Contagion in financial networks: a network theory and agent-based approaches to modeling the spread of risk in financial systems

Esta dissertação estuda a propagação de crises sobre o sistema financeiro. Mais especi- ficamente, busca-se desenvolver modelos que permitam simular como um determinado choque econômico atinge determinados agentes do sistema financeiro e apartir dele se propagam, transformando-se em um problema sistêmico. A dissertação é dividida em dois capítulos,além da introdução. O primeiro capítulo desenvolve um modelo de propa- gação de crises em fundos de investimento baseado em ciência das redes.Combinando dois modelos de propagação em redes financeiras, um simulando a propagação de perdas em redes bipartites de ativos e agentes financeiros e o outro simulando a propagação de perdas em uma rede de investimentos diretos em quotas de outros agentes, desenvolve-se um algoritmo para simular a propagação de perdas através de ambos os mecanismos e utiliza-se este algoritmo para simular uma crise no mercado brasileiro de fundos de investimento. No capítulo 2,desenvolve-se um modelo de simulação baseado em agentes, com agentes financeiros, para simular propagação de um choque que afeta o mercado de operações compromissadas.Criamos também um mercado artificial composto por bancos, hedge funds e fundos de curto prazo e simulamos a propagação de um choque de liquidez sobre um ativo de risco securitizando utilizado para colateralizar operações compromissadas dos bancos.

SISAL - Um sistema supervisório para elevação artificial de petróleo

MEDEIROS, Adelardo A. D. et al. SISAL - Um Sistema Supervisório para Elevação Artificial de Petróleo. In: Rio Oil and Gas Expo Conference, 2006, Rio de Janeiro, RJ. Anais... Rio de Janeiro, 2006.

Sistema supervisório para poços de petróleo baseados no método de elevação artificial Plunger Lift

The several existing methods for oil artificial lifting and the variety of automation equipment for these methods many times lead the supervisory systems to be dedicated to a unique method and/or to a unique manufacturer. To avoid this problem, it has been developed the supervisory system named SISAL, conceived to supervise wells with different lifting methods and different automation equipments. The SISAL system is working in several Brazilian states but, nowadays, it is only supervising rod pump-based wells. The objective of this work is the development of a supervision module to the plunger lift artificial lift method. The module will have the same characteristics of working with automation hardware of many manufacturers. The module will be integrated to the SISAL system, incorporating the capacity to supervise the plunger lift artificial lift method.

Ambiente para avaliação de controladores fuzzy aplicados ao método de elevação artificial por bombeio centrífugo submerso

From their early days, Electrical Submergible Pumping (ESP) units have excelled in lifting much greater liquid rates than most of the other types of artificial lift and developed by good performance in wells with high BSW, in onshore and offshore environments. For all artificial lift system, the lifetime and frequency of interventions are of paramount importance, given the high costs of rigs and equipment, plus the losses coming from a halt in production. In search of a better life of the system comes the need to work with the same efficiency and security within the limits of their equipment, this implies the need for periodic adjustments, monitoring and control. How is increasing the prospect of minimizing direct human actions, these adjustments should be made increasingly via automation. The automated system not only provides a longer life, but also greater control over the production of the well. The controller is the brain of most automation systems, it is inserted the logic and strategies in the work process in order to get you to work efficiently. So great is the importance of controlling for any automation system is expected that, with better understanding of ESP system and the development of research, many controllers will be proposed for this method of artificial lift. Once a controller is proposed, it must be tested and validated before they take it as efficient and functional. The use of a producing well or a test well could favor the completion of testing, but with the serious risk that flaws in the design of the controller were to cause damage to oil well equipment, many of them expensive. Given this reality, the main objective of the present work is to present an environment for evaluation of fuzzy controllers for wells equipped with ESP system, using a computer simulator representing a virtual oil well, a software design fuzzy controllers and a PLC. The use of the proposed environment will enable a reduction in time required for testing and adjustments to the controller and evaluated a rapid diagnosis of their efficiency and effectiveness. The control algorithms are implemented in both high-level language, through the controller design software, such as specific language for programming PLCs, Ladder Diagram language.

Florescimento e frutificação do maracujazeiro-amarelo submetido à iluminação artificial, irrigação e sombreamento

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

Caracterização físico-química de frutos de maracujazeiro-amarelo submetidos à iluminação artificial, irrigação e sombreamento

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Crescimento, partição de fotoassimilados e produção de rizomas em taro cultivado sob sombreamento artificial

O cultivo associado é uma alternativa para culturas de ciclo longo e propriedades com limitação de área. Todavia, para o estabelecimento de associações, há necessidade de conhecer a tolerância das espécies ao sombreamento. O trabalho objetivou avaliar o crescimento de parte aérea, partição de fotoassimilados e produção de rizomas em plantas de taro 'Japonês' cultivadas sob intensidades e períodos de sombreamento artificial. Utilizou-se o delineamento de blocos ao acaso, com 13 tratamentos e quatro repetições. Os tratamentos foram constituídos de quatro intensidades de sombreamento (controle = pleno sol; 18; 30 e 50% de sombra, mantidos durante o ciclo todo), além da implementação das intensidades de sombra de 18; 30 e 50%, em três períodos (inicial = 0 a 3; intermediário = 3 a 6 e final = 6 a 9 meses). Aos 60; 90; 120; 150; 180; 210; 240 e 270 dias após o plantio (dat), avaliou-se crescimento de planta e partição de massa entre órgãos e aos 270 dat a produção de rizomas. Plantas sob sombreamento, sobretudo nas maiores intensidades e durante o ciclo todo, apresentaram maior produção de biomassa de parte aérea e de rizomas-mãe e filhos pequenos, em detrimento de rizomas-filho grandes, médios e comerciáveis. A intensidade de 18% de sombra, durante todo o ciclo ou nos períodos inicial e intermediário, foi a que menos afetou o desenvolvimento das plantas e produção de biomassa de rizomas-filho comerciáveis.

Uma arquitetura para sistemas supervisórios industriais e sua aplicação em processos de elevação artificial de petróleo

The using of supervision systems has become more and more essential in accessing, managing and obtaining data of industrial processes, because of constant and frequent developments in industrial automation. These supervisory systems (SCADA) have been widely used in many industrial environments to store process data and to control the processes in accordance with some adopted strategy. The SCADA s control hardware is the set of equipments that execute this work. The SCADA s supervision software accesses process data through the control hardware and shows them to the users. Currently, many industrial systems adopt supervision softwares developed by the same manufacturer of the control hardware. Usually, these softwares cannot be used with other equipments made by distinct manufacturers. This work proposes an approach for developing supervisory systems able to access process information through different control hardwares. An architecture for supervisory systems is first defined, in order to guarantee efficiency in communication and data exchange. Then, the architecture is applied in a supervisory system to monitor oil wells that use distinct control hardwares. The implementation was modeled and verified by using the formal method of the Petri networks. Finally, experimental results are presented to demonstrate the applicability of the proposed solution

Análise de desempenho da rede neural artificial do tipo multilayer perceptron na era multicore

Artificial neural networks are usually applied to solve complex problems. In problems with more complexity, by increasing the number of layers and neurons, it is possible to achieve greater functional efficiency. Nevertheless, this leads to a greater computational effort. The response time is an important factor in the decision to use neural networks in some systems. Many argue that the computational cost is higher in the training period. However, this phase is held only once. Once the network trained, it is necessary to use the existing computational resources efficiently. In the multicore era, the problem boils down to efficient use of all available processing cores. However, it is necessary to consider the overhead of parallel computing. In this sense, this paper proposes a modular structure that proved to be more suitable for parallel implementations. It is proposed to parallelize the feedforward process of an RNA-type MLP, implemented with OpenMP on a shared memory computer architecture. The research consistes on testing and analizing execution times. Speedup, efficiency and parallel scalability are analyzed. In the proposed approach, by reducing the number of connections between remote neurons, the response time of the network decreases and, consequently, so does the total execution time. The time required for communication and synchronization is directly linked to the number of remote neurons in the network, and so it is necessary to investigate which one is the best distribution of remote connections

Simulador computacional para poços de petróleo com método de elevação artificial por bombeio mecânico

This work proposes a computer simulator for sucker rod pumped vertical wells. The simulator is able to represent the dynamic behavior of the systems and the computation of several important parameters, allowing the easy visualization of several pertinent phenomena. The use of the simulator allows the execution of several tests at lower costs and shorter times, than real wells experiments. The simulation uses a model based on the dynamic behavior of the rod string. This dynamic model is represented by a second order partial differencial equation. Through this model, several common field situations can be verified. Moreover, the simulation includes 3D animations, facilitating the physical understanding of the process, due to a better visual interpretation of the phenomena. Another important characteristic is the emulation of the main sensors used in sucker rod pumping automation. The emulation of the sensors is implemented through a microcontrolled interface between the simulator and the industrial controllers. By means of this interface, the controllers interpret the simulator as a real well. A "fault module" was included in the simulator. This module incorporates the six more important faults found in sucker rod pumping. Therefore, the analysis and verification of these problems through the simulator, allows the user to identify such situations that otherwise could be observed only in the field. The simulation of these faults receives a different treatment due to the different boundary conditions imposed to the numeric solution of the problem. Possible applications of the simulator are: the design and analysis of wells, training of technicians and engineers, execution of tests in controllers and supervisory systems, and validation of control algorithms

Effectiveness of Photogem (R) activated by LED on the decontamination of artificial carious bovine dentin

The aim of this study was the evaluation of the effectiveness of photodynamic therapy on the decontamination of artificially induced carious bovine dentin, using Photoge(R) as the photosensitizer agent and an LED device as a light source. Dentin samples obtained from bovine incisors were immersed in sterile broth supplemented by Lactobacillus acidophillus 10(8) colony formation units (CFU) and Streptococcus mutans 10 8 CFU. Different concentrations of photosensitizer, PA = 1 mg/ml, PB = 2 mg/ml, and PC = 3 mg/ml, and two fluences, D = 24 J/cm(2) and D = 48 J/cm(2), were investigated. After CFU counting per milligram of carious dentin and statistical analysis, we observed that the photodynamic therapy (PDT) parameters used were effective for bacterial reduction in the in vitro model under study. The best result was achieved with the application of Photoge(R) at 2 mg/ml and photoactivated under 24 J/cm(2) showing a survival factor of 0.14. At higher photosensitizer concentrations, a higher dark toxicity was observed. We propose a simple mathematical expression for the determination of PDT parameters of photosensitizer concentration and light fluence for different survival factor values. Since LED devices are simpler and cheaper compared to laser systems, it would be interesting to verify their efficacy as a light source in photodynamic therapy for the decontamination of carious dentin.

EFFICIENT FAULT LOCATION IN UNDERGROUND DISTRIBUTION SYSTEMS THROUGH OPTIMUM-PATH FOREST

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

Modeling and analysis of artificial neural networks applied in operations research

Artificial neural networks are dynamic systems consisting of highly interconnected and parallel nonlinear processing elements. Systems based on artificial neural networks have high computational rates due to the use of a massive number of these computational elements. Neural networks with feedback connections provide a computing model capable of solving a rich class of optimization problems. In this paper, a modified Hopfield network is developed for solving problems related to operations research. The internal parameters of the network are obtained using the valid-subspace technique. Simulated examples are presented as an illustration of the proposed approach. Copyright (C) 2000 IFAC.

Application of intelligent systems for specification of automotive equipments using LEDs

The advantages offered by the electronic component light emitting diode ( LED) have caused a quick and wide application of this device in replacement of incandescent lights. However, in its combined application, the relationship between the design variables and the desired effect or result is very complex and it becomes difficult to model by conventional techniques. This work consists of the development of a technique, through artificial neural networks, to make possible to obtain the luminous intensity values of brake lights using LEDs from design data. (C) 2005 Elsevier B.V. All rights reserved.

Application of neural networks to identify features of dynamical grounding systems

The accurate identification of features of dynamical grounding systems are extremely important to define the operational safety and proper functioning of electric power systems. Several experimental tests and theoretical investigations have been carried out to obtain characteristics and parameters associated with the technique of grounding. The grounding system involves a lot of non-linear parameters. This paper describes a novel approach for mapping characteristics of dynamical grounding systems using artificial neural networks. The network acts as identifier of structural features of the grounding processes. So that output parameters can be estimated and generalized from an input parameter set. The results obtained by the network are compared with other approaches also used to model grounding systems.