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

Teorias de Spin-1: decomposição em helicidades, redução dimensional e imersão de calibre

We have studied the physical content of the following models: Maxwell, Proca, Self-Dual and Maxwell-Chern-Simons. One method we have used is the decomposition in the so called helicity variables, which can be done in the Lagrangian formalism. It leads to the correct counting of degrees of freedom without choosing a gauge condition. The method separates the propagating modes from the non-propagating ones. The Hamiltonian of the MCS and the AD is calculated. The second method used here is the analysis of the sign of the imaginary part of the residues of the two-point amplitude of the theory, showing that the models analyzed are free of ghosts. We also carry the dimensional reduction of the Maxwell-Chern-Simons and Self-Dual models from D = 2+1 to D = 1 + 1 dimensions. Next, we show that the dimensional reduction of those equivalent models also leads to equivalent models in D=1+1. Even more interesting is the fact, demonstrated here, that those reduced models can also be connected via gauge embedding. So the gauge embedding of the Self-Dual model into the Maxwell-Chern-Simons theory is preserved by the dimensional reduction

Chaveamento de cargas intermitentes usando sensor de corrente

Due to concerns about rational use of energy, several alternative technologies of power generation appeared, including the conversion of solar energy into electrical energy by photovoltaic panels. In low-income households, the refrigerator represents considerable impact on the electric bill, since it requires constant power given its use in food preservation. It is possible to reduce this share, with the use of an alternative energy source. This work presents a timed switching electronic system, which allows commercial equipment that is not affected by short interruptions in the power supply to use a photovoltaic panel as a source of alternative energy, which usually do not provide energy continuously. Switching is made automatically in case of low incidence of sunlight, and without any form of energy storage. Between each switching, there is a dead time without power supply, therefore preventing the use of synchronizers circuits between the photovoltaic panel and the public power grid. A circuit containing a 80C31 microcontroller is used to control the system’s switching. The photovoltaic panel’s voltage inverter is in H bridge configuration, and is also controlled by the microcontroller through Pulse Width Modulation, which makes use of preprogrammed tables to generate the control signals of the power transistors. Through the use of software simulations, the proposed system was tested, which is capable of supplying intermittent single-phase loads. The simulations indicates that the project developed in this paper can be assembled into a prototype and be tested under real operating conditions, as long as the scaling of components, the characteristics of the photovoltaic panel to be used, and the project involved load are taken into account

Comportamentos, térmico e mecânico, de compósitos de polipropileno e resíduo da hidrólise enzimática do bagaço de cana de açúcar

Pós-graduação em Engenharia Mecânica - FEG

Fungos derivados da Antártica: biodiversidade e produção de enzimas lignocelulóticas a baixas e médias temperaturas

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Obtenção e caracterização térmica de compósitos nanoestruturados de resina fenol-furfurílica/CNT

Pós-graduação em Engenharia Mecânica - FEG

O comércio internacional de resíduos rerigosos entre países OCDE e não OCDE: uma análise empírica com destaque para o Brasil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Desenvolvimento de estrutura para purificação de água potável, através da irradiação de UV com lâmpadas fluorescentes especiais

Pós-graduação em Engenharia Elétrica - FEIS

Sistema de gerenciamento de energia para controle de carga/descarga entre baterias de lítio e ultracapacitores, envolvendo sistema de tração elétrica com frenagem regenerativa

Pós-graduação em Engenharia Elétrica - FEIS

Corporalidade neopentecostal: análise e concepção de corpo na Igreja Bola de Neve de Marília, SP

Pós-graduação em Ciências Sociais - FFC

Memória e historiografia no documentário: o fim e o princípio de Eduardo Coutinho

Pós-graduação em Ciências Sociais - FFC

Análise das microdeformações geradas ao redor de implantes de hexágono externo sob a aplicação de cargas verticais em pilares microunit retos e angulados

Pós-graduação em Odontologia Restauradora - ICT

Avaliação in vitro das microdeformações em implantes curtos, com conexão protética cone morse e diferentes desenhos de roscas, convencionais e platôs

Pós-graduação em Odontologia Restauradora - ICT

Efeito do recobrimento de filmes de carbono tipo diamante depositados a plasma na manutenção do torque de parafusos protéticos

Pós-graduação em Odontologia Restauradora - ICT

Infiltração bacteriana nas interfaces entre implantes e pilares: efeito do desenho das conexões protéticas

Pós-graduação em Odontologia Restauradora - ICT