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

Desenvolvimento de um modelo computacional para a ampliação do atendimento do Programa de Acessibilidade Especial Porta a Porta - PRAE

Worldwide, the demand for transportation services for persons with disabilities, the elderly, and persons with reduced mobility have increased in recent years. The population is aging, governments need to adapt to this reality, and this fact could mean business opportunities for companies. Within this context is inserted the Programa de Acessibilidade Especial porta a porta PRAE, a door to door public transportation service from the city of Natal-RN in Brazil. The research presented in this dissertation seeks to develop a programming model which can assist the process of decision making of managers of the shuttle. To that end, it was created an algorithm based on methods of generating approximate solutions known as heuristics. The purpose of the model is to increase the number of people served by the PRAE, given the available fleet, generating optimized schedules routes. The PRAE is a problem of vehicle routing and scheduling of dial-a-ride - DARP, the most complex type among the routing problems. The validation of the method of resolution was made by comparing the results derived by the model and the currently programming method. It is expected that the model is able to increase the current capacity of the service requests of transport

Um modelo de portfólio para gestão estratégica de compras hospitalares

O presente estudo, baseado no modelo teórico de portfólio de compras proposto por Kraljic (1983), apresenta um modelo de portfólio de compras voltado para gestão de compras hospitalares, por meio da aplicação do método de decisão multicritério Fuzzy-TOPSIS. Para fins de exemplificação do método, a pesquisa foi aplicada em um Hospital de grande porte localizado em Natal/RN e teve como amostra doze itens de compras. Os itens foram avaliados pelo grupo de decisores nas dimensões de importância da compra e complexidade de fornecimento, sendo cada dimensão composta por quatro critérios. Por meio da utilização do método Fuzzy-TOPSIS e de regras de decisão, os itens foram classificados entre as categorias: estratégicos, gargalos, alavancagem e não-críticos. O resultado dessa etapa identificou três itens estratégicos, seis itens gargalos, um item de alavancagem e dois itens não-críticos. Para os três itens classificados como estratégicos, foi aplicado o método Fuzzy-TOPSIS visando a identificar o posicionamento estratégico do Hospital em relação aos fornecedores desses itens, a partir da avaliação das dimensões força do mercado fornecedor e força da empresa compradora, sendo cada uma composta por quatro critérios. Nessa etapa, foi identificada uma postura de balanceamento das forças. Conclui-se a efetividade da ferramenta de portfólio de compras para gestão hospitalar, proporcionando uma visão mais clara das características, inerentes ao processo de compras nesse contexto complexo. O método Fuzzy-TOPSIS apresentou-se como uma ferramenta flexível, capaz de lidar com problemas de classificação, gerando resultados satisfatórios e contribuindo para a tomada de decisão.

O Modelo de gestão participativa do Plano Nacional do Turismo (PNT-2003/2007): a atuação do CONETUR/RN

To implement policies and plans at the tourist sector involve disposition to the establishment of parceries among government and private initiative, space to the action of studious, researchers and professionals of several areas of knowledge and formation, able of to give new courses no only at the tourism, but to the economy how a every, seen which the tourism had a effect multiplicator, reaching 52 sectors of the economy. At this sense, the Brazil came pruning for a new phase of politic actuation at the touristy activity. Until the year 2002, the tourism politic in the Brazil no had detail, because herself treated of isolated actions and many without continuity. However, at to start 2003, several actions were developed in order to contribute for the national touristy planning. The principal was the creation of Ministério do Turismo, accompanied of the formulation and implementation of the Plano Nacional do Turismo (2003/2007). This work pretend to understand the implementation at the Rio Grande do Norte of the model of participative administration extolled by Plano Nacional do Turismo. The your centre detail the action of the Conselho Estadual de Turismo do Rio Grande do Norte (CONETUR), to promote the participation at the tourism public policies. The bibliographical research contemplated diverse sources in order to compile knowledge of credential authors in the quarrel of inherent subjects to the participation and to the tourism public policies, especially at the Brazil. A qualitative perspective the case study was adapted as research method and for attainment of the data interviews with the members of the Conselho had been carried through beyond consultation the referring documents the dynamics of functioning of the Conselho. The principal actuations of the CONETUR, the directives tourism public policies already made and directed to implementation, the type of participation at made decision, the principal difficulties of the implementation of the participative administration model of the Plano Nacional do Turismo and the degree of participation of the members of the Conselho at the reunions had been identified. The results had shown that exist some difficulties at the implementation of the participation at the Conselho Estadual de Turismo do Rio Grande do Norte, knowledge of the Conselheiros of CONETUR function, the presence of bodies which doesn t directly connected at the touristy activity; the absence of time of the Conselheiros to be presents at reunions; the discontinuity of the presidency of the Conselho; among others. So, the CONETUR show himself how a Conselho with participative characteristics, but with some adapted needs.

Gestao tecnologia: um estudo de caso no setor sucroalcooleiro

PEDRO, Edilson da Silva Pedro. Gestão tecnológica: um estudo de caso no setor sucroalcooleiro. 2004. 145f. Dissertaçao (Mestrado em Engenharia de Producao) - Universidade Federal de Sao Carlos, Sao Carlos, 2004.

Racionalidade substantiva no processo decisório: um estudo em instituições que lidam com o tratamento oncológico infantojuvenil na cidade de Natal-RN

The present study regards an applied social research (qualitative) performed in two institutions which lead children s cancer treatment in Natal, Rio Grande do Norte. The main goal of this study is, as of a literature review at works which characterizes the first generations of study about substantive rationality, to detect Decision Making process related aspects that may serve as a basis to elaborate analysis categories from decision making process, aggregating them into a new study that may provide an advance to the theme in administrative science. The academic works based on the analysis model created by Mauricio Serva served as a basis to deep research into such theme, which verifies the predominant rationality in eleven administrative internal processes in productive organizations. This dissertation intends to go beyond the identification of the predominant rationality by elaborating new categories of analysis, and making possible the continuity of the subject in administrative science. Based on Guerreiro Ramos s work, which sees a kind of ideal organization, as known as isonomies, this study still calls upon Karl Polanyi s thoughts, which with the objective of comprehending the independent economic phenomenon of the value that allows considering non-market economies, find that the economy of the men is submerged in his social relations; it also rescues the studies from Max Weber who investigates the meaning of social action to better understand the rationality, and refers to the study of Jürgen Habermas, who proposes a broader conception about rationality, within the theory of communicative action. As a result of this theme s review, seven analysis categories of the decision making process have been formulated. They were applied in the institutions that had been chosen and helped to detect the type of predominant rationality in the categories of the decision making process. The results confirm that, although the decisions making process involves rational elements, such as information, identification of alternatives, there are also specific values of each individual with his experience and view oh the world, permeated not only by instrumental rationality, but also by substantive rationality. The study has verified that two similar institutions may show different types of rationality in the decision making process, when decision factors may tend to instrumental rationality, according to administration classic way, as well as they may emerge from substantive rationality, thus contributing to the process of emancipation of the human being in his sphere of work

Uma metodologia para a análise do desempenho sustentável dos postos de revenda de combustível na cidade de Natal/RN, com o uso de data envelopment analysis-DEA

The increasing use of fossil fuels in line with cities demographic explosion carries out to huge environmental impact in society. For mitigate these social impacts, regulatory requirements have positively influenced the environmental consciousness of society, as well as, the strategic behavior of businesses. Along with this environmental awareness, the regulatory organs have conquered and formulated new laws to control potentially polluting activities, mostly in the gas stations sector. Seeking for increasing market competitiveness, this sector needs to quickly respond to internal and external pressures, adapting to the new standards required in a strategic way to get the Green Badge . Gas stations have incorporated new strategies to attract and retain new customers whom present increasingly social demand. In the social dimension, these projects help the local economy by generating jobs and income distribution. In this survey, the present research aims to align the social, economic and environmental dimensions to set the sustainable performance indicators at Gas Stations sector in the city of Natal/RN. The Sustainable Balanced Scorecard (SBSC) framework was create with a set of indicators for mapping the production process of gas stations. This mapping aimed at identifying operational inefficiencies through multidimensional indicators. To carry out this research, was developed a system for evaluating the sustainability performance with application of Data Envelopment Analysis (DEA) through a quantitative method approach to detect system s efficiency level. In order to understand the systemic complexity, sub organizational processes were analyzed by the technique Network Data Envelopment Analysis (NDEA) figuring their micro activities to identify and diagnose the real causes of overall inefficiency. The sample size comprised 33 Gas stations and the conceptual model included 15 indicators distributed in the three dimensions of sustainability: social, environmental and economic. These three dimensions were measured by means of classical models DEA-CCR input oriented. To unify performance score of individual dimensions, was designed a unique grouping index based upon two means: arithmetic and weighted. After this, another analysis was performed to measure the four perspectives of SBSC: learning and growth, internal processes, customers, and financial, unifying, by averaging the performance scores. NDEA results showed that no company was assessed with excellence in sustainability performance. Some NDEA higher efficiency Gas Stations proved to be inefficient under certain perspectives of SBSC. In the sequence, a comparative sustainable performance and assessment analyzes among the gas station was done, enabling entrepreneurs evaluate their performance in the market competitors. Diagnoses were also obtained to support the decision making of entrepreneurs in improving the management of organizational resources and promote guidelines the regulators. Finally, the average index of sustainable performance was 69.42%, representing the efforts of the environmental suitability of the Gas station. This results point out a significant awareness of this segment, but it still needs further action to enhance sustainability in the long term

Entre a potência e o ato: atitudes políticas e percepções de mobilização em Natal e Porto Alegre

The recent democratic process in Brazil made it as element for its consolidation the idea of participation. It requires a state model that included on its agenda democratic society participation in decision-making process, and a society that has as a principle based participatory civic consciousness. Therefore, this study aims to analyze the level of political participation in two Brazilian state capitals , Natal and Porto Alegre. Data were obtained through quantitative data from the application of 384 questionnaires in both capitals. We chose some variables that will form the basis for our study; Duties of a good citizen, a good citizen rights, Confidence, Index of socialization, exposure to media, degree of interest in politics; Mobilization; Associations. Already qualitative research sought to address the political, cultural and institutional of the two municipalities

Estratégia de operações no varejo: um estudo sobre perfilar mercado, produto e operações no setor de supermercados

The objective of this Thesis is to investigate the strategic alignment between market end operations in the retail supermarket sector applying the concept product profiling by Hill (1993). To the developing was utilized a methodology of the cases study had were a evolvement if the action research into on of the RedeMais supermarkets. Through the interview, discussion and direct action became possible collect information necessary to direction this work, absorbing and understanding the methodology and thought form, action and management. This work contribute to development the create of the model adapted of the manufactory to service, the product matrix of the Hill, in which serve a tool to uncover the origins of misalignment that occur over time and to illustrate the phenomenon to executives gone support to decision

Fator de decisão na adoção de um sistema de micro-cogeração de energia a gás natural :um estudo em Hotéis três estrelas

The natural gas perform a essential paper, not only in primary sectors of energy, but also in others sectors of economy. The use natural gas will have expansion in Brazil, motivated by governmental decision to increase the participation of this fuel in the Brazilian energy matrix from 4% to 12% up until 2010. in order to reach the objective related to increase the consumption of natural gas in the energy matrix and to propose solutions to attend the electric requirements of heart and refrigeration, using natural gas as primary power plant. This thesis has a main objective to analysis the perception of businessmen of hotel sector about the feasability of investment with micro-cogeneration system by natural gas in their hotel in turistic sector, in Natal/RN. It s show a case for the hotels selected analyzing the actual knowledge of businessmen about alternative of new technology in generation of owner energy. There was make a interview using a standard form researching information about this topic. In this interview has shown 4 (four) canaries for businessmen with different configurations of investment in micro-cogeneration. Two of this canaries uses the project finance like option to make fasible this projects. The resulteis showed who businessmen has insecurity to make decision to put in office alone, or with a local company, and perhaps with a national company to perform for a alternative energy system, justifying, the alone feasability and without information by local businessmen. Apart from that, they are receptive for a option to put in office in micro-cogeneration configured in the settings using project finance

Uma aplicação de análise de decisão com o método AHP Processo de hierarquia analítica: um estudo sobre adoção de Sistema eletrônico de cobrança no Transporte público urbano

This thesis carries through an application of Analysis of Multicriterion Decision with use of the method of Analytical Hierarchy Process (AHP) in the problematic one of taking of decision of the adoption of electronic collecting in the system of urban transport in the country, a subject that has been controversial. A modeling of criteria and alternatives is carried through and applied a questionnaire based on method AHP the excellent actors in the system of urban transport - Leading of the Managing Agency Public Municipal theatre of Urban Transports, Controller of Company of Bus, Controller of Labor union, Controller of Union of Companies, Communitarian Leader. The considered alternatives were: the maintenance of the current state with collectors, the implementation of electronic collection without collectors, and the implementation of electronic collection with collectors. The used criteria were: job, impact in the fare, control of the system, easiness of use, information. The study was carried through in the city of Natal, RN, where if the adoption of electronic collection argues and where this implementation in some bus lines between Natal and Parnamirim exists, city that integrates the region of the great Natal. The main results of the method evidence in a dimension, the viability of use of method AHP with questionnaire by means of validation of the judgments with analysis of variance beyond proper the normal mechanisms of analysis of consistency to the method, and in another one, the contribution of the analysis boarding multicriterion to become the judgments more clearly. The main results of the analysis help to show that although to models of criteria and distinct judgments of the actors, the method evidenced that it has inclination the adoption of the electronic collection on the current situation, even so with divergences between the maintenance or not of the collector. The research points to the possibility of accomplishment of the application of the AHP in successive rounds of judgments

Otimização do Uso das Águas da Barragem Santa Cruz-RN

The semiarid potiguar presents a quite discrepant. It is a region with one of the highest rates of artificial lake the world, but the policy of building dams to mitigate the problem of water scarcity does not solve, given that they have not demonstrated the ability to ensure supply human priority during periods of great drought and fail to solve the widespread demand existent in the semiarid. This work aims to present the optimal allocation of water, according to multiple uses and limited availability of water resources in the reservoir, from the simulation of the operation of the same, with the application of techniques to support decision making and performance evaluation alternatives for water use. The reservoir of Santa Cruz, the second largest reservoir of RN with storage capacity of approximately 600 million cubic meters, located about 20 km from the town of Apodi in RN, was conceived as a way to promote economic development in the region as well as the water supply of nearby towns. The techniques used are the simulation model of network flow ACQUANET and also the set of performance indicators. The results showed that the container has the capacity to serve up to 3,83m3/s flow required by existing uses, without any compromising the same. However, it was also observed that all anticipated future demands are implemented it will generate failures in meeting some uses

Evolução espaço-temporal da ocupação urbana sobre áreas naturais no município de Natal-RN

In this work the landscape morphodynamics was used to check the strength and importance of the changes carried out by man on the environment over time, in Natal-RN municipality. The occupation of partially preserved natural areas was analyzed, but environmentally fragile, such as riparian forests, vegetation on the banks of waterways, which play regulatory role of the water flow, and the dunes, which guarantee the rapid recharge of aquifers. The impacts of urban sprawl in Natal Southern and West zones Were identified and characterized, through a detailed mapping in the period between 1969 and 2013 the main Permanent Preservation Areas - PPA (banks of rivers and lagoons, and dunes remaining) and their temporal changes. For this were used aerial photographs and satellite imagery, altimetry data, and pre-existing information, which allowed the creation of a spatial database, and evolution of maps of impervious areas, evolution of the use and occupation and Digital Terrain Model (DTM) from contour lines with contour interval of 1 meter. Based on this study presents a diagnosis of the environmental situation and the state of conservation of natural areas, over the last 44 years, compared to human pressures. In general, it was found that the urban settlement has advanced about 60% of studied natural areas. This advance was growing by the year 2006, when there was a slowdown in the process, except for the Environmental Protection Zone (EPZ) 03, where the river Pitimbú and your PPA, which experienced a more significant loss area. The urban occupation affected the natural drainage and contributed to the contamination of groundwater Natal, due to increased sealed area, the release of liquid and solid waste, as well as the removal of riparian vegetation. Changed irreversibly the natural landscape, and reduced the quality and quantity of water resources necessary for the population. Thus, it is necessary to stimulate the adoption of use and protection of PPA planning measures, to the preservation of the San Valley Region inserted into the EPZ 01, and integrate more remaining dunes, in good condition, this EPZ, due to the importance of those remaining on the environment and the maintenance of quality of life. It is suggested, also, protection of catchment areas, such as PPA ponds and Pitimbú River. Finally, it is expected that this study can assist the managers in making decisions in urban and environmental planning of the municipality

Três alternativas estocásticas para modelar morbimortalidade por doenças respiratórias e cardiovasculares via variáveis atmosféricas

Climate and air pollution, among others, are responsible factors for increase of health vulnerability of the populations that live in urban centers. Climate changes combined with high concentrations of atmospheric pollutants are usually associated with respiratory and cardiovascular diseases. In this sense, the main objective of this research is to model in different ways the climate and health relation, specifically for the children and elderly population which live in São Paulo. Therefore, data of meteorological variables, air pollutants, hospitalizations and deaths from respiratory and cardiovascular diseases a in 11-year period (2000-2010) were used. By using modeling via generalized estimating equations, the relative risk was obtained. By dynamic regression, it was possible to predict the number of deaths through the atmospheric variables and the betabinomial-poisson model was able to estimate the number of deaths and simulate scenarios. The results showed that the risk of hospitalizations due to asthma increases approximately twice for children exposed to high concentrations of particulate matter than children who are not exposed. The risk of death by acute myocardial infarction in elderly increase in 3%, 6%, 4% and 9% due to high concentrations CO, SO2, O3 and PM10, respectively. Regarding the dynamic regression modeling, the results showed that deaths by respiratory diseases can be predicted consistently. The beta-binomial-poisson model was able to reproduce an average number of deaths by heart insufficiency. In the region of Santo Amaro the observed number was 2.462 and the simulated was 2.508, in the Sé region 4.308 were observed and 4.426 simulated, which allowed for the generation of scenarios that may be used as a parameter for decision. Making with these results, it is possible to contribute for methodologies that can improve the understanding of the relation between climate and health and proved support to managers in environmental planning and public health policies.

Serviço de nuvem pública e sua relação com os arranjos de governança de TI e o alinhamento estratégico

Increasingly, the Information Technology (IT) has been used to sustain the business strategies, causing increased its relevance. Therefore IT governance is seen as one of the priorities of organizations at the time. The search for strategic alignment between business and IT is debated as a factor for business success, but even with that importance, usually the main business managers are reluctant to take responsibility for decisions involving IT, mainly due to the complexity of your infrastructure. Since cloud computing is being seen as an element capable of assisting in the implementation of organizational strategies, because their characteristics enable greater efficiency and agility in IT, and is considered as a new computing paradigm. The main objective of the analyze the relationship between IT governance arrangements and strategic alignment with the infrastructure as a service (IaaS) of public cloud computing. Therefore, an exploratory, descriptive and inferential was developed, with approach to the problem of quantitatively research, with descriptive survey method and cross section. An electronic questionnaire that was applied to the ISACA chapters Associates of São Paulo and the Distrito Federal, totaling 164 respondents was used. The instrument used based on the theories of Weill and Ross (2006) for array of IT governance arrangement; Henderson and Venkatraman (1993) and Luftman (2000), for maturity of the strategic alignment model; and NIST (2011 b), ITGI (2007) and CSA (2010) for infrastructure maturity as a service (IaaS) public in its essential characteristics. As regards the main results, this research proved that with public IaaS decision-making structures have changed, with a greater participation of senior executives in all five key IT decisions (IT governance arrangement array) including more technical decisions as architecture and IT infrastructure. With increased participation of senior executives the decrease was also observed in the share of IT specialists, characterizing the decision process with the duopoly archetype (shared decision). With regard to strategic alignment, it was observed that it changes with cloud computing, and organizations with public IaaS, a maturity of strategic alignment with statistically significant and greater difference when compared to organizations without IaaS. The maturity of public IaaS is at the intermediate level (level 3 - "defined process"), with the elasticity and measurement achieved level 4 - "managed and measurable" It was also possible to infer in organizations with public IaaS, there are positive correlations between the key decisions and the maturity of IaaS, especially at the beginning, architecture and infrastructure, and the archetypes involving senior executives and IT specialists. In the correlation between the maturity and mature strategic alignment of public IaaS therefore the higher the strategic alignment, the greater the maturity of the public IaaS and vice versa.