Jogo da Minoria: um modelo baseado em agentes aplicado ao mercado financeiro

Nos últimos anos houve uma contribuição significativa dos físicos para a construção de um tipo de modelo baseado em agentes que busca reproduzir, em simulação computacional, o comportamento do mercado financeiro. Esse modelo, chamado Jogo da Minoria consiste de um grupo de agentes que vão ao mercado comprar ou vender ativos. Eles tomam decisões com base em estratégias e, por meio delas, os agentes estabelecem um intrincado jogo de competição e coordenação pela distribuição da riqueza. O modelo tem demonstrado resultados bastante ricos e surpreendentes, tanto na dinâmica do sistema como na capacidade de reproduzir características estatísticas e comportamentais do mercado financeiro. Neste artigo, são apresentadas a estrutura e a dinâmica do Jogo da Minoria, bem como as contribuições recentes relacionadas ao Jogo da Minoria denominado de Grande Canônico, que é um modelo mais bem ajustado às características do mercado financeiro e reproduz as regularidades estatísticas do preço dos ativos chamadas fatos estilizados.

Sistema de informação para o controle dos recursos energéticos no meio rural

Pós-graduação em Agronomia (Energia na Agricultura) - FCA

Análise da vibração para o controle do funcionamento de um ventilador de um sistema de exaustão

This work has as objective to show the vibrational analysis as a method of predictive maintenance as an auxiliar procedure in the fail detection in equipments, most specifically in the rotative ones, and with that help the maintenance team to have conditions to foresee the right time to do the swap of the components of the systems, what would lead to failures. Knowing the exact moment the resources of people and money can be focused in the critic operations to the plant. This technic has been already studied for more then 30 years and was widely used in this work, not only as an equipment condition verification method, but also, after the equipment replacement, was used to prove that the new fan was operating under the best work conditions and with that maintenance could return to contol the vibration level of the equipment, not being necessary any kind of intervention

Ampliação da capacidade da portaria de cargas de uma indústria através da implantação de um sistema de pesagem por eixo

Through a detailed study of each component, the structural part and various technologies for highway weighing scales, a project was developed in order to implement a modern system of axle weighing in a company pursuing to expand its cargo door capacity, which was restricted to weighing and inspection of the maximum load of each vehicle, and especially to extinguish the number of notifications that the company has been suffering, by having their transportation logistics vehicles caught traveling with poorly distributed load per axle, what it caused damage to roads and vehicles and denigrated the company image in terms of marketing. To achieve these results, the project went through a study of all relevant national legislation, seeking to put the company always in agreement. Moreover, it had investments and its physical space available for its implementation. The payback of such investments would be about less than three years

Cinética de degradação do sistema resina epóxi/fibra de carbono

With the increasing demand for electricity, the retraining of transmission lines is necessary despite environmental restrictions and crossings in densely populated areas to build new transmission and distribution lines. Solution is reuse the existent cables, replacing the old conductor cables for new cables with higher capacity power transmission, and control of sag installed. The increasing demand for electrical power has increased the electric current on the wires and therefore, it must bear out temperatures of 150°C or more, without the risk of the increasing sag beyond the established limits. In the case of long crossings or densely populated areas, sag is due to high weight of the cable on clearance. The cable type determines the weight, sag, height and the towers dimensions, which are the items that most influence the investment of the transmission line. Hence, to reduce both cost of investment and maintenance of the line, the use of a lighter cable can reduce both number and the height of the towers, with financial return on short and long term. Therefore, in order to increase the amount of transmitted energy and reduce the number of built towers and sag, is recommended in the current work substitute the current core material (steel or aluminium) for alternatives alloys or new materials, in this case a composite, which has low density, elevated stiffness (elasticity module), thus apply the pultruded carbon fiber with epoxy resin as matrix systems and perform the study of the kinetics of degradation by thermogravimetric analysis (TGA), dynamic mechanical analysis (DMA) and differential scanning calorimetry (DSC), according to their respective standards

Implantação do sistema kanban para elementos de fixação em maquinas de movimentação de terra

Always seeking the maximum profit under the reduced production time and lower number of failures, companies are increasingly evolving and going after continuous improvement in order to remain competitive in the market. Thus, increasingly there is investment in the management system Lean manufacturing. Lean system is very important, because through it, the maximum value is added in the final product. Being measured by the efficiency and reducing failures to zero. In the studied company, Lean manufacturing system came into effect through the kanban system for purchasing, control and distribution of bulk material used in the assembly of the final product, which are earth-moving machines. It is very important to check the great change made in the company with the implementation of kanban. All inventory management becomes visual, elements are arranged in an organized manner, with addresses in structures, calculated in special boxes and finally, assemblers have the guarantee of an item supply, with the distribution cars located on their assembly area. This study participates effectively assuring the supply. Avoiding any failure on the lack of material, non-compliance of delivery times to the customer and maintenance of over-stock or obsolete inventory, in which case both cause financial loss to the company

O impacto da adesão aos diferentes níveis de Governança Corporativa para o desempenho econômico e financeiro de um segmento de empresas

The importance of the capital market to Brazilian economic development, linked to the the fragility of a theoretical framework on the issue, case for developing this research. The agents operating in the capital market seek security and confidence for decision making on their investment in that sense we seek to address the concept and values of Corporate Governance to pay in the Brazilian capital market. The Corporate Governance, in its essence, is the system by which companies are directed and monitored, involving the relationship between shareholders and the board of companies, as well as a set of mechanisms and factors intended to minimize market failures. Seeking to confirm adherence to a more advanced system of corporate governance can result in a favorable financial performance, companies were investigated operating in the financial sector (intermediation, various services and insurance), listed by BM&FBOVESPA. The stock market ranks the corporate governance systems in three levels: Level 1 (rudimentary), Level 2 (intermediate) and New Market Level (advanced). To earn the impact of different levels of Corporate Governance for the outcome of the selected companies were calculated and analyzed accounting ratios of profitability, capital structure and liquidity from the Standardized Financial Statements (DFP), base year 2011, 2012 and 2013