Análise de risco em carteiras

The work consists of analyzing the risk management of investments by applying statistical concepts, economic and mathematical models considering the assets on the market on renowned financial institution. The assessment of these risks becomes increasingly interesting in view of minimizing your losses thus maximizing your chances of gains in both markets boom as extreme uncertainty, even with the sudden changes of scenery. Introducing concepts of investment funds, as well as the classification of the types of funds as funds management and equity, its guidelines, the concept of market investment funds. The types of assets comprising the investment funds, their taxation rules beyond the incidents that market widely used by investors and skilled people, both physical and legal, who keep their resources in this modality. With the historical data collected yields of investment funds of the Bank of Brazil, is an accomplished inflation adjustment and calculated the mean and variance for the verification of the model of Markowitz efficient frontier, a method used as investment analysis. This scan is used Matlab to obtain the set (or border) efficient portfolios. Once verified such data, there will be a critique of the Markowitz model as a quadratic programming and more coherent risk measures currently studied as VaR and CVaR minimizing the expected error, approaching our studies of current research. It is found that such studies have much to be explored, since there are many discussions about how effectively measure risk investments such as its characteristic and behavior, using a time series and volatility

Otimização de portfólio utilizando como métricas de retorno medidas de posição central

This paper consists in applying the Modern Theory of Portfolio (MPT) using central position measurements for modeling the return on investment fund of a renowned financial institution and compare with the Medium- CVaR model. The measurement of risks and returns becomes increasingly important for investors to minimize their losses to maximize thus their possibilities of earnings, taking into account sudden change scenarios. We present concepts of investment funds used as data and research on central position measurements to determine which measure was more suitable. To assemble the Efficient Frontier of assets considering the method proposed measure of central position-CVaR position is used MatLab. Then, after getting the Frontier, it was possible to compare it with the Medium-CVaR model, already proven effective. Finally, we analyze the viability of the proposed model in portfolio management

Um método eficiente para resolução do problema de Despacho Ótimo de Reativos com controle discreto do TAP dos transformadores

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

Síntese hidrotermal assistida por micro-ondas como metodologia sintética eficiente para obtenção da rede metalorgânica [ZN(BDC)(H2O)2]n

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Desenvolvimento de um método analítico rápido e eficiente para a determinação de corticosteróides plasmáticos por injeção direta em coluna cromatográfica ISRP-C18 por CLAE

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Sistema automático para o controle eficiente de iluminação para multiplas lâmpadas fluorescentes

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

Metodologia rápida e eficiente para análise de pesticidas organoclorados em fubá

A rapid and efficient analytical method is presented for the quantitative analysis of 10 organochlorine pesticides in corn meal. The extraction and clean up steps are combined into one step by transferring the sample to a chromatographic column prepacked with alumina and silica gel. The pesticides are eluted with n-hexane-dichloromethane 9:1 (v/v) and the extracts analized by gas-liquid chromatography with electron capture detection, the average recoveries were between 78% and 98% and the detection limits were between 1 and 5 ng/g.

Una metodología eficiente para manejo de restricciones en algoritmos evolutivos multi-objetivo

This paper presents a new approach for solving constraint optimization problems (COP) based on the philosophy of lexicographical goal programming. A two-phase methodology for solving COP using a multi-objective strategy is used. In the first phase, the objective function is completely disregarded and the entire search effort is directed towards finding a single feasible solution. In the second phase, the problem is treated as a bi-objective optimization problem, turning the constraint optimization into a two-objective optimization. The two resulting objectives are the original objective function and the constraint violation degree. In the first phase a methodology based on progressive hardening of soft constraints is proposed in order to find feasible solutions. The performance of the proposed methodology was tested on 11 well-known benchmark functions.

Os elementos do espaço turístico da fronteira Brasil-bolívia

The geographical space aimed by this study was the Brazil-Bolivia border, involving the urban areas of the Brazilian city, Corumbá, and the Bolivian ones, Puerto Quijarro and Puerto Suárez. The objective of this study was to analyze the touristic border spaces, speculating about their similarities and divergences regarding integrated planning. Secondary data, resulting from field work, was used in the methodology. The border generates a tangled web of relationships and streams. The presented spatial elements mix complex rationalities, sometimes approaching, sometimes denying and even disregarding the possibilities that can be translated by the border.

A aprendizagem matemática em uma posição de fronteira: Foregrounds e intencionalidade de estudantes de uma favela brasileira

In a large metropolis, students from different neighbourhoods can experience very different life opportunities. This can influence their attitude towards schooling and learning, including the learning of mathematics. We interviewed a group of six students from a favela in a large city in the interior of the state of São Paulo in Brazil. We invited the students to look into their future and explore whether or not there could be learning motives that linked mathematics in school to possible out-of-school practices, either in terms of possible future jobs or further studies. We identified some themes in the students' descriptions of their experiences. The first theme is discrimination. The students feel discriminated against due to the fact that they come from a poor neighbourhood. They fear being trapped in some stereotypes. The second theme is escape. There is a strong motivation to begin a new life away from the favela. A third theme concerns the obscurity of mathematics. It seems clear to everybody that education is relevant to ensure a change in life. However, the mathematics lessons do not provide any clues regarding how mathematics might function is this respect. The fourth theme is uncertainty with respect to the future. The students could easily formulate almost unattainable aspirations, while reality might impose some very heavy limitations. In this article we introduce a theoretical framework for discussing the relation between favela students' life conditions in relation to their educational experiences and opportunities. Students' intentions for learning are related to their foregrounds, that is, how they perceive their future possibilities, as made evident to them by their social environment. Students in a favela could experience what we call a borderland position, a relational space where individuals meet their social environment and come to terms with the multiple choices that cultural and economic diversity make available to them.

Artemídia [D]eficiente visual: processos e procedimentos artísticos aplicados ao corpo como suporte das percepções e sensações

Pós-graduação em Artes - IA

Otimização do problema de carregamento de container usando uma metaheurística eficiente

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Implementação e teste do método da fronteira imersa para a simulação do escoamento em torno de cilindros estacionários e rotativos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Modelagem da interação fluido-estrutura usando o método da fronteira imersa: aplicação ao estudo do escoamento em torno de um cilindro confinado

Pós-graduação em Engenharia Mecânica - FEIS

Modelagem numérica do escoamento em válvulas automáticas de compressores pelo Método da Fronteira Imersa

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)