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

Estudo da síntese e sinterização de pós compósitos do sistema Ta-Cu

Ta-Cu bulk composites combine high mechanical resistance of the Ta with high electrical and thermal conductivity of the Cu. These are important characteristics to electrical contacts, microwave absorber and heat skinks. However, the low wettability of Ta under Cu liquid and insolubility mutual these elements come hard sintering this composite. High-energy milling (HEM) produces composite powders with high homogeneity and refines the grain size. This work focus to study Ta-20wt%Cu composite powders prepared by mechanical mixture and HEM with two different conditions of milling in a planetary ball mill and then their sintering using hydrogen plasma furnace and a resistive vacuum furnace. After milling, the powders were pressed in a steel dye at a pressure of 200 MPa. The cylindrical samples pressed were sintered by resistive vacuum furnace at 10-4torr with a sintering temperature at 1100ºC / 60 minutes and with heat rate at 10ºC/min and were sintered by plasma furnace with sintering temperatures at 550, 660 and 800ºC without isotherm under hydrogen atmosphere with heat rate at 80ºC/min. The characterizations of the powders produced were analyzed by scanning electron microscopy (SEM), x-ray diffraction (XRD) and laser granulometry. After the sintering the samples were analyzed by SEM, XRD and density and mass loss tests. The results had shown that to high intense milling condition produced composite particles with shorter milling time and amorphization of both phases after 50 hours of milling. The composite particles can produce denser structure than mixed powders, if heated above the Cu melting point. After the Cu to arrive in the melting point, liquid copper leaves the composite particles and fills the pores

Estudo da moagem de alta energia e sinterização de pós compósitos W-Cu

The Tungsten/copper composites are commonly used for electrical and thermal objectives like heat sinks and lectrical conductors, propitiating an excellent thermal and electrical conductivity. These properties are dependents of the composition, crystallite size and production process. The high energy milling of the powder of W-Cu produces an dispersion high and homogenization levels with crystallite size of W very small in the ductile Cu phase. This work discusses the effect of the HEM in preparation of the W-25Cu composite powders. Three techniques of powder preparation were utilized: milling the dry with powder of thick Cu, milling the dry with powder of fine Cu and milling the wet with powder of thick Cu. The form, size and composition of the particles of the powders milled were observed by scanning electron microscopy (SEM). The X-ray diffraction (XRD) was used to analyse the phases, lattice parameters, size and microstrain of the crystallite. The analyse of the crystalline structure of the W-25Cu powders milled made by Rietveld Method suggests the partial solid solubility of the constituent elements of the Cu in lattice of the W. This analyse shows too that the HEM produces the reduction high on the crystallite size and the increase in the lattice strain of both phases, this is more intense in the phase W

Caracterização de compósitos Nb-20%cu obtidos por moagem de alta energia e sinterizados por fase líquida

In this work, was studied the formation of a composite of the refractory metal niobium with copper, through the process of high-energy milling and liquid phase sintering. The HEM can be used to synthesize composite powders with high homogeneity and fine size particle distribution. It may also produce the solid solubility in immiscible systems such as Nb-Cu, or extend the solubility of systems with limited solubility. Therefore, in the immiscible system Cu-Nb, the high-energy milling was successfully used to obtain the composite powder particles. Initially, the formation of composite particles during the HEM and the effect of preparation technique on the microstructure of the material was evaluated. Four loads of Nb and Cu powders containing 20%wt Cu were synthesized by MAE in a planetary type ball mill under different periods of grinding. The influence of grinding time on the metal particles is evaluated during the process by the withdrawal of samples at intermediate times of milling. After compaction under different forces, the samples were sintered in a vacuum furnace. The liquid phase sintering of these samples prepared by HEM produced a homogeneous and fine grained. The composite particles forming the sintered samples are the addition of a hard phase (Nb) with a high melting point, and a ductile phase (Cu) with low melting point and high thermal and electrical conductivities. Based on these properties, the Nb-Cu system is a potential material for many applications, such as electrical contacts, welding electrodes, coils for generating high magnetic fields, heat sinks and microwave absorbers, which are coupled to electronic devices. The characterization techniques used in this study, were laser granulometry, used to evaluate the homogeneity and particle size, and the X-ray diffraction, in the phase identification and to analyze the crystalline structure of the powders during milling. The morphology and dispersion of the phases in the composite powder particles, as well the microstructures of the sintered samples, were observed by scanning electron microscopy (SEM). Subsequently, the sintered samples are evaluated for density and densification. And finally, they were characterized by techniques of measuring the electrical conductivity and microhardness, whose properties are analyzed as a function of the parameters for obtaining the composite

Obtenção de pós de tântalo metálico a partir da redução aluminotérmica com ignição a plasma

Metallic tantalum has a high commercial value due to intrinsic properties like excellent ductility, corrosion resistance, high melt and boiling points and good electrical and thermal conductivities. Nowadays, it is mostly used in the manufacture of capacitors, due to excellent dielectric properties of its oxides. In the nature, tantalum occurs in the form of oxide and it is extracted mainly from tantalite-columbite ores. The tantalum is usually produced by the reduction of its oxide, using reductants like carbon, silicon, calcium, magnesium and aluminum. Among these techniques, the aluminothermic reduction has been used as the industrial method to produce niobium, tantalum and their alloys, due to the easy removal of the Al and Al2O3 of the system, easing further refining. In conventional aluminothermic reduction an electrical resistance is used to trigger the reaction. This reaction self-propagates for all the volume of material. In this work, we have developed a novel technique of aluminothermic reduction that uses the hydrogen plasma to trigger the reaction. The results obtained by XRD, SEM and EDS show that is possible to obtain a compound rich in tantalum through this technique of aluminothermic reduction in the plasma reactor

Nanopartíulas de magnetita com oxacilina obtida por moagem de alta energia para aplicações biomédicas

The drug targeting has been the subject of extensive studies in order to develop site-specific treatments that minimize side effects and become more effective anticancer therapy. Despite considerable interest in this class, drugs like antibiotics also have limitations, and have been neglected. Using new pharmaceutical technologies, the use of magnetic vectors appear as promising candidate for drug delivery systems in several studies. Small magnetic particles bound to the drug of interest can be modulated according to the orientation of a magnet outside the body, locating and holding in a specific site. In this work, we propose the use of High Energy Milling (HEM) for synthesis of a magnetic vector with characteristics suitable for biomedical applications by intravenous administration, and for the formation of an oxacillin-carrier complex to obtain a system for treating infections caused by Staphylococcus aureus. The results of the variation of milling time showed that the size and structural properties of the formed material change with increasing milling time, and in 60 hours we found the sample closest to the ideal conditions of the material. The vector-drug system was studied in terms of structural stability and antimicrobial activity after the milling process, which revealed the integrity of the oxacillin molecule and its bactericidal action on cultures of Staphylococcus aureus ATCC

Tecendo Papéis:viagem pelos saberes e práticas do ensino de arte

Nowdays, recycling became a relevant social and educational aim among many other factors, which involve balance between man and nature. This study relates the experiences with the production of recycled handmade paper directed at the teaching in Universidade Federal do Rio Grande do Norte UFRN, and through workshops of carnauba recycled handcrafts papers as a pioneer activity accomplished at the Felix Rodrigues Foundation, in the city of Pendências, Açu Valley, Rio Grande do Norte. A bibliographic review was done about the history of handmade paper and a discussion about carnauba´s paper artistic possibilities in art-education. Analyses within the context of art teaching, accordingly to Ana Mae Barbosa´s triangle propose and, also, Buoro, Ostrower and Nachmanovitch´s pedagogy of art. It deals with a group of artisans in order to establish the nature of their relationship and the possibilities of achieving more ecological awareness. Finally, we intend to realize a dialogue with Morin and other authors

Estudo de um compósito Nb-15%pCu obtidos por moagem de alta energia e sinterizados por fase líquida

There is great difficulty in forming a composite refractory metal niobium with copper. This is due to the fact that Nb-Cu system is almost mutually immiscible and may be neglected solubility between them. These properties hinder or prevent obtaining homogeneous and high-density structures, conventionally prepared. This study aims to analyze the use of high-energy milling process (MAE) to implement these natural difficulties, with regard to the densification of the sintered bodies. The MAE and the press were used in the preparation of powders, to obtain a fine and homogeneous distribution of the grain size. Four loads Nb and Cu powders containing 15% by weight of Cu were then milled for MAE in a planetary type ball mill under various milling times and speeds. The results obtained by MAE were analyzed by scanning electron microscopy (SEM), according to the parameters of time and grinding speed. The samples were compacted under pressure of 200 MPa, were then sintered in liquid phase in a vacuum furnace at temperatures of 1100 ° C / 60 min and 1200 ° C / 60 min. Then it was used to characterize diffraction of X-rays to identify the phases. The microstructures of the sintered samples were observed and evaluated using scanning electron microscopy (SEM). Vickers Microhardness tests were performed, obtaining higher values for the sintered bodies in the largest of the post milling times and the larger grinding speeds. It was found that the liquid phase sintering of the samples that were processed by MAE produced at the end of a homogeneous and densified structure in 77,4% relative to the value of the theoretical density of the composite

Estudo de duas pseudoligas de Nb-Cu obtidas pela rota da metalurgia do pó

The Nb-Cu pseudoalloys present themselves as potential substitutes for the alloys from a well known system and already commercially applied, as the W-Cu alloys, used in applications such as heat sinks, electrical contacts and coils for the generation of high magnetic fields. Because it is an immiscible system, where there is mutual insolubility and low wettability of the liquid Cu on the Nb surface, the processing route used in this work was the Powder Metallurgy. Two Nb alloys were used, with additions of 10% and 20% in weight of Cu, and times of 20, 30 and 40 hours for the high energy milling of the starting powders. The milling evolution of the powders is presented through the characterization techniques, such as the LASER diffraction for particle size, XRD, SEM, EDS, DSC, dilatometry, TEM and chemical analysis. After the milling, portions of the loads were submitted to the annealing heat treatment. The process used for the samples consolidation was the hot pressing, which has been applied both on some milled powders samples, as on the annealed powders. Subsequent heat treatments were performed in the samples at temperatures of 1000ºC (solid phase) and 1100ºC (in the Cu liquid phase). All sets of consolidated samples, and also the two sets of the heat treated, were analyzed by XRD, SEM, EDS, density and Vickers microhardness. Moreover, other Nb powder samples with 10% and 20% in weight of Cu obtained by simple mechanical mixing, were consolidated, thermally treated and characterized with the same techniques applied to the others, and the results were compared among themselves. Despite the difficulty of consolidation and densification of the two pseudoalloys of the Nb-Cu system of this study, on the route that passes through the HEM, samples were obtained with densities around 90% of the theoretical density. And, on the processing route of which were only mixed, the values reached up to 97%. Therefore, in this work are also emphasized the processes that made possible these results.

Efeito da adição de WC e Co na sinterização e propriedades mecânicas da alumina

Composites based on alumina (Al2O3), tungsten carbide (WC) and cobalt (Co) exhibit specific properties such as low density, high oxidation resistance, high melting point and high chemical inertia. That composite shows to be a promising material for application in various fields of engineering. In this work, the mechanical properties of the composite (Al2O3 – WC – Co), particularly density and hardness, were evaluated according to the effects of the variables of powder processing parameters, green compact and sintered. Powder composites with the composition of 80 wt% Al2O3, 18 wt% WC and 2 wt% Co were processed by high energy ball milling in a planetary mill for 50 hours as well as mixed by manual mixing in a glass vessel with the same proportion. Samples were collected (2, 10, 20, 30, 40 and 50 hours) during the milling process. Then, the powders were compacted in a cylindrical die with 5 mm in diameter in a uniaxial press with pressures of 200 and 400 MPa. The sintering was in two stages: first, the solid phase sintering was performed at 1126 and 1300 °C for 1 hour with a heating rate of 10 °C/min in a resistive furnace under argon atmosphere for green samples compacted in 200 and 400 MPa; the second sintering was performed on dilatometer in solid phase at 1300 °C for green sample compacted in 200 MPa, another sintering also was performed on dilatometer, this time in liquid phase at 1550 °C for green samples compacted in 200 and 400 MPa, with the same parameters used in resistive furnace. The raw materials were characterized by X – ray diffraction (XRD), X – ray fluorescence (XRF), scanning electron microscopy (SEM), energy dispersive spectroscopy (EDS) and laser particlemeter. The sintered samples were subjected to microhardness testing. The results showed that high energy milling achieved to the objectives regarding the particle size and the dispersion of composite phases. However, the hardness did not achieve to significant results, this is an indication that the composite has low fracture toughness.

Efeito da adição de WC e Co na sinterização e propriedades mecânicas da alumina

Composites based on alumina (Al2O3), tungsten carbide (WC) and cobalt (Co) exhibit specific properties such as low density, high oxidation resistance, high melting point and high chemical inertia. That composite shows to be a promising material for application in various fields of engineering. In this work, the mechanical properties of the composite (Al2O3 – WC – Co), particularly density and hardness, were evaluated according to the effects of the variables of powder processing parameters, green compact and sintered. Powder composites with the composition of 80 wt% Al2O3, 18 wt% WC and 2 wt% Co were processed by high energy ball milling in a planetary mill for 50 hours as well as mixed by manual mixing in a glass vessel with the same proportion. Samples were collected (2, 10, 20, 30, 40 and 50 hours) during the milling process. Then, the powders were compacted in a cylindrical die with 5 mm in diameter in a uniaxial press with pressures of 200 and 400 MPa. The sintering was in two stages: first, the solid phase sintering was performed at 1126 and 1300 °C for 1 hour with a heating rate of 10 °C/min in a resistive furnace under argon atmosphere for green samples compacted in 200 and 400 MPa; the second sintering was performed on dilatometer in solid phase at 1300 °C for green sample compacted in 200 MPa, another sintering also was performed on dilatometer, this time in liquid phase at 1550 °C for green samples compacted in 200 and 400 MPa, with the same parameters used in resistive furnace. The raw materials were characterized by X – ray diffraction (XRD), X – ray fluorescence (XRF), scanning electron microscopy (SEM), energy dispersive spectroscopy (EDS) and laser particlemeter. The sintered samples were subjected to microhardness testing. The results showed that high energy milling achieved to the objectives regarding the particle size and the dispersion of composite phases. However, the hardness did not achieve to significant results, this is an indication that the composite has low fracture toughness.

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

Estudo da síntese e sinterização de pós compósitos do sistema Ta-Cu

Ta-Cu bulk composites combine high mechanical resistance of the Ta with high electrical and thermal conductivity of the Cu. These are important characteristics to electrical contacts, microwave absorber and heat skinks. However, the low wettability of Ta under Cu liquid and insolubility mutual these elements come hard sintering this composite. High-energy milling (HEM) produces composite powders with high homogeneity and refines the grain size. This work focus to study Ta-20wt%Cu composite powders prepared by mechanical mixture and HEM with two different conditions of milling in a planetary ball mill and then their sintering using hydrogen plasma furnace and a resistive vacuum furnace. After milling, the powders were pressed in a steel dye at a pressure of 200 MPa. The cylindrical samples pressed were sintered by resistive vacuum furnace at 10-4torr with a sintering temperature at 1100ºC / 60 minutes and with heat rate at 10ºC/min and were sintered by plasma furnace with sintering temperatures at 550, 660 and 800ºC without isotherm under hydrogen atmosphere with heat rate at 80ºC/min. The characterizations of the powders produced were analyzed by scanning electron microscopy (SEM), x-ray diffraction (XRD) and laser granulometry. After the sintering the samples were analyzed by SEM, XRD and density and mass loss tests. The results had shown that to high intense milling condition produced composite particles with shorter milling time and amorphization of both phases after 50 hours of milling. The composite particles can produce denser structure than mixed powders, if heated above the Cu melting point. After the Cu to arrive in the melting point, liquid copper leaves the composite particles and fills the pores

Estudo da moagem de alta energia e sinterização de pós compósitos W-Cu

The Tungsten/copper composites are commonly used for electrical and thermal objectives like heat sinks and lectrical conductors, propitiating an excellent thermal and electrical conductivity. These properties are dependents of the composition, crystallite size and production process. The high energy milling of the powder of W-Cu produces an dispersion high and homogenization levels with crystallite size of W very small in the ductile Cu phase. This work discusses the effect of the HEM in preparation of the W-25Cu composite powders. Three techniques of powder preparation were utilized: milling the dry with powder of thick Cu, milling the dry with powder of fine Cu and milling the wet with powder of thick Cu. The form, size and composition of the particles of the powders milled were observed by scanning electron microscopy (SEM). The X-ray diffraction (XRD) was used to analyse the phases, lattice parameters, size and microstrain of the crystallite. The analyse of the crystalline structure of the W-25Cu powders milled made by Rietveld Method suggests the partial solid solubility of the constituent elements of the Cu in lattice of the W. This analyse shows too that the HEM produces the reduction high on the crystallite size and the increase in the lattice strain of both phases, this is more intense in the phase W

Caracterização de compósitos Nb-20%cu obtidos por moagem de alta energia e sinterizados por fase líquida

In this work, was studied the formation of a composite of the refractory metal niobium with copper, through the process of high-energy milling and liquid phase sintering. The HEM can be used to synthesize composite powders with high homogeneity and fine size particle distribution. It may also produce the solid solubility in immiscible systems such as Nb-Cu, or extend the solubility of systems with limited solubility. Therefore, in the immiscible system Cu-Nb, the high-energy milling was successfully used to obtain the composite powder particles. Initially, the formation of composite particles during the HEM and the effect of preparation technique on the microstructure of the material was evaluated. Four loads of Nb and Cu powders containing 20%wt Cu were synthesized by MAE in a planetary type ball mill under different periods of grinding. The influence of grinding time on the metal particles is evaluated during the process by the withdrawal of samples at intermediate times of milling. After compaction under different forces, the samples were sintered in a vacuum furnace. The liquid phase sintering of these samples prepared by HEM produced a homogeneous and fine grained. The composite particles forming the sintered samples are the addition of a hard phase (Nb) with a high melting point, and a ductile phase (Cu) with low melting point and high thermal and electrical conductivities. Based on these properties, the Nb-Cu system is a potential material for many applications, such as electrical contacts, welding electrodes, coils for generating high magnetic fields, heat sinks and microwave absorbers, which are coupled to electronic devices. The characterization techniques used in this study, were laser granulometry, used to evaluate the homogeneity and particle size, and the X-ray diffraction, in the phase identification and to analyze the crystalline structure of the powders during milling. The morphology and dispersion of the phases in the composite powder particles, as well the microstructures of the sintered samples, were observed by scanning electron microscopy (SEM). Subsequently, the sintered samples are evaluated for density and densification. And finally, they were characterized by techniques of measuring the electrical conductivity and microhardness, whose properties are analyzed as a function of the parameters for obtaining the composite