29 resultados para Vasicek interest rate model

em Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho"


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Pós-graduação em Economia - FCLAR

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This study aimed to model a equation for the demand of automobiles and light commercial vehicles, based on the data from February 2007 to July 2014, through a multiple regression analysis. The literature review consists of an information collection of the history of automotive industry, and it has contributed to the understanding of the current crisis that affects this market, which consequence was a large reduction in sales. The model developed was evaluated by a residual analysis and also was used an adhesion test - F test - with a significance level of 5%. In addition, a coefficient of determination (R2) of 0.8159 was determined, indicating that 81.59% of the demand for automobiles and light commercial vehicles can be explained by the regression variables: interest rate, unemployment rate, broad consumer price index (CPI), gross domestic product (GDP) and tax on industrialized products (IPI). Finally, other ten samples, from August 2014 to May 2015, were tested in the model in order to validate its forecasting quality. Finally, a Monte Carlo Simulation was run in order to obtain a distribution of probabilities of future demands. It was observed that the actual demand in the period after the sample was in the range that was most likely to occur, and that the GDP and the CPI are the variable that have the greatest influence on the developed model

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Fruit traits evolve in response to an evolutionary triad between plants, seed dispersers, and antagonists that consume fruits but do not disperse seeds. The defense trade-off hypothesis predicts that the composition of nutrients and of secondary compounds in fruit pulp is shaped by a trade-off between defense against antagonists and attraction to seed dispersers. The removal rate model of this hypothesis predicts a negative relationship between nutrients and secondary compounds, whereas the toxin-titration model predicts a positive relationship. To test these alternative models, we evaluated whether the contents of nutrients and secondary compounds can be used to predict fruit removal by mutualists and pathogens in 14 bird-dispersed plants on a subtropical island in São Paulo state, southeastern Brazil. We selected eight to ten individuals of each species and prevented fruit removal by covering four branches with a net and left fruits on four other branches available to both, vertebrate fruit consumers and pathogens. The persistence of ripe fruits was drastically different among species for bagged and open fruits, and all fruit species persisted longer when protected against seed dispersers. We found that those fruits that are quickly removed by vertebrates are nutrient-rich, but although the attack rate of pathogens is also high, these fruits have low contents of quantitative defenses such as tannins and phenols. Thus, we suggest that the fruit removal rate by seed dispersers is the primary factor selecting the levels of fruit defense. Likewise, nutrient-poor fruits have low removal of seed dispersers and low probability of attack by pathogens. These species retain ripe fruits in an intact condition for a prolonged period because they are highly defended by secondary compounds, which reduce overall attractiveness. However, this strategy might be advantageous for plants that depend on rare or unreliable dispersers.

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We have been developing a computational code to project optical lenses, with low aberration effects. Our main interest is model the human eye, particularly, project special corrective lenses. As the lens shape is the focus of the optimization, we have coupled a ray tracing method with Monte Carlo techniques. The initial results indicated that the algorithm must be improved in terms of resolution and reliability.

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As a new modeling method, support vector regression (SVR) has been regarded as the state-of-the-art technique for regression and approximation. In this study, the SVR models had been introduced and developed to predict body and carcass-related characteristics of 2 strains of broiler chicken. To evaluate the prediction ability of SVR models, we compared their performance with that of neural network (NN) models. Evaluation of the prediction accuracy of models was based on the R-2, MS error, and bias. The variables of interest as model output were BW, empty BW, carcass, breast, drumstick, thigh, and wing weight in 2 strains of Ross and Cobb chickens based on intake dietary nutrients, including ME (kcal/bird per week), CP, TSAA, and Lys, all as grams per bird per week. A data set composed of 64 measurements taken from each strain were used for this analysis, where 44 data lines were used for model training, whereas the remaining 20 lines were used to test the created models. The results of this study revealed that it is possible to satisfactorily estimate the BW and carcass parts of the broiler chickens via their dietary nutrient intake. Through statistical criteria used to evaluate the performance of the SVR and NN models, the overall results demonstrate that the discussed models can be effective for accurate prediction of the body and carcass-related characteristics investigated here. However, the SVR method achieved better accuracy and generalization than the NN method. This indicates that the new data mining technique (SVR model) can be used as an alternative modeling tool for NN models. However, further reevaluation of this algorithm in the future is suggested.

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Were evaluated the economic effects of four grazing heights (20, 40, 60 and 80 cm) of Tanzânia grass for beef cattle. The total area was 12 acres divided into paddocks of one hectare, with three replications. We used three animals, males, Nelore per paddock, as more animals need additional adjustment to the height you want. The reduction in sward height allowed higher stocking rate, which, even with a reduction in individual performance, there was more beef production per area. The interest rate on capital given the property represented the largest share in the final cost of production. The participation of fixed variables showed a positive linear function of the increase in height from grazing, showing significant reduction of the production scale. A reduction in cost of production per hectare per year with increasing grazing height. No differences were found in certain economic indicators, and the four systems remunerate the capital invested.

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The growing demand for electrical power and the limited capital invested to provide this power is forcing countries like Brazil to search for new alternatives for electrical power generation. The purpose of this paper is to present a technical and economic study on a 15 kW solar plant installed in an isolated community, highlighting the importance of the need for financial subsidy from the government. It evaluates the importance of parameters such as the annual interest rate, specific investment, the marginal cost of expanding the electrical power supply and the government subsidy on amortization time of capital invested. © 2012 Elsevier Ltd All rights reserved.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Aquaculture is a crucial source of income and livelihood for millions of people around the world. Most fish farms require technical knowledge expertise and qualified staff. This research was developed in Santa Felicidade Settlement Project Cocalzinho de Goias city - GO, where a substantial part of the settlers by INCRA are exploring subsistence farming activities. After meeting open to the 76 settler's families, those who joined the project received courses on intensive farming of tambaqui (Colossoma macropomum) in net cages. The production was an innovative technique, fully realized with the participatory labor of family members, without prejudice of the main activities. The economic analysis showed the return on invested capital in 7.5 years within the financial activity with 7.1% Internal Return Rate higher than the average interest rate market. The Net Cash Flow showed ability to fulfill financial obligations from the second year. The implementation of more productive cycles optimizes the workforce with increased operational efficiency. Diet alternatively produced with local ingredients can minimize the effects of critical variables of the project, since it does not affect productivity.

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

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)