18 resultados para price discovery

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


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This paper describes a branch-and-price algorithm for the p-median location problem. The objective is to locate p facilities (medians) such as the sum of the distances from each demand point to its nearest facility is minimized. The traditional column generation process is compared with a stabilized approach that combines the column generation and Lagrangean/surrogate relaxation. The Lagrangean/surrogate multiplier modifies; the reduced cost criterion, providing the selection of new productive columns at the search tree. Computational experiments are conducted considering especially difficult instances to the traditional column generation and also with some large-scale instances. (C) 2004 Elsevier Ltd. All rights reserved.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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

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

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Relata-se a ocorrência de Learedius learedi Price 1934 (Digenea, Spirorchiidae) em Chelonia mydas Linnaeus 1758 (Testudines, Chelonidae) no Brasil. Onze animais foram examinados e destes, 54,6% estavam parasitados. Duzentos e cinqüenta e cinco exemplares de L. learedi foram recuperados de órgãos (coração, fígado, baço, pulmões, rins, mesentério) e do lavado corporal dos animais. Os resultados contribuem para o conhecimento da helmintofauna de quelônios marinhos e sua distribuição geográfica. Este é o primeiro registro da ocorrência de L. learedi na região do Atlântico Sul Ocidental.

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We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for inflation and a period spanning 15 years characterized by memoryless returns is chosen for the analysis. Model parameters are estimated by observing volatility scaling and correlation properties. We show that the Heston model with at least two time scales for the volatility mean reverting dynamics satisfactorily describes price fluctuations ranging from time scales larger than 20min to 160 days. At time scales shorter than 20 min we observe autocorrelated returns and power law tails incompatible with the Heston model. Despite major regulatory changes, hyperinflation and currency crises experienced by the Brazilian market in the period studied, the general success of the description provided may be regarded as an evidence for a general underlying dynamics of price fluctuations at intermediate mesoeconomic time scales well approximated by the Heston model. We also notice that the connection between the Heston model and Ehrenfest urn models could be exploited for bringing new insights into the microeconomic market mechanics. (c) 2005 Elsevier B.V. All rights reserved.

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The quest for new control strategies for ticks can profit from high throughput genomics. In order to identify genes that are involved in oogenesis and development, in defense, and in hematophagy, the transcriptomes of ovaries, hemocytes, and salivary glands from rapidly ingurgitating females, and of salivary glands from males of Boophilus microplus were PCR amplified, and the expressed sequence tags (EST) of random clones were mass sequenced. So far, more than 1,344 EST have been generated for these tissues, with approximately 30% novelty, depending on the the tissue studied. To date approximately 760 nucleotide sequences from B. microplus are deposited in the NCBI database. Mass sequencing of partial cDNAs of parasite genes can build up this scant database and rapidly generate a large quantity of useful information about potential targets for immunobiological or chemical control.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Mazama bororo was described from a few captive specimens in Brazil by cytogenetic and morphological characters. These specimens supposedly originated in the Southern Atlantic Forest; however, no wild population has been reported. This study was initiated in 1998 to investigate the presence of this species in forest remnants of the Paranapiacaba mountain range, south São Paulo State, Brazil. Five specimens were captured between 2000 and 2002. Cytogenetic analysis from blood samples confirmed its specific identification, documenting the first population of small red brocket deer at the Intervales State Park.

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We study the potential of hadron colliders in the search for the pair production of neutral Higgs bosons in the framework of the minimal supersymmetric standard model. We perform a detailed signal and background analysis, working out efficient kinematical cuts for the extraction of the signal. The important role of squark loop contributions to the signal is re-emphasized. If the signal is sufficiently enhanced by these contributions, it could even be observable at the next run of the upgraded Tevatron collider in the near future. At the LHC the pair production of light and heavy Higgs bosons might be detectable simultaneously.