Análise da sobre-reação e sub-reação nos ativos de primeira e segunda lina do mercado acionário brasileiro

The Behavioral Finance develop as it is perceived anomalies in these markets efficient. This fields of study can be grouped into three major groups: heuristic bias, tying the shape and inefficient markets. The present study focuses on issues concerning the heuristics of representativeness and anchoring. This study aimed to identify the then under-reaction and over-reaction, as well as the existence of symmetry in the active first and second line of the Brazilian stock market. For this, it will be use the Fuzzy Logic and the indicators that classify groups studied from the Discriminant Analysis. The highest present, indicator in the period studied, was the Liabilities / Equity, demonstrating the importance of the moment to discriminate the assets to be considered "winners" and "losers." Note that in the MLCX biases over-reaction is concentrated in the period of financial crisis, and in the remaining periods of statistically significant biases, are obtained by sub-reactions. The latter would be in times of moderate levels of uncertainty. In the Small Caps the behavioral responses in 2005 and 2007 occur in reverse to those observed in the Mid-Large Cap. Now in times of crisis would have a marked conservatism while near the end of trading on the Bovespa speaker, accompanied by an increase of negotiations, there is an overreaction by investors. The other heuristics in SMLL occurred at the end of the period studied, this being a under-reaction and the other a over-reaction and the second occurring in a period of financial-economic more positive than the first. As regards the under / over-reactivity in both types, there is detected a predominance of either, which probably be different in the context in MLCX without crisis. For the period in which such phenomena occur in a statistically significant to note that, in most cases, such phenomena occur during the periods for MLCX while in SMLL not only biases are less present as there is no concentration of these at any time . Given the above, it is believed that while detecting the presence of bias behavior at certain times, these do not tend to appear to a specific type or heuristics and while there were some indications of a seasonal pattern in Mid- Large Caps, the same behavior does not seem to be repeated in Small Caps. The tests would then suggest that momentary failures in the Efficient Market Hypothesis when tested in semistrong form as stated by Behavioral Finance. This result confirms the theory by stating that not only rationality, but also human irrationality, is limited because it would act rationally in many circumstances

Desenvolvimento de sistemas embarcados para redes de sensores e atuadores sem fio aplicadas em unidades de elevação de petróleo do tipo Plunger-Lift

The Wireless Sensor Networks (WSN) methods applied to the lifting of oil present as an area with growing demand technical and scientific in view of the optimizations that can be carried forward with existing processes. This dissertation has as main objective to present the development of embedded systems dedicated to a wireless sensor network based on IEEE 802.15.4, which applies the ZigBee protocol, between sensors, actuators and the PLC (Programmable Logic Controller), aiming to solve the present problems in the deployment and maintenance of the physical communication of current elevation oil units based on the method Plunger-Lift. Embedded systems developed for this application will be responsible for acquiring information from sensors and control actuators of the devices present at the well, and also, using the Modbus protocol to make this network becomes transparent to the PLC responsible for controlling the production and delivery information for supervisory SISAL

Sistema inteligente para apoio à decisão na operação de uma malha de escoamento de petróleo

The petroleum production pipeline networks are inherently complex, usually decentralized systems. Strict operational constraints are applied in order to prevent serious problems like environmental disasters or production losses. This paper describes an intelligent system to support decisions in the operation of these networks, proposing a staggering for the pumps of transfer stations that compose them. The intelligent system is formed by blocks which interconnect to process the information and generate the suggestions to the operator. The main block of the system uses fuzzy logic to provide a control based on rules, which incorporate knowledge from experts. Tests performed in the simulation environment provided good results, indicating the applicability of the system in a real oil production environment. The use of the stagger proposed by the system allows a prioritization of the transfer in the network and a flow programming

Uma abordagem híbrida para o problema de seleção de fornecedores em cadeia de suprimentos

This work presents a hybrid approach for the supplier selection problem in Supply Chain Management. We joined decision-making philosophy by researchers from business school and researchers from engineering in order to deal with the problem more extensively. We utilized traditional multicriteria decision-making methods, like AHP and TOPSIS, in order to evaluate alternatives according decision maker s preferences. The both techiniques were modeled by using definitions from the Fuzzy Sets Theory to deal with imprecise data. Additionally, we proposed a multiobjetive GRASP algorithm to perform an order allocation procedure between all pre-selected alternatives. These alternatives must to be pre-qualified on the basis of the AHP and TOPSIS methods before entering the LCR. Our allocation procedure has presented low CPU times for five pseudorandom instances, containing up to 1000 alternatives, as well as good values for all considered objectives. This way, we consider the proposed model as appropriate to solve the supplier selection problem in the SCM context. It can be used to help decision makers in reducing lead times, cost and risks in their supply chain. The proposed model can also improve firm s efficiency in relation to business strategies, according decision makers, even when a large number of alternatives must be considered, differently from classical models in purchasing literature

EIT: Escalonador Inteligente de Transações

In order to guarantee database consistency, a database system should synchronize operations of concurrent transactions. The database component responsible for such synchronization is the scheduler. A scheduler synchronizes operations belonging to different transactions by means of concurrency control protocols. Concurrency control protocols may present different behaviors: in general, a scheduler behavior can be classified as aggressive or conservative. This paper presents the Intelligent Transaction Scheduler (ITS), which has the ability to synchronize the execution of concurrent transactions in an adaptive manner. This scheduler adapts its behavior (aggressive or conservative), according to the characteristics of the computing environment in which it is inserted, using an expert system based on fuzzy logic. The ITS can implement different correctness criteria, such as conventional (syntactic) serializability and semantic serializability. In order to evaluate the performance of the ITS in relation to others schedulers with exclusively aggressive or conservative behavior, it was applied in a dynamic environment, such as a Mobile Database Community (MDBC). An MDBC simulator was developed and many sets of tests were run. The experimentation results, presented herein, prove the efficiency of the ITS in synchronizing transactions in a dynamic environment

Desenvolvimento de um sistema de automação para uma planta de inertização de resíduos por plasma

The traditional processes for treatment of hazardous waste are questionable for it generates other wastes that adversely affect people s health. As an attempt to minimize these problems, it was developed a system for treatment of hazardous waste by thermal plasma, a more appropriate technology since it produces high temperatures, preventing the formation of toxic pollutants to human beings. The present work brings out a solution of automation for this plant. The system has local and remote monitoring resources to ensure the operators security as well as the process itself. A special attention was given to the control of the main reactor temperature of the plant as it is the place where the main processing occurs and because it presents a complex mathematical model. To this, it was employed cascaded controls based on Fuzzy logic. A process computer, with a particular man-machine interface (MMI), provides information and controls of the plant to the operator, including by Internet. A compact PLC module is in charge of the central element of management automation and plant control which receives information from sensors, and sends it to the MMI

Análise e síntese de antenas e superfícies seletivas de frequência utilizando computação evolucionária e inteligência de enxames

The frequency selective surfaces, or FSS (Frequency Selective Surfaces), are structures consisting of periodic arrays of conductive elements, called patches, which are usually very thin and they are printed on dielectric layers, or by openings perforated on very thin metallic surfaces, for applications in bands of microwave and millimeter waves. These structures are often used in aircraft, missiles, satellites, radomes, antennae reflector, high gain antennas and microwave ovens, for example. The use of these structures has as main objective filter frequency bands that can be broadcast or rejection, depending on the specificity of the required application. In turn, the modern communication systems such as GSM (Global System for Mobile Communications), RFID (Radio Frequency Identification), Bluetooth, Wi-Fi and WiMAX, whose services are highly demanded by society, have required the development of antennas having, as its main features, and low cost profile, and reduced dimensions and weight. In this context, the microstrip antenna is presented as an excellent choice for communications systems today, because (in addition to meeting the requirements mentioned intrinsically) planar structures are easy to manufacture and integration with other components in microwave circuits. Consequently, the analysis and synthesis of these devices mainly, due to the high possibility of shapes, size and frequency of its elements has been carried out by full-wave models, such as the finite element method, the method of moments and finite difference time domain. However, these methods require an accurate despite great computational effort. In this context, computational intelligence (CI) has been used successfully in the design and optimization of microwave planar structures, as an auxiliary tool and very appropriate, given the complexity of the geometry of the antennas and the FSS considered. The computational intelligence is inspired by natural phenomena such as learning, perception and decision, using techniques such as artificial neural networks, fuzzy logic, fractal geometry and evolutionary computation. This work makes a study of application of computational intelligence using meta-heuristics such as genetic algorithms and swarm intelligence optimization of antennas and frequency selective surfaces. Genetic algorithms are computational search methods based on the theory of natural selection proposed by Darwin and genetics used to solve complex problems, eg, problems where the search space grows with the size of the problem. The particle swarm optimization characteristics including the use of intelligence collectively being applied to optimization problems in many areas of research. The main objective of this work is the use of computational intelligence, the analysis and synthesis of antennas and FSS. We considered the structures of a microstrip planar monopole, ring type, and a cross-dipole FSS. We developed algorithms and optimization results obtained for optimized geometries of antennas and FSS considered. To validate results were designed, constructed and measured several prototypes. The measured results showed excellent agreement with the simulated. Moreover, the results obtained in this study were compared to those simulated using a commercial software has been also observed an excellent agreement. Specifically, the efficiency of techniques used were CI evidenced by simulated and measured, aiming at optimizing the bandwidth of an antenna for wideband operation or UWB (Ultra Wideband), using a genetic algorithm and optimizing the bandwidth, by specifying the length of the air gap between two frequency selective surfaces, using an optimization algorithm particle swarm

Projeto e controle de um sistema de aquecimento no Laboratório de Avaliação de Medição em Petróleo

The Oil Measurement Evaluation Laboratory (LAMP), located in the Federal University of Rio Grande do Norte (UFRN), has as main goal to evaluate flow and BS&W meters, where the simulation of a bigger number of operation variable in field, guarantees a less uncertain evaluation. The objective of this work is to purpose a heating system design and implementation, which will control the temperature safely and efficiently in order to evaluate and measure it. Temperature is one of the variables which influence the flow and BS&W accurate measurement, directly affecting the fluid viscosity and density in the experiment. To project the heating system it is of great importance to take the laboratory requirements, conditions and current restrictions into consideration. Three alternatives were evaluated: heat exchanger, internal resistance and external resistance. After the analyses are made in order to choose the best alternative for the heating system in the laboratory, control strategies were determined for it, PID control methods in combination with fuzzy logic were used. Results showed a better performance with fuzzy logic than with classic PID

Desenvolvimento de um software de comunicação sem fio aplicado à instrumentação de unidade de elevação de petróleo tipo Plunger Lift

This dissertation aims to develop a software applied to a communication system for a wireless sensor network (WSN) for tracking analog and digital variables and control valve of the gas flow in artificial oil s elevation units, Plunger Lift type. The reason for this implementation is due to the fact that, in the studied plant configuration, the sensors communicate with the PLC (Programmable and Logic Controller) by the cables and pipelines, making any changes in that system, such as changing the layout of it, as well as inconveniences that arise from the nature of the site, such as the vicinity s animals presence that tend to destroy the cables for interconnection of sensors to the PLC. For software development, was used communication polling method via SMAC protocol (Simple Medium Access ControlIEEE 802.15.4 standard) in the CodeWarrior environment to which generated a firmware, loaded into the WSN s transceivers, present in the kit MC13193-EVK, (all items described above are owners of Freescale Semiconductors Inc.). The network monitoring and parameterization used in its application, was developed in LabVIEW software from National Instruments. The results were obtained through the observation of the network s behavior of sensors proposal, focusing on aspects such as: indoor and outdoor quantity of packages received and lost, general aspects of reliability in data transmission, coexistence with other types of wireless networks and power consumption under different operating conditions. The results were considered satisfactory, which showed the software efficiency in this communication system

Uma ferramenta de manipulação de pacotes para análise de protocolos de redes industriais baseados em TCP/IP

This work presents a packet manipulation tool developed to realize tests in industrial devices that implements TCP/IP-based communication protocols. The tool was developed in Python programming language, as a Scapy extension. This tool, named IndPM- Industrial Packet Manipulator, can realize vulnerability tests in devices of industrial networks, industrial protocol compliance tests, receive server replies and utilize the Python interpreter to build tests. The Modbus/TCP protocol was implemented as proof-of-concept. The DNP3 over TCP protocol was also implemented but tests could not be realized because of the lack of resources. The IndPM results with Modbus/TCP protocol show some implementation faults in a Programmable Logic Controller communication module frequently utilized in automation companies

Sistema web didático para a supervisão de redes fieldbus

Technological evolution of industrial automation systems has been guided by the dillema between flexibilization and confiability on the integration between devices and control supervisory systems. However, there are few supervisory systems whose attributions can also comprehend the teaching of the communication process that happens behind this technological integration, where those which are available are little flexible about accessibility and reach of patterns. On this context, we present the first module of a didactic supervisory system, accessible through Web, applied on the teaching of the main fieldbus protocols. The application owns a module that automatically discovers the network topology being used and allows students and professionals of automation to obtain a more practical knowledgment by exchanging messages with a PLC, allowing those who are involved to know with more details the communication process of an automation supervisory system. By the fact of being available through Web, the system will allow a remote access to the PLC, comprehending a larger number of users. This first module is focused on the Modbus protocol (TCP and RTU/ASCII)

Controle preditivo robusto baseado em desigualdades matriciais lineares aplicado a um sistema de tanques acoplados

This work deals with an on-line control strategy based on Robust Model Predictive Control (RMPC) technique applied in a real coupled tanks system. This process consists of two coupled tanks and a pump to feed the liquid to the system. The control objective (regulator problem) is to keep the tanks levels in the considered operation point even in the presence of disturbance. The RMPC is a technique that allows explicit incorporation of the plant uncertainty in the problem formulation. The goal is to design, at each time step, a state-feedback control law that minimizes a 'worst-case' infinite horizon objective function, subject to constraint in the control. The existence of a feedback control law satisfying the input constraints is reduced to a convex optimization over linear matrix inequalities (LMIs) problem. It is shown in this work that for the plant uncertainty described by the polytope, the feasible receding horizon state feedback control design is robustly stabilizing. The software implementation of the RMPC is made using Scilab, and its communication with Coupled Tanks Systems is done through the OLE for Process Control (OPC) industrial protocol