Análise comparativa e teste empírico da validade dos modelos CAPM tradicional e condicional: o caso das ações da Petrobrás

ALVES, Janaína da Silva. Análise comparativa e teste empírico da validade dos modelos CAPM tradicional e condicional: o caso das ações da Petrobrás. Revista Ciências Administrativas, Fotaleza, v. 13, n. 1, p.147-157, ago. 2007.

Identificação não linear usando uma rede fuzzy wavelet neural network modificada

In last decades, neural networks have been established as a major tool for the identification of nonlinear systems. Among the various types of networks used in identification, one that can be highlighted is the wavelet neural network (WNN). This network combines the characteristics of wavelet multiresolution theory with learning ability and generalization of neural networks usually, providing more accurate models than those ones obtained by traditional networks. An extension of WNN networks is to combine the neuro-fuzzy ANFIS (Adaptive Network Based Fuzzy Inference System) structure with wavelets, leading to generate the Fuzzy Wavelet Neural Network - FWNN structure. This network is very similar to ANFIS networks, with the difference that traditional polynomials present in consequent of this network are replaced by WNN networks. This paper proposes the identification of nonlinear dynamical systems from a network FWNN modified. In the proposed structure, functions only wavelets are used in the consequent. Thus, it is possible to obtain a simplification of the structure, reducing the number of adjustable parameters of the network. To evaluate the performance of network FWNN with this modification, an analysis of network performance is made, verifying advantages, disadvantages and cost effectiveness when compared to other existing FWNN structures in literature. The evaluations are carried out via the identification of two simulated systems traditionally found in the literature and a real nonlinear system, consisting of a nonlinear multi section tank. Finally, the network is used to infer values of temperature and humidity inside of a neonatal incubator. The execution of such analyzes is based on various criteria, like: mean squared error, number of training epochs, number of adjustable parameters, the variation of the mean square error, among others. The results found show the generalization ability of the modified structure, despite the simplification performed

Sistema de navegação para robôs móveis autônomos

The main task and one of the major mobile robotics problems is its navigation process. Conceptualy, this process means drive the robot from an initial position and orientation to a goal position and orientation, along an admissible path respecting the temporal and velocity constraints. This task must be accomplished by some subtasks like robot localization in the workspace, admissible path planning, trajectory generation and motion control. Moreover, autonomous wheeled mobile robots have kinematics constraints, also called nonholonomic constraints, that impose the robot can not move everywhere freely in its workspace, reducing the number of feasible paths between two distinct positions. This work mainly approaches the path planning and trajectory generation problems applied to wheeled mobile robots acting on a robot soccer environment. The major dificulty in this process is to find a smooth function that respects the imposed robot kinematic constraints. This work proposes a path generation strategy based on parametric polynomials of third degree for the 'x' and 'y' axis. The 'theta' orientation is derived from the 'y' and 'x' relations in such a way that the generated path respects the kinematic constraint. To execute the trajectory, this work also shows a simple control strategy acting on the robot linear and angular velocities

Estudo dos efeitos comportamentais do neuropeptídeos em camundongos submetidos a modelos animais de Parkinson

Neuropeptide S (NPS) is the endogenous ligand of a G-protein coupled receptor. Preclinical studies have shown that NPSR receptor activation can promote arousal, anxiolytic-like behavioral, decrease in food intake, besides hyperlocomotion, which is a robust but not well understood phenomenon. Previous findings suggest that dopamine transmission plays a crucial role in NPS hyperactivity. Considering the close relationship between dopamine and Parkinson Disease (PD), and also that NPSR receptors are expressed on dopaminergic nuclei in the brain, the current study attempted to investigate the effects of NPS in motor deficits induced by intracerebroventricular (icv) administration of 6-OHDA and systemic administration of haloperidol. Motor deficits induced by 6-OHDA and haloperidol were evaluated on Swiss mice in the rota-rod and catalepsy test. Time on the rotating rod and time spent immobile in the elevated bar were measured respectively in each test. L-Dopa, a classic antiparkinsonian drug, and NPS were administrated in mice submitted to one of the animal models of PD related above. 6-OHDA injection evoked severe motor impairments in rota-rod test, while the cataleptic behavior of 6-OHDA injected mice was largely variable. The administration of L-Dopa (25 mg/kg) and NPS (0,1 and 1 nmol) reversed motor impairments induced by 6-OHDA in the rota-rod. Haloperidolinduced motor deficits on rota-rod and catalepsy tests which were reversed by L-Dopa (100 e 400 mg/kg), but not by NPS (0,1 and 1 nmol) administration. The association of L-Dopa 10 mg/kg and NPS 1 nmol was also unable to counteract haloperidol-induced motor deficits. To summarize, 6-OHDA-, but not haloperidol-, induced motor deficits were reversed by the central administration of NPS. These data suggest that NPS possibly facilitates dopamine release in basal ganglia, what would explain the overcome of motor performance promoted by NPS administration in animals pretreated with 6-OHDA, but not haloperidol. Finally, the presented findings point, for the first time, to the potential of NPSR agonist as an innovative treatment for PD.