Problèmes de tournées de véhicules avec contraintes de chargement

Cette thèse s’intéresse aux problèmes de tournées de véhicules où l’on retrouve des contraintes de chargement ayant un impact sur les séquences de livraisons permises. Plus particulièrement, les items placés dans l’espace de chargement d’un véhicule doivent être directement accessibles lors de leur livraison sans qu’il soit nécessaire de déplacer d’autres items. Ces problèmes sont rencontrés dans plusieurs entreprises de transport qui livrent de gros objets (meubles, électroménagers). Le premier article de cette thèse porte sur une méthode exacte pour un problème de confection d’une seule tournée où un véhicule, dont l’aire de chargement est divisée en un certain nombre de piles, doit effectuer des cueillettes et des livraisons respectant une contrainte de type dernier entré, premier sorti. Lors d’une collecte, les items recueillis doivent nécessairement être déposés sur le dessus de l’une des piles. Par ailleurs, lors d’une livraison, les items doivent nécessairement se trouver sur le dessus de l’une des piles. Une méthode de séparation et évaluation avec plans sécants est proposée pour résoudre ce problème. Le second article présente une méthode de résolution exacte, également de type séparation et évaluation avec plans sécants, pour un problème de tournées de véhicules avec chargement d’items rectangulaires en deux dimensions. L’aire de chargement des véhicules correspond aussi à un espace rectangulaire avec une orientation, puisque les items doivent être chargés et déchargés par l’un des côtés. Une contrainte impose que les items d’un client soient directement accessibles au moment de leur livraison. Le dernier article aborde une problème de tournées de véhicules avec chargement d’items rectangulaires, mais où les dimensions de certains items ne sont pas connus avec certitude lors de la planification des tournées. Il est toutefois possible d’associer une distribution de probabilités discrète sur les dimensions possibles de ces items. Le problème est résolu de manière exacte avec la méthode L-Shape en nombres entiers.

Onze femmes inuit à Montréal : comprendre leur expérience d'itinérance et de sortie de rue

La présente étude a pour objectif de comprendre l’expérience d’itinérance des femmes inuit du Nunavik installées à Montréal dans les trois phases de leurs trajectoires, soit le prédéplacement, le déplacement et le postdéplacement. Le cadre d’analyse privilégié est celui de l’approche intersectionnelle, car il invite à reconnaître la pluralité des composantes identitaires qui s’entrecroisent de façon unique dans l’expérience personnelle et collective, et amènent les femmes à cumuler les sources de vulnérabilité. Cette approche privilégie l’étude du point de vue des femmes marginalisées en leur laissant la parole, ce qui a été fait grâce à la méthode des récits de vie. L’échantillon a été construit sur la base de deux groupes afin d’explorer l’expérience d’itinérance incluant la sortie : cinq participantes étaient itinérantes et six autres se disaient sorties de la rue au moment des entretiens. Cette recherche a été développée en collaboration avec une interprète culturelle et linguistique. Les données proviennent d’observations, d’une informatrice-clé et de vingt-et-une entrevues. Dix des onze participantes ont été rencontrées à deux reprises. Après une première entrevue non directive, le récit de vie de chacune a fait l’objet d’une analyse thématique et a été recomposé sous forme de trajectoire résumée graphiquement. La seconde entrevue démarrait par la présentation de cette trajectoire résumée pour inviter les femmes à participer à une validation des données en plus d’enrichir leur récit. Les résultats confirment certains résultats d’études tout en apportant des éléments nouveaux. Par exemple, le handicap, conjugué au genre, expose particulièrement les femmes inuit à la violence communautaire et interpersonnelle au Nunavik. Les commérages, perçus comme abusifs et oppressants par les femmes, font partie d’une intense violence communautaire au Nord et motivent le déplacement de celles-ci vers Montréal. Avec la récente sédentarisation, la vie en grande proximité exacerbe l’importance des commérages. Quant à la sortie de rue, elle est particulière aux femmes inuit : le copain détient un pouvoir d’inflexion de leurs trajectoires d’itinérance. Les femmes conçoivent le copain comme une clé culturelle leur donnant accès au système de logement puisqu’il connaît les rouages culturels et structurels de la vie à Montréal.

Ablación cardiaca en niños y adolescentes: experiencia en la Fundación Cardioinfantil-IC años 2010 -2013

Introducción: Se ha demostrado que la técnica de radiofrecuencia en ablación cardiaca es altamente efectiva en el tratamiento de arritmias cardiacas en pediatría, además de tener un mínimo de complicaciones. En este estudio se exponen los resultados de este procedimiento en un grupo de pacientes pediátricos en la Fundación Cardioinfantil. Población y Métodos: Entre enero de 2010 y diciembre de 2013 se realizaron un total de 231 ablaciones cardiacas. Al aplicar criterios de inclusión y exclusión se obtienen 192 pacientes, de los cuales 58% eran de sexo masculino y 42% de sexo femenino, 43.2% pertenecían a un rango de edad entre 11-15 años. Resultados: La ablación fue exitosa en 185/192 pacientes (Tasa de éxito global 96.3%). Pérdidas durante el seguimiento al primer día 0%, tasa de éxito 100% con cero recurrencias. Control de los 30 días: pérdidas del 8.3%, tasa de éxito del 90.6% y dos recurrencias. Control de los 90 días se tuvieron pérdidas de 30.2%, tasa de éxito de 95.4% y seis recurrencias, finalmente a los 180 días con un porcentaje de pérdidas de 51.5% y siete recurrencias, la tasa de éxito es de 92.5%. En el seguimiento se encontraron 7 recurrencias, las cuales fueron llevadas a un segundo procedimiento que fue efectivo en 7/7 (100)%. No hubo complicaciones ni muertes. Conclusiones: Los resultados obtenidos no difieren de los resultados de estudios de ablación pediátrica en el mundo, definiéndose así como un procedimiento seguro y eficaz en la Fundación Cardioinfantil.

The labor demand was downward sloping: disentangling migrants’ inflows and outflows, 1929–1957

This paper studies in- and out-migration from the U.S. during the first half of the twentieth century and assesses how these flows affected state-level labor markets. It shows that out-migration positively impacted the earnings growth of remaining workers, while in-migration had a negative impact. Hence, immigrant arrivals were substitutes of the existing workforce, while out-migration reduced the competitive pressure on labor markets

Carpenter Syndrome: Extended RAB23 Mutation Spectrum and Analysis of Nonsense-mediated mRNA Decay

Carpenter syndrome, a rare autosomal recessive disorder characterized by a combination of craniosynostosis, polysyndactyly, obesity, and other congenital malformations, is caused by mutations in RAB23, encoding a member of the Rab-family of small GTPases. In 15 out of 16 families previously reported, the disease was caused by homozygosity for truncating mutations, and currently only a single missense mutation has been identified in a compound heterozygote. Here, we describe a further 8 independent families comprising 10 affected individuals with Carpenter syndrome, who were positive for mutations in RAB23. We report the first homozygous missense mutation and in-frame deletion, highlighting key residues for RAB23 function, as well as the first splice-site mutation. Multi-suture craniosynostosis and polysyndactyly have been present in all patients described to date, and abnormal external genitalia have been universal in boys. High birth weight was not evident in the current group of patients, but further evidence for laterality defects is reported. No genotype-phenotype correlations are apparent. We provide experimental evidence that transcripts encoding truncating mutations are subject to nonsense-mediated decay, and that this plays an important role in the pathogenesis of many RAB23 mutations. These observations refine the phenotypic spectrum of Carpenter syndrome and offer new insights into molecular pathogenesis. (C) 2011 Wiley-Liss, Inc.

Employment Protection Legislation and Firm Growth : Evidence from a Natural Experiment

A natural experiment is used to identify the causal relationship between employment protection legislation and fi…rm growth. The natural experiment occurred in Sweden in 2001, when an exemption made it possible for fi…rms with less than eleven employees to exclude two workers from the last-in-fi…rst-out principle when dismissing personnel. The estimated average treatment effect of the reform show that the number of employees increased with 0.135 percent in fi…rms with 5-9 employees relative to fi…rms with 10-15 employees, which corresponds to over 5,000 additional jobs per year created by the reform. Firms with ten employees, just below the size threshold, became 3.4 percent less likely to increase their workforce to a level surpassing the threshold, indicating that the last-in-…first-out rule prevented these …firms from growing. Thus, employment protection legislation seems to act as a growth barrier for small fi…rms.

Assessing feasibility and acceptability of study procedures : getting ready for implementation of national stroke guidelines in out-patient health care

BACKGROUND: Even though Swedish national guidelines for stroke care (SNGSC) have been accessible for nearly a decade access to stroke rehabilitation in out-patient health care vary considerably. In order to aid future interventions studies for implementation of SNGSC, this study assessed the feasibility and acceptability of study procedures including analysis of the context in out-patient health care settings. METHODS: The feasibility and acceptability of recruitment, observations and interviews with managers, staff and patients were assessed, as well as the feasibility of surveying health care records. RESULTS: To identify patients from the the hospitals was feasible but not from out-patient care where a need to relieve clinical staff of the recruitment process was identified. Assessing adherence to guidelines and standardized evaluations of patient outcomes through health care records was found to be feasible and suitable assessment tools to evaluate patient outcome were identified. Interviews were found to be a feasible and acceptable tool to survey the context of the health care setting. CONCLUSION: In this feasibility study a variety of qualitative and quantitative data collection procedures and measures were tested. The results indicate what can be used as a set of feasible and acceptable data collection procedures and suitable measures for studying implementation of stroke guidelines in an out-patient health care context.

Expressão de uma quitinase de Metarhizium anisopliae em Nicotiana tabacum : obtenção de plantas transgênicas resistentes a doenças fúngicas

A resistência a doenças em plantas transgênicas tem sido obtida por meio da expressão de genes isolados de bactérias, fungos micoparasitas e plantas. Neste trabalho, relatamos a utilização de um gene do fungo entomopatogênico Metarhizium anisopliae como modo de gerar resistência a doenças fúngicas em plantas. O gene chit1 codifica a quitinase CHIT42 (EC 3.2.1.14), pertencente a uma classe de glicosil-hidrolases capazes de converter quitina em oligômeros de N-acetil-glicosamina (NAcGlc). Quando presentes em tecidos vegetais, supõese que as quitinases ataquem especificamente a parede celular de fungos invasores, provocando danos às hifas e causando a morte por lise das células fúngicas. Deste modo, dois diferentes grupos de plantas transgênicas de Nicotiana tabacum foram produzidos: no primeiro deles, denominado chitplus, os indivíduos possuem o gene chit1 sob o controle do promotor CaMV 35S. O segundo grupo, demoninado chitless, consiste de plantas transformadas com um T-DNA não contendo o gene do fungo. Trinta e quatro plantas transgênicas resistentes à canamicina (17 de cada grupo) foram regeneradas a partir de discos de folhas infectados por Agrobacterium tumefaciens. A produção da quitinase em extratos protéicos de folhas foi analisada por zimogramas em SDS-PAGE contendo glicol-quitina e corados por calcoflúor branco, na forma de um screening dos transgênicos primários. As plantas transgênicas foram testadas, ainda, por meio de ensaios colorimétricos empregando oligômeros sintéticos de NAcGlc como substratos específicos, além de immunoblot e Western blot com soro anti-quitinase. A quantidade de enzima recombinante nas plantas chitplus variou desde nenhuma atividade detectável a elevados níveis de expressão da enzima. A hibridização de Southern blot demonstrou que o número de cópias do gene chit1 integradas no genoma vegetal foi estimado entre uma e quatro. A primeira geração de plantas transgênicas geradas por autofecundação de parentais portadores de duas cópias do transgene foi testada com relação à estabilidade da herança do transgene e em 43 de um total de 67 descendentes, originados de quatro cruzamentos independentes, o padrão de segregação não diferiu das proporções Mendelianas esperadas. Ensaios de resistência, desafiando as plantas transgênicas com o basidiomiceto Rhizoctonia solani foram realizados e uma evidente diminuição da área foliar contendo lesões fúngicas foi observada entre as linhagens transgênicas, embora variações na atividade quitinolítica tenham influenciado o nível de resistência. Nossos resultados sugerem uma relação direta entre a atividade específica de quitinase e ao aumento nos níveis de resistência às lesões causadas pela infecção por R. solani.

A stochastic discount factor approach to asset pricing using panel data asymptotics

Using the Pricing Equation in a panel-data framework, we construct a novel consistent estimator of the stochastic discount factor (SDF) which relies on the fact that its logarithm is the "common feature" in every asset return of the economy. Our estimator is a simple function of asset returns and does not depend on any parametric function representing preferences. The techniques discussed in this paper were applied to two relevant issues in macroeconomics and finance: the first asks what type of parametric preference-representation could be validated by asset-return data, and the second asks whether or not our SDF estimator can price returns in an out-of-sample forecasting exercise. In formal testing, we cannot reject standard preference specifications used in the macro/finance literature. Estimates of the relative risk-aversion coefficient are between 1 and 2, and statistically equal to unity. We also show that our SDF proxy can price reasonably well the returns of stocks with a higher capitalization level, whereas it shows some difficulty in pricing stocks with a lower level of capitalization.

Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options

Building Risk-Neutral Densities (RND) from options data can provide market-implied expectations about the future behavior of a financial variable. And market expectations on financial variables may influence macroeconomic policy decisions. It can be useful also for corporate and financial institutions decision making. This paper uses the Liu et all (2007) approach to estimate the option-implied Risk-neutral densities from the Brazilian Real/US Dollar exchange rate distribution. We then compare the RND with actual exchange rates, on a monthly basis, in order to estimate the relative risk-aversion of investors and also obtain a Real-world density for the exchange rate. We are the first to calculate relative risk-aversion and the option-implied Real World Density for an emerging market currency. Our empirical application uses a sample of Brazilian Real/US Dollar options traded at BM&F-Bovespa from 1999 to 2011. The RND is estimated using a Mixture of Two Log-Normals distribution and then the real-world density is obtained by means of the Liu et al. (2007) parametric risktransformations. The relative risk aversion is calculated for the full sample. Our estimated value of the relative risk aversion parameter is around 2.7, which is in line with other articles that have estimated this parameter for the Brazilian Economy, such as Araújo (2005) and Issler and Piqueira (2000). Our out-of-sample evaluation results showed that the RND has some ability to forecast the Brazilian Real exchange rate. Abe et all (2007) found also mixed results in the out-of-sample analysis of the RND forecast ability for exchange rate options. However, when we incorporate the risk aversion into RND in order to obtain a Real-world density, the out-of-sample performance improves substantially, with satisfactory results in both Kolmogorov and Berkowitz tests. Therefore, we would suggest not using the “pure” RND, but rather taking into account risk aversion in order to forecast the Brazilian Real exchange rate.

Testing consumption optimality using aggregate data

The objective of this paper is to test for optimality of consumption decisions at the aggregate level (representative consumer) taking into account popular deviations from the canonical CRRA utility model rule of thumb and habit. First, we show that rule-of-thumb behavior in consumption is observational equivalent to behavior obtained by the optimizing model of King, Plosser and Rebelo (Journal of Monetary Economics, 1988), casting doubt on how reliable standard rule-of-thumb tests are. Second, although Carroll (2001) and Weber (2002) have criticized the linearization and testing of euler equations for consumption, we provide a deeper critique directly applicable to current rule-of-thumb tests. Third, we show that there is no reason why return aggregation cannot be performed in the nonlinear setting of the Asset-Pricing Equation, since the latter is a linear function of individual returns. Fourth, aggregation of the nonlinear euler equation forms the basis of a novel test of deviations from the canonical CRRA model of consumption in the presence of rule-of-thumb and habit behavior. We estimated 48 euler equations using GMM, with encouraging results vis-a-vis the optimality of consumption decisions. At the 5% level, we only rejected optimality twice out of 48 times. Empirical-test results show that we can still rely on the canonical CRRA model so prevalent in macroeconomics: out of 24 regressions, we found the rule-of-thumb parameter to be statistically signi cant at the 5% level only twice, and the habit ƴ parameter to be statistically signi cant on four occasions. The main message of this paper is that proper return aggregation is critical to study intertemporal substitution in a representative-agent framework. In this case, we fi nd little evidence of lack of optimality in consumption decisions, and deviations of the CRRA utility model along the lines of rule-of-thumb behavior and habit in preferences represent the exception, not the rule.

Caracterização dos retornos e das volatilidades de ativos financeiros do mercado Brasileiro : uma abordagem baseada na volatilidade realizada

The goal of this paper is twofold. First, using five of the most actively traded stocks in the Brazilian financial market, this paper shows that the normality assumption commonly used in the risk management area to describe the distributions of returns standardized by volatilities is not compatible with volatilities estimated by EWMA or GARCH models. In sharp contrast, when the information contained in high frequency data is used to construct the realized volatilies measures, we attain the normality of the standardized returns, giving promise of improvements in Value at Risk statistics. We also describe the distributions of volatilities of the Brazilian stocks, showing that the distributions of volatilities are nearly lognormal. Second, we estimate a simple linear model to the log of realized volatilities that differs from the ones in other studies. The main difference is that we do not find evidence of long memory. The estimated model is compared with commonly used alternatives in an out-of-sample experiment.

Consumption-wealth ratio and expected stock returns: evidence from panel data

This paper investigates the role of consumption-wealth ratio on predicting future stock returns through a panel approach. We follow the theoretical framework proposed by Lettau and Ludvigson (2001), in which a model derived from a nonlinear consumer’s budget constraint is used to settle the link between consumption-wealth ratio and stock returns. Using G7’s quarterly aggregate and financial data ranging from the first quarter of 1981 to the first quarter of 2014, we set an unbalanced panel that we use for both estimating the parameters of the cointegrating residual from the shared trend among consumption, asset wealth and labor income, cay, and performing in and out-of-sample forecasting regressions. Due to the panel structure, we propose different methodologies of estimating cay and making forecasts from the one applied by Lettau and Ludvigson (2001). The results indicate that cay is in fact a strong and robust predictor of future stock return at intermediate and long horizons, but presents a poor performance on predicting one or two-quarter-ahead stock returns.

A regulação da previdência complementar fechada sob a perspectiva da economia comportamental: e a adesão automática como proposta para a mitigação de vieses cognitivos

A presente dissertação investiga a utilização de medidas como a adesão automática pela regulação da previdência complementar fechada a partir da flexibilização do conceito de racionalidade, tendo como base a Análise Econômica e Comportamental do Direito. Inicia-se o trabalho pela evolução histórica da regulação da previdência no Brasil, avaliando os impactos sistêmicos das alterações ocorridas no primeiro pilar previdenciário (regimes básicos). Em virtude dessas alterações e do crescimento da relevância do segundo pilar de previdência social (Previdência Complementar Fechada) para a manutenção do bem-estar, analisa-se a possibilidade de ocorrência de vieses cognitivos que implicam desvios de racionalidade dos indivíduos nas decisões relativas à previdência complementar. Esses vieses cognitivos podem fazer com que indivíduos escolham alternativas que não maximizam seu bem-estar, por razões como inércia, procrastinação e superotimismo, ao contrário do que aponta o pressuposto de racionalidade da Economia Neoclássica. Os resultados analisados conduzem à necessidade de adoção de medidas regulatórias capazes de mitigar esses desvios de racionalidade, na forma de adoção de arquitetura de escolhas que induzam à maximização do bem-estar individual, sem limitar a liberdade individual dos envolvidos. Essas medidas, entretanto, especialmente a adesão automática aos planos de benefícios, destinam-se à mitigação de vieses cognitivos, sendo criticável sua adoção em planos de previdência onde observa-se predominância de outras razões para baixos níveis de adesão, como desconfiança em relação à gestão do plano. Ademais, faz-se necessário respeitar certos critérios para sua implementação, a fim de garantir que esse instrumento somente seja utilizado quando se observar vieses cognitivos que prejudiquem significativamente o bem-estar, bem como que a opção à qual os indivíduos estão sendo induzidos é vantajosa, ao menos na grande maioria das vezes. Ao final, verifica-se a juridicidade dessas medidas, à luz da proporcionalidade, norma que permite identificar os limites para a intensidade regulatória.

Análise de DFA e de agrupamento do perfil de densidade de poços de petróleo

In recent years, the DFA introduced by Peng, was established as an important tool capable of detecting long-range autocorrelation in time series with non-stationary. This technique has been successfully applied to various areas such as: Econophysics, Biophysics, Medicine, Physics and Climatology. In this study, we used the DFA technique to obtain the Hurst exponent (H) of the profile of electric density profile (RHOB) of 53 wells resulting from the Field School of Namorados. In this work we want to know if we can or not use H to spatially characterize the spatial data field. Two cases arise: In the first a set of H reflects the local geology, with wells that are geographically closer showing similar H, and then one can use H in geostatistical procedures. In the second case each well has its proper H and the information of the well are uncorrelated, the profiles show only random fluctuations in H that do not show any spatial structure. Cluster analysis is a method widely used in carrying out statistical analysis. In this work we use the non-hierarchy method of k-means. In order to verify whether a set of data generated by the k-means method shows spatial patterns, we create the parameter Ω (index of neighborhood). High Ω shows more aggregated data, low Ω indicates dispersed or data without spatial correlation. With help of this index and the method of Monte Carlo. Using Ω index we verify that random cluster data shows a distribution of Ω that is lower than actual cluster Ω. Thus we conclude that the data of H obtained in 53 wells are grouped and can be used to characterize space patterns. The analysis of curves level confirmed the results of the k-means