Impacto de los eventos extremos en la construcción de portafolios de inversión eficientes

El presente trabajo de investigación busca medir el impacto que tienen los eventos extremos, también llamados eventos de boom o eventos de crash, según la naturaleza y consecuencias de los mismos en la construcción de portafolios de inversión eficientes -- Se trabajará con los precios de acciones listadas en la bolsa de Nueva York, y con estas se construirán portafolios de inversión, siguiendo la metodología diseñada por Harry Markowitz en 1952 -- Se verificará la rentabilidad de los portafolios antes del evento extremo, y después de este, y se estudiarán las consecuencias de este sobre el portafolio -- El evento extremo que se introducirá en el estudio es la crisis económica y financiera del año 2008, que tiene sus orígenes en la crisis hipotecaria en Estados Unidos -- Con las variaciones en los precios de los activos en dicho periodo de tiempo, se espera estresar el modelo y revisar si lo propuesto por Markowitz sigue teniendo validez ante la aparición de dichos sucesos -- A partir de esto, se realizarán simulaciones con modelos en Excel y técnicas de Montecarlo, se plantearán posibles recomendaciones técnicas que debamos tener en cuenta al momento de construir nuestros portafolios, y se redactará un documento con recomendaciones para los inversionistas en general -- Como aporte adicional, se entregará el código en Visual Basic para automatizar la optimización de los portafolios

Documentos interactivos EXCEL para simuladores

La tecnología conocida como Microsoft Visual Studio Tools for Office (VSTO) ofrece la posibilidad de integrar Office con la plataforma .NET de forma que podamos implementar aplicaciones .NET con la apariencia de documentos de Microsoft Office. La utilización de la tecnología VSTO con hojas de cálculo para la creación de herramientas de simulación es un campo interesante por la familiaridad que las hojas de cálculo ofrecen a cualquier usuario. Cuando se desarrolla un complemento para un simulador, dicho complemento suele ser muy específico de un simulador concreto, por lo que los elementos desarrollados en estos proyectos no es posible reutilizarlos con otro simulador. Esta es la motivación que lleva a crear este proyecto: facilitar la creación de extensiones para Excel adaptables a distintos tipos de simulador, de manera que sea posible reutilizar las extensiones y sus elementos constituyentes.Para eso, se ha desarrollado un framework para la creación de extensiones Excel con VSTO que puedan ser fácilmente adaptables a diferentes tipos de simuladores. Los principales puntos que toca este framework son: - Elementos comunes a todo proyecto de simuladores. Se han ofrecido precargados un conjunto de elementos que son comunes en el desarrollo de estas aplicaciones, de manera que no sea necesario tener que implementarlos. - Definición de elementos de simulación, lo que se ha denominado en el framework controles. Se ha buscado reducir el coste de desarrollo y maximizar la reutilización. - Comunicación con los simuladores. Se ha definido e implementado una interfaz que permite la comunicación de las hojas Excel con los posibles motores de simulación. Se ha ofrecido esta interfaz en la interfaz ISimulatorService y se ha ofrecido también un cliente para comunicar con los simuladores de esta interfaz.

Programación teoría y aplicaciones

En este texto se utilizará el lenguaje de programación Visual Basic. NET. Dicho lenguaje es uno de los más populares en el mundo por su facilidad para diseñar aplicaciones cada vez más robustas; permite crear aplicaciones para Windows de una forma sencilla. La palabra visual hace referencia a la forma en que se van diseñando las aplicaciones, y al aspecto gráfico que toman los diferentes objetos en el momento de ejecutar las aplicaciones; la palabra NET hace referencia al medio donde se ejecutarán las aplicaciones diseñadas. La necesidad sentida en las universidades y politécnicos de contar con un lenguaje que permita de manera rápida poner en práctica los conceptos teóricos tratados en las clases de Fundamentos de Programación y Programación Orientada a Objetos (para estudiantes de Ingeniería de Sistemas) ha motivado la redacción de este texto. Su propósito es acercar a estudiantes a una herramienta potente y fácil de utilizar en un tiempo reducido, con el fin de probar los algoritmos diseñados en clase y validarlos de acuerdo con los requerimientos impuestos. Se pretende con este texto servir de guía a los estudiantes de Fundamentos de Programación de la Universidad de Medellín y de otras universidades para que puedan poner en práctica los conceptos tratados en la clase teórica.

DEVELOPMENT OF ION EXCHANGE MODELS FOR WATER TREATMENT AND APPLICATION TO THE INTERNATIONAL SPACE STATION WATER PROCESSOR

The International Space Station (ISS) requires a substantial amount of potable water for use by the crew. The economic and logistic limitations of transporting the vast amount of water required onboard the ISS necessitate onboard recovery and reuse of the aqueous waste streams. Various treatment technologies are employed within the ISS water processor to render the waste water potable, including filtration, ion exchange, adsorption, and catalytic wet oxidation. The ion exchange resins and adsorption media are combined in multifiltration beds for removal of ionic and organic compounds. A mathematical model (MFBMODEL™) designed to predict the performance of a multifiltration (MF) bed was developed. MFBMODEL consists of ion exchange models for describing the behavior of the different resin types in a MF bed (e.g., mixed bed, strong acid cation, strong base anion, and weak base anion exchange resins) and an adsorption model capable of predicting the performance of the adsorbents in a MF bed. Multicomponent ion exchange ii equilibrium models that incorporate the water formation reaction, electroneutrality condition, and degree of ionization of weak acids and bases for mixed bed, strong acid cation, strong base anion, and weak base anion exchange resins were developed and verified. The equilibrium models developed use a tanks-inseries approach that allows for consideration of variable influent concentrations. The adsorption modeling approach was developed in related studies and application within the MFBMODEL framework was demonstrated in the Appendix to this study. MFBMODEL consists of a graphical user interface programmed in Visual Basic and Fortran computational routines. This dissertation shows MF bed modeling results in which the model is verified for a surrogate of the ISS waste shower and handwash stream. In addition, a multicomponent ion exchange model that incorporates mass transfer effects was developed, which is capable of describing the performance of strong acid cation (SAC) and strong base anion (SBA) exchange resins, but not including reaction effects. This dissertation presents results showing the mass transfer model's capability to predict the performance of binary and multicomponent column data for SAC and SBA exchange resins. The ion exchange equilibrium and mass transfer models developed in this study are also applicable to terrestrial water treatment systems. They could be applied for removal of cations and anions from groundwater (e.g., hardness, nitrate, perchlorate) and from industrial process waters (e.g. boiler water, ultrapure water in the semiconductor industry).

Dashboard per monitorare lo sviluppo software: criticità, vantaggi

Lo scopo di questa tesi e studiare l’uso di ”cruscotti” (in inglese Dashboard) per il monitoraggio dello sviluppo software, approfondendo i metodi di raccolta delle metriche e come esse vengono gestite. Nello specifico, analizzerò l’ambiente di sviluppo Compositional Agile System (CAS), sviluppando un nuovo plugin per l’IDE Microsoft Visual Studio Code, che e open source. Verranno proposti nuovi metodi di implementazione e utilizzo delle Dashboard e possibili miglioramenti dell’ambiente CAS.

Basic components of cortical processing are shared in visual and auditory modality

Magdeburg, Univ., Fak. für Naturwiss., Diss., 2009

Visual search for basic emotional expressions in autism; impaired processing of anger, fear and sadness, but a typical happy face advantage

Facial expression recognition was investigated in 20 males with high functioning autism (HFA) or Asperger syndrome (AS), compared to typically developing individuals matched for chronological age (TD CA group) and verbal and non-verbal ability (TD V/NV group). This was the first study to employ a visual search, “face in the crowd” paradigm with a HFA/AS group, which explored responses to numerous facial expressions using real-face stimuli. Results showed slower response times for processing fear, anger and sad expressions in the HFA/AS group, relative to the TD CA group, but not the TD V/NV group. Reponses to happy, disgust and surprise expressions showed no group differences. Results are discussed with reference to the amygdala theory of autism.

Basic vision: an introduction to visual perception

Review of Basic vision: an introduction to visual perception by R Snowden, P Thompson, T Troscianko; Oxford University Press, Oxford, 408 pages, »27.99 paper (US$59.95) ISBN 9780199286706.

Neuronal Ceroid-lipofuscinosis with prominent chorea and without visual manifestations: a case report

A case of neuronal ceroid-lipofuscinosis (NCL) is reported in a 11-year-old girl, whose main symptoms were progressive dementia since the age of 4 years and choreic movements since age 10. Seizures, myoclonus and visual deterioration were absent and optic fundi were normal. A cerebral biopsy disclosed two basic types of stored substance in the cytoplasm of neurons: a) severely balloned nerve cells in cortical layers HI and V contained a non-autofluorescent material, which stained with PAS and Sudan Black B in frozen, but not in paraffin sections; ultrastructurally, these neurons showed abundant corpuscles similar to the membranous cytoplasmic bodies of Tay-Sachs disease and, in smaller amounts, also zebra bodies; b) slightly distended or non-distended neurons in all layers contained lipopigment granules, which were autofluorescent, PAS-positive and sudanophil in both frozen and paraffin sections; their ultrastructure was closely comparable to that of lipofuscin. Similar bodies were found in the swollen segments of axons and in a few astrocytes and endothelial cells. The histochemical and ultrastructural demonstration of large amounts of lipopigments allows a presumptive classification of the case as NCL. However, the presence of involuntary movements, the absence of visual disturbances and the unusual ultrastructural features place the patient into a small heterogeneous group within the NCL. A better classification of such unique instances of the disease must await elucidation of the basic enzymatic defects.

Esportes na natureza : estrategias de ensino do canionismo para pessoas com deficiencia visual

Universidade Estadual de Campinas . Faculdade de Educação Física

Natação para crianças portadoras de deficiencia visual : uma proposta de ensino

Universidade Estadual de Campinas. Faculdade de Educação Física

EEG-based Brain-Computer Interfaces: An Overview of Basic Concepts and Clinical Applications in Neurorehabilitation

Some patients are no longer able to communicate effectively or even interact with the outside world in ways that most of us take for granted. In the most severe cases, tetraplegic or post-stroke patients are literally `locked in` their bodies, unable to exert any motor control after, for example, a spinal cord injury or a brainstem stroke, requiring alternative methods of communication and control. But we suggest that, in the near future, their brains may offer them a way out. Non-invasive electroencephalogram (EEG)-based brain-computer interfaces (BCD can be characterized by the technique used to measure brain activity and by the way that different brain signals are translated into commands that control an effector (e.g., controlling a computer cursor for word processing and accessing the internet). This review focuses on the basic concepts of EEG-based BC!, the main advances in communication, motor control restoration and the down-regulation of cortical activity, and the mirror neuron system (MNS) in the context of BCI. The latter appears to be relevant for clinical applications in the coming years, particularly for severely limited patients. Hypothetically, MNS could provide a robust way to map neural activity to behavior, representing the high-level information about goals and intentions of these patients. Non-invasive EEG-based BCIs allow brain-derived communication in patients with amyotrophic lateral sclerosis and motor control restoration in patients after spinal cord injury and stroke. Epilepsy and attention deficit and hyperactive disorder patients were able to down-regulate their cortical activity. Given the rapid progression of EEG-based BCI research over the last few years and the swift ascent of computer processing speeds and signal analysis techniques, we suggest that emerging ideas (e.g., MNS in the context of BC!) related to clinical neuro-rehabilitation of severely limited patients will generate viable clinical applications in the near future.

Do generalized visual training programmes for sport really work? An experimental investigation

We assessed the effectiveness of two generalized visual training programmes in enhancing visual and motor performance for racquet sports. Forty young participants were assigned equally to groups undertaking visual training using Revien and Gabor's Sports Vision programme (Group 1), visual training using Revien's Eyerobics (Group 2), a placebo condition involving reading (Group 3) and a control condition involving physical practice only (Group 4). Measures of basic visual function and of sport-specific motor performance were obtained from all participants before and immediately after a 4-week training period. Significant pre- to post-training differences were evident on some of the measures; however, these were not group-dependent. Contrary to the claims made by proponents of generalized visual training, we found no evidence that the visual training programmes led to improvements in either vision or motor performance above and beyond those resulting simply from test familiarity.

A formação de professores para o ensino da Matemática no ensino básico a alunos com deficiência visual

Resumo: Este estudo surge no âmbito do Mestrado em Reabilitação na Especialidade de Deficiência Visual ministrado em conjunto pelas Faculdades de Ciências Médicas e Motricidade Humana. Na dissertação intitulada Formação de Professores para o Ensino da Matemática no Ensino Básico a Alunos com DV foi desenvolvida uma investigação, incidindo sobre a temática atrás referida. Na primeira parte apresenta-se uma revisão de literatura, onde se exploram vários conceitos relevantes como a deficiência visual, o currículo de matemática no Ensino Básico, as adaptações curriculares dos alunos com DV, as tecnologias de apoio e a Formação dos Professores, entre outros. Na segunda parte apresentam-se as fundamentações teóricas que subjazem à escolha da metodologia de investigação e instrumentação bem como a descrição dos procedimentos de investigação. Participaram neste estudo 52 professores de Matemática dos três ciclos do ensino básico, que tinham alunos cegos ou com baixa visão nas suas turmas. Os dados foram recolhidos através de um questionário aplicados aos professores. Na terceira parte apresentam-se alguns resultados desta pesquisa. Relativamente à Formação de Professores, sendo N= 52, no que diz respeito à Deficiência Visual, a maioria dos professores (58%) diz não ter conhecimento da mesma e 40% dos professores diz ter algum conhecimento sobre a deficiência visual. Destes professores, grande parte referiu não considerar suficiente a informação recebida, pelo que concluímos ser pertinente a proposta de cursos versando a formação de professores em Deficiência Visual. Conclui-se também que os professores sentem dificuldades com os materiais e equipamentos disponíveis embora refiram que tivessem tido alguma informação sobre os mesmos.----------------------------------------- ABSTRACT: This study is the subject of the Master Course on the Specialty of Visual impaired given by both the Faculties of Ciências Médicas and Motricidade Humana. In the dissertation, the title of Which is Vocational Training of Teachers for the Mathematies teaching in the Basic Compulsory education to students with Visual impaired inside of the thematic behind referred. In the first part it is presented a literature revision, where some concepts are explored like the visual impaired, the curriculum of mathematics in the Basic Compulsory Education, the curriculum adaptations to the pupils with visual impaired, the technologies of support and the vocational training of the teachers, among others. In the second part we can recognize the theoretical recitals that support the choice of the research methodology and the whole instrumens meedes as well as the description of the research procedures. 52 professors of Mathematics from the three cycles of basic compulsory education participated in this study, they had blind pupils or with low vision in their classes. The data had been collected through a questionnaire applied to the teachers. In the third part, we come to some results of this research. In what concerns the vocational training of the teachers being N= 52, the majority of them (58%) says not to have knowledge of it and 40% of them says that they have some knowledge on the visual impaired. Among, a great part mentioned not having received sufficient information, as we conclude to be pertinent the proposal of courses makina the vocational training of teachers in visual impaired a reality. One also concludes that the teachers have difficulties with the materials and available equipment even though they mention to have had some information about them.

O treino da perceção visual e da consciência fonológica como promotor da fluência da leitura num aluno do 2º ciclo do ensino básico

Aprender a ler é um dos maiores desafios que as crianças enfrentam quando entram para a escola. A dificuldade no domínio do código alfabético, nos níveis da consciência fonológica e a falta de fluência na leitura são fatores que interferem em larga escala na aprendizagem global dos alunos. Habilitar um aluno para a prática da leitura é um estímulo que tem vindo a dar origem a várias investigações e intervenções no campo da educação. Este projeto descreve dois programas de treino: “Programa de treino da percepção Visual” e “Programa de promoção do desenvolvimento da consciência fonológica”, num aluno do 2º ciclo do ensino básico com dificuldade de fluência na leitura, ao longo de quinze aulas de 90 minutos. No que respeita aos resultados do primeiro estudo, que teve por base o “Programa de treino da percepção visual”, não foram encontradas diferenças relevantes quanto ao seu efeito na fluência da leitura do aluno. No entanto, no segundo estudo, que se centrou na aplicação do “Programa de promoção do desenvolvimento da consciência fonológica” em complemento com o “Programa de treino da percepção visual”, mostrou que o aluno ficou mais fluente na leitura diminuindo o número de erros de precisão (substituições, omissões, inversões, adições e erros complexos). Assim, sugere-se uma monotorização sistemática das aprendizagens dos alunos para que as intervenções possam ser cada vez mais precoces e direcionadas para as suas necessidades.