Asymmetric preferences in investment decisions in the Brazilian financial market

The main objective of this article is to test the hypothesis that utility preferences that incorporate asymmetric reactions between gains and losses generate better results than the classic Von Neumann-Morgenstern utility functions in the Brazilian market. The asymmetric behavior can be computed through the introduction of a disappointment (or loss) aversion coefficient in the classical expected utility function, which increases the impact of losses against gains. The results generated by both traditional and loss aversion utility functions are compared with real data from the Brazilian market regarding stock market participation in the investment portfolio of pension funds and individual investors.

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.

O processo de criação do programa Universidade para Todos - PROUNI

From the end of the 80s, the Brazilian higher education experience strong growth, coming from the private sector, which would intensify further in the late 90th Higher education has become a lucrative business. With a drop in the number of students entering and strong competition, the number of idle places in private institutions of higher education reached 49.5% in 2004. That same year, by Measure, was the University for All Program (PROUNI) program, to include high school students from public higher education, offering scholarships to those students in private HEIs. In exchange, the IES gain tax exemption. The objective of this research is to investigate the game of interest occurred in the formulation of this program and identify the model and the political game and has led to the creation of PROUNI, analyzing the process occurred since the wording of a bill, the issue of Measure Law and that the legitimacy PROUNI, with the most important changes made initial model. Since the first draft of the Law to the final Act, the PROUNI was disfigured in its main points, as the percentage of stock for paying students, the process of selection of stock and bond of the IES program. Throughout the process of creating the program, it is quite clear the performance of the institutions representing the private higher education. As reference for the analysis was based on Rational Choice Theory of Political Science. The basic argument of the methods based on rational choice is the maximization of the benefit will be the main motivation of individuals, but they can give that your goals can be achieved more effectively through institutional action and thereby discover that their conduct is shaped by institutions. Thus, individuals rationally choose to get to a certain extent constrained to join in certain institutions, whether voluntarily or not. The PROUNI was submitted by government and public policy covered by the mystical aura of the discourse of social justice and economic development, as in higher education includes a stratum of people who would not have access to the university, due to restrictions in the supply network public higher education. However, the greatest benefit from the program are the private HEIs, which through a difficult time in a scenario marked by high competition and idleness of nearly half of the vacancies offered. The PROUNI became a program that prioritizes access and not the residence of the student to higher education. More serious than a supporting program for students Fellows is a program supporting the institutions of private education

Digestibility and performance of pacu (Piaractus mesopotamicus) juveniles - fed diets containing different protein, lipid and carbohydrate levels

Due to lack of information on the use of non-protein energy sources in diets for pacu (Piaractus mesopotamicus), a 2 x 2 x 3 factorial experiment was conducted to evaluate the performance and digestibility of 12 diets containing approximately two crude protein (CP; 220 and 250 g kg(-1)), two lipid (40 and 80 g kg(-1)) and three carbohydrate levels (410, 460 and 500 g kg(-1)). The pacu juveniles-fed diets containing 220 g kg(-1) CP did not respond (P > 0.05) to increased dietary lipid and carbohydrate levels, but the fish-fed diets containing 250 g kg(-1) CP showed a better feed conversion ratio. There were interactions in weight gain (WG), specific growth rate (SGR), crude protein intake (CPI) and feed conversion rate (FCR) dependent on dietary carbohydrate and lipid levels, showing positive effects of increasing carbohydrate levels only for fish-fed diets containing 80 g kg(-1) lipid level. However, when the diets contained 40 g kg(-1) lipid, the best energy productive value (EPV) results were obtained at 460 g kg(-1) carbohydrate. A higher usage of lipids (80 g kg(-1)) reduced CPI and was detrimental to protein [apparent digestibility coefficient (ADC)(CP)] and energy (ADC(GE)), but did not affect growth. The ADC(GE) improved proportionally as dietary carbohydrate levels increased (P < 0.05), increasing the concentration of digestible energy. In addition, the WG, CPI, ADC(GE) results showed best use of the energy from carbohydrates when dietary protein level was 250 g kg(-1) CP. The utilization of 250 g kg(-1) CP in feeds for juvenile pacu for optimal growth is suggested. Therefore, the optimum dietary lipid and carbohydrate levels depend on their combinations. It can be stated that pacu uses carbohydrates as effectively as lipids in the maximization of protein usage, as long as it is not lower than 250 g kg(-1) CP or approximately 230 g kg(-1) digestible protein.

Crescimento relativo de Macrobrachium acanthurus (Wiegmann, 1836) (Crustacea, Decapoda, Palaemonidae)

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

O histórico de uma pesca tropical utilizando indicadores ecossistêmicos

When scientists study methods, theory and standards in an inseparable form, he is facing a paradigm. Throughout the development of a determined science, paradigms can change by changing the methods, objective and standards of research. Fisheries science is changing the paradigm moving from the paradigm of maximization in the use of resources, quantified by the index of the catch, which was influenced by evolutionary concepts such as Optimal Foraging Theory, to the sustainability paradigm that seeks its foundation in the fishery ecosystem perspective. The goal of this study was to review methods, theory and the history of ecosystem indexes of fishery science that attempts to determine sustainability of fishery resources from the data capture. Ecosystems indexes by themselves may not be useful to measure the sustainability of fishing because they focus only on the environmental or ecological side of the sustainability tripod. Probably to measure the sustainability of fishing these indexes should include in the future the Payments for Ecosystem Services and Social Resilience. Thus the methods and theories are in constantly changing within science to meet the most current paradigm

Desenvolvimento de metodologia para avaliação de desempenho ambiental em edifícios adaptada à realidade do Nordeste brasileiro

This research refers to the production of green buildings, defined, mainly, based on the use of sources of alternative energies, smaller emission of pollutant, use of recyclable materials, systems of recycling of the waters, maximization of the natural illumination, preservation of green areas or native, and appropriate quality of the internal air. From the conception of those buildings, it appears the needs of evaluating them, creating the methodologies for the evaluation of environmental performance of buildings. In that way, this work can be divided in two moments: the first one when it identifies the methodologies for the evaluation of environmental performance for buildings existents in the literature, defining their categories, criteria and sub-criteria to be appropriate to the reality of the Brazilian Northeast; and the second one when starting from the analysis of the systems of existent evaluation. It defines a methodological base and it generates a new evaluation system, denominated MEDACNE (Methodology of Evaluation of Environmental Acting for Construction in the Northeast). In that moment, the process of framing of the section of the building site is verified under the maintainable optics, stimulated mainly by the pressures of the society - conferences, protocols and agreements. Finally, the proposed methodology was applied in a case study, a residential building, called Maria José Gurgel , located in Natal-RN, Brazil, for its validation. This methodological proposition should increase the patterns environmental places for the production of new buildings, and it will be a reference guide for architects, engineers and planners to develop their constructions considering the criteria of the sustainability. This study made use of bibliographical research in books and specialized magazines and the analysis of the data was realized in an interpretative way

Desenvolvimento de uma ferramenta computacional para aplicação em métodos de elevação por bombeio centrífugo submerso

The Electrical Submersible Pump (ESP) has been one of the most appropriate solutions for lifting method in onshore and offshore applications. The typical features for this application are adverse temperature, viscosity fluids and gas environments. The difficulties in equipments maintenance and setup contributing to increasing costs of oil production in deep water, therefore, the optimization through automation can be a excellent approach for decrease costs and failures in subsurface equipment. This work describe a computer simulation related with the artificial lifting method ESP. This tool support the dynamic behavior of ESP approach, considering the source and electric energy transmission model for the motor, the electric motor model (including the thermal calculation), flow tubbing simulation, centrifugal pump behavior simulation with liquid nature effects and reservoir requirements. In addition, there are tri-dimensional animation for each ESP subsytem (transformer, motor, pump, seal, gas separator, command unit). This computer simulation propose a improvement for monitoring oil wells for maximization of well production. Currenty, the proprietaries simulators are based on specific equipments manufactures. Therefore, it is not possible simulation equipments of another manufactures. In the propose approach there are support for diverse kinds of manufactures equipments

Densidades populacionais de milho em arranjos espaciais convencional e equidistante entre plantas

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Custos de produção e lucratividade de cultivares de mamona em diferentes arranjos de plantas

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

Aplicação tardia de nitrogênio no feijoeiro em sistema de plantio direto

A adoção de técnicas que possibilitem a maximização da eficiência do uso de nitrogênio pelo feijoeiro é de extrema importância para aumentar a produtividade e qualidade de grãos, reduzir o custo de produção e evitar contaminação ambiental. O objetivo deste trabalho foi avaliar a resposta do feijoeiro (Phaseolus vulgaris L.) à aplicação de nitrogênio em cobertura nos estádios V4 e no início do R7, em sistema de plantio direto. O delineamento experimental foi em blocos ao acaso, em esquema fatorial 2 x 4, com quatro repetições. Os tratamentos foram constituídos pela aplicação de dois níveis de N (0 e 90 kg ha-1) no estádio V4, combinados com quatro níveis de N (0, 30, 60 e 120 kg ha-1) no início do estádio R7. Quando não foi realizada adubação nitrogenada de cobertura no estádio V4, a aplicação de N no início do estádio R7 aumentou a produtividade de grãos do feijoeiro em sistema de plantio direto. A produtividade máxima de grãos foi obtida com a aplicação exclusiva de 90 kg ha-1 de N no estádio V4, sendo necessárias, para atingir o mesmo nível de produtividade, maiores doses de N quando aplicadas apenas em R7. Quando é realizada aplicação de N em V4, adubações adicionais em R7 não resultam em aumento de produtividade. A aplicação de N em cobertura no estádio V4 foi mais eficiente do que a aplicação em R7, acarretando em maior incremento na produtividade por unidade do nutriente aplicado. A aplicação de N em cobertura, nos estádios V4 e início do R7, proporcionou aumento no teor de proteína nos grãos do feijoeiro.

Conexão entre as redes complexas e estatística de Kaniadakis e busca eficiente das propriedades críticas do processo epidêmico difusivo 1D

In this work we study a connection between a non-Gaussian statistics, the Kaniadakis statistics, and Complex Networks. We show that the degree distribution P(k)of a scale free-network, can be calculated using a maximization of information entropy in the context of non-gaussian statistics. As an example, a numerical analysis based on the preferential attachment growth model is discussed, as well as a numerical behavior of the Kaniadakis and Tsallis degree distribution is compared. We also analyze the diffusive epidemic process (DEP) on a regular lattice one-dimensional. The model is composed of A (healthy) and B (sick) species that independently diffusive on lattice with diffusion rates DA and DB for which the probabilistic dynamical rule A + B → 2B and B → A. This model belongs to the category of non-equilibrium systems with an absorbing state and a phase transition between active an inactive states. We investigate the critical behavior of the DEP using an auto-adaptive algorithm to find critical points: the method of automatic searching for critical points (MASCP). We compare our results with the literature and we find that the MASCP successfully finds the critical exponents 1/ѵ and 1/zѵ in all the cases DA =DB, DA DB. The simulations show that the DEP has the same critical exponents as are expected from field-theoretical arguments. Moreover, we find that, contrary to a renormalization group prediction, the system does not show a discontinuous phase transition in the regime o DA >DB.

Impacto da ingestão de cálcio sobre a mineralização óssea em adolescentes

A puberdade destaca-se como período fundamental para a aquisição de massa óssea. Durante essa fase da vida, a mineralização encontra-se aumentada com taxas de formação óssea superior às de reabsorção. Nesse sentido, o objetivo desta revisão foi investigar a inter-relação da ingestão dietética de cálcio com a mineralização óssea, durante a puberdade. Entre os fatores influenciadores nutricionais, merecem destaque o fosfato e o magnésio, que, juntamente com o cálcio, mantêm a integridade estrutural do esqueleto. A revisão de literatura indicou que os excessos de proteína e de refrigerantes, na alimentação dos jovens, acarretam comprometimento na mineralização óssea, embora os dados sejam ainda contraditórios. Conclui-se que, durante o período da puberdade, é indicado manter o aporte de cálcio em níveis adequados, na perspectiva de maximizar o pico da massa óssea.

Polymorphisms and Haplotypes in the Interleukin-4 Gene are Associated With Chronic Periodontitis in a Brazilian Population

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

Association of haplotypes in the IL8 gene with susceptibility to chronic periodontitis in a Brazilian population

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