Modelagem matemática aplicada a precificação de opções

The mathematical models are critical to determine theoretical prices of options and analyze whether they are overrated or underrated. This information strongly influence in operations carried out by the investor. Therefore, it is necessary that the employee model present high degree of reliability and be consistent with the reality of investment to which it is intended. In this sense, this dissertation aims to apply the steps of mathematical modeling in the Pricing of options for decision making in the investment of a hydroelectric power plant. Was used a Monte Carlo simulation, with the Latin Hypercube Method, to determine the volatility of returns of the project. In order to validate the proposed model, compared to the results found by the Binomial Model, which is one of the models most used in this type of investment. The results reinforce the hypothesis that the mathematical modeling with the Binomial Model is critical to investment decision-making in hydroelectric power

O ensino da lógica na educação básica

This work has as its aims to offer a general view on the teaching of logics in the basic education by means of different materials on the theme. There are highlighted considerations on academic works in the area of math education that claims the teaching of logics on basic education as a means of developing the reason and promote the learning. It is done a bibliographic review on works that approach the theory of formal logics that presents different ways of working the teaching of logics. The curricular proposition of São Paulo State for the Math area is analyzed and its characteristics are discussed. The learning evaluation in a large federal scale for the teaching of middle and basic education are detailed in its matrix of references and content approached in its editions searching the evidences of a logical reasoning worth. A portal M3 Multimedia math is presented in activities in video format for the teaching of logics. After an analyze of the references where the focus was related to the learning of Math by means of an approaching where logics acts as a tool. It is possible to consider that there is a relevant number of researches and publishing in the area of Math education that approaches the concepts of formal logics. There is also evidences of a changing in National and State orientations for a basic education that reflects in its didactics resources and evaluations in a large scale. Even though, we can face difficulties on implementation of these proposes that is pointed out by constant critics by teachers concerning the changes in the resources and cited evaluations by the resistance of a considerable percentage of teachers to adopt the didactics materials distributed by the State and by the low performance of students in Public Schools in tests of learning

Análise da demanda de fertilizantes no Brasil: um estudo econométrico através da modelagem arima

A simulação de tendências futuras no setor de fertilizantes encaminha o produtor rural a prevenir-se de bruscas variações de preços, possibilitando maior poder de concorrência no cenário internacional. Para tanto, propõe-se a utilização da metodologia ARIMA para se estimar a demanda do consumo de fertilizantes no Brasil. Primeiramente revisitando a literatura especializada, obtendo informações históricas relevantes, além de avaliar as vicissitudes do cenário atual. A segunda parte introduz os conceitos da metodologia ARIMA , e encerrando com a apresentação dos dados e análises estatísticas da previsão 2012 à 2016

Modelagem para identificação de indicadores de eficiência energética para edificações e plantas industriais

Pós-graduação em Engenharia Mecânica - FEG

Expressão heteróloga e modelagem de uma enzima lipolítica utilizando a abordagem metagenômica

Pós-graduação em Microbiologia Agropecuária - FCAV

Algumas interseções entre projetos e modelagem no contexto da Educação Matemática

In this article we present a theoretical study on possible intersections between MathematicalModeling and Projects regarding mathematics classes. Thus, we report a brief historical perspectiveon the use of Projects within the educational context. We also present a variety of conceptionsand meanings of the words Projects and Modeling. We found that, regarding the conception ofModeling assumed, there are intersections with the elements that form the idea of Projects. Theliterature then shows that essential aspects for the development of a Project are present when oneworks with Modeling. At this intersection, Modeling Projects can be elaborated.

Usando o ATSP na Modelagem do Problema Integrado de Produção de Bebidas

Neste trabalho, propomos um modelo integrado de dimensionamento de lotes e programação da produção monomáquina para uma fábrica de refrigerantes de pequeno porte. As decisões de dimensionamento foram baseadas em um modelo encontrado na literatura e as decisões de sequenciamento foram modeladas utilizando restrições do problema do caixeiro viajante assimétrico. Para a validação do modelo proposto foram feitos testes computacionais com exemplares gerados aleatoriamente, e também exemplares baseados em dados reais obtidos da literatura. Os exemplares foram resolvidos pelo método Branch-and-Cut incluído no pacote computacional CPLEX 10.0. Os resultados mostram que o modelo proposto representa o planejamento da produção em fábricas de bebidas monomáquinas e que, em algumas situações, produz resultados melhores que o modelo da literatura.

Modelagem computacional das túnicas cardíacas para processamento e controle de qualidade

This paper considers a study of the anatomical features of the cardiac system and a three-dimensional model of the different tunics that comprise the heart wall, for processing and quality control of radiological images. The structures are built by the layer overlapping method, where a layer can be understood as a slice of the three-dimensional object. The pericardium, myocardium and endocardium were represented with three-dimensional cylinders and hexagons. The spatial arrangement of the cardiac system is determined by an background image of a real model, which values are defined according to the shape of the region and on the anatomical patients characteristics. The results are significant, considering the anatomical structures details, as well as the representation of the thicknesses of the regions of the heart wall. The validation of the anatomical model was accomplished through comparisons with dimensions obtained from a real model and allows verifying that the model is appropriate. The degree of representation will allow the verification of the influence of radiological parameters, morphometric peculiarities and stage of the diseases on the quality of the images, as well as on the performance of the Computer-Aided Diagnosis (CAD).

Modelagem de processos de negócios: uma proposta no serviço de atendimento ao usuário da biblioteca da Unesp Guaratinguetá

This work is a study on the Technical Service Library and Documentation Prof. Carlos Alberto de Buarque Borges , on the Faculdade de Engenharia de Guaratinguetá , regarding to the service user , aiming to detect and analyze the current problems and suggesting improvements that could result in optimization of care and increased quality of services. For this, was chosen the methodology of Business Processes Modeling, which enabled the detailing of the processes implemented in the library and the identification the critical points , as low investment and short number of employees, which made possible suggest ways to improve the quality of service to users, as awareness campaigns and the implementation of an system to input the literature needed for each course

Estimação do número de internações por doenças respiratórias utilizando lógica fuzzy tipo-2 intervalar

In this work was developed a fuzzy computational model type-2 predictive interval, using the software of the type-2 fuzzy MATLAB toolbox, the final idea is to estimate the number of hospitalizations of patients with respiratory diseases. The interest in the creation of this model is to assist in decision makeshift hospital environment, where there are no medical or professional equipment available to provide the care that the population need. It began working with the study of fuzzy logic, the fuzzy inference system and fuzzy toolbox. Through a real database provided by the Departamento de Informática do Sistema Único de Saúde (DATASUS) and Companhia de Tecnologia de Saneamento Básico (CETESB), was possible to start the model. The analyzed database is composed of the number of patients admitted with respiratory diseases a day for the public hospital in São José dos Campos, during the year 2009 and by factors such as PM10, SO2, wind and humidity. These factors were analyzed as input variables and, through these, is possible to get the number of admissions a day, which is the output variable of the model. For data analysis we used the fuzzy control method type-2 Mamdani. In the following steps the performance developed in this work was compared with the performance of the same model using fuzzy logic type-1. Finally, the validity of the models was estimated by the ROC curve

Modelagem do resfriamento para a zona termicamente afetada pela soldagem de tubos de aço carbono

Because the high consumption of welded pipe for exploration and conduction oil and gas, optimization of manufacturing processes is necessary to obtain better productivity, efficiency and cost reduction. The objective of this study is to analyze the forms of heat transfer during the welding of pipes using longitudinal submerged arc process them to propose a model for the temperature distribution in the welded region. For this analysis are addressed as the heat transfer modes operate in the specified welding process and the necessary considerations for the mathematical model were obtained. The calculations were performed and the simulations needed to obtain the temperature distribution in the tube were carried out. Therefore, the practice was satisfactory and the results showed a range of temperatures along the pipe for a particular model and the future suggestions for improvement of this work

Modelagem conceitual DILAM: princípios descritivos de arquivos, bibliotecas e museus para o recurso imagético digital

Pós-graduação em Ciência da Informação - FFC

Modelagem da biomassa acima do solo (BAS), por meio de imagens de alta resolução espacial e índices de vegetação

Pós-graduação em Agronomia - FEIS

Modelagem do equilíbrio térmico de frangos de corte: um estudo da geração e transferência de calor

Pós-graduação em Zootecnia - FCAV