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

Arquitetura de Software para Barcos Robóticos

We propose in this work a software architecture for robotic boats intended to act in diverse aquatic environments, fully autonomously, performing telemetry to a base station and getting this mission to be accomplished. This proposal aims to apply within the project N-Boat Lab NatalNet DCA, which aims to empower a sailboat navigating autonomously. The constituent components of this architecture are the memory modules, strategy, communication, sensing, actuation, energy, security and surveillance, making these systems the boat and base station. To validate the simulator was developed in C language and implemented using the graphics API OpenGL resources, whose main results were obtained in the implementation of memory, performance and strategy modules, more specifically data sharing, control of sails and rudder and planning short routes based on an algorithm for navigation, respectively. The experimental results, shown in this study indicate the feasibility of the actual use of the software architecture developed and their application in the area of autonomous mobile robotics

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