Análise de contágio a partir do modelo de correlação condicional constante com mudança de regime Markoviana

Nas últimas décadas, a análise dos padrões de propagação internacional de eventos financeiros se tornou o tema de grande parte dos estudos acadêmicos focados em modelos de volatilidade multivariados. Diante deste contexto, objetivo central do presente estudo é avaliar o fenômeno de contágio financeiro entre retornos de índices de Bolsas de Valores de diferentes países a partir de uma abordagem econométrica, apresentada originalmente em Pelletier (2006), sobre a denominação de Regime Switching Dynamic Correlation (RSDC). Tal metodologia envolve a combinação do Modelo de Correlação Condicional Constante (CCC) proposto por Bollerslev (1990) com o Modelo de Mudança de Regime de Markov sugerido por Hamilton e Susmel (1994). Foi feita uma modificação no modelo original RSDC, a introdução do modelo GJR-GARCH formulado em Glosten, Jagannathan e Runkle (1993), na equação das variâncias condicionais individuais das séries para permitir capturar os efeitos assimétricos na volatilidade. A base de dados foi construída com as séries diárias de fechamento dos índices das Bolsas de Valores dos Estados Unidos (SP500), Reino Unido (FTSE100), Brasil (IBOVESPA) e Coréia do Sul (KOSPI) para o período de 02/01/2003 até 20/09/2012. Ao longo do trabalho a metodologia utilizada foi confrontada com outras mais difundidos na literatura, e o modelo RSDC com dois regimes foi definido como o mais apropriado para a amostra selecionada. O conjunto de resultados encontrados fornecem evidências a favor da existência de contágio financeiro entre os mercados dos quatro países considerando a definição de contágio financeiro do Banco Mundial denominada de “muito restritiva”. Tal conclusão deve ser avaliada com cautela considerando a extensa diversidade de definições de contágio existentes na literatura.

Analysis of contagion from the constant conditional correlation model with Markov regime switching

Over the last decades, the analysis of the transmissions of international nancial events has become the subject of many academic studies focused on multivariate volatility models volatility. The goal of this study is to evaluate the nancial contagion between stock market returns. The econometric approach employed was originally presented by Pelletier (2006), named Regime Switching Dynamic Correlation (RSDC). This methodology involves the combination of Constant Conditional Correlation Model (CCC) proposed by Bollerslev (1990) with Markov Regime Switching Model suggested by Hamilton and Susmel (1994). A modi cation was made in the original RSDC model, the introduction of the GJR-GARCH model formulated in Glosten, Jagannathan e Runkle (1993), on the equation of the conditional univariate variances to allow asymmetric e ects in volatility be captured. The database was built with the series of daily closing stock market indices in the United States (SP500), United Kingdom (FTSE100), Brazil (IBOVESPA) and South Korea (KOSPI) for the period from 02/01/2003 to 09/20/2012. Throughout the work the methodology was compared with others most widespread in the literature, and the model RSDC with two regimes was de ned as the most appropriate for the selected sample. The set of results provide evidence for the existence of nancial contagion between markets of the four countries considering the de nition of nancial contagion from the World Bank called very restrictive. Such a conclusion should be evaluated carefully considering the wide diversity of de nitions of contagion in the literature.

Multilayer optimization in radio resource allocation for the packet transmission in wireless networks

In the last decade mobile wireless communications have witnessed an explosive growth in the user’s penetration rate and their widespread deployment around the globe. It is expected that this tendency will continue to increase with the convergence of fixed Internet wired networks with mobile ones and with the evolution to the full IP architecture paradigm. Therefore mobile wireless communications will be of paramount importance on the development of the information society of the near future. In particular a research topic of particular relevance in telecommunications nowadays is related to the design and implementation of mobile communication systems of 4th generation. 4G networks will be characterized by the support of multiple radio access technologies in a core network fully compliant with the Internet Protocol (all IP paradigm). Such networks will sustain the stringent quality of service (QoS) requirements and the expected high data rates from the type of multimedia applications to be available in the near future. The approach followed in the design and implementation of the mobile wireless networks of current generation (2G and 3G) has been the stratification of the architecture into a communication protocol model composed by a set of layers, in which each one encompasses some set of functionalities. In such protocol layered model, communications is only allowed between adjacent layers and through specific interface service points. This modular concept eases the implementation of new functionalities as the behaviour of each layer in the protocol stack is not affected by the others. However, the fact that lower layers in the protocol stack model do not utilize information available from upper layers, and vice versa, downgrades the performance achieved. This is particularly relevant if multiple antenna systems, in a MIMO (Multiple Input Multiple Output) configuration, are implemented. MIMO schemes introduce another degree of freedom for radio resource allocation: the space domain. Contrary to the time and frequency domains, radio resources mapped into the spatial domain cannot be assumed as completely orthogonal, due to the amount of interference resulting from users transmitting in the same frequency sub-channel and/or time slots but in different spatial beams. Therefore, the availability of information regarding the state of radio resources, from lower to upper layers, is of fundamental importance in the prosecution of the levels of QoS expected from those multimedia applications. In order to match applications requirements and the constraints of the mobile radio channel, in the last few years researches have proposed a new paradigm for the layered architecture for communications: the cross-layer design framework. In a general way, the cross-layer design paradigm refers to a protocol design in which the dependence between protocol layers is actively exploited, by breaking out the stringent rules which restrict the communication only between adjacent layers in the original reference model, and allowing direct interaction among different layers of the stack. An efficient management of the set of available radio resources demand for the implementation of efficient and low complexity packet schedulers which prioritize user’s transmissions according to inputs provided from lower as well as upper layers in the protocol stack, fully compliant with the cross-layer design paradigm. Specifically, efficiently designed packet schedulers for 4G networks should result in the maximization of the capacity available, through the consideration of the limitations imposed by the mobile radio channel and comply with the set of QoS requirements from the application layer. IEEE 802.16e standard, also named as Mobile WiMAX, seems to comply with the specifications of 4G mobile networks. The scalable architecture, low cost implementation and high data throughput, enable efficient data multiplexing and low data latency, which are attributes essential to enable broadband data services. Also, the connection oriented approach of Its medium access layer is fully compliant with the quality of service demands from such applications. Therefore, Mobile WiMAX seems to be a promising 4G mobile wireless networks candidate. In this thesis it is proposed the investigation, design and implementation of packet scheduling algorithms for the efficient management of the set of available radio resources, in time, frequency and spatial domains of the Mobile WiMAX networks. The proposed algorithms combine input metrics from physical layer and QoS requirements from upper layers, according to the crosslayer design paradigm. Proposed schedulers are evaluated by means of system level simulations, conducted in a system level simulation platform implementing the physical and medium access control layers of the IEEE802.16e standard.

Publicidade em celulares utilizando o sistema de busca de perfil

ARAÚJO, B. G. ; VALENTIM, R. A. M. . Publicidade em celulares utilizando o sistema de busca de perfil. Holos, Natal,v. 1, p. 109-118, 2010. Disponível em:

Ideais formativos de homem da emissora de Educação Rural de Caicó (Rio Grande do Norte, 1963-1978)

Under the aegis of the third diocese bishop of Caicó, Dom Manuel Tavares de Araújo, the Broadcasting Station of Rural Education of that city was founded, in May 1 s" 1963 with the ideal of being then an educational city, preferentially for youths and adults, rural meu and women of the arca of Seridó in Rio Grande do Norte state. In the year of its 40th birthday (2003), we began the investigation of that radio station choosing as study object its educational and formative programming, in the inc1usion of the first fifteen years of its existence (1963-1978), period that reaches the official inauguration of the Radio Station and the end of the bishopric of its fOllllder as Bishop of Caicó. Elucidating and showing Man's formative ideaIs longed by that Catholic educational broadcasting station, underlying to its radiophonic programming, such as the idealization for it reached, is the objective of this Doctorate work. It was considered pertinent to discover the guidelines that historically have permeated the Social Doçtrine of the Catholic Church addressing its aggiornamento, especially in what concerns to the employment of the modern ways of communication for the distance with the aim of evangelizing and educating. In arder to understand the ideaIs of the investigated educational Radio, we have delimited the research to the thematic Catholic Church, means of social communication and base education. In face of the study object and the aim to be reached it was appealed, methodologically, to the notion of cultural action present in Certeau (1995), and to the understanding of educational formation backgrounded fIam the modern thinkers that discuss it. Such frame references have allowed us to analyze in a wider spectrum tl)e programming broadcasted on the air by the sound wavys of that educ(itional Çatholic Radio, as well as, the very acts of cultural idealizations that has orientated it in its foundations. The thesis here defended is that. the Radio, at procJaiming itself as a broadcasting station of rural education directed preferably to the rural sertanejo countrymen, without neglecting its admitted ends, has surpassed them in its overall range. It was identified an articulate approach of its programmatic modules with the guid,elines emanateq from the Catholic Teaching about the use of the. means of social communication. At conceiving, establishin,g and executing an ec1ectic programmatic and div,ersified grating, the Rural Radio of Caicó has transcended to a strict human-Christian formation to request the development of the human, spiritual and cQrporaldimensions, jointly. With suchprogramming, it addressed to the seridoenses as real meu and women inserted in the "sertanej.o" environment with effective structural and existential problems of alI types, induding the hunger, the thirst, the syndical organization, the cQoperativism, the colIective modero work and the absence of universalizing school education. Its radiophonic transmissions, I}lled by the demands of an enlarged, open, dialogic and responsible communication, wheneIllbracing dedicated modules to religious and catechetical emissions, to the entertainment, to the radiojoumalism, to the country root culture, and to the school education of b se for the modality of the School and of the radiophonic classes, subsumed to ideaIs that longed for the formation of a multifaceted and pluridimensional sertanejo Man; of men and women that, without abjuring the Catholicism, were able to understand, to dialogued and to live together with the general demands of a society in progressive mutation, whose economical, social, cultural and educational demands it IDade themselves to be felt through the sertão potiguar of the Serido region, equal way of the intemationalized world

Análise de desempenho experimental de redes IEEE 802.3.

The Ethernet technology dominates the market of computer local networks. However, it was not been established as technology for industrial automation set, where the requirements demand determinism and real-time performance. Many solutions have been proposed to solve the problem of non-determinism, which are based mainly on TDMA (Time Division Multiple Access), Token Passing and Master-Slave. This work of research carries through measured of performance that allows to compare the behavior of the Ethernet nets when submitted with the transmissions of data on protocols UDP and RAW Ethernet, as well as, on three different types of Ethernet technologies. The objective is to identify to the alternative amongst the protocols and analyzed Ethernet technologies that offer to a more satisfactory support the nets of the industrial automation and distributed real-time application

Projeto de Sistemas Integrados de Propósito Geral Baseados em Redes em Chip Expandindo as Funcionalidades dos Roteadores para Execução de Operações: A plataforma IPNoSys

It bet on the next generation of computers as architecture with multiple processors and/or multicore processors. In this sense there are challenges related to features interconnection, operating frequency, the area on chip, power dissipation, performance and programmability. The mechanism of interconnection and communication it was considered ideal for this type of architecture are the networks-on-chip, due its scalability, reusability and intrinsic parallelism. The networks-on-chip communication is accomplished by transmitting packets that carry data and instructions that represent requests and responses between the processing elements interconnected by the network. The transmission of packets is accomplished as in a pipeline between the routers in the network, from source to destination of the communication, even allowing simultaneous communications between pairs of different sources and destinations. From this fact, it is proposed to transform the entire infrastructure communication of network-on-chip, using the routing mechanisms, arbitration and storage, in a parallel processing system for high performance. In this proposal, the packages are formed by instructions and data that represent the applications, which are executed on routers as well as they are transmitted, using the pipeline and parallel communication transmissions. In contrast, traditional processors are not used, but only single cores that control the access to memory. An implementation of this idea is called IPNoSys (Integrated Processing NoC System), which has an own programming model and a routing algorithm that guarantees the execution of all instructions in the packets, preventing situations of deadlock, livelock and starvation. This architecture provides mechanisms for input and output, interruption and operating system support. As proof of concept was developed a programming environment and a simulator for this architecture in SystemC, which allows configuration of various parameters and to obtain several results to evaluate it

Soliton dynamics at an interface between a uniform medium and a nonlinear optical lattice

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

Fuel consumption of road commercial vehicles in the driving schedule

The fuel consumption is an important factor in the vehicle development due the fact that it has a direct effect on its trade aims. Besides that, it is known that the petrol is a scarce fuel. In this paper it is presented a procedure of fuel consumption calculation for a vehicle traveling in driving schedule. In such calculation it has been taken into account the operational conditions (load, pavement, climbing road, among others) and the building characteristics (map engine, transmission, frontal area, tire, among others) of road vehicles. There has also been an application of the theoretical model developed in a sample Mercedes-Benz do Brasil vehicle which has been compared with the values of experimental tests. Copyright © 1997 Society of Automotive Engineers, Inc.

Transforming open mining pits into fish farms: Moving towards sustainability

The legacy of mining activities has typically been land 'returned to wildlife', or, at some sites, degraded to such an extent that it is unsuitable for any alternate use. Progress towards sustainability is made when value is added in terms of the ecological, social and economic well-being of the community. In keeping with the principles of sustainable development, the innovative use of flooded open pits and tailings impoundments as commercial, recreational or ornamental fish farms should be considered in some locations, as it could make a significant contribution to the social equity, economic vitality and environmental integrity of mining communities. This article highlights the growing significance of aquaculture and explores the benefits and barriers to transforming flooded pits and impoundments into aquaculture operations. Among other benefits, aquaculture may provide a much-needed source of revenue, employment and, in some cases, food to communities impacted by mine closure. Further, aquaculture in a controlled closed environment may be more acceptable to critics of fish farming who are concerned about fish escapes and viral transmissions to wild populations. Despite the potential benefits, aquaculture in flooded pits and impoundments is not without its complications - it requires a site-specific design approach that must consider issues ranging from metals uptake by fish, to the long-term viability of the aquatic system as fish habitat, to the overall contribution of aquaculture to sustainability. © 2004 United Nations. Published by Blackwell Publishing.

To estimate the electric field near electric energy transmission systems by use simple software

The main objective this article is describe a methodology for the calculation of the profile of the electric field in the level soil and proximities originated by electric energy transmission systems real and in operation in the country. It also is commented the equation used and your computational implementation in order to agile and to optimize the studies. The results of simulations were just presented for the transmission system in the voltage class 500 kV for simplify the understanding and space restriction in the article, very although five others types of configurations have also been used in the complete study with very voltages and respective classes. The results were animating and very nearby of values well-known of electric field of other and publications traditional in the area. The graphic exits of program for better visual comprehension and understanding went in accomplished in the plan and in the space © 2010 IEEE.

Pricing of reactive power support provided by distributed generators in transmission systems

Distributed Generation, microgrid technologies, two-way communication systems, and demand response programs are issues that are being studied in recent years within the concept of smart grids. At some level of enough penetration, the Distributed Generators (DGs) can provide benefits for sub-transmission and transmission systems through the so-called ancillary services. This work is focused on the ancillary service of reactive power support provided by DGs, specifically Wind Turbine Generators (WTGs), with high level of impact on transmission systems. The main objective of this work is to propose an optimization methodology to price this service by determining the costs in which a DG incurs when it loses sales opportunity of active power, i.e, by determining the Loss of Opportunity Costs (LOC). LOC occur when more reactive power is required than available, and the active power generation has to be reduced in order to increase the reactive power capacity. In the optimization process, three objectives are considered: active power generation costs of DGs, voltage stability margin of the system, and losses in the lines of the network. Uncertainties of WTGs are reduced solving multi-objective optimal power flows in multiple probabilistic scenarios constructed by Monte Carlo simulations, and modeling the time series associated with the active power generation of each WTG via Fuzzy Logic and Markov Chains. The proposed methodology was tested using the IEEE 14 bus test system with two WTGs installed. © 2011 IEEE.

On data-centric misbehavior detection in VANETs

Detecting misbehavior (such as transmissions of false information) in vehicular ad hoc networks (VANETs) is a very important problem with wide range of implications, including safety related and congestion avoidance applications. We discuss several limitations of existing misbehavior detection schemes (MDS) designed for VANETs. Most MDS are concerned with detection of malicious nodes. In most situations, vehicles would send wrong information because of selfish reasons of their owners, e.g. for gaining access to a particular lane. It is therefore more important to detect false information than to identify misbehaving nodes. We introduce the concept of data-centric misbehavior detection and propose algorithms which detect false alert messages and misbehaving nodes by observing their actions after sending out the alert messages. With the data-centric MDS, each node can decide whether an information received is correct or false. The decision is based on the consistency of recent messages and new alerts with reported and estimated vehicle positions. No voting or majority decisions is needed, making our MDS resilient to Sybil attacks. After misbehavior is detected, we do not revoke all the secret credentials of misbehaving nodes, as done in most schemes. Instead, we impose fines on misbehaving nodes (administered by the certification authority), discouraging them to act selfishly. This reduces the computation and communication costs involved in revoking all the secret credentials of misbehaving nodes. © 2011 IEEE.

An approach to implement data fusion techniques in wireless sensor networks using genetic machine learning algorithms

Wireless Sensor Networks (WSNs) can be used to monitor hazardous and inaccessible areas. In these situations, the power supply (e.g. battery) of each node cannot be easily replaced. One solution to deal with the limited capacity of current power supplies is to deploy a large number of sensor nodes, since the lifetime and dependability of the network will increase through cooperation among nodes. Applications on WSN may also have other concerns, such as meeting temporal deadlines on message transmissions and maximizing the quality of information. Data fusion is a well-known technique that can be useful for the enhancement of data quality and for the maximization of WSN lifetime. In this paper, we propose an approach that allows the implementation of parallel data fusion techniques in IEEE 802.15.4 networks. One of the main advantages of the proposed approach is that it enables a trade-off between different user-defined metrics through the use of a genetic machine learning algorithm. Simulations and field experiments performed in different communication scenarios highlight significant improvements when compared with, for instance, the Gur Game approach or the implementation of conventional periodic communication techniques over IEEE 802.15.4 networks. © 2013 Elsevier B.V. All rights reserved.

Performance analysis of smart grid communication protocol DNP3 over TCP/IP in a heterogeneous traffic environment

This paper presents simulation results of the DNP3 communication protocol over a TCP/IP network, for Smart Grid applications. The simulation was performed using the NS-2 network simulator. This study aimed to use the simulation to verify the performance of the DNP3 protocol in a heterogeneous LAN. Analyzing the results it was possible to verify that the DNP3 over a heterogeneous traffic network, with communication channel capacity between 60 and 85 percent, it works well with low packet loss and low delay, however, with traffic values upper 85 percent, the DNP3 usage becomes unfeasible because the information lost, re-transmissions and latency are significantly increased. © 2013 IEEE.