análise experimental do efeito da diversificação em carteiras de ações: a relação entre risco e quantidade de ativos sob a ótica da estratégia ingênua

The objective is to analyze the relationship between risk and number of stocks of a portfolio for an individual investor when stocks are chosen by "naive strategy". For this, we carried out an experiment in which individuals select actions to reproduce this relationship. 126 participants were informed that the risk of first choice would be an asset average of all standard deviations of the portfolios consist of a single asset, and the same procedure should be used for portfolios composed of two, three and so on, up to 30 actions . They selected the assets they want in their portfolios without the support of a financial analysis. For comparison we also tested a hypothetical simulation of 126 investors who selected shares the same universe, through a random number generator. Thus, each real participant is compensated for random hypothetical investor facing the same opportunity. Patterns were observed in the portfolios of individual participants, characterizing the curves for the components of the samples. Because these groupings are somewhat arbitrary, it was used a more objective measure of behavior: a simple linear regression for each participant, in order to predict the variance of the portfolio depending on the number of assets. In addition, we conducted a pooled regression on all observations by analyzing cross-section. The result of pattern occurs on average but not for most individuals, many of which effectively "de-diversify" when adding seemingly random bonds. Furthermore, the results are slightly worse using a random number generator. This finding challenges the belief that only a small number of titles is necessary for diversification and shows that there is only applicable to a large sample. The implications are important since many individual investors holding few stocks in their portfolios

Análise do comportamento reológico de pastas de cimento contendo resíduos de pneu para poços de petróleo

The low tenacity presented by the Portland cement pastes used in the oil wells cementation has been motivating several researches with attention focused on alternative materials. Additives have been developed to generate flexible pastes with mechanical resistance capable to support the expansions and retractions of the metallic covering of the wells that submit to the steam injection, technique very used to increase the recovery factor in oil reservoirs with high viscosity. A fresh paste with inadequate rheological behavior may commit the cementation process seriously, involving flaws that affect the performance of the paste substantially in the hardened state. This work proposes the elaboration and the rheological analysis of Portland cement pastes with addition of residues of rubber tire in several proportions, with the aim of minimizing the damages provoked in the hem cementing of these wells. By thermogravimetric analysis, the particles of eraser that go by the sieve of 0,5mm (35 mesh) opening and treated superficially with NaOH solution of 1 mol/L presented appropriate thermal resistance for wells that submit to thermal cyclic. The evaluation of the study based on the results of the rheological analysis of the pastes, complemented by the mechanical analysis, thickening, stability, tenor of free water and filtrate loss, being used as parameter a paste reference, without rubber addition. The results showed satisfactory rheology, passive of few corrections; considerable loss of mechanical resistance (traction and compression), compensated by earnings of tenacity, however with established limits for its application in oil wells; satisfactory stability, free water and thickening time

Avaliação de concretos reforçados por confinamento com manta de fibra de vidro estrutural e pré-impreganada

Due to the occurrence of diseases in the use of structural reinforcements in composites, with presentation of concrete blanket detachment, has been identified the need to evaluate the performance of concrete reinforced with glass fiber. This study aims to evaluate these concretes by means of testing methodologies, using concrete with low resistance with structural reinforcement for confinement by preimpregnated glass fiber and traditional fiberglass blanket. The first stage of work was the development of methodologies for analysis, opting for four types, such as the acoustic survey, strength to compressive, the pull-off and ultrasound. Next, tests were carried out using the four selected methodologies in 30 of proof-of-specimens by 5x10 cm, 15 were reinforced with the traditional fiberglass blanket with 5specimens exposed to test a marine environment of marine coastline of Natal-RN and 15 were reinforced with a pre-impregnated glass fiber blanket, as well as 5specimens exposed to a test environment of the marine coastline of Natal-RN. After conducting the acoustic survey, it has been verified a lack of delaminating and air bubbles in the samples, confirming the absence of gross shortcomings in the implementation of the ribs both the traditional fiberglass blanket and in the preimpregnated fiber glass blanket. After carrying out methods of pull-off and compressive strengthening test it was observed that the reinforced proof-bodies with pre-impregnated glass blanket showed maximum stresses higher than the traditional fiberglass blanket; consequently a greater grip with the formation of a smaller area of . fracture, unlike traditional glass mat, which showed lower maximum stresses, with a greater area of fracture. It was also found that the traditional fiberglass blanket presented detachment of blanket-concrete interface, unlike the pre-impregnated fiberglass blanket, which showed a better grip on the blanket-concrete interface. In the trial of ultrasound there was no presence of cracks in the blanket-concrete interface, yielding to both blankets good compactness of the concrete. At the end of this work, they were developed and proposed two methods of testing for evaluation of reinforced concrete structures with composites, for standardization, the acoustic survey and pull-off

Otimização de superfícies seletivas de frequência com elementos pré-fractais utilizando rede neural MLP e algoritmos de busca populacional

This thesis describes design methodologies for frequency selective surfaces (FSSs) composed of periodic arrays of pre-fractals metallic patches on single-layer dielectrics (FR4, RT/duroid). Shapes presented by Sierpinski island and T fractal geometries are exploited to the simple design of efficient band-stop spatial filters with applications in the range of microwaves. Initial results are discussed in terms of the electromagnetic effect resulting from the variation of parameters such as, fractal iteration number (or fractal level), fractal iteration factor, and periodicity of FSS, depending on the used pre-fractal element (Sierpinski island or T fractal). The transmission properties of these proposed periodic arrays are investigated through simulations performed by Ansoft DesignerTM and Ansoft HFSSTM commercial softwares that run full-wave methods. To validate the employed methodology, FSS prototypes are selected for fabrication and measurement. The obtained results point to interesting features for FSS spatial filters: compactness, with high values of frequency compression factor; as well as stable frequency responses at oblique incidence of plane waves. This thesis also approaches, as it main focus, the application of an alternative electromagnetic (EM) optimization technique for analysis and synthesis of FSSs with fractal motifs. In application examples of this technique, Vicsek and Sierpinski pre-fractal elements are used in the optimal design of FSS structures. Based on computational intelligence tools, the proposed technique overcomes the high computational cost associated to the full-wave parametric analyzes. To this end, fast and accurate multilayer perceptron (MLP) neural network models are developed using different parameters as design input variables. These neural network models aim to calculate the cost function in the iterations of population-based search algorithms. Continuous genetic algorithm (GA), particle swarm optimization (PSO), and bees algorithm (BA) are used for FSSs optimization with specific resonant frequency and bandwidth. The performance of these algorithms is compared in terms of computational cost and numerical convergence. Consistent results can be verified by the excellent agreement obtained between simulations and measurements related to FSS prototypes built with a given fractal iteration

Estudo e implementação de um controlador preditivo generalizado bilinear compensado adaptativo

The present work presents the study and implementation of an adaptive bilinear compensated generalized predictive controller. This work uses conventional techniques of predictive control and includes techniques of adaptive control for better results. In order to solve control problems frequently found in the chemical industry, bilinear models are considered to represent the dynamics of the studied systems. Bilinear models are simpler than general nonlinear model, however it can to represent the intrinsic not-linearities of industrial processes. The linearization of the model, by the approach to time step quasilinear , is used to allow the application of the equations of the generalized predictive controller (GPC). Such linearization, however, generates an error of prediction, which is minimized through a compensation term. The term in study is implemented in an adaptive form, due to the nonlinear relationship between the input signal and the prediction error.Simulation results show the efficiency of adaptive predictive bilinear controller in comparison with the conventional.

Viabilidade da Utilização de Máquinas de Indução Convencionais como Motores sem Mancais Mecânicos

Electrical Motors transform electrical energy into mechanic energy in a relatively easy way. In some specific applications, there is a need for electrical motors to function with noncontaminated fluids, in high speed systems, under inhospitable conditions, or yet, in local of difficult access and considerable depth. In these cases, the motors with mechanical bearings are not adequate as their wear give rise to maintenance. A possible solution for these problems stems from two different alternatives: motors with magnetic bearings, that increase the length of the machine (not convenient), and the bearingless motors that aggregate compactness. Induction motors have been used more and more in research, as they confer more robustness to bearingless motors compared to other types of machines building with others motors. The research that has already been carried out with bearingless induction motors utilized prototypes that had their structures of stator/rotor modified, that differ most of the times from the conventional induction motors. The goal of this work is to study the viability of the use of conventional induction Motors for the beringless motors applications, pointing out the types of Motors of this category that can be more useful. The study uses the Finite Elements Method (FEM). As a means of validation, a conventional induction motor with squirrel-cage rotor was successfully used for the beringless motor application of the divided winding type, confirming the proposed thesis. The controlling system was implemented in a Digital Signal Processor (DSP)

Estudo da flamabilidade e resistência à chama de compósito de poliéster insaturado e fibra da folha do abacaxizeiro (PALF)

In the present research work, composites were prepared using pine apple leaf fibres (PALF) as reinforcement with unsaturated polyester resin as matrix, incorporating with fire retardant at different compositions. The PALF was obtained from the decortication of pine apple leaves obtained from Ramada 4 from Ielmo Marinho in the State of Rio Grande do Norte. The unsaturated polyester resin and the catalyzer were bought from the local establishment. The fire retardant, aluminium tri-hydroxide - Al(OH)3 was donated by Alcoa Alumínio S.A and was used in the proportions of 20%, 40% and 60% w/w. Initially the fibres were treated with 2% NaOH for 1 hour, to remove any impurities present on the fibre surface, such as wax, fat, pectin and pectate, in order to have a better adsorption of the fibres with the matrix as well as the flame retardant. The fibre mat was prepared in a mat preparator by immersion, developed in the Textile Engineering Laboratory, at the UFRN. The composites (300x300x3 mm) were prepared by compression molding and the samples (150x25x3 mm) for analysis of the properties were cut randomly using a laser cutter. Some of the cut samples were used to measure the smoke emission and fire resistance using UL94 standard. Mechanical tension-extension and flexural properties were carried in CTGás RN and the Laboratório de Metais e Ensaios Mecânicos Engenharia de Materiais UFRN , as well as SEM studies were carried out at Núcleo de Estudos em Petróleo e Gás Natural - UFRN . From the observed results, it was noted that, there was no marked influence of the fire retardant on the mechanical properties. Also in the water absorption test, the quantity of water absorbed was less in the sample with higher concentration of fire retardant. It was also observed that the increase in the proportion of the fire retardant increased the time of burning, may be due to the compactness of the composite due to the presence of fire retardant as a filling material even though it was meant to reduce the rate of inflammability of the composite

Tubulações de PRFV com adição de areia quartzosa visando sua aplicação na indústria do petróleo

Fillers are often added in composites to enhance performance and/or to reduce cost. Fiberglass pipes must meet performance requirements and industrial sand is frequently added for the pipe to be cost competitive. The sand is added to increase pipe wall thickness, thus increase pipe stiffness. The main goal of the present work is to conduct an experimental investigation between pipes fabricated with and without de addition of sand, to be used in the petroleum industry. Pipes were built using E-glass fibers, polyester resin and siliceous sand. The fabrication process used hand lay up and filament winding and was divided in two different parts: the liner and the structural wall. All tested pipes had the same liner, but different structural wall composition, which is the layer where siliceous sand may be added or not. The comparative investigation was developed considering the results of longitudinal tensile tests, hoop tensile tests, hydrostatic pressure leak tests and parallel-plate loading stiffness tests. SEM was used to analyze if the sand caused any damage to the glass fibers, during the fabrication process, because of the fiber-sand contact. The procedure was also used to verify the composite conditions after the hydrostatic pressure leak test. The results proved that the addition of siliceous sand reduced the leak pressure in about 17 %. In the other hand, this loss in pressure was compensated by a stiffness increment of more than 380 %. MEV analyses show that it is possible to find damage on the fiber-sand contact, but on a very small amount. On most cases, the contact occurs without damage evidences. In summary, the addition of sand filler represented a 27.8 % of cost reduction, when compared to a pipe designed with glass fiber and resin only. This cost reduction combined to the good mechanical tests results make siliceous sand filler suitable for fiberglass pressure pipes

Análise das curvas de luz do CoroT usando diferentes processos comparativos: estimando períodos de rotação estelar

One of the main goals of CoRoT Natal Team is the determination of rotation period for thousand of stars, a fundamental parameter for the study of stellar evolutionary histories. In order to estimate the rotation period of stars and to understand the associated uncertainties resulting, for example, from discontinuities in the curves and (or) low signal-to-noise ratio, we have compared three different methods for light curves treatment. These methods were applied to many light curves with different characteristics. First, a Visual Analysis was undertaken for each light curve, giving a general perspective on the different phenomena reflected in the curves. The results obtained by this method regarding the rotation period of the star, the presence of spots, or the star nature (binary system or other) were then compared with those obtained by two accurate methods: the CLEANest method, based on the DCDFT (Date Compensated Discrete Fourier Transform), and the Wavelet method, based on the Wavelet Transform. Our results show that all three methods have similar levels of accuracy and can complement each other. Nevertheless, the Wavelet method gives more information about the star, from the wavelet map, showing the variations of frequencies over time in the signal. Finally, we discuss the limitations of these methods, the efficiency to give us informations about the star and the development of tools to integrate different methods into a single analysis

A produção das perdas dentárias: narrativas de usuários do SUS

For a complete comprehension of the effect of tooth loss is necessary to listen to the patients that have it. This study, of qualitative approach, investigate, in the dental history of users of SUS, listening to his/her experiences with the services of dental care, the reason that lead his/her to dental lost and the repercussion of this in his/her life. The collect of data was made by narrative interview, obeying to a pre-defined schema. The subjects interviewed were six (three of urban zone and three of rural zone), all of them were users of Family Health Units. The criterions of inclusion were the followings: the presence of tooth lost (total lost in both dental arch or in one of them, or partial lost in at least six elements in one of the arches); age between 25 and 59; male or female; to live in municipal district of São Tomé/RN or Natal/RN. Based on previous interviews was elaborated the odontological history of each patient. Such narratives, systemized in odontological history, were analyzed taking as base the studies of Souza71 and the proposal of Schutze, suggested for Jovchelovitch, Bauer34. The results show that toothache was the main reason for the search of odontological care. The patients confront the ache with home-made medicaments, allopathic ones, and searching for dental care. The searching for exodontics was stimulated for geographic access difficulties or for repressed demand, which as a result produced the aggravation of the lesions and the discredit in restoration s treatment. The self-care practice of tooth-brush with juá or toothpaste and the controlled ingestion of sugar was not sufficient to avoid dental lost. Guilty sentiments were identified in relation with lack of care with teeth. The acceptance of dental lost as a natural factor is an important motivation in lack of pain and in the belief that it was a simple part of life in old age. Life with dental prosthesis makes clear the difference between which was natural and which was unnatural, and difficulties with the prosthesis appeared. The limitation of the prosthesis in its functional aspect can be compensated by esthetic restitution, making possible smiling expression. Starting with this study and considering the high number of dental lost, mainly in low-rent population, which live with toothless limitations or bad-quality prosthesis which do not rehabilitate adequately, we suggested the realization of qualitative researches which include, also, another actors in heath care services such as professionals and administrators

Nucleação de vortices e paredes de domínio em nanoestruturas magnéticas

We report a theoretical investigation of the magnetic phases and hysteresis of exchange biased ferromagnetic (F) nanoelements for three di erent systems: exchange biased nanoparticles, exchange biased narrow ferromagnetic stripes and exchange biased thin ferromagnetic lms. In all cases the focus is on the new e ects produced by suitable patterns of the exchange energy coupling the ferromagnetic nanoelement with a large anisotropy antiferromagnetic (AF) substrate. We investigate the hysteresis of iron and permalloy nanoparticles with a square basis, with lateral dimensions between 45 nm and 120 nm and thickness between 12 nm and 21 nm. Interface bias is aimed at producing large domains in thin lms. Our results show that, contrary to intuition, the interface exchange coupling may generate vortex states along the hysteresis loop. Also, the threshold value of the interface eld strength for vortex nucleation is smaller for iron nanoelements. We investigate the nucleation and depinning of an array of domain walls pinned at interface defects of a vicinal stripe/AF bilayer. The interface exchange eld displays a periodic pattern corresponding to the topology of the AF vicinal substrate. The vicinal AF substrate consists of a sequence of terraces, each with spins from one AF subalattice, alternating one another. As a result the interface eld of neighboring terraces point in opposite direction, leading to the nucleation of a sequence of domain walls in the ferromagnetic stripe. We investigated iron an permalloy micrometric stripes, with width ranging from 100 nm and 300 nm and thickness of 5 nm. We focused in domain wall sequences with same chirality and alternate chirality. We have found that for 100nm terraces the same chiraility sequence is more stable, requiring a larger value of the external eld for depinning. The third system consists of an iron lm with a thickness of 5 nm, exchange coupled to an AF substrate with a periodic distribution of islands where the AF spins have the opposite direction of the spins in the background. This corresponds to a two-sublattice noncompensated AF plane (such as the surface of a (100) FeF2 lm), with monolayer-height islands containing spins of one sublattice on a surface containing spins of the opposite sublattice. The interface eld acting in the ferromagnetic spins over the islands points in the opposite direction of that in the spins over the background. This a model system for the investigation of interface roughness e ects. We have studied the coercicivity an exchange bias hysteresis shift as a function of the distance between the islands and the degree of interface roughness. We have found a relevant reduction of coercivity for nearly compensated interfaces. Also the e ective hysteresis shift is not proportional to the liquid moment of the AF plane. We also developed an analytical model which reproduces qualitatively the results of numerical simulations

Análise da eficácia de um refrigerador doméstico com condensador modificado: revestimento com meio poroso dissipativo

The development of home refrigerators generally are compact and economic reasons for using simplified configuration. The thermodynamic coefficient of performance ( COP ) is limited mainly in the condenser design for reasons of size and arrangement ( layout ) of the project ( design ) and climatic characteristics of the region where it will operate. It is noteworthy that this latter limitation is very significant when it comes to a country of continental size like Brazil with diverse climatic conditions. The COP of the cycle depends crucially on the ability of heat dissipated in the condenser. So in hot climates like the northeast, north, and west-central dispel ability is highly attenuated compared to the south and southeast regions with tropical or subtropical climates when compared with other regions. The dissipation in compact capacitors for applications in domestic refrigeration has been the focus of several studies, that due to its impact on reducing costs and power consumption, and better use of the space occupied by the components of refrigeration systems. This space should be kept to a minimum to allow an increase in the useful storage volume of refrigerator without changing the external dimensions of the product. Due to its low cost manufacturing, wire on tube condensers continue to be the most advantageous option for domestic refrigeration. Traditionally, these heat exchangers are designed to operate under natural convection. Not always, the benefits of greater compactness of capacitors for forced outweigh the burden of pumping air through the external heat exchanger. In this work we propose an improvement in convective condenser changing it to a transfer mechanism combined in series with conductive pipes and wire to a moist convective porous medium and the porous medium to the environment. The porous media used in the coating was composed of a gypsum plaster impregnated fiber about a mesh of natural cellulosic molded tubular wire mesh about the original structure of the condenser , and then dried and calcined to greater adherence and increased porosity. The proposed configuration was installed in domestic refrigeration system ( trough ) and tested under the same conditions of the original configuration . Was also evaluated in the dry condition and humidified drip water under natural and forced with an electro - fan ( fan coil ) convection. Assays were performed for the same 134- refrigerant charge e under the same thermal cooling load. The performance was evaluated in various configurations, showing an improvement of about 72 % compared with the original configuration proposed in humidification and natural convection.

Análise experimental do efeito da diversificação em carteiras de ações: a relação entre risco e quantidade de ativos sob a ótica da estratégia ingênua

The objective is to analyze the relationship between risk and number of stocks of a portfolio for an individual investor when stocks are chosen by "naive strategy". For this, we carried out an experiment in which individuals select actions to reproduce this relationship. 126 participants were informed that the risk of first choice would be an asset average of all standard deviations of the portfolios consist of a single asset, and the same procedure should be used for portfolios composed of two, three and so on, up to 30 actions . They selected the assets they want in their portfolios without the support of a financial analysis. For comparison we also tested a hypothetical simulation of 126 investors who selected shares the same universe, through a random number generator. Thus, each real participant is compensated for random hypothetical investor facing the same opportunity. Patterns were observed in the portfolios of individual participants, characterizing the curves for the components of the samples. Because these groupings are somewhat arbitrary, it was used a more objective measure of behavior: a simple linear regression for each participant, in order to predict the variance of the portfolio depending on the number of assets. In addition, we conducted a pooled regression on all observations by analyzing cross-section. The result of pattern occurs on average but not for most individuals, many of which effectively "de-diversify" when adding seemingly random bonds. Furthermore, the results are slightly worse using a random number generator. This finding challenges the belief that only a small number of titles is necessary for diversification and shows that there is only applicable to a large sample. The implications are important since many individual investors holding few stocks in their portfolios