Vantagens e desvantagens do modelo dinâmico de Nelson-Siegel : aplicação ao mercado brasileiro

A modelagem da estrutura a termo da taxa juros tem grande relevância para o mercado financeiro, isso se deve ao fato de ser utilizada na precificação de títulos de crédito e derivativos, ser componente fundamental nas políticas econômicas e auxiliar a criação de estratégias trading. A classe de modelos criada por Nelson-Siegel (1987), foi estendida por diversos autores e atualmente é largamente utilizada por diversos bancos centrais ao redor do mundo. Nesse trabalho utilizaremos a extensão proposta por Diebold e Li (2006) aplicada para o mercado brasileiro, os parâmetros serão calibrados através do Filtro de Kalman e do Filtro de Kalman Estendido, sendo que o último método permitirá estimar com dinamismo os quatros parâmetros do modelo. Como mencionado por Durbin e Koopman (2012), as fórmulas envolvidas no filtro de Kalman e em sua versão estendida não impõe condições de dimensão constante do vetor de observações. Partindo desse conceito, a implementação dos filtros foi feita de forma a possibilitar sua aplicação independentemente do número de observações da curva de juros em cada instante de tempo, dispensando a necessidade de interpolar os dados antes da calibração. Isso ajuda a refletir mais fielmente a realidade do mercado e relaxar as hipóteses assumidas ao interpolar previamente para obter vértices fixos. Também será testada uma nova proposta de adaptação do modelo de Nelson-Siegel, nela o parâmetro de nível será condicionado aos títulos terem vencimento antes ou depois da próxima reunião do Copom. O objetivo é comparar qualidade da predição entre os métodos, pontuando quais são as vantagens e desvantagens encontradas em cada um deles.

The possibility of primordial black hole direct detection

This thesis explores the possibility of directly detecting blackbody emission from Primordial Black Holes (PBHs). A PBH might form when a cosmological density uctuation with wavenumber k, that was once stretched to scales much larger than the Hubble radius during ination, reenters inside the Hubble radius at some later epoch. By modeling these uctuations with a running{tilt power{law spectrum (n(k) = n0 + a1(k)n1 + a2(k)n2 + a3(k)n3; n0 = 0:951; n1 = ????0:055; n2 and n3 unknown) each pair (n2,n3) gives a di erent n(k) curve with a maximum value (n+) located at some instant (t+). The (n+,t+) parameter space [(1:20,10????23 s) to (2:00,109 s)] has t+ = 10????23 s{109 s and n+ = 1:20{2:00 in order to encompass the formation of PBHs in the mass range 1015 g{1010M (from the ones exploding at present to the most massive known). It was evenly sampled: n+ every 0.02; t+ every order of magnitude. We thus have 41 33 = 1353 di erent cases. However, 820 of these ( 61%) are excluded (because they would provide a PBH population large enough to close the Universe) and we are left with 533 cases for further study. Although only sub{stellar PBHs ( 1M ) are hot enough to be detected at large distances we studied PBHs with 1015 g{1010M and determined how many might have formed and still exist in the Universe. Thus, for each of the 533 (n+,t+) pairs we determined the fraction of the Universe going into PBHs at each epoch ( ), the PBH density parameter (PBH), the PBH number density (nPBH), the total number of PBHs in the Universe (N), and the distance to the nearest one (d). As a rst result, 14% of these (72 cases) give, at least, one PBH within the observable Universe, one{third being sub{stellar and the remaining evenly spliting into stellar, intermediate mass and supermassive. Secondly, we found that the nearest stellar mass PBH might be at 32 pc, while the nearest intermediate mass and supermassive PBHs might be 100 and 1000 times farther, respectively. Finally, for 6% of the cases (four in 72) we might have substellar mass PBHs within 1 pc. One of these cases implies a population of 105 PBHs, with a mass of 1018 g(similar to Halley's comet), within the Oort cloud, which means that the nearest PBH might be as close as 103 AU. Such a PBH could be directly detected with a probability of 10????21 (cf. 10????32 for low{energy neutrinos). We speculate in this possibility.

Desenvolvimento de tubulação em compósito polimérico revestida externamente com poliuretano de alta densidade

Pipelines for the transport of crude oil from the production wells to the collecting stations are named production lines . These pipes are subjected to chemical and electrochemical corrosion according to the environment and the type of petroleum transported. Some of these lines, depending upon the composition of the fluid produced, may leak within less than one year of operation due to internal corrosion. This work aims at the development of composite pipes with an external protecting layer of high density polyurethane for use in production lines of onshore oil wells, meeting operational requirements. The pipes were manufactured using glass fibers, epoxy resin, polyester resin, quartz sand and high density polyurethane. The pipes were produced by filament winding with the deposition of high density polyurethane on the external surface and threaded ends (API 15 HR/PM-VII). Three types of pipes were manufactured: glass/epoxy, glass/epoxy with an external polyurethane layer and glass/epoxy with an intermediate layer of glass fiber, polyester, sand and with an external polyurethane layer. The three samples were characterized by Scanning Electronic Microscopy (SEM) and for the determination of constituent content. In addition, the following tests were conducted: hydrostatic test, instant rupture, shorttime failure pressure, Gardner impact, transverse stiffness and axial tension. Field tests were conducted in Mossoró RN (BRAZIL), where 1,677 meters of piping were used. The tests results of the three types of pipes were compared in two events: after two months from manufacturing of the samples and after nine months of field application. The results indicate that the glass/epoxy pipes with an intermediate layer of fiber glass composite, polyester e sand and with an external layer of high density polyurethane showed superior properties as compared to the other two and met the requirements of pressure class, axial tensile strength, transverse stiffness, impact and environmental conditions, for onshore applications as production lines

FERRITINA: intervalos de referência para adultos no Estado do Rio Grande do Norte

Ferritin is a protein composed of heavy and light chains, non-covalently linked and which accommodates, in its core, thousands of atoms of iron. Furthermore, this protein represents the stock of iron in the body and it is characterized as an acute marker and predictor of diseases, such as iron deficiency anemia, hereditary hemochromatosis and others. Considering the variability of reference values and the analytical methods currently available, the aim of this work was to propose 95% confidence intervals for adults in the State of Rio Grande do Norte, Brazil, after determining the average concentration of serum ferritin for both sexes, beyond its correlation with the age. We analyzed 385 blood samples, collected by venipuncture from individuals residing in the State, after 12-14 hours of fast. The populational sample had 169 men and 216 women between 18-59 years old, which filled a questionnaire on socioeconomic, food habits and accounts about previous and current diseases. The sample collections were itinerant and the results of erythrogram, fasting glucose, alanine aminotransferase, aspartate aminotransferase, γ-glutamyl transferase, urea, creatinine, leukocyte count and platelets, beyond C-reactive protein, were issued to each participant, so that, after selection of the apparently healthy individuals, the dosage of serum ferritin was carried out. Statistical analysis was performed using the softwares SPSS 11.0 Windows version, Epi Info 3.3.2 and Graf instant pad (version 3.02), and the random population sample was single (finite population), for which the test of linear correlation and diagram of dispersion were also made. After selection of individuals and determination of serum ferritin, the most discrepant outliers were disregarded (N = 358, Men = 154/Women = 207) and the average value determined for the masculine sex individuals was 167,18 ng / dL; for the feminine sex individuals, the average value obtained was 81,55 ng / dL. Moreover, we found that 25% of men had values < 90,30 ng / dL; 50% ≤ 156,25 ng / dL and 75% ≤ 229,00 ng / dL. In the group of women, 25% had values < 38,80 ng / dL; 50% ≤ 65,00 ng / dL and 75% ≤ 119,00 ng / dL. Through the correlation coefficient (r = 0,23 with p = 0,003), it is possible to suggest the existence of positive linear correlation between age and serum ferritin for men. The correlation coefficient for women (r = 0,16 with p = 0,025) also confirms the existence of positive linear correlation between serum ferritin and age. Considering the analysis carried out and specific methods corroborating with the proposed benchmarks, we concluded that the average value found for men is higher than that found for women. Furthermore, this scenario rises with age for both sexes, and the 95% confidence intervals obtained were 74 ng/dL ≤ μ ≤ 89 ng/dL and 152ng/dL ≤ μ ≤183ng/dL for the feminine and masculine sex individuals respectively

Estimativa da evapotranspiração espacial em uma região semiárida utilizando sensoriamento remoto

With the need to deploy management and monitoring systems of natural resources in areas susceptible to environmental degradation, as is the case of semiarid regions, several works have been developed in order to find effective models and technically and economically viable. Therefore, this study aimed to estimate the daily actual evapotranspiration (ETr) through the application of the Surface Energy Balance Algorithm for Land (SEBAL), from remote sensing products, in a semiarid region, Seridó of the Rio Grande do Norte, and do the validation of these estimates using ETr values obtained by the Penman-Monteith (standard method of the Food and Agriculture Organization-FAO). The SEBAL is based on energy balance method, which allows obtaining the vertical latent heat flux (LE) with orbital images and, consequently, of the evapotranspiration through the difference of flows, also vertical, of heat in the soil (G), sensitive heat (H) and radiation balance (Rn). The study area includes the surrounding areas of the Dourado reservoir, located in the Currais Novos/RN city. For the implementation of the algorithm were used five images TM/Landsat-5. The work was divided in three chapters in order to facilitate a better discussion of each part of the SEBAL processing, distributed as follows: first chapter addressing the spatio-temporal variability of the biophysical variables; second chapter dealing with spatio-temporal distribution of instant and daily radiation balance; and the third chapter discussing the heart of the work, the daily actual evapotranspiration estimation and the validation than to the study area

Cinge a musa o oráculo da tradição: revelações perenes da narrativa em contos de Perrault

Le présent ouvrage comprend des versions comparatives de neuf contes de Perrault, parmi les plus célèbres, publiés dans des éditions intégrales, au Brésil, entre 1934 et 2005. L analyse comparative donne la priorité à l identification des éléments relatifs à l oralité, comme ceux qui appartiennent, selon Ong (1998) et Havelock (1996), à des contextes de cultures antérieures à l épanouissement de l écriture et qui donc élaboraient ses propres structures de pensée et d expression pour interagir dans la vie pratique comme dans la création, dans la transmission et la manutention des coutumes et traditions. Issus des premiers récits, les contes de Perrault, traduits ou adaptés au Brésil, gardent en eux l esprit du langage narratif auquel l auteur français a consagré une attention spéciale, pour transposer dans l écrit quelques récits de la grande expérience humaine née dans le milieu populaire et qui désormais intègrent l espace de l écriture à chaque nouvelle version produite. Les bagages formulaires, comme les épithètes, les interventions du narrateur et la propre relation des signifations de l intrigue avec les structures de l imaginaire toujours présentes dans l humanité, démontrent le rapprochement entre l oralité et écriture. En suivant les discussions théoriques de Zumthor (1993, 1997, 2000) et par l interation du lecteur avec le texte, on constate que ces éléments relatifs à l oralité rendent possibl existence d une performance dans l écrit a partir des impressions cinesthésiques qui chaque lecture provoque chez le lecteur et récepteur d un texte narratif qui revendique, automatiquement, la construction d une ouvrage seulement possible à chaque instant de l interation, par le processus esthétique de la réception. Même au niveau d écrit, ou l intensité de sa présence est diminuée en raison de l absence d un corps physique qui transmet, qui développe, qui opere littéralement le texte par la voix et qui réunit l écoute et la vision de l auditeur, la performance produite s interpose entre le corps du lecteur qui agit sur le texte et en même temps reçoit les sensations lui permettant l expérience esthétique. Ainsi, dans l expérience de la lecture de Contes de Perrault est possible percevoir les éléments qui renvoient à la forme du conte de tradition populaire. Même déjà influencée par l écrit, le lecteur peut identifier, dans cette oeuvre, les possibilités determinantes de la dynamique perpétuel dans la transmission de ses textes: le plaisir de la pratique de l écoute des histoires contées oralement et le plaisir de la pratique de lectures silencieuses et solitaires. Dans ce chemin le lecteur devoit chercher les sens perdus, ici, rencontrés avec l aide des discours littéraires, linguistique, folklorique, anthropologique et psycanalytique sur la surface du texte narratif merveilleux. Outre cela, ces discours collaborent avec le lecteur qui retrouvent les voix emprisonnées par l écrit dans la virtualité et dans émergence d une performance

O conceito de consciência em o ser e o nada de J.-P. Sartre

This current discourse intends to prove how consciousness or Being-for-itself presents the idea that in its operation one can emphasize that it s Nothingness, transience and liberty in Jean-Paul Sartre s work O Ser e o Nada. To testify the proposed idea, the conception that Sartre gives to consciousness, representing nothingness, without any content that is connected to the possessor objects of a transphenomenal existence will be the starting point. This way, consciousness will be analyzed transcendently to the object that it s not, demonstrating its revealer-revealed condition, because it unveils a concrete world that exists against its idea, functioning as the revealer intentionality that there are beings instead of nothingness, obeying the ontological proof defended by Sartre. From this idea, every kind of consciousness will always be consciousness of something, a glance of the world, avoiding the fact that the consciousness could be considered nothing in the world. In order to live its original negation state of the world, apprehending this same world, with the purpose of a knowledge, it needs to be divided in two: the first degree consciousness or previous-reflexive cogito, that turns the proper reflexion possible, because, it s the consciousness proper transphenomenality of being different of all that connected to its existence being only its consequence; and the cogito, responsible to the positioning of the first degree consciousness, while aware of its own consciousness, that is, while being certain that knows. From this point, the way to untangle the consciousness or Being-for-itself will be developed as being Chasm, Liberty and transience. From this idea, it s intended to know how consciousness, that in Sartre s thoughts is originally nothing, could turn into Liberty that is presented in the field of transience? In other words, how these three internal structures imbricate one another to form consciousness in Sartre? First of all, it has to be considered the review of a conduct of human reality, the inquiry, that will be possible to understand how Nothingness exists as the mold of all kind of negation. After this, it will be shown, considering its way of existence, the human reality that is connected to Para-si, determined like nothingness, still is proposed like Liberty. Form this point, it will be possible to gleam how Liberty is lived deeply by Para-si in the shape of chasm, trying to how Para-si turns into nothingness, creating a chasm based on its proper liberty. Then, Liberty will be the proper mechanism used by Para-si to modificate its original chasm. The way Being-for-itself has to build to gain its goal will be projecting in transience, the building of something possible that brings one being back. However, will be demonstrated like Chasm can occupy the moment of a choice turning the decision instant an anguish stage, based on the failing of stability of the Being-for-itself, once nothingness persists in the field of the possibilities that human beings preserves in its essence while being essentially Liberty. From this idea, anguish will be studied as the proper consciousness of Liberty, being bad-faith the attempt of avoid Liberty trying to gain a shelter contradicting the fact that life is done of continual choices

As contribuições relativas ao uso de eventos/fóruns para constituição de comunidades de práticas e expressão da inteligência coletiva: o caso do Bibliocontas

Reflete sobre as Comunidades de Prática (CoPs), na perspectiva do conceito de Inteligência Coletiva de Pierre Lèvy. Descreve o ponto de vista de Lèvy, procurando estabelecer um diálogo como conceito de CoPs, criado por Etienne Wenger. Aponta os elementos encontrados nos fóruns virtuais e presenciais realizados pelo do Grupo Bibliocontas, (grupo formado por profissionais da informação que atuam nos Tribunais de Contas brasileiros), que podem contribuir para constituição de uma comunidade de prática. Verifica que os eventos/fóruns são canais integradores para efetivação de uma comunidade de prática, cujo resultado propicia a transformação das pessoas, a formação de identidades e a negociação de significados do fazer profissional. Observa que a construção coletiva de conhecimentos tem sido materializada na forma de diretrizes e ações, que foram ou estão para serem concretizadas pelas instituições dos participantes do grupo em questão, além do resultado da análise dos dados quantitativos, que indica um crescimento constante de troca de mensagens em ambiente virtual e aumento do número de participantes no grupo.

O tempo vertical e a dimensão do poético na obra de Clarice Lispector: uma leitura bachelardiana

A presença marcante de uma prosa-poética na produção ficcional de Clarice Lispector possibilitou-nos exemplificar algumas noções centrais (tempo vertical e instante poético) na rica e sugestiva reflexão de Gaston Bachelard acerca do universo poético

Thermal and pasting properties of cassava starch-dehydrated orange pulp blends

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Produção de farinha instantânea de mandioca: efeito das condições de extrusão sobre as propriedades térmicas e de pasta

With the advancement of technology, there is the possibility of introduction of differentiated flours, such as cassava instant flour. This alternative has generated great interest from the cassava processing industries. This study aimed to assess the effect of extrusion temperature, moisture content and screw speed on the thermal and viscosity properties of extruded cassava flour. The results showed significant effects of process parameters on the viscosity properties, with effect of screw speed on cold viscosity, viscosity peak and breakdown. The viscosity peak was influenced by the three parameters of extrusion process. No significant effects of operational conditions were observed on the final viscosity and retrogradation. The thermal properties of extruded cassava flours showed no residual enthalpy of gelatinization.

The Influence of Chemical Activation on Tooth Bleaching Using 10% Carbamide Peroxide

The aim of this study was to assess the influence of manganese gluconate, a chemical activator of bleaching agents, at a concentration of 0.01% on the efficiency of a 10% carbamide peroxide-based bleaching agent. Forty bovine incisors were immersed in a 25% instant coffee solution for seven days and randomly divided into two groups. Group 1 was the control group and consisted of 10% carbamide peroxide-based bleaching gel only. Group 2 consisted of 10% carbamide peroxide-based bleaching gel and 0.01% manganese gluconate. Three readings of color were taken using the Vita Easy-shade spectrophotometer: the initial reading, a reading at seven days, and a reading at 14 days. Total color variation was calculated by Delta E*Lab. Data were submitted to the statistical t-test (5%), which showed that after seven days group 2 had a significant increase in the degree of tooth bleaching compared with group 1. The mean values (+/-SD) were 16.33 (+/-3.95) for group 1 and 19.29 (+/-4.97) for group 2. However, the results for group 1 and group 2 were similar after 14 days. Adding 0.01% manganese gluconate to 10% carbamide peroxide bleaching gel increased the degree of tooth bleaching after a seven-day treatment and did not influence the resulting shade after 14 days.

In Vitro Assessment of Chemical Activation Efficiency During In-office Dental Bleaching

Purpose: This study compared five types of chemical catalyzing agents added to 35% hydrogen peroxide gel, with regard to their capacity of intensifying in-office dental bleaching results.Methods: One-hundred and twenty bovine incisors were used, of which the crowns and roots were cut in the incisor-apical direction, to acquire the dimensions of a human central incisor. The specimens were sectioned in the mesiodistal direction by means of two longitudinal cuts, the lingual halves being discarded. The vestibular halves received prophylaxis with a bicarbonate jet, ultrasound cleaning and acid etching on the dentinal portion. Next, the specimens were stored in receptacles containing a 25% instant coffee solution for two weeks. After the darkening period, initial measurement of the shade obtained was taken with the Easy Shade appliance, which allowed it to be quantified by the CIELab* method. The samples were divided into six groups, corresponding to the chemical activator used: a) none (CON); b) ferric chloride (CF); c) ferrous sulphate (SF); d) manganese gluconate (GM); e) manganese chloride (CM); f) mulberry root extract (RA). Each group received three 10-minute applications of the gels containing the respective activating agents. Next, a new shade measurement was made.Results: The Analysis of Variance and Tukey tests (alpha=5%) showed statistically significant differences for the shade perception values (p=0.002). Groups GM, CM and RA showed significantly higher means than the control group.Conclusion: The presence of some chemical activators is capable of resulting in a significant increase in tooth shade variation.

Hamilton-Jacobi formalism for linearized gravity

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