4 resultados para equilibrium asset pricing models with latent variables
em Universidade Federal do Rio Grande do Norte(UFRN)
Resumo:
In recent decades, changes have been occurring in the telecommunications industry, allied to competition driven by the policies of privatization and concessions, have fomented the world market irrefutably causing the emergence of a new reality. The reflections in Brazil have become evident due to the appearance of significant growth rates, getting in 2012 to provide a net operating income of 128 billion dollars, placing the country among the five major powers in the world in mobile communications. In this context, an issue of increasing importance to the financial health of companies is their ability to retain their customers, as well as turn them into loyal customers. The appearance of infidelity from customer operators has been generating monthly rates shutdowns about two to four percent per month accounting for business management one of its biggest challenges, since capturing a new customer has meant an expenditure greater than five times to retention. For this purpose, models have been developed by means of structural equation modeling to identify the relationships between the various determinants of customer loyalty in the context of services. The original contribution of this thesis is to develop a model for loyalty from the identification of relationships between determinants of satisfaction (latent variables) and the inclusion of attributes that determine the perceptions of service quality for the mobile communications industry, such as quality, satisfaction, value, trust, expectation and loyalty. It is a qualitative research which will be conducted with customers of operators through simple random sampling technique, using structured questionnaires. As a result, the proposed model and statistical evaluations should enable operators to conclude that customer loyalty is directly influenced by technical and operational quality of the services offered, as well as provide a satisfaction index for the mobile communication segment
Resumo:
Building design is an effective way to achieve HVAC energy consumption reduction. However, this potentiality is often neglected by architects due to the lack of references to support design decisions. This works intends to propose architectural design guidelines for energy efficiency and thermal performance of Campus/UFRN buildings. These guidelines are based on computer simulations results using the software DesignBuilder. The definition of simulation models has begun with envelope variables, partially done after a field study of thirteen buildings at UFRN/Campus. This field study indicated some basic envelope patterns that were applied in simulation models. Occupation variables were identified with temperature and energy consumption monitoring procedures and a verification of illumination and equipment power, both developed at the Campus/UFRN administration building. Three simulation models were proposed according to different design phases and decisions. The first model represents early design decisions, simulating the combination of different types of geometry with three levels of envelope thermal performance. The second model, still as a part of early design phase, analyses thermal changes between circulation halls lateral and central and office rooms, as well as the heat fluxes and monthly temperatures in each circulation hall. The third model analyses the influence of middle-design and detail design decisions on energy consumption and thermal performance. In this model, different solutions of roofs, shading devices, walls and external colors were simulated. The results of all simulation models suggest a high influence of thermal loads due to the incidence of solar radiation on windows and surfaces, which highlights the importance of window shading devices, office room orientation and absorptance of roof and walls surfaces
Resumo:
We propose a new paradigm for collective learning in multi-agent systems (MAS) as a solution to the problem in which several agents acting over the same environment must learn how to perform tasks, simultaneously, based on feedbacks given by each one of the other agents. We introduce the proposed paradigm in the form of a reinforcement learning algorithm, nominating it as reinforcement learning with influence values. While learning by rewards, each agent evaluates the relation between the current state and/or action executed at this state (actual believe) together with the reward obtained after all agents that are interacting perform their actions. The reward is a result of the interference of others. The agent considers the opinions of all its colleagues in order to attempt to change the values of its states and/or actions. The idea is that the system, as a whole, must reach an equilibrium, where all agents get satisfied with the obtained results. This means that the values of the state/actions pairs match the reward obtained by each agent. This dynamical way of setting the values for states and/or actions makes this new reinforcement learning paradigm the first to include, naturally, the fact that the presence of other agents in the environment turns it a dynamical model. As a direct result, we implicitly include the internal state, the actions and the rewards obtained by all the other agents in the internal state of each agent. This makes our proposal the first complete solution to the conceptual problem that rises when applying reinforcement learning in multi-agent systems, which is caused by the difference existent between the environment and agent models. With basis on the proposed model, we create the IVQ-learning algorithm that is exhaustive tested in repetitive games with two, three and four agents and in stochastic games that need cooperation and in games that need collaboration. This algorithm shows to be a good option for obtaining solutions that guarantee convergence to the Nash optimum equilibrium in cooperative problems. Experiments performed clear shows that the proposed paradigm is theoretical and experimentally superior to the traditional approaches. Yet, with the creation of this new paradigm the set of reinforcement learning applications in MAS grows up. That is, besides the possibility of applying the algorithm in traditional learning problems in MAS, as for example coordination of tasks in multi-robot systems, it is possible to apply reinforcement learning in problems that are essentially collaborative
Resumo:
Many surveys are conducted comparing oral health conditions with individual variables, such as socioeconomic and demographic factors. However, in the same way that individuals differ among themselves, the groups also have their own characteristics and the effects of this differentiation must be researched. Brazil, despite being one of the major economic powers of the world and shows an improvement in the average value of its health indicators, is also one of the most unequal and remains among the countries with the greatest health inequities. The purpose of this study was to investigate the importance of social determinants on the contextual level oral health among Brazilian adolescents, population not much researched by the literature. The research was made using an ecological approach in order to identify possible inequalities between cities and capitals. Using data from SBBrasil 2010 it was evaluated less common outcomes (loss of first molar, dental care index and T-Health) which provide information on the degree of morbidity of caries and health level of dental tissues, in addition to analyze the related services. The association of these oral health indicators with socioeconomic factors such as income, employment, education and inequality, collected from Census 2010, was analyzed by simple and multiple linear regressions. The study included the 27 state capitals and four clusters representing the municipalities of the country. It was possible to see better access to services in locations with better income distribution. However, the strong association of contextual factors related to poverty, low levels of education and poor housing and jobs with poorer levels of oral health in adolescents seems to overshadow the effects of income inequalities on dental caries in the country. In some locations, particularly within the North and Northeast, whichever one keeps dentistry mutilating, whose effects are already noticeable in its adolescent population. Access to restorative services in Brazil remains limited and unequal. The results of this study highlight the inequities in oral health in the country and show the need of the inclusion of new perspectives on the traditional approach of Preventive Dentistry and education models in Dentistry. Tackling health inequalities in oral health in the country requires the cooperation of various actors involved in the process and the inclusion of oral health in the context of overall health. The social determinants approach, as well as evaluating the distribution of oral diseases in the country and its inclusion in the context of overall health, should guide the implementation of programs and oral health practices in order to contribute to the reduction of inequalities