A BDI-based approach for the assessment of driver's decision-making in commuter scenarios

The rapid growth of urban areas has a significant impact on traffic and transportation systems. New management policies and planning strategies are clearly necessary to cope with the more than ever limited capacity of existing road networks. The concept of Intelligent Transportation System (ITS) arises in this scenario; rather than attempting to increase road capacity by means of physical modifications to the infrastructure, the premise of ITS relies on the use of advanced communication and computer technologies to handle today’s traffic and transportation facilities. Influencing users’ behaviour patterns is a challenge that has stimulated much research in the ITS field, where human factors start gaining great importance to modelling, simulating, and assessing such an innovative approach. This work is aimed at using Multi-agent Systems (MAS) to represent the traffic and transportation systems in the light of the new performance measures brought about by ITS technologies. Agent features have good potentialities to represent those components of a system that are geographically and functionally distributed, such as most components in traffic and transportation. A BDI (beliefs, desires, and intentions) architecture is presented as an alternative to traditional models used to represent the driver behaviour within microscopic simulation allowing for an explicit representation of users’ mental states. Basic concepts of ITS and MAS are presented, as well as some application examples related to the subject. This has motivated the extension of an existing microscopic simulation framework to incorporate MAS features to enhance the representation of drivers. This way demand is generated from a population of agents as the result of their decisions on route and departure time, on a daily basis. The extended simulation model that now supports the interaction of BDI driver agents was effectively implemented, and different experiments were performed to test this approach in commuter scenarios. MAS provides a process-driven approach that fosters the easy construction of modular, robust, and scalable models, characteristics that lack in former result-driven approaches. Its abstraction premises allow for a closer association between the model and its practical implementation. Uncertainty and variability are addressed in a straightforward manner, as an easier representation of humanlike behaviours within the driver structure is provided by cognitive architectures, such as the BDI approach used in this work. This way MAS extends microscopic simulation of traffic to better address the complexity inherent in ITS technologies.

Avaliação de programas de desenvolvimento comunitario : o caso do FUNDEC

O estudo tem como objetivo elaborar um instrumento de avaliação da efetividade do FUNDEC - Fundo de Desenvolvimento Comunitário, programa instituído pelo Banco do Brasil S. A. em 1981, hoje sob a condução da Fundação Banco do Brasil. Trata-se de pesquisa metodológica, uma vez que pretende construir um instrumento de captação da realidade. A estratégia da pesquisa consistiu, basicamente, na elaboração de quesitos que possibilitassem comprovar ou não o desenvolvimento das comunidades onde o FUNDEC atua. O estudo considerou como mais importantes os atributos relacionados à melhoria das condições de vida das populações atendidas pelo Programa, dando maior ênfase aos aspectos referentes ao aperfeiçoamento da prática participante. As dimensões, os indicadores e as variáveis de avaliação foram determinados a partir de pesquisa exploratória junto a comunidades atendidas pelo Programa. O instrumento de pesquisa elaborado foi aplicado na comunidade de Boaventura, localizada no município de Itaperuna, estado do Rio de Janeiro.

Reality check for volatility models

Asset allocation decisions and value at risk calculations rely strongly on volatility estimates. Volatility measures such as rolling window, EWMA, GARCH and stochastic volatility are used in practice. GARCH and EWMA type models that incorporate the dynamic structure of volatility and are capable of forecasting future behavior of risk should perform better than constant, rolling window volatility models. For the same asset the model that is the ‘best’ according to some criterion can change from period to period. We use the reality check test∗ to verify if one model out-performs others over a class of re-sampled time-series data. The test is based on re-sampling the data using stationary bootstrapping. For each re-sample we check the ‘best’ model according to two criteria and analyze the distribution of the performance statistics. We compare constant volatility, EWMA and GARCH models using a quadratic utility function and a risk management measurement as comparison criteria. No model consistently out-performs the benchmark.

Desenvolvimento e validação de protótipo das medidas de desenvolvimento humano

To mesure the human performance is a challenge, mainly due to the multidimensional factor movement. Instruments, mostly only assess one dimension of it. Objective: To develop a prototype capable of measuring the skills of human performance and check its validity using method comparison approach. Methods: The study was divided into two stages. The first Prototype was developed and tested simultaneously with an instrument to study the Rectilinear Uniform Motion and Uniformly Miscellaneous. In the second phase the sample consisted of Paralympic basketball athletes (n=09) and karate athletes (n=31) and all agreed to the terms of participation in the research. The evaluation of performance measures was performed with the prototype, the results obtained were compared with the data calculated by a statistical package is used as a reference. Results: All variables calculated by the prototype showed no significant differences when compared with the results calculated by the reference instrument and statistical package. Conclusion: The prototype has been developed and the results obtained in laboratory and field indicate that the prototype can be used for measuring human performance measures, with immediate results without the need for a conventional computer return, provided they fulfill the criteria described

Utilização de indicadores financeiros e não-financeiros na gestão de hotéis no Rio Grande do Norte: um estudo sob a ótica do Balanced Scorecard

This study presents the results of a research on the use of financial and non-financial performance indicators used by medium and large hotels. The research was conducted in Rio Grande do Norte, a Brazilian State. The objective is to identify the usage of performance measures by these companies. Hotel industry is one of the most important sectors in the Rio Grande do Norte economy. The research takes the Balanced Scorecard as a conceptual framework, since it represents an original contribution to the literature of managerial accounting, for rethinking old issues, pointing out themes that were forgotten or badly interpreted, to discuss the requirements imposed by the economy environment, dominated by competitive companies, and increasing the understanding of the relationship between strategy and operation. The objective of the research is to investigate if the hotel managers make use of a managerial information system or not, when evaluating the performance of their business unit. The research reveals the usage of performance evaluation using a large variety of measures. Among them is worth mention: the usage of accounting profit altogether with the EVA/MVA, the process cycle time, total quality management, process transformation, strategic mission, vision, strategic measures, measures related to feedback, risk, costs, productivity, incomes, customers retention, customer satisfaction and profitability, measures using time as a component, quality of the process, cost of the processes, employees capabilities, information systems, motivation, empowerment and alignment. The research leads to the conclusion that the usage of the deriving concepts of Balanced Scorecard can improve the performance measurement systems used by hotels

Análise da configuração de SAMU utilizando múltiplas alternativas de localização de ambulâncias

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Adaptive control charts: A Markovian approach for processes subject to independent disturbances

Recent studies have shown that adaptive X control charts are quicker than traditional X charts in detecting small to moderate shifts in a process. In this article, we propose a joint statistical design of adaptive X and R charts having all design parameters varying adaptively. The process is subjected to two independent assignable causes. One cause changes the process mean and the other changes the process variance. However, the occurrence of one kind of assignable cause does not preclude the occurrence of the other. It is assumed that the quality characteristic is normally distributed and the time that the process remains in control has exponential distribution. Performance measures of these adaptive control charts are obtained through a Markov chain approach. (c) 2005 Elsevier B.V. All rights reserved.

A hierarchy of adaptive (X)over-bar control charts

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

The effectiveness of technical assistance, socio-economic development and the absorptive capacity of competition authorities

Includes bibliography

Recursos interpretativos funcionais como subsídio metodológico na formação continuada de professores de língua portuguesa das séries iniciais

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

Genetic parameters for earnings in Quarter Horse

In this study, we estimated the heritability (h(2)) of earnings in the Quarter Horse in order to evaluate the inclusion of this trait in breeding programs. Records from 14,754 races of 2443 horses from 1978-2009 were provided by Sorocaba Hippodrome, Sao Paulo, Brazil. All ancestors of the registered horses were included in the pedigree file until the 4th generation. Log-transformed performance measures (LPM) were analyzed for animals aged 2, 3, and 4 years and during their entire career. The h(2) estimates were obtained using a multi-trait model and Gibbs sampling that included the effects of sex, year of race, and animal in all analyses. Five analyses were performed: 1 in which LPM was divided by the number of prizes, 1 in which LPM was divided by the number of race starts, and 3 analyses that included the number of prizes, number of race starts, and both (LPM_cNPS) as covariates. Analysis was performed with and without inclusion of the maternal effect. Models were compared based on the deviance information criterion and LPM_cNPS including maternal effects was found to be the best model. The h(2) estimates and standard deviation obtained using model LPM_cNPS were 0.19 +/- 0.08, 0.21 +/- 0.08, 0.22 +/- 0.09, and 0.21 +/- 0.07 for earnings at 2, 3, and 4 years of age and total career, respectively. Our analyses indicate that earnings are subject to selection and can be included in breeding programs to improve the racing performance of Quarter Horses.

Incorporating priorities for waiting customers in the hypercube queuing model with application to an emergency medical service system in Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A língua portuguesa no 5º ano do ensino fundamental: repertórios de ensino no contexto da Prova Brasil/ SAEB

Pós-graduação em Psicologia do Desenvolvimento e Aprendizagem - FC

Associação entre sistema de incentivos gerenciais e práticas de contabilidade gerencial

O princípio da controlabilidade prevê que os gestores deveriam ser avaliados com base em fatores controláveis. Consequentemente, os incentivos gerenciais estariam relacionados a práticas de contabilidade gerencial capazes de evitar que os gestores sejam responsabilizados por resultados financeiros além do controle gerencial, tais como análise por centro de responsabilidade, custo padrão, preço de transferência, orçamento e avaliação de desempenho. Este artigo desenvolve um estudo de campo para investigar se há relação entre a presença de incentivos gerenciais e as práticas de contabilidade gerencial associadas ao princípio da controlabilidade. Entrevistas in loco foram realizadas para a coleta de dados em nível organizacional e testes estatísticos não paramétricos foram utilizados para a análise dos dados. Entre as práticas de contabilidade gerencial examinadas, os resultados sugerem que apenas orçamento anual, análise por centro de responsabilidade e avaliação de desempenho estão associados à presença de sistemas de incentivos nas empresas entrevistadas.

On the impact of disproportional samples in credit scoring models: An application to a Brazilian bank data

Statistical methods have been widely employed to assess the capabilities of credit scoring classification models in order to reduce the risk of wrong decisions when granting credit facilities to clients. The predictive quality of a classification model can be evaluated based on measures such as sensitivity, specificity, predictive values, accuracy, correlation coefficients and information theoretical measures, such as relative entropy and mutual information. In this paper we analyze the performance of a naive logistic regression model (Hosmer & Lemeshow, 1989) and a logistic regression with state-dependent sample selection model (Cramer, 2004) applied to simulated data. Also, as a case study, the methodology is illustrated on a data set extracted from a Brazilian bank portfolio. Our simulation results so far revealed that there is no statistically significant difference in terms of predictive capacity between the naive logistic regression models and the logistic regression with state-dependent sample selection models. However, there is strong difference between the distributions of the estimated default probabilities from these two statistical modeling techniques, with the naive logistic regression models always underestimating such probabilities, particularly in the presence of balanced samples. (C) 2012 Elsevier Ltd. All rights reserved.