Análise de portfólio: uma perspectiva bayesiana

Este trabalho tem com objetivo abordar o problema de alocação de ativos (análise de portfólio) sob uma ótica Bayesiana. Para isto foi necessário revisar toda a análise teórica do modelo clássico de média-variância e na sequencia identificar suas deficiências que comprometem sua eficácia em casos reais. Curiosamente, sua maior deficiência não esta relacionado com o próprio modelo e sim pelos seus dados de entrada em especial ao retorno esperado calculado com dados históricos. Para superar esta deficiência a abordagem Bayesiana (modelo de Black-Litterman) trata o retorno esperado como uma variável aleatória e na sequência constrói uma distribuição a priori (baseado no modelo de CAPM) e uma distribuição de verossimilhança (baseado na visão de mercado sob a ótica do investidor) para finalmente aplicar o teorema de Bayes tendo como resultado a distribuição a posteriori. O novo valor esperado do retorno, que emerge da distribuição a posteriori, é que substituirá a estimativa anterior do retorno esperado calculado com dados históricos. Os resultados obtidos mostraram que o modelo Bayesiano apresenta resultados conservadores e intuitivos em relação ao modelo clássico de média-variância.

Perspectivas e metodologias de pesquisa da Comunicação Social no contexto da internet com o Big Data e da especialização Data Scientist

O trabalho desenvolvido analisa a Comunicação Social no contexto da internet e delineia novas metodologias de estudo para a área na filtragem de significados no âmbito científico dos fluxos de informação das redes sociais, mídias de notícias ou qualquer outro dispositivo que permita armazenamento e acesso a informação estruturada e não estruturada. No intento de uma reflexão sobre os caminhos, que estes fluxos de informação se desenvolvem e principalmente no volume produzido, o projeto dimensiona os campos de significados que tal relação se configura nas teorias e práticas de pesquisa. O objetivo geral deste trabalho é contextualizar a área da Comunicação Social dentro de uma realidade mutável e dinâmica que é o ambiente da internet e fazer paralelos perante as aplicações já sucedidas por outras áreas. Com o método de estudo de caso foram analisados três casos sob duas chaves conceituais a Web Sphere Analysis e a Web Science refletindo os sistemas de informação contrapostos no quesito discursivo e estrutural. Assim se busca observar qual ganho a Comunicação Social tem no modo de visualizar seus objetos de estudo no ambiente das internet por essas perspectivas. O resultado da pesquisa mostra que é um desafio para o pesquisador da Comunicação Social buscar novas aprendizagens, mas a retroalimentação de informação no ambiente colaborativo que a internet apresenta é um caminho fértil para pesquisa, pois a modelagem de dados ganha corpus analítico quando o conjunto de ferramentas promovido e impulsionado pela tecnologia permite isolar conteúdos e possibilita aprofundamento dos significados e suas relações.

Modelagem semântica de processos industriais com aplicações

The main hypothesis of this thesis is that the deve lopment of industrial automation applications efficiently, you need a good structuri ng of data to be handled. Then, with the aim of structuring knowledge involved in the contex t of industrial processes, this thesis proposes an ontology called OntoAuto that conceptua lly models the elements involved in the description of industrial processes. To validat e the proposed ontology, several applica- tions are presented. In the first, two typical indu strial processes are modeled conceptually: treatment unit DEA (Diethanolamine) and kiln. In th e second application, the ontology is used to perform a semantic filtering alarms, which together with the analysis of correla- tions, provides temporal relationships between alar ms from an industrial process. In the third application, the ontology was used for modeli ng and analysis of construction cost and operation processes. In the fourth application, the ontology is adopted to analyze the reliability and availability of an industrial plant . Both for the application as it involves costs for the area of reliability, it was necessary to create new ontologies, and OntoE- con OntoConf, respectivamentem, importing the knowl edge represented in OntoAuto but adding specific information. The main conclusions of the thesis has been that on tology approaches are well suited for structuring the knowledge of industrial process es and based on them, you can develop various advanced applications in industrial automat ion.

Desenvolvimento de bionanocompósitos: nano e microcristais de celulose com poli (álcool vinílico) e poli (ácido lático)

This work has the main objective to obtain nano and microcrystals of cellulose, extracted from the pineapple leaf fibres (PALF), as reinforcement for the manufacture of biocomposite films with polymeric matrices of Poly(vinyl alcohol) (PVA) and Poly(lactic acid) (PLA). The polymer matrices and the nano and microcrystals of cellulose were characterised by means of TGA, FTIR and DSC. The analysis was performed on the pineapple leaves to identify the macro and micronutrients. The fibers of the leaves of the pineapple were extracted in a desfibradeira mechanical. The PALF extracted were washed to remove washable impurities and subsequently treated with sodium hydroxide (NaOH) and sodium hypochlorite (NaClO) in the removal of impurities, such as fat, grease, pectates, pectin and lignin. The processed PALF fibers were hydrolysed in sulfuric acid (H2SO4) at a concentration of 13.5 %, to obtain nano and microcrystals of cellulose. In the manufacture of biocomposite films, concentrations of cellulose, 0 %, 1 %, 3 %, 6 %, 9% and 12% were used as reinforcement to the matrices of PVA and PLA. The PVA was dissolved in distilled water at 80 ± 5 oC and the PLA was dissolved in dichloromethane at room temperature. The manufacture of biocompósitos in the form of films was carried out by "casting". Tests were carried out to study the water absorption by the films and mechanical test of resistance to traction according to ASTM D638-10 with a velocity of 50 mm/min.. Chi-square statistical test was used to check for the existence of significant differences in the level of 0.05: the lengths of the PALF, lengths of the nano and microcrystals of cellulose and the procedures used for the filtration using filter syringe of 0.2 μm or filtration and centrifugation. The hydrophilicity of biocompósitos was analysed by measuring the contact angle and the thickness of biocompósitos were compared as well as the results of tests of traction. Statistical T test - Student was also applied with the significance level (0.05). In biodegradation, Sturm test of standard D5209 was used. Nano and microcrystals of cellulose with lengths ranging from 7.33 nm to 186.17 nm were found. The PVA films showed average thicknesses of 0.153 μm and PLA 0.210 μm. There is a strong linear correlation directly proportional between the traction of the films of PVA and the concentration of cellulose in the films (composite) (0,7336), while the thickness of the film was correlated in 0.1404. Nano and microcrystals of cellulose and thickness together, correlated to 0.8740. While the correlation between the cellulose content and tensile strength was weak and inversely proportional (- 0,0057) and thickness in -0.2602, totaling -0,2659 in PLA films. This can be attributed to the nano and microcrystals of cellulose not fully adsorbed to the PLA matrix. In the comparison of the results of the traction of the two polymer matrices, the nano and microcrystals have helped in reducing the traction of the films (composite) of PLA. There was still the degradation of the film of PVA, within a period of 20 days, which was not seen in the PLA film, on the other hand, the observations made in the literature, the average time to start the degradation is above 60 days. What can be said that the films are biodegradable composites, with hydrophilicity and the nano and microcrystals of cellulose, contribute positively in the improvement of the results of polymer matrices used.

Projeto de absorvedores de micro-ondas integrados com superfícies seletivas em frequência

Considering the fact that, the use of wireless communication systems has grown too fast, investigations concerning absorbers of electromagnetic waves has called closer attention of researchers. It is applicable from indoor systems to military applications. Paralleling with this growth, some extremely relevant investigations through Frequency Selective Surfaces (FSS) allows its filter property to be applicable in several systems, for example: reflector antennas, band-pass radomes, and absorbers, which are the main objective of this work. Therefore, the main goal of this work concerns to design micro-waves absorbers through FSS. Thus, the methodology consists basically in two steps: the first step concerns a theoretical and numerical analysis of the structures involved in the process of absorption, the second step, the analysis of the cascaded structures. In order to carry out the analysis, the Equivalent Circuit Method will be used. This method provides characteristics of transmission from the structure, for a plane wave incidence and it requires an extremely limited computing resource in relation if compared to full wave analyses method. Hence, it is useful to allow fast predictions of the development of the structures. Furthermore, a spreading matrix will be used in order to cascade the conductive FSS and the resistive FSS achieving absorption characteristics in the designed band. The experimental results used for the analysis are found in the literature due to the difficulty of building soon, given that it is not a simple construction technique. To conclude, a mathematical development through the Equivalent Circuit Method of a FSS modeling with cross-dipole geometry and a resistive FSS will be presented, as well as the cascading involving the two structures. The same setting is used with a square loop geometry. Besides it, the next steps will be discussed in the conclusion.

Caracterização de superfícies seletivas de frequência de periódicas e não-periódicas

The past years have seen a great interest in the use of frequency selective surfaces (FSS), as spatial filters, in many microwave applications. Among these, we highlight applications in telecommunication systems (such as satellite communications and radar), high gain antennas (combined with planar antennas) and (home and industrial) microwave ovens. The FSS is usually composed of two-dimensional periodic arrays, with equally spaced elements, which may be metallic patches (printed on dielectric substrates) or aperture (holes in thin metal surfaces). Using periodic arrays, the FSS have been able to meet the demands of the telecommunications industry. However, new demands are finding technological limitations. In this context, adverse filtering requirements have forced designers to use FSS optimization methods to find specific formats of FSS elements. Another alternative that has been used to increase the selectivity of the FSS is the cascaded FSS, a simple technique that has as main drawback the increased dimensions of the structure, as well as its weight. This work proposes the development of a new class of selective surfaces frequency (FSS) composed of quasi-periodic (or non-periodic) arrangements. The proposed FSS have no array periodicity, in relation with the spatial position of their elements. The frequency responses of these structures were simulated using commercial softwares that implement full-wave methods. For the purpose of validation of this study, FSS prototypes were built and measured, being possible to observe a good agreement between simulated and measured results. The main conclusions of this work are presented, as well as suggestions for future works.

Benchmarking e regulação do setor de distribuição de energia elétrica nacional: proposta para avaliação dos custos operacionais eficientes

In Brazil, the National Agency of Electric Energy (ANEEL) represents the energy regulator. The rates review have been one of its main tasks, which establish a pricing practice at a level to cover the efficient operating costs and also the appropriate return of the distributors investments. The changes in the procedures to redefine the efficient costs and the several studies on the methodologies employed to regulate this segment denote the challenge faced by regulators about the best methodological strategy to be employed. In this context, this research aims to propose a benchmarking evaluation applied to the national regulation system in the establishment of efficient operating costs of electricity distribution utilities. The model is formulated to promote the electricity market development, partnering with government policies ant to society benefit. To conduct this research, an integration of Data Envelopment Analysis (DEA) with the Stochastic Frontier Analysis (SFA) is adopted in a three stages procedure to correct the efficiency in terms of environmental effects: (i) evaluation by means of DEA to measure operating costs slacks of the utilities, in which environmental variables are omitted; (ii) The slacks calculated in the first stage are regressed on a set of environmental variables by means of SFA and operating costs are adjusted to account the environmental impact and statistical noise effects; and, (iii) reassess the performance of the electric power distribution utilities by means of DEA. Based on this methodology it is possible to obtain a performance evaluation exclusively expressed in terms of management efficiency, in which the operating environment and statistical noise effects are controlled.

Gastos públicos em educação municipal: uma análise da eficiência-custo na gestão dos recursos no ensino fundamental no estado do Rio Grande do Norte

This study evaluates the cost effectiveness of municipalities in the state of Rio Grande do Norte in the execution of spending in basic education carried out in 2011, as well as analyze the determinants of the inefficiency of the same. For this, we used two methodological approaches (i) stochastic frontier cost, and (ii) analyze data envelopment (DEA), which allows to identify the efficient frontier of the municipalities analyzed non-parametrically. Results show that municipalities under review achieved low efficiency rates in the stochastic frontier cost, while the DEA method they achieved higher rates where nineteen among them reached full efficiency. The results suggest that a significant portion of the Potiguar municipalities should review its administrative practices, especially the means of allocation of resources. In regard to determining the efficiency observed distinct results by the two methods.

Foraminíferos como ferramenta de estudo na geologia ambiental do estuário do Rio Potengi e da plataforma interna, RN, Brasil

The Potengi River estuary has been affected by various anthropogenic factors over the years, as periodic dredging, industrial and domestic waste, traffic and other factors, causing various environmental disasters, including the notorious ecological accident in July 2007, which covered the municipalities of São Gonçalo do Amarante, Macaíba and Natal. Foraminifera serve as viable study tools in these environments; they are able to identify ecologically stressed environments, pointing out hydrographic changes and depositional environments in estuaries. The necessity to check the differences in environmental gradients in places anthropically impacted in Potengi River and adjacent inner shelf through species of foraminifera, and, the responses of these organisms to physical, chemical and geological factors is to provide baseline in the diagnosis of environments. The results show the dominance of opportunistic Ammonia tepida, Bolivina striatula, Quinqueloculina patagonica and Q. miletti especially in regions close to shrimp farms and Baldo Channel sewage in fine grain environments; and Q. lamarckiana indicates penetration of the saline waters in Potengi River. The occurrence of low-salinity tolerant foraminiferal species typical of mangrove environments as Trochammina inflata and T. squamata in Potengi River Channel suggest they probably could have been transported from mangrove area near the Potengi river mouth to the inner shelf regions. These findings suggest Potengi River is able to export mixohaline and mangrove organisms to inner shelf. Two distinct environments were observed, the outermost area is more influenced by marine influence and the innermost area is less influenced. Calcareous and agglutinated species dominate Potengi River, while mouth and inner shelf areas are dominated by calcareous, agglutinated and porcelaneous species, which are typical of highly saline and hydrodynamic environments and the contributive factors that controls foraminiferal distribution were balance of marine and freshwater currents, grain size, availability of CaCO3 and organic matter.

Foraminíferos como ferramenta de estudo na geologia ambiental do estuário do Rio Potengi e da plataforma interna, RN, Brasil

The Potengi River estuary has been affected by various anthropogenic factors over the years, as periodic dredging, industrial and domestic waste, traffic and other factors, causing various environmental disasters, including the notorious ecological accident in July 2007, which covered the municipalities of São Gonçalo do Amarante, Macaíba and Natal. Foraminifera serve as viable study tools in these environments; they are able to identify ecologically stressed environments, pointing out hydrographic changes and depositional environments in estuaries. The necessity to check the differences in environmental gradients in places anthropically impacted in Potengi River and adjacent inner shelf through species of foraminifera, and, the responses of these organisms to physical, chemical and geological factors is to provide baseline in the diagnosis of environments. The results show the dominance of opportunistic Ammonia tepida, Bolivina striatula, Quinqueloculina patagonica and Q. miletti especially in regions close to shrimp farms and Baldo Channel sewage in fine grain environments; and Q. lamarckiana indicates penetration of the saline waters in Potengi River. The occurrence of low-salinity tolerant foraminiferal species typical of mangrove environments as Trochammina inflata and T. squamata in Potengi River Channel suggest they probably could have been transported from mangrove area near the Potengi river mouth to the inner shelf regions. These findings suggest Potengi River is able to export mixohaline and mangrove organisms to inner shelf. Two distinct environments were observed, the outermost area is more influenced by marine influence and the innermost area is less influenced. Calcareous and agglutinated species dominate Potengi River, while mouth and inner shelf areas are dominated by calcareous, agglutinated and porcelaneous species, which are typical of highly saline and hydrodynamic environments and the contributive factors that controls foraminiferal distribution were balance of marine and freshwater currents, grain size, availability of CaCO3 and organic matter.

Preparação de catalisadores para reações de esterificação do ácido oleico baseados em matrizes polímericas sulfonadas POLI(1- FENILETILENO) (PS) e POLI(1-CLOROETILENO) (PVC)

Chemical modification of polymer matrices is an alternative way to change its surface properties. The introduction of sulfonic acid groups in polymer matrices alter properties such as adhesion, wettability, biocampatibility, catalytic activity, among others. This paper describes the preparation of polymeric solid acid based on the chemical modification of poly (1-fenietileno) (PS) and Poly (1-chloroethylene) (PVC) by the introduction of sulfonic acid groups and the application of these polymers as catalysts in the esterification reaction of oleic acid with methanol. The modified materials were characterized by Infrared Spectroscopy, Elemental Analysis and titration acid-base of the acid groups. All techniques confirmed the chemical changes and the presence of sulfur associated with sulfonic acid groups or sulfates. The modified polymers excellent performance in the esterification reaction of oleic acid with methanol a degree of conversion higher than 90% for all investigated polymers (modified PS and PVC (5% w / w)), with a mass ratio of oleic acid: methanol 1:10 to 100 ° C. The best performance was observed for the modified PVC catalyst (PVCS) which showed low degree of swelling during the reactions is recovered by filtration different from that observed for polystyrene sulfonate (PSS). Given these facts, the PVCS was employed as a catalyst in the esterification reaction of oleic acid in different times and different temperatures to obtain the kinetic parameters of the reaction. Experimental data show a great fit for pseudo-homogeneous model of second order and activation energy value of 41.12 kJ mol -1, below that found in the literature for the uncatalyzed reaction, 68.65 kJ mol -1 .The PVCS exhibits good catalytic activity for 3 times of reuse, with a slight decrease in the third cycle, but with a conversion of about 78%. The results show that solid polymeric acid has good chemical stability for the application in esterification reaction of commercial importance with possible application in the biodiesel production. The advantages in use of this system are the increased reaction rate at about 150 times, at these test conditions, the replacement of sulfuric acid as a catalyst for this being the most corrosive and the possibility of reuse of the polymer for several cycles.

Personalidade e sua relação com transtornos de ansiedade e de humor: Uma análise da produção científica brasileira na abordagem cognitivo-comportamental

Personality is one of the most controversial and intriguing theme in Psychology. In a general way, it could be understood as a set of rigid patters of feelings, thoughts, and behaviors from an individual. The aim of this investigation was describe how Brazilian researches in Psychology that use cognitive, behavioral, and cognitive-behavioral therapy referential have been approaching the subject Personality in their work. We also intended to determine the frequency of publications on Personality Disorders to compare this data with the bibliographical production on Anxiety and Mood Disorders. Moreover, we tried to describe how the Personality construct - and even Personality Disorders construct - has been addressed in the work on the Anxiety and Mood Disorders chosen for this review. The PePSIC Periódicos Eletrônicos em Psicologia - e SciELO.ORG - Scientific Electronic Library Online - databases were used for research. We investigated 53 journals, including two specific Cognitive Therapies and Behavioral-Cognitive Therapy (TCC) periodicals. Within each journal, we undertook a systematic survey on publications on the themes: Personality, Personality Disorder, Panic Disorder, Social Phobia, Obsessive-Compulsive Disorder (OCD), Generalized Anxiety Disorder, Major Depression, Dysthymia and Bipolar Disorder. A preliminary research has resulted in 218 articles. A second filter has obtained 81 articles in which we the focused on this review. There were found thirty-eight articles on Anxiety Disorders, twenty-five on Mood Disorders and eighteen on Personality Disorders. It was found that 90% of the papers on Anxiety Disorders make no reference to the term Personality or make it in a discrete way. This number rises to 96% to Personality Disorder group. Analyzing the specific journals on TCC we verified that 97% of the articles on Anxiety and Humor disorders do not cite the term Personality or cite but not explore it. This results point to the low rate of studies addressing the Personality and personality disturbs. Then, we can suggest that the difficulty on treating this Axis II disturbs has been worsened by lack of knowledge produced on the subject, either for lack of interest among researchers or because of the methodological obstacles found on this field.

Uma proposta de slam com determinação de informações geométricas do ambiente

PEDROSA, Diogo P. F. ; MEDEIROS, Adelardo A. D. ; ALSINA, Pablo J. . Uma Proposta de SLAM com Determinação de Informações Geométricas do Ambiente. In: CONGRESSO BRASILEIRO DE AUTOMÁTICA, 16, Salvador, BA, 2006. Anais... Salvador: CBA, 2006. v. 1. p. 1704-1709

Análise da indexação da Biblioteca Setorial de Química da Universidade Federal do Rio Grande do Norte através de um estudo informétrico

Analisa a indexação dos documentos da Biblioteca Setorial de Química através de um estudo informétrico na ferramenta de busca do Sistema de Bibliotecas (SISBI) da Universidade Federal do Rio Grande do Norte (UFRN). Descreve um estudo informétrico realizado na ferramenta de busca do SISBI da UFRN, sendo feita direcionada para os documentos Biblioteca Setorial de Química. Enfoca a importância do estudo informétrico para analisar a recuperação da informação relacionada à indexação. Aborda a relação da informetria com a indexação e recuperação da informação com o intuito de que o profissional bibliotecário seja mais analítico e tenha uma compreensão maior do campo da ciência da informação. Utiliza de uma metodologia de consultas de assuntos pré-definidos, sendo feita uma filtragem de forma quantitativa com o objetivo de verificar se a indexação dos documentos está sendo satisfatória para a recuperação da informação na ferramenta de busca do SISBI. Constata a relevância dos documentos em cada busca sua precisão e revocação, mostrando que para haver uma boa recuperação da informação tem que a indexação seja feita de forma que não haja ambiguidade com outros termos, com isso mostra a importância de sempre ser feito um estudo informétrico com que verifique a recuperação da informação para que possa sempre haver uma melhora na mesma.

Productividad de los suelos pampeanos para el cultivo de trigo

La productividad de los suelos determina su capacidad de producir biomasa y es importante entenderla y cuantificarla ya que regula el rendimiento. El objetivo general fue determinar la productividad de los suelos con respecto al cultivo de trigo ya que su distribución espacio-temporal ubicua permite analizar los amplios gradientes biofísicos pampeanos. La información de rendimiento de trigo de 165 partidos, correspondiente al período 1967-2006, fue asociada a variables biofísicas y de manejo que tuvieron que ser agregadas espacialmente a este nivel de análisis. Se generaron 1440 mapas climáticos de interpolación y se modelizaron en profundidad 7 variables de 1000 perfiles de suelo. La información se modelizó por diferentes estrategias. El mejor modelo explicativo del rendimiento se obtuvo usando una red neuronal artificial (RNA) (R2 igual a 0,641; P igual a 0,05) que permitió establecer que el carbono orgánico y la capacidad de almacenamiento de agua útil de los suelos y su interacción regulan el rendimiento alcanzando un óptimo en los niveles medios-altos de ambas variables. También se utilizó esta RNA como herramienta para generar un índice de productividad de suelos que mostró una performance muy superior (R2 = 0,728; P igual a 0,05) a la metodología de la FAO usada en Argentina hasta el momento (R2 igual a 0,433; P igual a 0,05). Con una función de frontera estocástica se estimó el rendimiento máximo alcanzado en diferentes áreas de la Región Pampeana. Adicionalmente se calculó la brecha de rendimiento que caracteriza espacialmente áreas productivas con respecto a valores medios de potencial de producción. Esta brecha está determinada por las dos mismas variables edáficas que definen la productividad con un mínimo cercano a la combinación donde se registra la máxima productividad. La brecha de productividad fue mayor en la Región Semiárida Pampeana y la Pampa Mesopotámica por lo que los esfuerzos para achicarla deberían concentrarse allí.