Previsão do índice bovespa por meio de redes neurais artificiais: uma análise comparada aos métodos tradicionais de séries de tempo

Forecast is the basis for making strategic, tactical and operational business decisions. In financial economics, several techniques have been used to predict the behavior of assets over the past decades.Thus, there are several methods to assist in the task of time series forecasting, however, conventional modeling techniques such as statistical models and those based on theoretical mathematical models have produced unsatisfactory predictions, increasing the number of studies in more advanced methods of prediction. Among these, the Artificial Neural Networks (ANN) are a relatively new and promising method for predicting business that shows a technique that has caused much interest in the financial environment and has been used successfully in a wide variety of financial modeling systems applications, in many cases proving its superiority over the statistical models ARIMA-GARCH. In this context, this study aimed to examine whether the ANNs are a more appropriate method for predicting the behavior of Indices in Capital Markets than the traditional methods of time series analysis. For this purpose we developed an quantitative study, from financial economic indices, and developed two models of RNA-type feedfoward supervised learning, whose structures consisted of 20 data in the input layer, 90 neurons in one hidden layer and one given as the output layer (Ibovespa). These models used backpropagation, an input activation function based on the tangent sigmoid and a linear output function. Since the aim of analyzing the adherence of the Method of Artificial Neural Networks to carry out predictions of the Ibovespa, we chose to perform this analysis by comparing results between this and Time Series Predictive Model GARCH, developing a GARCH model (1.1).Once applied both methods (ANN and GARCH) we conducted the results' analysis by comparing the results of the forecast with the historical data and by studying the forecast errors by the MSE, RMSE, MAE, Standard Deviation, the Theil's U and forecasting encompassing tests. It was found that the models developed by means of ANNs had lower MSE, RMSE and MAE than the GARCH (1,1) model and Theil U test indicated that the three models have smaller errors than those of a naïve forecast. Although the ANN based on returns have lower precision indicator values than those of ANN based on prices, the forecast encompassing test rejected the hypothesis that this model is better than that, indicating that the ANN models have a similar level of accuracy . It was concluded that for the data series studied the ANN models show a more appropriate Ibovespa forecasting than the traditional models of time series, represented by the GARCH model

Previsão do índice bovespa por meio de redes neurais artificiais: uma análise comparada aos métodos tradicionais de séries de tempo

Forecast is the basis for making strategic, tactical and operational business decisions. In financial economics, several techniques have been used to predict the behavior of assets over the past decades.Thus, there are several methods to assist in the task of time series forecasting, however, conventional modeling techniques such as statistical models and those based on theoretical mathematical models have produced unsatisfactory predictions, increasing the number of studies in more advanced methods of prediction. Among these, the Artificial Neural Networks (ANN) are a relatively new and promising method for predicting business that shows a technique that has caused much interest in the financial environment and has been used successfully in a wide variety of financial modeling systems applications, in many cases proving its superiority over the statistical models ARIMA-GARCH. In this context, this study aimed to examine whether the ANNs are a more appropriate method for predicting the behavior of Indices in Capital Markets than the traditional methods of time series analysis. For this purpose we developed an quantitative study, from financial economic indices, and developed two models of RNA-type feedfoward supervised learning, whose structures consisted of 20 data in the input layer, 90 neurons in one hidden layer and one given as the output layer (Ibovespa). These models used backpropagation, an input activation function based on the tangent sigmoid and a linear output function. Since the aim of analyzing the adherence of the Method of Artificial Neural Networks to carry out predictions of the Ibovespa, we chose to perform this analysis by comparing results between this and Time Series Predictive Model GARCH, developing a GARCH model (1.1).Once applied both methods (ANN and GARCH) we conducted the results' analysis by comparing the results of the forecast with the historical data and by studying the forecast errors by the MSE, RMSE, MAE, Standard Deviation, the Theil's U and forecasting encompassing tests. It was found that the models developed by means of ANNs had lower MSE, RMSE and MAE than the GARCH (1,1) model and Theil U test indicated that the three models have smaller errors than those of a naïve forecast. Although the ANN based on returns have lower precision indicator values than those of ANN based on prices, the forecast encompassing test rejected the hypothesis that this model is better than that, indicating that the ANN models have a similar level of accuracy . It was concluded that for the data series studied the ANN models show a more appropriate Ibovespa forecasting than the traditional models of time series, represented by the GARCH model

A descentralização das políticas de desenvolvimento rural: uma análise da experiência do Rio Grande do Norte

MATOS FILHO, João. A descentralização das Políticas de desenvolvimento rural - uma análise da experiência do Rio Grande do Norte. 2002. 259f. Tese (Doutorado em Ciências Econômicas)– Instituto de Economia da Universidade Estadual de Campinas, Campinas, 2002.

A descentralização das políticas de desenvolvimento rural: uma análise da experiência do Rio Grande do Norte

MATOS FILHO, João. A descentralização das Políticas de desenvolvimento rural - uma análise da experiência do Rio Grande do Norte. 2002. 259f. Tese (Doutorado em Ciências Econômicas)– Instituto de Economia da Universidade Estadual de Campinas, Campinas, 2002.

Análise citoarquitetônica dos componentes do sistema de temporização circadiana do sagui (Calithrix jacchus), comparada com a inervação das suas principais aferências

The suprachiasmatic nucleus (SCN) of the anterior hypothalamus, together with the intergeniculate leaflet (IGL) of the thalamus are considered the central components of the circadian timing system (CTS) of mammals. This system is responsible for the generation and regulation of circadian rhythms by establishing a temporal organization of physiological processes and behaviors. The neuronal specific nuclear protein (NeuN) has been widely used as a neuronal marker in several studies. Since glial fibrillary acidic protein (GFAP) is a component of intermediate filaments found in the cytoplasm of astrocytes and is commonly used as a specific marker for these cells. This study aims to identify, in the marmoset, the NeuN immunoreactive neurons and glial cells immunoreactive to GFAP, as well as map the major route of photic synchronization of the STC, retinohypothalamic tract (RHT), and identify the indirect pathway to the SCN and pregeniculate nucleus (PGN) - structure homologous to IGL rodents, using immunohistochemical and cytoarchitectonic techniques. Observed in SCN the presence of neurons immunoreactive to NeuN and terminals immunoreactive subunit b of cholera toxin (CTb), neuropeptide Y (NPY) and serotonin (5- HT). In the PGN noted the presence of the NeuN and NPY immunoreactive neurons and the immunoreactive terminals CTb and 5-HT. Astrocytes are present throughout the extent of the SCN and the PGN this New World primate

Análise do comportamento e crescimento do camarão branco Litopenaeus vannamei (Boone, 1931) em diferentes substratos inconsolidados

The aim of this study was to test the sediment preference of L. vannamei shrimp. It was observed shrimp visit frequency, swimming and burying behaviour at different sediment compositions for 24h. Juvenile (0.93 ± 0.29g) and sub-adult shrimps (10.0 ± 1.18g) were obtained from the aquaculture station at Universidade Federal Rural do Semi-Árido UFERSA, and held in a plastic tank (water volume 500 L) supplied with aerated water and kept at constant temperature, pH, and salinity. Shrimp was fed by commercial shrimp dry food. The experimental substrates were composed by A: medium sand + thick sand + very thick sand + gravel; B: very fine sand + fine sand; and C: silt + clay. Thus, six different substrate combinations were tested: A, B, C, A+B, A+C, B+C. To test preference, it was used a cylindrical tank (40 l) divided into six differently substrate compartments. A single shrimp was introduced each tank and the frequency at which this shrimp visited each compartment was recorded over a 24h study period. It was tested 54 shrimp (18 sub-adult males, 18 subadult females and 18 juveniles). For each trial, sediment and water were changed to avoid pheromones and residues influence. Shrimp were weighted and sub-adults were divided by sex: males present petasma and females present thelycum. Data were collected on the experimental day at 19:30; 20:30; 00:30; 1:30; 05:30; 06:30; 13:30 and 14:30 h. At each time point, shrimp were observed for 20-min periods, in which we noted down which compartment the shrimp was occupying at 2-min intervals. Thus, for each period we had eleven observations (88 observations per day). For observations at night, it was used dim red light that did not affect shrimp behaviour. At each 20-min period, it was observed visit frequency in each substrate, if shrimp was burred or not or if it was swimming. There was not significant difference between light and dark burry activity for females. Swimming activity was significantly higher at night, mainly at 00:30 and 01:30 h. All L. vannamei shrimp showed preference for sediment B. This animal presents cyclic activity, spends the day light period buried and swims at night

Modelos para análise e dimensionamento de painéis de alvenaria estrutural

The main objective of this thesis was the study of bracing panels of structural masonry, by applying the Finite Element Method and Strut and Tie Method. It was analyzed the following aspects: the effect of orthotropy on the behavior of the panels; distribution of horizontal forces between panels for buildings; comparison between Equivalent Frame and Finite Elements models; panels design with the Strut and Tie Method. The results showed that one should not disregard the orthotropy, otherwise this can lead to models stiffer than the real. Regarding the distribution of horizontal forces, showed that the disregard of lintels and shear deformation leads to significant differences in the simplified model. The results showed also that the models in Finite Element and Equivalent Frame exhibit similar behavior in respect to stiffness of panels and stress distribution over the sessions requested. It was discussing criteria for designing Strut and Tie Method models in one floor panels. Then, the theoretical strength these panels was compared with the rupture strength of panels tested in the literature. The theoretical maximum strength were always less than the rupture strength of the panels obtained in tests, due to the fact that the proposed model cannot represent the behavior of the masonry after the start of the panel cracking due to plasticization of the reinforcement

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

Referência ao discurso do outro: uma análise de problemas de relações de sentido entre discurso citado direto e indireto citante no gênero monográfico

In this study we investigate the reference to other s discourse done it through the resource of direct cited discourse at background section in monographic texts produced by university students at the last phase of final work in their graduate Letras course. This work is guided in cited/related discourse studies in Bakhtin (2004), Authier-Revuz (1990, 1998, 2004), Maingueneau (1996, 2002), Charaudeau and Maingueneau (2004); in genre approaches developed by Bakhtin (2000); Maingueneau (1996, 2002); socio-discursive interaction (BRONCKART, 1999, 2003; SCHNEUWLY, 2004; DOLZ e SCHNEUWLY, 2004) and Bazerman (2005); and also in presuppositions of Textual Linguistics presented by Charrolles (1988), Van Dijk (1997), Beaugrande and Dressier (1981), Koch and Travaglia (1993, 1995), Koch (2002, 2004) and Val (2000, 2004). We have established as aims to analyze and interpret meaning relations problems in how to articulate direct cited discourse with citing discourse and at the same time explain semantic implications that comes from that articulation that compromise text meaning, at background section in that monographic genre. The analysis, by qualitative and quantitative basis in eleven monographic works that form our corpus, gave us the opportunity to achieve and see that meaning relationships in the articulation of direct cited discourse with citing discourse show problems that may be categorized into three different groups: problems related to meaning relationships with citing discourse that comes before it, problems of meaning relationships with citing discourse that comes after it, and problems with of meaning relationships with citing discourse that come before it and at the same time with citing discourse that comes after it (i.e. in relation to both). These analysis also allow us assert that, these problems, just because they occur frequently, they affect the micro level text coherence, and they also compromise the text global meaning. The results show that students at Letras Course, even in the ending process of their course do not show the real domain in relation to some ways of direct cited discourse organization and working, and also how the ideas articulation work in the construction of relations between direct cited discourse and the citing discourse that can turn those students able to produce a text that enhance acceptable patterns

Conectores adversativos na fala do natalense: uma análise funcionalista com implicações para o ensino

This work analyzes the behavior of the adversative connectors in the speech of the user of Natal, with views to suggest implications for the grammar teaching in the high school Portuguese languages classes. It is an investigation that sits on the functionalist paradigm, specifically in the protected ideas for Givón. For so much, data of situations of speech from the corpus Discurso e gramática lingual falada e escrita da cidade do Natal (FURTADO DA CUNHA, 1998). The sample embraces a total of forty interviews, of which the occurrences are cut out whose registrations mark the existence of adversatives constructions in narratives of personal experience and in the opinion reports, modality of oral language, of the mentioned database. The work revisits authors of the grammar, Cunha (1986); Bechara (2006); Perini (2006), among others; authors that contemplate referring approaches to the use of opposition connectors as: Barreto (1999); Tavares (2003); Longhin (2003); Silva (2005); Rocha (2006); Neves (2000, 2006). The results of the panoramic analysis reveal as adversity connectors in use for the habitant of Natal, for recurrence order, the mas, e, aí, agora, só que, no entanto and já. Analyzed the results, the same ones are compared with the treatment presented by the traditional grammar, with application of functional iconicity principle, markdness principle and the prototype of the category is chosen. In the differentiated analysis of the item " agora ", structural profile of the constructions is analyzed that involve the item, semantic profile, times, manners and aspects of the verbs that they wrap up in the constructions in reference, trajectory of grammaticalization and comparison with the prototype of the category. Finally, they are suggested implications of whole the study for the teaching of Portuguese language, in the high school classes

O papel da leitura nas aulas de inglês: uma análise segundo a percepção dos professores do ensino médio de escolas públicas estaduais de Natal

This dissertation aims at investigating the teachers beliefs about the role of the reading ability in English at public state high schools in Natal and identifying the social value of the process of learning English for students of a foreign language. From the understanding of studies on reading, both in the field of Cognitive Psychology, as in Gibson & Levin (1975), as in the area of Psycholinguistics, as in Goodman (1970) and Del Re (2006), We researched the teachers perceptions about the skills and competencies that should permeate their educational practices, through their knowledge about theories of language acquisition as Cognitivism (Piaget, 1961) and Social Interactionism (Vygotsky, 1979) and the official documents (PCNEM, 1999; PCN+, 2002 ) that are the parameters for teaching a foreign language. We took into consideration other factors that influence the choice of the goals and the objectives to be worked out, such as: intensity of teachers workload, number of classes and students per class for each teacher, materials and technologies available, among other factors that will play an important role in the choice of the appropriate methodologies. To conduct a case study, two questionnaires were used in the construction of direct interviews with fourteen English teachers in twenty schools. According to data on the teachers beliefs we could find that for them the reading ability does not seem to have an special treatment in the teaching of a foreign language due to factors that undermine this process and therefore make teachers do not realize the real objectives of teaching English at public state high schools in Natal. As a consequence, the current process of education complicates the formation of autonomous learners capable of fighting for a social transformation

O portfólio na formação inicial do professor reflexivo de inglês como língua estrangeira: uma análise sistêmico-funcional

This research deals with the insertion of the portfolio as a resource to the development of the reflective action in training teachers of English as a Foreign Language (EFL). Its goal is to characterize linguistic marks that show the reflective process in learning narratives collected in portfolios following the considerations of the ideational metafunction of the Systemic-Functional Grammar (SFG) by Halliday (1994). Within the scope of analysis offered by SFG, the system of transitivity was chosen attempting to observe and study the lexicogrammatical choices made by participants to produce their learning narratives. The corpus was composed of twenty-six learning narratives produced by thirteen participants into two distinct modules, designated here as "First Assessment" and "Final Assessment. The analysis were performed using procedures related to Corpus Linguistics, with the aid of the computer resource WordSmith Tools 5.0 (Scott, 1999). The results seems to indicate that preservice teachers, when asked to reflect on activities written on the classroom, use in their narratives a significant majority of mental processes instead of material processes that are common in narratives from other nature. Meanwhile, the use of a portfolio in teacher training in EFL, can be considered as a trigger reflection tool, which allows future teachers' effective monitoring of all their learning process

O ensino de língua inglesa em um instituto federal : uma análise das recomendações documentais e da perspetiva dos professores

This work aims to understand the teaching of English at the Federal Institute of considering the recommendations of official and technical documents for the integrated secondary school and the perspective of the English teachers settled in one of the campuses of the Institute. It is also an objective of this research to infer as to what extent the perspective of teachers is articulated to the documental recommendations. For this purpose, several official and technical documents (LÜDKE; ANDRÉ, 1986), such as the PCNEMs (BRAZIL, 2000), the OCNEMs (BRAZIL, 2006) and the Political-Pedagogical Project of the Institute (IFRN, in press) were gathered, and a questionnaire was submitted to six teachers of English from one of the campuses of the institution. The theoretical references of the research include, among others, Bakhtin (1997; 1999), Widdowson (1991), Almeida Filho (2011; 2004), Celani (1988; 2009), Hutchinson and Waters (1987) and Dudley-Evans and St. John (1998). The results show that the teaching of English according to the documents predicts the instrumental use of the foreign language, but suggests the development of competences and skills as contextualized social practices, aimed at the education of the student as a professional-citizen. The perspective of teachers, in turn, points to a concern that the teaching of English serves as a tool for improving student life through the instrumental use of language as a means of accessing information and professional training. This finding reveals that the articulation between the documental recommendations and perspective of teachers does not go beyond what refers to the instrumental language teaching, since teachers do not show, when reporting their practices, the teaching of language as social practice, as mentioned in the legal texts

A interface entre educação e mercado : uma análise crítica das mudanças socioculturais no contexto educacional

In the context of late modernity, the socio-cultural transformations established new social practices which corroborate discursive changes in dialectic movements, contributing to the order of the educational discourses to be more and more affected by typical market discourses and values which are covered by ideologies, hegemonic struggles and power relations. In this sense, this research study, which is based on the theoretical tenets of the Critical Discourse Analysis in its interdisciplinary branch (FAIRCLOUGH, 2006; ORMUNDO, 2010; PEDROSA, 2010; RAMALHO E RESENDE, 2011), aims at discussing how the sociocultural changes in the context of private education interact with the market proposal of neoliberal and economical policies. The research was methodologically based on the qualitative approach (CHIZZOTTI, 1991; BOGDAN e BIKLEN, 1994; MINAYO, 1994), especially on the principles of contemporary Applied Linguistics (SIGNORINI, 1998; MOITA-LOPES, 2006; MENEZES, SILVA, GOMES, 2009). Data were gathered from advertisements used in campaigns by private educational institutions and agencies in Natal/RN; the advertisements were collected in primary and secondary levels and in language courses from October to December, 2010. The data analysis indicate that education, in the context of globalization and late modernity, has become a market agency and that the new face of the educational discourse of private institutions is interwoven with a social representation of education as a site of struggle and hegemonic dispute. Therefore, the research leads us to infer that, as the educational public policies based on hegemonic economy and on ideological assumptions of international agents (Global Bank, FMI, etc.) have become widespread, education has become an arena of dispute and a powerful economic product to the market of cultural and commercial industry, thus emphasizing a society in which everything is economically based

Análise de necessidades de inglês para fins específicos em um curso de graduação em turismo

This study presents the results of a survey conducted in the area of English for Specific Purposes (ESP) in order to identify (1) the learning needs of students in a course in Tourism, their desires and lacks, at a federal university, with respect to use of English; (2) the needs of the present situation of teachers and the coordinator of that course as to the language; (3) the needs of the target situation of professionals (graduates) and companies with respect to this language. This research is a case study (STAKE, 1998; YIN, 2009) and was used for data collection, instruments such as questionnaires, semi-structured interviews, and document on the Tourism Course. To this end, it was adopted the theoretical basis for the constructs of English for Specific Purposes (ESP) Inglês para Fins Específicos (IFE) in Brazil, also known as Inglês Instrumental, whose foundation is based on the work by Hutchinson and Waters (1987), Robinson (1991), Dudley-Evans and St. John (1998), Celani, Deyes, Holmes, Scott (2006), among others, since this work is devoted to a specific area, Tourism. Results show that students opined the ability to prioritize reading and speaking into the classroom. Professionals reported that the latter is an indispensable tool for entering the labor market, yet they feel unprepared and need to attend English language courses in private language schools. The testimony of company executives also point to this deficiency. Finally, the present situation of teachers reveals that, while advocating the use of English in the classroom, this is not because students prefer their mother tongue. There is also an evident lack of needs analysis. Eventually, the coordinator said that there is some uncertainty as to the methodology, content and language skills worked, and the lack of interaction among teachers of English. It was concluded, therefore, it is important to conduct a needs analysis so that one can redesign a course that meets the different contextual needs: students, teachers, coordination, represented by the institutional needs, and the labor market