874 resultados para Truncated negative binomial model


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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Pós-graduação em Agronomia (Produção Vegetal) - FCAV

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Pós-graduação em Agronomia (Agricultura) - FCA

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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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This study analyzed the economic viability of an investment in feedlot cattle on a farm in the midsize state of Goias. The research identified that different thematic studies whose interests have focused mainly on cost analysis and profitability punctual. Differently, this study used the approaches of the Discounted Cash Flow (DCF) and the Real Options Theory (ROT). The first used the projected cash flow for 10 years and a discount rate determined by CAPM at 8% p.a. for containment of heads 400. The second was modeled by the binomial model of Cox, Ross and Rubinstein (1979) incorporating the option of waiting. This methodology has not been employed in Brazilian cattle industry. The search results pointed to the economic viability of the project when considered possible scenarios for the different price ranges of the ox that state bushel. In addition, the TOR proved to be a more robust tool for investment analysis, by incorporating the flexibility of farmers to wait for the right time to make the confinement.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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The mathematical models are critical to determine theoretical prices of options and analyze whether they are overrated or underrated. This information strongly influence in operations carried out by the investor. Therefore, it is necessary that the employee model present high degree of reliability and be consistent with the reality of investment to which it is intended. In this sense, this dissertation aims to apply the steps of mathematical modeling in the Pricing of options for decision making in the investment of a hydroelectric power plant. Was used a Monte Carlo simulation, with the Latin Hypercube Method, to determine the volatility of returns of the project. In order to validate the proposed model, compared to the results found by the Binomial Model, which is one of the models most used in this type of investment. The results reinforce the hypothesis that the mathematical modeling with the Binomial Model is critical to investment decision-making in hydroelectric power

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Citrus Variegated Chlorosis (CVC) is currently present in approximately 40% of citrus plants in Brazil and causes an annual loss of around 120 million US dollars to the Brazilian citrus industry. Despite the fact that CVC has been present in Brazil for over 20 years, a relationship between disease intensity and yield loss has not been established. In order to achieve this, an experiment was carried out in a randomized block design in a 3 x 2 factorial scheme with 10-year-old Natal sweet orange. The following treatments were applied: irrigation with 0, 50 or 100% of the evapotranspiration of the crop, combined with natural infection or artificial inoculation with Xylella fastidiosa, the causal agent of CVC. The experiment was evaluated during three seasons. A negative exponential model was fitted to the relationships between yield versus CVC severity and yield versus Area Under Disease Progress Curve (AUDPC). In addition, the relationship between yield versus CVC severity and canopy volume was fitted by a multivariate exponential model. The use of the AUDPC variable showed practical limitations when compared with the variable CVC severity. The parameter values in the relationship of yieldCVC severity were similar for all treatments unlike in the multivariate model. Consequently, the yieldCVC intensity relationship (with 432 data points) could be described by one single model: y = 114.07 exp(-0.017 x), where y is yield (symptomless fruit weight in kg) and x is disease severity (R2 = 0.45; P < 0.01).

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The scope of this paper was to analyze the association between homicides and public security indicators in Sao Paulo between 1996 and 2008, after monitoring the unemployment rate and the proportion of youths in the population. A time-series ecological study for 1996 and 2008 was conducted with Sao Paulo as the unit of analysis. Dependent variable: number of deaths by homicide per year. Main independent variables: arrest-incarceration rate, access to firearms, police activity. Data analysis was conducted using Stata. IC 10.0 software. Simple and multivariate negative binomial regression models were created. Deaths by homicide and arrest-incarceration, as well as police activity were significantly associated in simple regression analysis. Access to firearms was not significantly associated to the reduction in the number of deaths by homicide (p>0,05). After adjustment, the associations with both the public security indicators were not significant. In Sao Paulo the role of public security indicators are less important as explanatory factors for a reduction in homicide rates, after adjustment for unemployment rate and a reduction in the proportion of youths. The results reinforce the importance of socioeconomic and demographic factors for a change in the public security scenario in Sao Paulo.