An evolving possibilistic fuzzy modeling approach for value-at-risk estimation

Market risk exposure plays a key role for nancial institutions risk management. A possible measure for this exposure is to evaluate losses likely to incurwhen the price of the portfolio's assets declines using Value-at-Risk (VaR) estimates, one of the most prominent measure of nancial downside market risk. This paper suggests an evolving possibilistic fuzzy modeling approach for VaR estimation. The approach is based on an extension of the possibilistic fuzzy c-means clustering and functional fuzzy rule-based modeling, which employs memberships and typicalities to update clusters and creates new clusters based on a statistical control distance-based criteria. ePFM also uses an utility measure to evaluate the quality of the current cluster structure. Computational experiments consider data of the main global equity market indexes of United States, London, Germany, Spain and Brazil from January 2000 to December 2012 for VaR estimation using ePFM, traditional VaR benchmarks such as Historical Simulation, GARCH, EWMA, and Extreme Value Theory and state of the art evolving approaches. The results show that ePFM is a potential candidate for VaR modeling, with better performance than alternative approaches.

Caracterização morfológica de plantas de rambutan

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

Beta: uma ferramenta para geração de testes de unidade a partir de especificações B

Formal methods and software testing are tools to obtain and control software quality. When used together, they provide mechanisms for software specification, verification and error detection. Even though formal methods allow software to be mathematically verified, they are not enough to assure that a system is free of faults, thus, software testing techniques are necessary to complement the process of verification and validation of a system. Model Based Testing techniques allow tests to be generated from other software artifacts such as specifications and abstract models. Using formal specifications as basis for test creation, we can generate better quality tests, because these specifications are usually precise and free of ambiguity. Fernanda Souza (2009) proposed a method to define test cases from B Method specifications. This method used information from the machine s invariant and the operation s precondition to define positive and negative test cases for an operation, using equivalent class partitioning and boundary value analysis based techniques. However, the method proposed in 2009 was not automated and had conceptual deficiencies like, for instance, it did not fit in a well defined coverage criteria classification. We started our work with a case study that applied the method in an example of B specification from the industry. Based in this case study we ve obtained subsidies to improve it. In our work we evolved the proposed method, rewriting it and adding characteristics to make it compatible with a test classification used by the community. We also improved the method to support specifications structured in different components, to use information from the operation s behavior on the test case generation process and to use new coverage criterias. Besides, we have implemented a tool to automate the method and we have submitted it to more complex case studies

Discrete generator coordinate: Symmetry restoration in finite-dimensional spaces

Group theoretical-based techniques and fundamental results from number theory are used in order to allow for the construction of exact projectors in finite-dimensional spaces. These operators are shown to make use only of discrete variables, which play the role of discrete generator coordinates, and their application in the number symmetry restoration is carried out in a nuclear BCS wave function which explicitly violates that symmetry. © 1999 Published by Elsevier Science B.V. All rights reserved.

BBA: A binary bat algorithm for feature selection

Feature selection aims to find the most important information from a given set of features. As this task can be seen as an optimization problem, the combinatorial growth of the possible solutions may be in-viable for a exhaustive search. In this paper we propose a new nature-inspired feature selection technique based on the bats behaviour, which has never been applied to this context so far. The wrapper approach combines the power of exploration of the bats together with the speed of the Optimum-Path Forest classifier to find the set of features that maximizes the accuracy in a validating set. Experiments conducted in five public datasets have demonstrated that the proposed approach can outperform some well-known swarm-based techniques. © 2012 IEEE.

Improving image classification through descriptor combination

The efficiency in image classification tasks can be improved using combined information provided by several sources, such as shape, color, and texture visual properties. Although many works proposed to combine different feature vectors, we model the descriptor combination as an optimization problem to be addressed by evolutionary-based techniques, which compute distances between samples that maximize their separability in the feature space. The robustness of the proposed technique is assessed by the Optimum-Path Forest classifier. Experiments showed that the proposed methodology can outperform individual information provided by single descriptors in well-known public datasets. © 2012 IEEE.

Genome-Wide Analysis Reveals Selection for Important Traits in Domestic Horse Breeds

Intense selective pressures applied over short evolutionary time have resulted in homogeneity within, but substantial variation among, horse breeds. Utilizing this population structure, 744 individuals from 33 breeds, and a 54,000 SNP genotyping array, breed-specific targets of selection were identified using an FST-based statistic calculated in 500-kb windows across the genome. A 5.5-Mb region of ECA18, in which the myostatin (MSTN) gene was centered, contained the highest signature of selection in both the Paint and Quarter Horse. Gene sequencing and histological analysis of gluteal muscle biopsies showed a promoter variant and intronic SNP of MSTN were each significantly associated with higher Type 2B and lower Type 1 muscle fiber proportions in the Quarter Horse, demonstrating a functional consequence of selection at this locus. Signatures of selection on ECA23 in all gaited breeds in the sample led to the identification of a shared, 186-kb haplotype including two doublesex related mab transcription factor genes (DMRT2 and 3). The recent identification of a DMRT3 mutation within this haplotype, which appears necessary for the ability to perform alternative gaits, provides further evidence for selection at this locus. Finally, putative loci for the determination of size were identified in the draft breeds and the Miniature horse on ECA11, as well as when signatures of selection surrounding candidate genes at other loci were examined. This work provides further evidence of the importance of MSTN in racing breeds, provides strong evidence for selection upon gait and size, and illustrates the potential for population-based techniques to find genomic regions driving important phenotypes in the modern horse. © 2013 Petersen et al.

Introducing the biogeographic species pool

The species pool concept has played a central role in the development of ecological theory for at least 60 yr. Surprisingly, there is little consensus as to how one should define the species pool, and consequently, no systematic approach exists. Because the definition of the species pool is essential to infer the processes that shape ecological communities, there is a strong incentive to develop an ecologically realistic definition of the species pool based on repeatable and transparent analytical approaches. Recently, several methodological tools have become available to summarize repeated patterns in the geographic distribution of species, phylogenetic clades and taxonomically broad lineages. Here, we present three analytical approaches that can be used to define what we term 'the biogeographic species pool': distance-based clustering analysis, network modularity analysis, and assemblage dispersion fields. The biogeographic species pool defines the pool of potential community members in a broad sense and represents a first step towards a standardized definition of the species pool for the purpose of comparative ecological, evolutionary and biogeographic studies. © 2013 The Authors.

Binary Bat Algorithm for Feature Selection

Feature selection aims to find the most important information to save computational efforts and data storage. We formulated this task as a combinatorial optimization problem since the exponential growth of possible solutions makes an exhaustive search infeasible. In this work, we propose a new nature-inspired feature selection technique based on bats behavior, namely, binary bat algorithm The wrapper approach combines the power of exploration of the bats together with the speed of the optimum-path forest classifier to find a better data representation. Experiments in public datasets have shown that the proposed technique can indeed improve the effectiveness of the optimum-path forest and outperform some well-known swarm-based techniques. © 2013 Copyright © 2013 Elsevier Inc. All rights reserved.

Optimizing feature selection through binary charged system search

Feature selection aims to find the most important information from a given set of features. As this task can be seen as an optimization problem, the combinatorial growth of the possible solutions may be inviable for a exhaustive search. In this paper we propose a new nature-inspired feature selection technique based on the Charged System Search (CSS), which has never been applied to this context so far. The wrapper approach combines the power of exploration of CSS together with the speed of the Optimum-Path Forest classifier to find the set of features that maximizes the accuracy in a validating set. Experiments conducted in four public datasets have demonstrated the validity of the proposed approach can outperform some well-known swarm-based techniques. © 2013 Springer-Verlag.

Desenvolvimento de metodologia high-throughput para estudo populacional do mosquito Aedes aegypti e comparação de dados de genes mitocondriais

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

Planejamento de cursos online para professores de alemão: parâmetros em mapa conceitual

Distance-learning language courses are gaining ground because they meet contemporary social demands and expand opportunities for access to new knowledge. They also favor interaction among people with similar goals but who live in places where no live learning arrangements are available. Taking Valente (2002), Garrison and Anderson (2000), and other authors for theoretical bases, this paper reflects on the criteria and aspects to be considered when one plans and ministers online teacher training courses. The data were taken from a distance-based university extension course offered on the Moodle learning platform by a university in the State of São Paulo, Brazil. The objective was to encourage German language teachers to further develop their own language skills, reflect on aspects of inter-culturality in teaching the target language, and provide experience with current technological resources. This paper describes the elements that proved to be relevant in the creation and planning of the course, based on authors who deal with characteristics of computer-mediated teaching. The importance of this study is related to the fact that little information is available on the planning of courses in online formats.

Previsão de Preço (LMP) por Redes GRNN

Pós-graduação em Engenharia Elétrica - FEIS

The influence of habitat homogenization on the trophic structure of fish fauna in tropical streams

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

Educação continuada do catalogador na modalidade a distância: uma proposta alternativa

This paper presents a proposal for the teaching of cataloguing, emphasizing the problem-solving methodology. The proposal was designed for the distance-based continuing education of the professional cataloguer. It takes into account the challenges inherent to the development of interactive and inter-disciplinary tasks, as well as the development of directed self-education and critical consciousness of that professional, inasmuch as he becomes an active subject, manager of his/her own education.