geometric and algebraic-functional. The main objective of this work is to redirect the teacher for a broad and significant understanding of the content in order to overcome their difficulties in the classroom and thus realize an education that can reach the students learning. The investigative study indicated the possibility of addressing the logarithms in the classroom so transversalizante and interdisciplinary. In this regard, I point to some practical applications of this matter are fundamental in the study of natural phenomena as earthquakes, population growth, among others. These practical applications are connected, approximately, Basic Problematization Units (BPUs) to be used in the classroom. In closing, I offer some activities that helped teachers to understand and clarify the meaningful study of this topic in their teaching practice

Filtros acústicos em cristais fonônicos

In this work, we have studied the acoustic phonon wave propagation within the periodic and quasiperiodic superlattices of Fibonacci type. These structures are formed by phononic crystals, whose periodicity allows the raise of regions known as stop bands, which prevent the phonon propagation throughout the structure for specific frequency values. This phenomenon allows the construction of acoustic filters with great technological potential. Our theoretical model were based on the method of the transfer matrix, thery acoustics phonons which describes the propagation of the transverse and longitudinal modes within a unit cell, linking them with the precedent cell in the multilayer structure. The transfer matrix is built taking into account the elastic and electromagnetic boundary conditions in the superllatice interfaces, and it is related to the coupled differential equation solutions (elastic and electromagnetic) that describe each model under consideration. We investigated the piezoelectric properties of GaN and AlN the nitride semiconductors, whose properties are important to applications in the semiconductor device industry. The calculations that characterize the piezoelectric system, depend strongly on the cubic (zinc-bend) and hexagonal (wurtzite) crystal symmetries, that are described the elastic and piezoelectric tensors. The investigation of the liquid Hg (mercury), Ga (gallium) and Ar (argon) systems in static conditions also using the classical theory of elasticity. Together with the Euler s equation of fluid mechanics they one solved to the solid/liquid and the liquid/liquid interfaces to obtain and discuss several interesting physical results. In particular, the acoustical filters obtained from these structures are again presented and their features discussed

Condições de energia de hawking e ellis e a equação de raychaudhuri

In the Einstein s theory of General Relativity the field equations relate the geometry of space-time with the content of matter and energy, sources of the gravitational field. This content is described by a second order tensor, known as energy-momentum tensor. On the other hand, the energy-momentum tensors that have physical meaning are not specified by this theory. In the 700s, Hawking and Ellis set a couple of conditions, considered feasible from a physical point of view, in order to limit the arbitrariness of these tensors. These conditions, which became known as Hawking-Ellis energy conditions, play important roles in the gravitation scenario. They are widely used as powerful tools for analysis; from the demonstration of important theorems concerning to the behavior of gravitational fields and geometries associated, the gravity quantum behavior, to the analysis of cosmological models. In this dissertation we present a rigorous deduction of the several energy conditions currently in vogue in the scientific literature, such as: the Null Energy Condition (NEC), Weak Energy Condition (WEC), the Strong Energy Condition (SEC), the Dominant Energy Condition (DEC) and Null Dominant Energy Condition (NDEC). Bearing in mind the most trivial applications in Cosmology and Gravitation, the deductions were initially made for an energy-momentum tensor of a generalized perfect fluid and then extended to scalar fields with minimal and non-minimal coupling to the gravitational field. We also present a study about the possible violations of some of these energy conditions. Aiming the study of the single nature of some exact solutions of Einstein s General Relativity, in 1955 the Indian physicist Raychaudhuri derived an equation that is today considered fundamental to the study of the gravitational attraction of matter, which became known as the Raychaudhuri equation. This famous equation is fundamental for to understanding of gravitational attraction in Astrophysics and Cosmology and for the comprehension of the singularity theorems, such as, the Hawking and Penrose theorem about the singularity of the gravitational collapse. In this dissertation we derive the Raychaudhuri equation, the Frobenius theorem and the Focusing theorem for congruences time-like and null congruences of a pseudo-riemannian manifold. We discuss the geometric and physical meaning of this equation, its connections with the energy conditions, and some of its several aplications.

Teoria cinética não extensiva: efeitos físicos em gases e plasmas

The standard kinetic theory for a nonrelativistic diluted gas is generalized in the spirit of the nonextensive statistic distribution introduced by Tsallis. The new formalism depends on an arbitrary q parameter measuring the degree of nonextensivity. In the limit q = 1, the extensive Maxwell-Boltzmann theory is recovered. Starting from a purely kinetic deduction of the velocity q-distribution function, the Boltzmann H-teorem is generalized for including the possibility of nonextensive out of equilibrium effects. Based on this investigation, it is proved that Tsallis' distribution is the necessary and sufficient condition defining a thermodynamic equilibrium state in the nonextensive context. This result follows naturally from the generalized transport equation and also from the extended H-theorem. Two physical applications of the nonextensive effects have been considered. Closed analytic expressions were obtained for the Doppler broadening of spectral lines from an excited gas, as well as, for the dispersion relations describing the eletrostatic oscillations in a diluted electronic plasma. In the later case, a comparison with the experimental results strongly suggests a Tsallis distribution with the q parameter smaller than unity. A complementary study is related to the thermodynamic behavior of a relativistic imperfect simple fluid. Using nonequilibrium thermodynamics, we show how the basic primary variables, namely: the energy momentum tensor, the particle and entropy fluxes depend on the several dissipative processes present in the fluid. The temperature variation law for this moving imperfect fluid is also obtained, and the Eckart and Landau-Lifshitz formulations are recovered as particular cases

Teoria semi-clássica para super rede magnética formada por materiais ferromagnético e antiferromagnético

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Métodos numéricos para resolução de equações diferenciais ordinárias lineares baseados em interpolação por spline

In this work we have elaborated a spline-based method of solution of inicial value problems involving ordinary differential equations, with emphasis on linear equations. The method can be seen as an alternative for the traditional solvers such as Runge-Kutta, and avoids root calculations in the linear time invariant case. The method is then applied on a central problem of control theory, namely, the step response problem for linear EDOs with possibly varying coefficients, where root calculations do not apply. We have implemented an efficient algorithm which uses exclusively matrix-vector operations. The working interval (till the settling time) was determined through a calculation of the least stable mode using a modified power method. Several variants of the method have been compared by simulation. For general linear problems with fine grid, the proposed method compares favorably with the Euler method. In the time invariant case, where the alternative is root calculation, we have indications that the proposed method is competitive for equations of sifficiently high order.

Prevalência e fatores associados a lesões labiais e periorais decorrentes da exposição solar em trabalhadores de praia

This study aimed to verify the prevalence of lip and perioral lesions in worker who were under sunshine on the beaches of Natal/RN and to investigate possible associations of these with sociodemographic, occupational and general health variables. For this, 362 individuals who had one of the urban beaches (Ponta Negra / Environment / Redinha) in the city of Natal/RN as a working environment in the study. We excluded people under 18 years old. Data collection was done through epidemiological analysis and extra-oral validated questionnaire with questions that characterize socioeconomic and demographic factors, occupational exposure and general health. The male subjects (72.6%) were the majority in the sample. The people who worked directly exposed to high peaks of ultraviolet radiation, as well as informal workers predominated. Considering the total sample of individuals, ephelides in the perioral region (33.7%) and labial region (24.0%), solar lentigo perioral (15.2%) and actinic cheilitis (13.8%) stood out as the most prevalent lesions. Indoor workers and those who had a habit occurrence of injuries by 19% and 21% respectively higher when compared to outdoor workers and people without habits. The variable use of cap / hat was associated with the presence of cold sores (Qui2 = 1,328, p = 0,058). On the threshold of significance, the type of work was also associated with lesions in lip occurrence (p = 0,042). Men showed a lower incidence of perioral lesions when compared to female workers (PR=0,716, p valor = 0,002). The present study showed high prevalence of lip and perioral lesions. The premalignant lesions were the most identified, both as in lip skin. It is important therefore to be encouraged to adopt protective measures against excessive sun exposure, fairly and consistently

Análise da expressão imuno-histoquímica da ciclofilina A, EMMPRIN e MMP-7 na doença periodontal

Periodontal disease is an infectious disease resulting from the immunoinflammatory response of the host to microorganisms present in the dental biofilm which causes tissue destruction. The objective of this study was to evaluate the immunohistochemical expression of cyclophilin A (CYPA), extracellular matrix metalloproteinase inducer (EMMPRIN) and matrix metalloproteinase 7 (MMP-7) in human specimens of clinically healthy gingiva (n=32), biofilm-induced gingivitis (n=28), and chronic periodontitis (n=30). Immunopositivity for CYPA, EMMPRIN and MMP-7 differed significantly between the three groups, with higher percentages of staining in chronic periodontitis specimens, followed by chronic gingivitis and healthy gingiva specimens (p < 0.001). Immunoexpression of CYPA and MMP-7 was higher in the intense inflammatory infiltrate observed mainly in cases of periodontitis. Analysis of possible correlations between the immunoexpression of EMMPRIN, MMP-7 and CYPA and between the expression of these proteins and clinical parameters (probing depth and clinical attachment loss) showed a positive correlation of CYPA expression with MMP-7 (r = 0.831; p < 0.001) and EMMPRIN (r = 0.289; p = 0.006). In addition, there was a significant positive correlation between probing depth and expression of MMP-7 (r = 0.726; p < 0.001), EMMPRIN (r = 0.345; p = 0.001), and CYPA (r = 0.803; p < 0.001). These results suggest that CYPA, EMMPRIN and MMP-7 are associated with the pathogenesis and progression of periodontal disease

Plasticidade de células tronco mesenquimais de medula óssea de ratos na presença de meio condicionado do nervo facial e do fator de crescimento fibroblástico 2

A number of evidences show the influence of the growth of injured nerve fibers in Peripheral Nervous System (PNS) as well as potential implant stem cells (SCs) to make it more suitable for nerve regeneration medium. In this perspective, this study aimed to evaluate the plasticity of mesenchymal stem cells from bone marrow of mice in the presence of culture medium conditioned with facial nerve explants (D-10) and fibroblast growth factor-2 (FGF-2). In this perspective, the cells were cultivated only with DMEM (group 1), only with D-10(group 2), only with FGF-2(group 3) or with D-10 and FGF-2(group 4). The growth and morphology were assessed over 72 hours. Quantitative phenotypic analysis was taken from the immunocytochemistry for GFAP, OX-42, MAP-2, β-tubulin III, NeuN and NF-200 on the fourth day of cultivation. Cells cultured with conditioned medium alone or combined with FGF-2 showed distinct morphological features similar apparent at certain times with neurons and glial cells and a significant proliferative activity in groups 2 and 4 throughout the days. Cells cultived only with conditioned medium acquired a glial phenotype. Cells cultured with FGF-2 and conditioned medium expressed GFAP, OX-42, MAP-2, β-tubulin III, NeuN and NF-200. On average, area and perimeter fo the group of cells positive for GFAP and the área of the cells immunostained for OX-42 were higher than those of the group 4. This study enabled the plasticity of mesenchymal cells (MCs) in neuronal and glial nineage and opened prospects for the search with cell therapy and transdifferentiation