Estudo e análise estatística no mercado de ações brasileiro

The objective of this paper is to verify and analyze the existence in Brazil of stylized facts observed in financial time series: volatility clustering, probability distributions with fat tails, the presence of long run memory in absolute return time series, absence of linear return autocorrelation, gain/loss asymmetry, aggregative gaussianity, slow absolute return autocorrelation decay, trading volume/volatility correlation and leverage effect. We analyzed intraday prices for 10 stocks traded at the BM&FBovespa, responsible for 52.1% of the Ibovespa portfolio on Sept. 01, 2009. The data analysis confirms the stylized facts, whose behavior is consistent with what is observed in international markets.

Implicações geomorfológicas das alterações do escoamento superficial pela urbanização: análise dos processos erosivos na bacia hidrográfica do córrego Tucunzinho (São Pedro - SP)

This paper presents an evaluation of the geomorphological implications of urban runoff on the evolution of linear erosion processes in peri-urban areas. The Tucunzinho watershed (São Pedro/SP) case was chosen because it presents linear erosive forms in which the dynamic is associated with urban expansion into fragile areas and implantation of inadequate dissipation devices. The method proposed by the Soil Conservation Service (SCS) was adopted to obtain the Curve Number (CN) and runoff hydrographs of different sectors of the basin. The coverage classification (use and occupancy) was based on analysis of aerial photographs of two periods (1962 and 2006, updated in the field in 2011). The IPHS1 model was used for the simulation and analysis of the hydrological behavior for both the pre-urban occupation and the current occupation. The hydrogeomorphological analysis helped understand the influence of the urban run-off on the erosion dynamics, clearly showing the ineffectiveness of dissipation energy devices in the area, which has a natural susceptibility to erosion due to litho-soil characteristics.

Análise de projetos arquitetônicos modernistas com interferências visuais no Brasil

Modernism was a movement that began in the 1920s through the critical activities of Oswald de Andrade, Menotti del Picchia, Mário de Andrade and others who warned of the valuation of national roots. Thus exposed their ideas renewing groups of artists who begin to unite around a new aesthetic proposal. Modern architecture in Brazil had its origins in European avant-garde in the early twentieth century as well, represented by architect Antonio Moya. In 1923 arrives in São Paulo Warchavchik the architect, who always insisted on the same character "modern" time and "Brazil" in its architecture. Years following: architects claim in full, influencing young architects. This research aims to analyze the projects executed by some architects that have reshaped or rewrote the architecture in Brazil with modernism and artistic / visual interference with paneled walls and details entered in these buildings.

Habitação social em centros urbanos consolidados: análise dialógica desde o percurso do projeto ao uso social: São Paulo (Brasil) e Roma (Itália)

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Análise espacial do potencial fotovoltaico em telhados de residências usando modelagem hierárquica bayesiana

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Contribuição metodológica para o diagnóstico da dinâmica erosiva linear e seu prognóstico evolutivo visando subsidiar projetos de recuperação

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

O papel das tecnologias digitais em disciplinas de álgebra linear a distância: possibilidades, limites e desafios

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Análise de habitações sociais na perspectiva da ergonomia do ambiente construído: estudo de caso do PROMORE

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Análise numérica de um sistema integrado coletor solar/armazenador térmico

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Dinâmica não linear e controle de um sistema vibratório modelado com memória de forma e, excitado por fontes de energia do tipo ideal e não ideal

Pós-graduação em Engenharia Mecânica - FEB

Análise econômica da eficiência da produção de cana-de-açúcar de fornecedores do Estado do Paraná

The sugarcane industry has been important in the Brazilian economy since the colonial period. The search for alternative energy sources has gained more prominence, by offering a product generating clean energy. With the opening of the Brazilian economy, the sector has undergone transformations operating in a free market environment requiring greater efficiency and competitiveness of those involved in order to stay in business. This scenario is producer/supplier independent, and social aspects related to their stay in the market. Although its share in sugarcane production is smaller than the plant itself, it is still considerable having reached around 20% to 25% in 2008 by employing labor, also production factors had an important economic impact in the regions where they operate. Therefore, this study aimed to estimate the economic efficiency and production of independent sugarcane producers in the state of Paraná through the DEA model. The Data envelopment analysis (DEA) is a nonparametric technique that, using linear programming constructs production borders from production units that employ similar technological processes to transform inputs into outputs.The results showed that of the total surveyed, 13.56% had maximum efficiency (an efficiency score equal to 1). The average efficiency under variable returns to scale (BCC-DEA) was 0.71024. One can thus conclude that for the majority of the samples collected, it might be better use of available resources to the in order to obtain the economic efficiency of the production process.

Análise multicriterial aplicado na definição de áreas prioritárias ao uso agrícola da terra da bacia do Rio Capivara, Botucatu, SP

The use of geographic information systems (GIS), combined with advanced analysis technique, enables the standardization and data integration, which are usually from different sources, allowing you to conduct a joint evaluation of the same, providing more efficiency and reliability in the decision-making process to promote the adequacy of land use. This study aimed to analyze the priority areas of the basin agricultural use of the Capivara River, Botucatu, SP, through multicriterial analysis, aiming at conservation of water resources. The results showed that the Geographic Information System Idrisi Selva combined with advanced analysis technique and the weighted linear combination method proved to be an effective tool in the combination of different criteria, allowing the determination of the adequacy of agricultural land use less subjective way. Environmental criteria were shown to be suitable for the combination and multi-criteria analysis, allowing the preparation of the statement of suitability classes for agricultural use and can be useful for regional planning and decision-making by public bodies and environmental agents because the method takes into account the rational use of land and allowing the conservation of hydrics resources.

Análise Espacial Multivariada Aplicada na Avaliação da Fertilidade do Solo

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Hipomineralização molar incisivo: qualidade de vida relacionada à saúde bucal e percepção estética em escolares de 8 a 12 anos

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Análise da pressão intra-abdominal em pacientes submetidos à cirurgia abdominal oncológica internados em Unidade de Terapia Intensiva

Pós-graduação em Pesquisa e Desenvolvimento (Biotecnologia Médica) - FMB