Estratégia de Investimento baseada em padrões descobertos por mineração de dados em séries históricas de preços diários do Indice IBOVESPA e das ações da PETROBRAS-PN (PETR4.SA)

With the increase of stakeholders and consequently increase of amount of nancial transaction the study of news investment strategies in the stock market with data mining techniques has been the target of important researches. It allows that great historical data base to be processed and analysed looking for pattern that can be used to take a decision in investments. With the idea of getting pro t more than the real indexs' gain, we propose a strategy method of transactions using rules built by algorithm classi cation. For that, diary historical data of Ibovespa index and Petrobras stocks are organized and processed to nding the most important attribute that act decisively when taking a investment decision.To test the accuracy of proposed rules, a non real portfolio management is created, showing the decisions' performance over the real index and stocks' performance. Following the proposed rules, the results show that the strategy of investment give me back a high return that Stock market's return. The exclusive characteristics of algorithms maximize the gain inside the analysed time allowing to determine the techniques' return and the number of the days necessary to double the initial investment. The best classi er applied on the time series and its use on the propose investments strategy will demand 104 days to double the initial capital

Estudo sobre fornos de tratamento térmico e propostas de cogeração de energia em usina siderurgica não integrada

Steel industry is a sector heavily dependent on energy, both electrical and thermal. Since the receipt of raw materials to the shipment of finished products to customers, through mergers, casting, rolling, heat treatment, inspection, among others, high amounts of energy are demanded, generating very significant costs to the productive chain in its entirety . Therefore, any alternative that favors the reduction in energy consumption or barateie the cost of this is very welcome. Within this context, this paper aims to make a technical and economic analysis of installing a cogeneration plant in the field rolling in a non-integrated steel mill. Two configurations are proposed plants, with one being the use of heat from waste gases from furnaces existing in the area mentioned and another with the use of heat from waste gases from an internal combustion engine. Both proposals are evaluated technically and later is done the economic analysis, calculating the financial return (pay back) in relation to the investment required, operation and maintenance of the plant

Otimização de portfólio utilizando como métricas de retorno medidas de posição central

This paper consists in applying the Modern Theory of Portfolio (MPT) using central position measurements for modeling the return on investment fund of a renowned financial institution and compare with the Medium- CVaR model. The measurement of risks and returns becomes increasingly important for investors to minimize their losses to maximize thus their possibilities of earnings, taking into account sudden change scenarios. We present concepts of investment funds used as data and research on central position measurements to determine which measure was more suitable. To assemble the Efficient Frontier of assets considering the method proposed measure of central position-CVaR position is used MatLab. Then, after getting the Frontier, it was possible to compare it with the Medium-CVaR model, already proven effective. Finally, we analyze the viability of the proposed model in portfolio management

Estudo sobre os determinantes do investimento na indústria de transformação brasileira: análise setorial para o período de 1996 a 2012

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

¿El retorno de los que nunca se fueron? Notas sobre la experiencia política de los jóvenes universitarios platenses (2003-2013)

Este trabajo explora una hipótesis: la experiencia política de los estudiantes universitarios vincula sus trayectorias personales con tres campos: la política partidaria, la política de las instituciones educativas y la lógica de constitución disciplinar

¿El retorno de los que nunca se fueron? Notas sobre la experiencia política de los jóvenes universitarios platenses (2003-2013)

Este trabajo explora una hipótesis: la experiencia política de los estudiantes universitarios vincula sus trayectorias personales con tres campos: la política partidaria, la política de las instituciones educativas y la lógica de constitución disciplinar

¿El retorno de los que nunca se fueron? Notas sobre la experiencia política de los jóvenes universitarios platenses (2003-2013)

Este trabajo explora una hipótesis: la experiencia política de los estudiantes universitarios vincula sus trayectorias personales con tres campos: la política partidaria, la política de las instituciones educativas y la lógica de constitución disciplinar