Modelo de covariância bayesiana para seleção de protfólios de investimentos

The portfolio theory is a field of study devoted to investigate the decision-making by investors of resources. The purpose of this process is to reduce risk through diversification and thus guarantee a return. Nevertheless, the classical Mean-Variance has been criticized regarding its parameters and it is observed that the use of variance and covariance has sensitivity to the market and parameter estimation. In order to reduce the estimation errors, the Bayesian models have more flexibility in modeling, capable of insert quantitative and qualitative parameters about the behavior of the market as a way of reducing errors. Observing this, the present study aimed to formulate a new matrix model using Bayesian inference as a way to replace the covariance in the MV model, called MCB - Covariance Bayesian model. To evaluate the model, some hypotheses were analyzed using the method ex post facto and sensitivity analysis. The benchmarks used as reference were: (1) the classical Mean Variance, (2) the Bovespa index's market, and (3) in addition 94 investment funds. The returns earned during the period May 2002 to December 2009 demonstrated the superiority of MCB in relation to the classical model MV and the Bovespa Index, but taking a little more diversifiable risk that the MV. The robust analysis of the model, considering the time horizon, found returns near the Bovespa index, taking less risk than the market. Finally, in relation to the index of Mao, the model showed satisfactory, return and risk, especially in longer maturities. Some considerations were made, as well as suggestions for further work

Desenvolvimento de um modelo computacional para a ampliação do atendimento do Programa de Acessibilidade Especial Porta a Porta - PRAE

Worldwide, the demand for transportation services for persons with disabilities, the elderly, and persons with reduced mobility have increased in recent years. The population is aging, governments need to adapt to this reality, and this fact could mean business opportunities for companies. Within this context is inserted the Programa de Acessibilidade Especial porta a porta PRAE, a door to door public transportation service from the city of Natal-RN in Brazil. The research presented in this dissertation seeks to develop a programming model which can assist the process of decision making of managers of the shuttle. To that end, it was created an algorithm based on methods of generating approximate solutions known as heuristics. The purpose of the model is to increase the number of people served by the PRAE, given the available fleet, generating optimized schedules routes. The PRAE is a problem of vehicle routing and scheduling of dial-a-ride - DARP, the most complex type among the routing problems. The validation of the method of resolution was made by comparing the results derived by the model and the currently programming method. It is expected that the model is able to increase the current capacity of the service requests of transport

Gestão agroindustrial: um estudo sobre o modelo SEBRAE-RN de produção de mel de abelha no Rio Grande do Norte

The present study makes an analysis of the Development Program of Beekeeping on Rio Grande do Norte, evaluating the model of management implanted for the SEBRAE/RN in the production of bee honey in Rio Grande do Norte; on the basis of the annual reports emitted by the company in 2003, 2004 and 2005 a discerning survey is done in order to identify to the positive points and the possible imperfections that need to be readjusted, or to be substituted for the success of the program; a bibliographical study of the main authors of the subject with the purpose to gound the study, necessary base for the good performance of this work; the study made with the reports identifies some readjustments that need to be corrected, that will be suggested in the end of this study. However the work developed for the SEBRAE/RN is of good quality and the identified negative points do not compromise the good performance of the program, but it can delay the success desired; Despite the studied reports being inconsistent in some points, it can be identified significant improvements with the result of the work developed for the SEBRAE/RN, among others the creation of financial alternatives for the agriculturists who deal with the beekeeping, the employment, income and development of the enterprising capacity of the producers. However, is verified that it would have to exist more efficient ways that made possible a bigger interaction among the managers of the program and the participant public so that the continuous and necessary improvements were made to any well guided project

Modelo em dinâmica de sistemas para gestão de aeroportos brasileiros

The importance of the airport sector in the development of a country refers to the need for studies on management of airports, to aid the process of decision making. In Brazil, growth in passenger demand is why investments in order to balance the capacity of an airport with air demand. Thus, the study aims to develop a model for Dynamic Systems able to assist airport management in Brazilian sizing subsystems an airport (Passenger Terminal, Runway and Patio). The methodology of this work consists in the steps of defining the problem, formulating the hypothesis dynamic building simulation model, and validation experiments. Finally, we examined the status of each subsystem in thirteen Brazilian airports in scenarios current, most likely and optimistic for air passenger demand

Desenvolvimento de um modelo de gestão do conhecimento para a melhoria do processo de desenvolvimento de produtos

The knowledge management has received major attention from product designers because many of the activities within this process have to be creative and, therefore, they depend basically on the knowledge of the people who are involved in the process. Moreover, Product Development Process (PDP) is one of the activities in which knowledge management manifests in the most critical form once it had the intense application of the knowledge. As a consequence, this thesis analyzes the knowledge management aiming to improve the PDP and it also proposes a theoretical model of knowledge management. This model uses five steps (creation, maintenance, dissemination, utilization and discard) through the verification of the occurrence of four types of knowledge conversion (socialization, externalization, combination and internalization) that it will improve the knowledge management in this process. The intellectual capital in Small and Medium Enterprises (SMEs) managed efficiently and with the participation of all employees has become the mechanism of the creation and transference processes of knowledge, supporting and, consequently, improving the PDP. The expected results are an effective and efficient application of the proposed model for the creation of the knowledge base within an organization (organizational memory) aiming a better performance of the PDP. In this way, it was carried out an extensive analysis of the knowledge management (instrument of qualitative and subjective evaluation) within the Design department of a Brazilian company (SEBRAE/RN). This analysis aimed to know the state-of-the-art of the Design department regarding the use of knowledge management. This step was important in order to evaluate in the level of the evolution of the department related to the practical use of knowledge management before implementing the proposed theoretical model and its methodology. At the end of this work, based on the results of the diagnosis, a knowledge management system is suggested to facilitate the knowledge sharing within the organization, in order words, the Design department

Avaliação da importância dos sistemas de gestão da qualidade nas universidades federais

This thesis aims at analyzing from the perspective of the manager the importance of the use of quality management tools and concepts in Federal Universities. It was motivated by the following research problem: do Federal University managers consider it to be relevant the quality management in their institution? Therefore, we sought to gather evidence for a satisfactory approach that addresses the complexity of the topic researched: quality, higher education and quality management systems. We chose to adopt an applied study, the exploratory-descriptive research as to the objective and the quantitative and qualitative research as to the approach to the problem. The object of study is composed by the Planning Provosts of Federal Universities listed in the University Ranking Sheet - (RUF) in 2013. We chose to restrict the sample listing only the provosts of the 20 best-placed universities in the ranking of the Federal Universities. The research instrument was composed of 26 questions, of which 6 questions were designed to identify the profile of the manager, 16 questions of perception (manifested variables) on the importance of quality management in the University, where the managers assigned values (answers) to the affirmatives (that address the main topic of this thesis) based on a Likert scale of 5 points, and 4 open and optional questions, in order to identify general management practices used. It was used for statistical analysis (data analysis) descriptive and factorial statistics. The responses collected through the questionnaire portray the managers´ perception regarding the importance of quality management in their institutions. Sixteen variables were addressed, the results of factor analysis of importance were "Important" and "Very Important", where the variable (V2) was "Important" and all others "Very important." With this information, it is possible to prioritize some areas that deserve immediate action. As it was observed that some variables are "Very important" for the vast majority of managers, others did not show the same result as example (V2, V10, V11). It is concluded that the manager´s perception of quality management in his or her institution is relevant, but the same importance is not given to quality programs implemented in other segments of the economy, and that, despite the advancements offered by SINAES, the model does not evaluate the institution in a global way. Thus, with the results, it is expected to contribute to the advancement of the subject, trying to arouse interest from the managers of Federal Universities in the subject, emphasizing the importance of quality management systems as a necessary tool to raise the institutional quality

A influência do modelo de triplice hélice no grau de maturidade de inovação: um estudo de caso em empresas participantes do projeto PRÓ-INOVA/NAGI no estado do RIO GRANDE DO NORTE

Public investments in the development of innovation in the country, either through the rigging of public universities, either through public announcements of the promotion, increased dramatically in recent years. To analyze the efficiency and effectiveness of the use of public resources is especially in times of austerity, essential for the development of a country. In this context, this research aims to identify the influence of public investments to promote innovation in the degree of maturity of innovative companies in the state of the RN. Another goal is to identify the regional influence from the installation site - capital or countryside, in the performance of the companies studied in the degree of innovation. The theoretical basis of the understanding of the scope of the concept of innovation and its determination for the purposes of this study. Typology, degree of innovation, evaluation methodologies and mechanisms to support innovation : Still on the theme of innovation additional concepts that help the reader to a greater understanding, such as are presented. Following is approached conceptualization of the triple helix, highlighting the concepts advocated by Etzkowitz and Leydesdorff, Salomon and Silva and Ipiranga, Freitas and Paiva, among others. With regard to methodological aspects, we propose a descriptive, exploratory and explanatory research quantitative and qualitative approach with the target audience group of companies served by INOVA PRO- NAGI design - multi-institutional action from a public resource called FINEP promotes the development of innovative companies in the State of Rio Grande do Norte - in 2013. The research should provide reflection and understanding of the influence of public investment in innovation, which by means of qualitative predictive variables associated with quantitative method to explain which variables are significant variations in the degree of maturity of enterprises studied

Bem-estar animal no manejo pré-abate e a influência na qualidade da carne suína e nos parâmetros fisilógicos do estresse

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

A influência da adição de caulim, quartzo e feldspato potássico na formulação de massas cerâmicas para telhas: Modelo estatístico

The production of roof tiles in the state of Rio Grande do Norte accounts for around 60% of the total of ceramic pieces produced. There is a need for investment to improve quality and productivity, thereby promoting technological innovations. Accordingly, the aim of this study is to determine the effect of kaolin, potassium feldspar and quartz in two standard formulations, as well as the effect of sintering temperature on the technological properties of linear firing shrinkage, water absorption and bending rupture stress, by fitting the statistical model and using multiple linear regression to assess the relationship between technological properties and independent variables. The raw materials were characterized using the following techniques: X-ray fluorescence (XRF), X-ray diffraction (XRF), rational analysis (RA), differential thermal analysis (DTA) and granulometric analysis (GA). The test specimens were compacted by uniaxial pressure (25 MPa), dried in a stove at 110 ºC for 24 hours and sinterized at 850 ºC, 950 ºC and 1050 ºC and held isothermal for 30 minutes. The results obtained indicate that the addition of kaolin to two standard formulations (M and R) promoted a reduction in water absorption values and an increase in bending rupture stress values. The sintering temperatures for group M that resulted in the lowest linear firing shrinkage and water absorption values were 850 ºC and 950 ºC, respectively, and the highest bending rupture stress values were reached at a temperature of 950 ºC. In the case of group R, the sintering temperature that obtained the lowest water absorption and linear firing shrinkage values was 850 ºC, and the highest bending rupture stress values were attained at a temperature of 1050 ºC. This work explains the statistical approach used to fit the model that describes the relationship between the technological properties and percentage of kaolin, quartz and feldspar, as well as the models that enable predictions, provided that the lower and upper limits of the percentage of clay minerals, flux and quartz used in this study are respected. Statistica 6 software was used and results were obtained by stepwise forward regression

Análise dos Processos de Flotação e Oxidação Avançada para o Tratamento de Efluente Modelo da Indústria do Petróleo

The generation of wastes in most industrial process is inevitable. In the petroleum industry, one of the greatest problems for the environment is the huge amount of produced water generated in the oil fields. This wastewater is a complex mixture and present great amounts. These effluents can be hazardous to the environmental without adequate treatment. This research is focused in the analysis of the efficiencies of the flotation and photo-oxidation processes to remove and decompose the organic compounds present in the produced water. A series of surfactants derivated from the laurilic alcohol was utilized in the flotation to promote the separation. The experiments have been performed with a synthetic wastewater, carefully prepared with xylene. The experimental data obtained using flotation presented a first order kinetic, identified by the quality of the linear data fitting. The best conditions were found at 0.029 g.L-1 for the surfactant EO 7, 0.05 g.L-1 for EO 8, 0.07 g.L-1 for EO 9, 0.045 g.L-1 for EO 10 and 0.08 g.L-1 for EO 23 with the following estimated kinetic constants: 0.1765, 0.1325, 0.1210, 0.1531 and 0.1699 min-1, respectively. For the series studied, the most suitable surfactant was the EO 7 due to the lower reagent onsumption, higher separation rate constant and higher removal efficiency of xylene in the aqueous phase (98%). Similarly to the flotation, the photo-Fenton process shows to be efficient for degradation of xylene and promoting the mineralization of the organic charge around 90% and 100% in 90 min

Avaliação da produção de sedimento na bacia hidrográfica do rio Potengi através do modelo SWAT

Anthropic disturbances in watersheds, such as inappropriate building development, disorderly land occupation and unplanned land use, may strengthen the sediment yield and the inflow into the estuary, leading to siltation, changes in the reach channel conformation, and ecosystem/water quality problems. Faced with such context, this study aims to assess the applicability of SWAT model to estimate, even in a preliminary way, the sediment yield distribution along the Potengi River watershed, as well as its contribution to the estuary. Furthermore, an assessment of its erosion susceptibility was used for comparison. The susceptibility map was developed by overlaying rainfall erosivity, soil erodibility, the slope of the terrain and land cover. In order to overlap these maps, a multi-criteria analysis through AHP method was applied. The SWAT was run using a five year period (1997-2001), considering three different scenarios based on different sorts of human interference: a) agriculture; b) pasture; and c) no interference (background). Results were analyzed in terms of surface runoff, sediment yield and their propagation along each river section, so that it was possible to find that the regions in the extreme west of the watershed and in the downstream portions returned higher values of sediment yield, reaching respectively 2.8 e 5.1 ton/ha.year, whereas central areas, which were less susceptible, returned the lowest values, never more than 0.7 ton/ha.ano. It was also noticed that in the west sub-watersheds, where one can observe the headwaters, sediment yield was naturally forced by high declivity and weak soils. In another hand, results suggest that the eastern part would not contribute to the sediment inflow into the estuary in a significant way, and the larger part of the sediment yield in that place is due to anthropic activities. For the central region, the analysis of sediment propagation indicates deposition predominance in opposition to transport. Thus, it s not expected that isolated rain storms occurring in the upstream river portions would significantly provide the estuary with sediment. Because the model calibration process hasn t been done yet, it becomes essential to emphasize that values presented here as results should not be applied for pratical aims. Even so, this work warns about the risks of a growth in the alteration of natural land cover, mainly in areas closer to the headwaters and in the downstream Potengi River

A gestão da qualidade nos cursos de graduação a distância da UFRN/SEDIS : a percepção dos discentes

The management of water resources in the river basin level, as it defines the Law nº 9433/97, requires the effective knowledge of the processes of hydrological basin, resulting from studies based on consistent series of hydrological data that reflect the characteristics of the basin. In this context, the objective of this work was to develop the modeling of catchment basin of the river Jundiaí - RN and carry out the study of attenuation of a flood of the dam Tabatinga, by means of a monitoring project of hydrological data and climatology of the basin, with a view to promoting the development of research activities by applying methodologies unified and appropriate for the assessment of hydrological studies in the transition region of the semiarid and the forest zone on the coast of Rio Grande do Norte. For the study of the hydrological characteristics of the basin was conducted the automatic design of the basin of the river Jundiaí, with the aid of programs of geoprocessing, was adopted a hydrological model daily, the NRCS, which is a model determined and concentrated. For the use of this model was necessary to determine some parameters that are used in this model, as the Curve Number. Having in mind that this is the first study that is being conducted in the basin with the employment of this model, it was made sensitivity analysis of the results of this model from the adoption of different values of CN, situated within a range appropriate to the conditions of use, occupation and the nature of the soil of this basin. As the objective of this study was also developing a simulation model of the operation of the Tabatinga dam and with this flood control caused in the city of Macaíba, it was developed a mathematical model of fluid balance, developed to be used in Microsoft Excel. The simulation was conducted in two phases: the first step was promoted the water balance daily that allowed the analysis of the sensitivity of the model in relation to the volume of waiting, as well as the determination of the period of greatest discharges daily averages. From this point, it was assumed for the second stage, which was in the determination of the hydrograph of discharges effluent slots, that was determined by means of the fluid balance time, on the basis of the discharges effluents generated by a mathematical equation whose parameters were adjusted according to the hydrograph daily. Through the analyzes it was realized that the dam Tabatinga only has how to carry out the attenuation of floods through the regularization of the volume of waiting, with this there is a loss of approximately 56.5% on storage capacity of this dam, because for causing the attenuation effect of filled the shell of this dam has to remain more than 5m below the level of the sill, representing at least 50.582.927m3. The results obtained with the modeling represents a first step in the direction of improving the level of hydrological information about the behavior of the basins of the semiarid. In order to monitor quantitatively the hydrographic basin of the river Jundiaí will be necessary to install a rain gauge register, next to the Tabatinga dam and a pressure transducer, for regular measurements of flow in the reservoir of the dam. The climatological data will be collected in full automatic weather station installed in Agricultural School Jundiaí

Análise dos Processos de Flotação e Oxidação Avançada para o Tratamento de Efluente Modelo da Indústria do Petróleo

The generation of wastes in most industrial process is inevitable. In the petroleum industry, one of the greatest problems for the environment is the huge amount of produced water generated in the oil fields. This wastewater is a complex mixture and present great amounts. These effluents can be hazardous to the environmental without adequate treatment. This research is focused in the analysis of the efficiencies of the flotation and photo-oxidation processes to remove and decompose the organic compounds present in the produced water. A series of surfactants derivated from the laurilic alcohol was utilized in the flotation to promote the separation. The experiments have been performed with a synthetic wastewater, carefully prepared with xylene. The experimental data obtained using flotation presented a first order kinetic, identified by the quality of the linear data fitting. The best conditions were found at 0.029 g.L-1 for the surfactant EO 7, 0.05 g.L-1 for EO 8, 0.07 g.L-1 for EO 9, 0.045 g.L-1 for EO 10 and 0.08 g.L-1 for EO 23 with the following estimated kinetic constants: 0.1765, 0.1325, 0.1210, 0.1531 and 0.1699 min-1, respectively. For the series studied, the most suitablesurfactant was the EO 7 due to the lower reagent consumption, higher separation rate constant and higher removal efficiency of xylene in the aqueous phase (98%). Similarly to the flotation, the photo-Fenton process shows to be efficient for degradation of xylene and promoting the mineralization of the organic charge around 90% and 100% in 90 min

Impacto da cárie precoce severa na infância na qualidade de vida relacionada à saúde bucal de pré-escolares sob privação social

Early childhood caries, especially in its severe form, which is characterized by an acute and aggressive nature, can have negative impacts on thequality of life of a child, due to effects such as difficulty in chewing, decreased appetite, weight loss, insomnia, changes in behavior and a decreased performance in school, among others. Moreover, the quality of life of the child`s family can also be affected, as the pain and discomfort caused by this type of caries result in loss of working days of parents, spending on dental treatments, changes in sleep patterns and stress. The aim of this study was to evaluate the impact of severe early childhood caries in the Oral Health-Related Quality of Life (OHRQoL) of public daycares`s preschool children through the Escala de Impacto da Saúde Bucal na Primeira Infância, a Brazilian version of the Early Childhood Oral Health Impact Scale (ECOHIS). A single calibrated examiner (kappa=1.0) evaluated, through the dmfs index, the oral health of 116 children aged between 3 and 5, which were included in one of three study groups: "caries-free", "not-severe early childhood caries" and "severe early childhood caries". The parents responded to ECOHIS, to assess their perception regarding the OHRQoL of their children, and a questionnaire on socioeconomic conditions. The OHRQoL was measured through the total scores and domains of ECOHIS. Descriptive analysis, Mann-Whitney test, Kruskal-Wallis test, chi-square test and Poisson multiple regression with robust variance were used. Among the children observed, 38.8% were caries-free, 27.6% showed not-severe early childhood caries and 33.6% showed severe early childhood caries. Regarding the total score of ECOHIS, severe early childhood caries had a greater negative impact on OHRQoL, compared to caries-free and not-severe early childhood caries groups (p <0.001). Regarding the child subscale, there was significant difference between the "severe early childhood caries" group and the other groups in all domains, except for theone of self-image / social interaction. In the family subscale domains, there was statistical significance between the severe early childhood caries and the caries-free groups in all domains (p <0.001), whereas between the "severe early childhood caries and not-severe early childhood caries groups there was a statistically significant difference only in the domain of parental anguish (p <0.001). Multivariate analysis showed that early childhood caries and the parent`s age were significantly associated to OHRQoL (p <0.05), independently of the other variables in the model. The presence of severe early childhood caries resulted in greater negative impact on OHRQoL (AdjPR= 6.016; 95%CI = 3.12 11.56; p<0.001), while older parents reported better OHRQoL (AdjPR = 0.603; 95%CI = 0.428 - 0.850; p = 0.004). The presence of severe early childhood caries had a negative impact on OHRQoL of preschool children and their families.

Avaliação de arquitetura de agentes emocionais : uma abordagem baseada em métrica de qualidade e na influência das emoções sobre usuários

There is a need for multi-agent system designers in determining the quality of systems in the earliest phases of the development process. The architectures of the agents are also part of the design of these systems, and therefore also need to have their quality evaluated. Motivated by the important role that emotions play in our daily lives, embodied agents researchers have aimed to create agents capable of producing affective and natural interaction with users that produces a beneficial or desirable result. For this, several studies proposing architectures of agents with emotions arose without the accompaniment of appropriate methods for the assessment of these architectures. The objective of this study is to propose a methodology for evaluating architectures emotional agents, which evaluates the quality attributes of the design of architectures, in addition to evaluation of human-computer interaction, the effects on the subjective experience of users of applications that implement it. The methodology is based on a model of well-defined metrics. In assessing the quality of architectural design, the attributes assessed are: extensibility, modularity and complexity. In assessing the effects on users' subjective experience, which involves the implementation of the architecture in an application and we suggest to be the domain of computer games, the metrics are: enjoyment, felt support, warm, caring, trust, cooperation, intelligence, interestingness, naturalness of emotional reactions, believabiliy, reducing of frustration and likeability, and the average time and average attempts. We experimented with this approach and evaluate five architectures emotional agents: BDIE, DETT, Camurra-Coglio, EBDI, Emotional-BDI. Two of the architectures, BDIE and EBDI, were implemented in a version of the game Minesweeper and evaluated for human-computer interaction. In the results, DETT stood out with the best architectural design. Users who have played the version of the game with emotional agents performed better than those who played without agents. In assessing the subjective experience of users, the differences between the architectures were insignificant