964 resultados para Indices de preços


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Dissertação de Mestrado apresentado ao Instituto de Contabilidade e Administração do Porto para a obtenção do grau de Mestre em Auditoria, sob orientação da Mestre Gabriela Pinheiro

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In the present paper we compare clustering solutions using indices of paired agreement. We propose a new method - IADJUST - to correct indices of paired agreement, excluding agreement by chance. This new method overcomes previous limitations known in the literature as it permits the correction of any index. We illustrate its use in external clustering validation, to measure the accordance between clusters and an a priori known structure. The adjusted indices are intended to provide a realistic measure of clustering performance that excludes agreement by chance with ground truth. We use simulated data sets, under a range of scenarios - considering diverse numbers of clusters, clusters overlaps and balances - to discuss the pertinence and the precision of our proposal. Precision is established based on comparisons with the analytical approach for correction specific indices that can be corrected in this way are used for this purpose. The pertinence of the proposed correction is discussed when making a detailed comparison between the performance of two classical clustering approaches, namely Expectation-Maximization (EM) and K-Means (KM) algorithms. Eight indices of paired agreement are studied and new corrected indices are obtained.

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Deegan and Packel (1979) and Holler (1982) proposed two power indices for simple games: the Deegan–Packel index and the Public Good Index. In the definition of these indices, only minimal winning coalitions are taken into account. Using similar arguments, we define two new power indices. These new indices are defined taking into account only those winning coalitions that do not contain null players. The results obtained with the different power indices are compared by means of two real-world examples taken from the political field.

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Numa altura em que o setor da saúde é apontado como uma área crítica de gastos, nunca foi tão pertinente, pela falta de verbas, refletir e discutir o formato de contratação e de gestão dos cuidados de saúde. A sua fundamentação em custo, volume ou diferenciação, bem como, os indicadores que refletem o investimento, a eficiência e eficácia dos cuidados. Pretendeu-se como objetivo principal estudar a criação de valor no mercado da saúde enquanto fator diferenciador para a negociação de preços e competitividade em contexto de crise económica. Com vista a alcançar este objetivo, procedeu-se à revisão dos modelos teóricos, recorrendo a pesquisa bibliográfica. Procedeu-se também à comparação dos resultados operacionais de uma empresa enquanto prestadora de serviços de oxigenoterapia ao domicílio, tendo por base duas estratégias diferentes: redução direta de preços ou manutenção de preços com criação de valor para o cliente. Tendo em vista as duas estratégias, foram elaboradas duas propostas e posteriormente apresentadas para avaliação e votação on-line por um grupo oito gestores hospitalares. O valor em cuidados de saúde é visível nos benefícios clínicos alcançados pelo dinheiro investido. A estrutura dos atuais sistemas de saúde apenas reconhece redução de gastos, fontes de receita, volume de cuidados, sem orientação para a valorização dos resultados clínicos. Os prestadores deviam competir pela focalização na obtenção de melhores resultados clínicos, pois deve ser a essa a preocupação central dos serviços médicos. Uma boa gestão pode levar a que numa negociação de contratos, uma proposta baseada em valor possa garantir a manutenção dos preços.

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O principal objectivo deste trabalho assenta em desenvolver modelos de previsão de preços de commodities para assim comparar a capacidade preditiva da simulação de Monte Carlo com a das redes neuronais. A simulação de Monte Carlo é principalmente utilizada para avaliar as opções, já as redes neuronais são utilizadas para fazer previsões, classificações, clustering ou aproximação de funções. Os diversos modelos desenvolvidos foram aplicados na previsão do preço futuro do milho, petróleo, ouro e cobre. Sendo que os horizontes temporais testados neste trabalho foram 1 dia, 5 dias, 20 dias e 60 dias. Através da análise do erro absoluto médio percentual (MAPE) concluiu-se que no geral o modelo individual que apresentou um melhor desempenho preditivo foram as redes neuronais. Contudo, nas previsões a 1 e a 5 dias os resultados obtidos foram semelhantes para ambos os modelos. Para se tentar melhorar os resultados obtidos pelos modelos individuais foram aplicadas algumas técnicas de combinação de modelos. A combinação de modelos demonstrou no geral capacidade para melhorar os resultados dos modelos individuais, porém apenas para o horizonte a 60 dias é que os resultados melhoraram significativamente.

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RESUMO - Inseridos num contexto onde as unidades prestadoras de cuidados de saúde não possuem autonomia para fixar os seus próprios preços, estuda-se através do presente documento o processo de definição de preços do internamento hospitalar português entre 1993 e 2001, no sentido de aferir o grau de sinalização proporcionado ao mercado, uma vez que, na sua essência, um sistema de preços constitui um sistema de incentivos influenciador de comportamentos produtivos ao nível prestador. Utilizou-se a base de dados nacionais do sistema de classificação de doentes Grupos de Diagnóstico Homogéneos e foi caracterizada a evolução e tendência dos pesos relativos dos produtos do internamento hospitalar português. Foi também avaliada a relação da estrutura de preços com a quantidade produzida, a eficiência técnica e as necessidades em saúde da população portuguesa durante o período considerado. Apesar de existir alguma instabilidade durante o período analisado, o ponto de partida e de chegada não diferiu significativamente. Não foi encontrado nenhum padrão de variação que explicasse a instabilidade encontrada entre os produtos mais complexos, mais produzidos ou os que apresentaram maior/menor variação ao longo da década de 90. A hipótese relativa à correlação entre a evolução de preços e as variáveis quantidade, eficiência e necessidades também foi infirmada. Conclui-se que a utilização do sistema de preços constituiu na sua essência um sistema de incentivos neutro, não foi sinalizador para os prestadores e possuiu uma forte correlação com o nível de reposição de custos históricos dos hospitais portugueses.

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Doutoramento em Finanças.

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Reduced capacity for executive cognitive function and for the autonomic control of cardiac responsivity are both concomitants of the aging process. These may be linked through their mutual dependence on medial prefrontal function, but the specifics ofthat linkage have not been well explored. Executive functions associated with medial prefrontal cortex involve various aspects ofperformance monitoring, whereas centrally mediated autonomic functions can be observed as heart rate variability (HRV), i.e., variability in the length of intervals between heart beats. The focus for this thesis was to examine the degree to which the capacity for phasic autonomic adjustments to heart rate relates to performance monitoring in younger and older adults, using measures of electrocortical and autonomic activity. Behavioural performance and attention allocation during two age-sensitive tasks could be predicted by various aspects of autonomic control. For young adults, greater influence of the parasympathetic system on HRV was beneficial for learning unfamiliar maze paths; for older adults, greater sympathetic influence was detrimental to these functions. Further, these relationships were primarily evoked when the task required the construction and use of internalized representations of mazes rather than passive responses to feedback. When memory for source was required, older adults made three times as many source errors as young adults. However, greater parasympathetic influence on HRV in the older group was conducive to avoiding source errors and to reduced electrocortical responses to irrelevant information. Higher sympathetic predominance, in contrast, was associated with higher rates of source error and greater electrocortical responses tq non-target information in both groups. These relations were not seen for 11 errors associated with a speeded perceptual task, irrespective of its difficulty level. Overall, autonomic modulation of cardiac activity was associated with higher levels of performance monitoring, but differentially across tasks and age groups. With respect to age, those older adults who had maintained higher levels of autonomic cardiac regulation appeared to have also maintained higher levels of executive control over task performance.

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The primary purpose of the current investigation was to develop an elevated muscle fluid level using a human in-vivo model. The secondary purpose was to determine if an increased muscle fluid content could alter the acute muscle damage response following a bout of eccentric exercise. Eight healthy, recreationally active males participated in a cross-over design involving two randomly assigned trials. A hydration trial (HYD) consisting of a two hour infusion of a hypotonic (0.45%) saline at a rate of 20mL/minVl .73m"^ and a control trial (CON), separated by four weeks. Following the infusion (HYD) or rest period (CON), participants completed a single leg isokinetic eccentric exercise protocol of the quadriceps, consisting of 10 sets of 10 repetitions with a one minute rest between each set. Muscle biopsies were collected prior to the exercise, immediately following and at three hours post exercise. Muscle analysis included determination of wet-dry ratios and quantification of muscle damage using toluidine blue staining and light microscopy. Blood samples were collected prior to, immediately post, three and 24 hours post exercise to determine changes in creatine kinase (CK), lactate dehydrogenase (LD), interleukin-6 (IL-6) and Creactive protein (CRP) levels. Results demonstrated an increased muscle fluid volume in the HYD condition following the infusion when compared to the CON condition. Isometric peak torque was significantly reduced following the exercise in both the HYD and CON conditions. There were no significant differences in the number of areas of muscle damage at any of the time points in either condition, with no differences between conditions. CK levels were significantly greater 24hour post exercise compared to pre, immediately and three hours post similarly in both conditions. LD in the HYD condition followed a similar trend as CK with 24 hour levels higher than pre, immediately post and three hours post and LD levels were significantly greater 24 hours post compared to pre levels in the CON condition, with no differences between conditions. A significant main effect for time was observed for CRP (p<0.05) for time, such that CRP levels increased consistently at each subsequent time point. However, CRP and IL-6 levels were not different at any of the measured time points when comparing the two conditions. Although the current investigation was able to successfully increase muscle fluid volume and an increased CK, LD and CRP were observed, no muscle damage was observed following the eccentric exercise protocol in the CON or HYD conditions. Therefore, the hypotonic infusion used in the HYD condition proved to be a viable method to acutely increase muscle fluid content in in-vivo human skeletal muscle.

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Stocks added to (deleted from) the Russell 2000 and the S&P 600 indexes experience positive (negative) abnormal returns following the announcement. However, researchers disagree on whether these abnormal returns are permanent or temporary and offer competing explanations. I address this controversy by examining market reactions for firms that are added to or deleted from the FTSE Small Cap index (the main testing sample) and the S&P/TSX SmallCap index (the comparison sample). For the main testing sample, all stocks except pure additions, experience a permanent price change that is accompanied by a permanent change in liquidity. However, for the comparison sample, abnormal returns over the announcement period fully reverted within 30 days. In further examination of stock liquidity for the main testing sample, sample stocks experience permanent change in liquidity. Taken together, the observed results support the price pressure and liquidity hypotheses.

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Cognitive control involves the ability to flexibly adjust cognitive processing in order to resist interference and promote goal-directed behaviour. Although frontal cortex is considered to be broadly involved in cognitive control, the mechanisms by which frontal brain areas implement control functions are unclear. Furthermore, aging is associated with reductions in the ability to implement control functions and questions remain as to whether unique cortical responses serve a compensatory role in maintaining maximal performance in later years. Described here are three studies in which electrophysiological data were recorded while participants performed modified versions of the standard Sternberg task. The goal was to determine how top-down control is implemented in younger adults and altered in aging. In study I, the effects of frequent stimulus repetition on the interference-related N450 were investigated in a Sternberg task with a small stimulus set (requiring extensive stimulus resampling) and a task with a large stimulus set (requiring no stimulus resampling).The data indicated that constant stimulus res amp ling required by employing small stimulus sets can undercut the effect of proactive interference on the N450. In study 2, younger and older adults were tested in a standard version of the Sternberg task to determine whether the unique frontal positivity, previously shown to predict memory impairment in older adults during a proactive interference task, would be associated with the improved performance when memory recognition could be aided by unambiguous stimulus familiarity. Here, results indicated that the frontal positivity was associated with poorer memory performance, replicating the effect observed in a more cognitively demanding task, and showing that stimulus familiarity does not mediate compensatory cortical activations in older adults. Although the frontal positivity could be interpreted to reflect maladaptive cortical activation, it may also reflect attempts at compensation that fail to fully ameliorate agerelated decline. Furthermore, the frontal positivity may be the result of older adults' reliance on late occurring, controlled processing in contrast to younger adults' ability to identify stimuli at very early stages of processing. In the final study, working memory load was manipulated in the proactive interference Sternberg task in order to investigate whether the N450 reflects simple interference detection, with little need for cognitive resources, or an active conflict resolution mechanism that requires executive resources to implement. Independent component analysis was used to isolate the effect of interference revealing that the canonical N450 was based on two dissociable cognitive control mechanisms: a left frontal negativity that reflects active interference resolution, , but requires executive resources to implement, and a right frontal negativity that reflects global response inhibition that can be relied on when executive resources are minimal but at the cost of a slowed response. Collectively, these studies advance understanding of the factors that influence younger and older adults' ability to satisfy goal-directed behavioural requirements in the face of interference and the effects of age-related cognitive decline.

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We examined the role of altered emotional functioning across the spectrum of injury severity (mild head injury [MHI], moderate/severe traumatic brain injury [TBI]), its implications for social behaviours, and the effect of modifying arousal and its relation to cognitive performance. In the first study (N = 230), students with self-reported MHI endorsed engaging in socially unacceptable and erratic behaviours significantly more often than did those with no MHI. We did not find significant differences between the groups in the measure of emotional intelligence (EI); however, for students who reported a MHI, scores on the EI measure significantly predicted reports of socially unacceptable behaviours such that lower scores predicted poorer social functioning, accounting for approximately 20% of the variance. Also, the experience of postconcussive symptoms was found to be significantly greater for students with MHI relative to their peers. In the second study (N = 85), we further examined emotional underarousal in terms of physiological (i.e., electrodermal activation [EDA]) and self-reported responsivity to emotionally-evocative picture stimuli. Although the valence ratings of the stimuli did not differ between students with and without MHI as we had expected, we found evidence of reduced and/or indiscriminate emotional responding to the stimuli for those with MHI which mimics that observed in other studies for persons with moderate/severe TBI. We also found that emotional underarousal followed a gradient of injury severity despite reporting a pattern of experiencing more life stressors. In the third study (N = 81), we replicated our findings of emotional underarousal for those with head trauma and also uniquely explored neuroendocrine aspects (salivary cortisol; cortisol awakening response [CAR]) and autonomic indices (EDA) of emotional dysregulation in terms of stress responsivity across the spectrum of injury severity (MHI [n = 32], moderate/severe TBI [n = 9], and age and education matched controls [n = 40]). Although the manipulation was effective in modifying arousal state in terms of autonomic and self-reported indices, we did not support our hypothesis that increased arousal would be related to improved performance on cognitive measures for those with prior injury. To our knowledge, this is the only study to examine the CAR with this population. Repeated measure analysis revealed that, upon awakening, students with no reported head trauma illustrated the typical CAR increase 45 minutes after waking, whereas, students who had a history of either mild head trauma or moderate/severe TBI demonstrated a blunted CAR. Thus, across the three studies we have provided evidence of emotional underarousal, its potential implications for social interactions, and also have identified potentially useful indices of dysregulated stress responsivity regardless of injury severity.