Modelos de previsão de volatilidade : uma aplicação do modelo GARCH a taxas de câmbio

Com o objetivo de mostrar uma aplicação dos modelos da família GARCH a taxas de câmbio, foram utilizadas técnicas estatísticas englobando análise multivariada de componentes principais e análise de séries temporais com modelagem de média e variância (volatilidade), primeiro e segundo momentos respectivamente. A utilização de análise de componentes principais auxilia na redução da dimensão dos dados levando a estimação de um menor número de modelos, sem contudo perder informação do conjunto original desses dados. Já o uso dos modelos GARCH justifica-se pela presença de heterocedasticidade na variância dos retornos das séries de taxas de câmbio. Com base nos modelos estimados foram simuladas novas séries diárias, via método de Monte Carlo (MC), as quais serviram de base para a estimativa de intervalos de confiança para cenários futuros de taxas de câmbio. Para a aplicação proposta foram selecionadas taxas de câmbio com maior market share de acordo com estudo do BIS, divulgado a cada três anos.

Impact assessment and quality analysis of corporate social responsability (CSR) programs of mining companies and their contribution to sustainable development in the communities they operate: case study Tenke Fungurume Mining SA in the Democratic Republic of Congo (DRC)

Purpose – This case study presents an impact assessment of Corporate Social Responsibility (CSR) programs of the TFM Company in order to understand how they contribute to the sustainable development of communities in areas in which they operate. Design/Methodology/Approach - Data for this study was collected using qualitative data methods that included semi-structured interviews and Focus Group Discussions most of them audio and video recorded. Documentary analysis and a field visit were also undertaken for the purpose of quality analysis of the CSR programs on the terrain. Data collected was analyzed using the Seven Questions to sustainability (7Qs) framework, an evaluation tool developed by the Mining, Minerals and Sustainable Development (MMSD) North America chapter. Content analysis method was on the other hand used to examine the interviews and FGDs of the study participants. Findings - Results shows that CSR programs of TFM SA do contribute to community development, as there have been notable changes in the communities’ living conditions. But whether they have contributed to sustainable development is not yet the case as programs that enhance the capacity of communities and other stakeholders to support these projects development beyond the implementation stage and the mines operation lifetime need to be considered and implemented. Originality/Value – In DRC, there is paucity of information of research studies that focus on impact assessment of CSR programs in general and specifically those of mining companies and their contribution to sustainable development of local communities. Many of the available studies cover issues of minerals and conflict or conflict minerals as mostly referred to. This study addressees this gap.

Influência de fatores biopsicossociais sobre a mortalidade de idosos no município de Santa Cruz/RN: um estudo prospectivo

The aging process if characterizes for a complex events network, from multidimensional nature, that encloses biological, social, psychic and functional aspects. The alteration of one or more aspects can speed up the aging process, anticipating limitations and until the death in the aged. For an adjusted confrontation of this question is necessary an interdisciplinary vision, in which the some areas of the knowledge can interact and with this to intervenes of the best possible form. Then, information derived from studies of aspects related to incidence, morbidity-mortality and transition patterns, involved in the health-illness process can more accurately identify risk groups thereby establishing links between social factors, illness, incapacity and death. Thus, this study aimed to identify, by a multidimensional vision, the risk factors of mortality in a coorth of elderly in a city in the interior of the state of Rio Grande do Norte (RN), Brazil. A prospective study carried out in Santa Cruz RN, where 310 elderly were randomly selected to form a baseline. The follow-up was 53 months. The predictive variables were divided into sociodemographic, physical health, neuropsychiatric and functional capacity. The statistical analysis carried out by bivariate analysis, survival analysis, followed by binary logistic regression and Cox regression, in the multivariate analysis, considering significant levels p < 0.05 and confidence interval (CI) of 95%. A total of 60 (19.3%) elderly died during the follow-up, where cardiovascular disease was the main cause. The survival was approximately 24.8 months. The study of general survival showed, at 12, 24, 36, and 48 months of observation, a survival rate of 97%, 54%, 31%, and 5% respectively, with a statistical difference in survival only observed for the variables of cognitive function and Basic Activities of Daily Living. In the logistic regression analysis, the risk factors identified were cognitive deficits (OR = 8.74), poor perception of health (OR = 3.89) and dependence for Basic Activities of Daily Living (OR = 3.96). In the Cox analysis, as well as dependence for Basic Activities of Daily Living (HR = 3.17), cognitive deficit (HR = 4.30) and stroke (CVA) (HR = 3.49) continued as independent risk factors for death. The risk factors found in the study can be interpreted as the primary predictors for death among elderly members of the community. Therefore, improvements in health conditions, with actions towards sustaining an autonomous life with special attention for elderly with cognitive impairment, could mean additional healthy quality of life, resulting in the reduction of premature mortality in this population

A propaganda de medicamentos voltados à clínica obstétrica e/ou ginecológica e sua influência sobre a prescrição

INTRODUCTION: Drug advertisement stimulates self-medication and irrational use of medicines, especially when it starts to interfere in the prescription. Monitoring advertisements, as well as the observation of its influence on health professionals, prescriptions become necessary because of this public health problem. OBJECTIVE: The aim of this work was to analyze drug advertisements directed to gynecologists and/or obstetricians doctors relating them to the current legislation as well as its influence on prescription. METHODOLOGY: The sample was composed of drug advertisements divulged to the gynecologists and / or obstetricians doctors and was analyzed according to RDC96/2008. To evaluate the influence of advertisement on prescription, a questionnaire was administered to gynecologists / obstetricians doctors and prescriptions of a public maternity were also evaluated. RESULTS AND CONCLUSION: Concerning the advertisements analyzed, 48% complied fully with current legislation and 52% of the advertisements analyzed were in accordance to the RDC No. 96/2008 in most of the items evaluated. The doctors interviewed are used to receive the visits of propagandists, even in the public service, receiving gifts offered by the industry and believe that medicine advertisement tries to influence prescribing. Many of them use the material provided by the propagandist as a source for their prescription, although they present a critical view about them information. The use of trade name / mark on the prescription is a common practice among the doctors interviewed, even in the public service, suggesting there is an influence of medicine advertisement on the prescription

O projeto politico pedagógico de enfermagem e o sistema único de saúde: a visão de discentes

This research aims to analyze, in the view of students, the pedagogic project of undergraduate nursing course, of UFRN, and its articulation with the SUS, in an attempt to understand the issues that permeate the teaching and learning of nursing. This is a qualitative study that used the focus group technique as a tool to collect empirical data. There were three meetings, where we had the collaboration of 23 graduating students from the eighth period of the semester 2009.1. For the analysis of information, we use a theoretical framework based on curriculum guidelines and basic principles of the SUS, making the analogy of the results with the metaphor of Greek mythology, Ariadne's thread, in dialogue with authors who discuss education as a transformative practice. Thus, the texture of the yarn was built of five thematic fields: joint the pedagogic project with the SUS; the teaching/service and theory/practice relation; interdisciplinarity or transdisciplinarity; didactic/methodological and relational approaches; and co-participation of students in the pedagogic project. According to the discussions, we find many difficulties in the teaching and learning process of undergraduate nursing in UFRN to strengthen the SUS, including: dislocation of educational institutions with services, professionals, managers and community; dichotomy between theory and practice; reality of services as a learning field and working process in health; posture adopted by professionals, teachers and other subjects included in the process of health education; decontextualization and fragmentation of teaching with the practice in health and nursing; excessive use of very illustrative methodologies, but little problem-solving; difficult and precarious situation in the relations between teachers and between teachers/students, regarding the acceptance of differences; absence of participation of students in the evaluation process and conduct of the educational project in progress. In this sense, we understand the need an auto-reflexive act of teaching and conducting collective pedagogical course with a view to achieving the SUS. Thus, it is necessary to support practices motivated by the polyphonic dialogue and the exercise of symbiosis and autopoiesis of subjects/actors jointly responsible for the ongoing process of learning for life.

Sistema para detecção e diagnóstico de falhas em motores elétricos de indução utilizando lógica fuzzy

Induction motors are one of the most important equipment of modern industry. However, in many situations, are subject to inadequate conditions as high temperatures and pressures, load variations and constant vibrations, for example. Such conditions, leaving them more susceptible to failures, either external or internal in nature, unwanted in the industrial process. In this context, predictive maintenance plays an important role, where the detection and diagnosis of faults in a timely manner enables the increase of time of the engine and the possibiity of reducing costs, caused mainly by stopping the production and corrective maintenance the motor itself. In this juncture, this work proposes the design of a system that is able to detect and diagnose faults in induction motors, from the collection of electrical line voltage and current, and also the measurement of engine speed. This information will use as input to a fuzzy inference system based on rules that find and classify a failure from the variation of thess quantities

A leitura como instrumento facilitador da compreensão matemática

This research builds on a qualitative approach and proposes action research to develop, implement and evaluate a strategy grounded in the teaching of geometry reading from different text types, in order to enhance the understanding of mathematical concepts by students in the 6th grade of elementary school. The teaching of mathematics, strengthened by a reading practice that fosters a greater understanding of science, because it would contribute to the expansion of vocabulary, acquire a higher level of reasoning, interpretation and understanding, providing opportunities thus a greater contextualization of the student, making out the role of mere spectator to the builder of mathematical knowledge. As a methodological course comply with the following steps: selecting a field of intervention school, the class-subject (6 years of elementary school) and teacher-collaborator. Then there was a diagnostic activity involving the content of geometry - geometric solids, flat regions and contours - with the class chosen, and it was found, in addition to the unknown geometry, a great difficulty to contextualize it. From the analysis of the answers given by students, was drawn up and applied three interventional activities developed from various text (legends, poems, articles, artwork) for the purpose of leading the student to realize, through reading these texts, the discussions generated from these questions and activities proposed by the present mathematics in context, thus getting a better understanding and interaction with this discipline as hostility by most students. It was found from the intervention, the student had a greater ability to understand concepts, internalize information and use of geometry is more consistent and conscientious, and above all, learning math more enjoyable

Predição de sombras de edifícios sobre vias urbanas com base em modelos digitais de elevações e dados de imagens aéreas de alta resolução

This research presents a methodology for prediction of building shadows cast on urban roads existing on high-resolution aerial imagery. Shadow elements can be used in the modeling of contextual information, whose use has become more and more common in image analysis complex processes. The proposed methodology consists in three sequential steps. First, the building roof contours are manually extracted from an intensity image generated by the transformation of a digital elevation model (DEM) obtained from airborne laser scanning data. In similarly, the roadside contours are extracted, now from the radiometric information of the laser scanning data. Second, the roof contour polygons are projected onto the adjacent roads by using the parallel projection straight lines, whose directions are computed from the solar ephemeris, which depends on the aerial image acquisition time. Finally, parts of shadow polygons that are free from building perspective obstructions are determined, given rise to new shadow polygons. The results obtained in the experimental evaluation of the methodology showed that the method works properly, since it allowed the prediction of shadow in high-resolution imagery with high accuracy and reliability.

Histoarchitectural Features of the Hepatopancreas of the Amazon River Prawn Macrobrachium amazonicum

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Atividade de morcegos insetívoros (mammalia, chiroptera) no pampa brasileiro: uso de hábitat e sazonalidade

Bats correspond to 20% of the extant mammal species and, with a few exceptions, use echolocation, a spacial orientation system based on emission and analysis of echoes from sound waves, generally ultrasounds. Echolocation was discovered in the 1940 s and since the 1970 s ultrasound detectors have been commercially available, allowing the investigation of several aspects of the natural history and ecology of bats. Passive acoustic monitoring has been frequently used in habitat use studies, predominantly in North America and Europe, by comparing the number of bat passes between different habitat types. This dissertation presents the first evaluation of the spacial and seasonal variation patterns in the activity of insectivorous bats in the Brazilian biome Pampa, in the state of Rio Grande do Sul. Since bat activity can vary according to habitat type, time of year and climatic conditions, the following hypotheses were tested: 1. bat activity varies between different types of habitat; 2. bat activity varies seasonally; 3. bat activity is influenced by temperature, humidity and wind speed. The acoustic samples were taken along fixed transects of 1500 meters, which were monitored monthly from April 2009 to March 2010. Five habitat types were sampled: eucalypts, stream, riparian forest, wetland and grassland. In each sample, the number of bat passes was obtained by using an ultrasound detector Pettersson D230. A total of 1183 bat passes were registered. Greater bat activity levels was observed along large eucalypts (1.93 bat passes/3min) and along a stream (1.61 bat passes/3 min). A riparian forest (0.94 bat passes/3 min) and a wetland area (0.61 bat passes/3 min) exhibited statistically equal levels of activity. Bat passes were fewer in grassland areas (0,16 bat passes/3 min). Bat activity was not correlated with abiotic factors. However, bat activity was significantly low in the colder season, winter, and was similar in autumn, spring and summer. The observed preference for vegetation borders and water courses agrees with reports from other countries and is attributed predominantly to the high prey abundance in these types of environments. Additionally, low activity in the winter is probably a response to the reduced availability of insects, and to lower temperatures. Our results indicate which areas of arboreal vegetation and water courses should be priorities for the conservation of bats and that alterations of these habitat types might negatively influence bat activity in the region

Influência da prática de yoga sobre os sintomas da menopausa

Yoga has been studied and practiced for over three thousand years and nowadays it is widely adopted as a mean to assist the health of individuals. Additionally, numerous benefits to the health rehabilitation and quality of life of elderly individuals has been attributed to this set of techniques. In women, the aging process is characterized by the interruption on ovarian follicular activity (menopause) characterized by a number of neuroendocrine and physiologic changes. Those changes are frequently accompanied by uncomfortable and occasionally debilitating symptoms. Although there is profuse clinical information about menopause, studies on the potential therapeutic application of yoga during the climacteric period are scarce. The objective of this research was to investigate the psychophysiological effects of 12 weeks of yoga practice in 88 postmenopausal women. The volunteers were divided into a control group (no intervention), exercise group and yoga group. Instruments were applied for the evaluation of climacteric syndrome, stress, depression, quality of life, and anxiety. In addition, the determination of hormonal levels of FSH, LH, estradiol, cortisol and progesterone, and biochemical levels of glucose, cholesterol, triglycerides, HDL, LDL, urea, creatinine, AST and ALT were conducted. Our results showed that the yoga group had significantly lower scores after the regular practice of yoga for menopausal symptoms. Besides, those changes were accompanied by a statistical significant improvement in the stress levels, decrease in depression scores, and higher scores in quality of life when compared with the control group and the exercise group. As well, the regular practice of yoga promoted the maintenance of cortisol levels compared to control group after 12 weeks. Regarding the biochemical parameters yoga practitioners presented lower levels of LDL in the blood. These results are supported by previous studies which found that regular practice of yoga improves quality of life of subjects, Thus, herein we propose that yoga can be a non-pharmacological alternative to management of menopausal symptoms and stress in postmenopausal women

Flexural Test on Recycled Polystyrene

In socio-environmental scenario increased the nature resources concern beyond products and subproducts reuse. Recycling is the approach for a material or energy reintroducing in productive system. This method allows the reduction of garbage volume dumped in environment, saving energy and decreasing the requirement of natural resources use. In general, the ending of expanded polystyrene is deposited sanitary landfills or garbage dumps without control that take large volume and spreads easily by aeolian action, with consequently environmental pollution, however, the recycling avoids their misuse and the obtainment from petroleum is reduced. This work recycled expanded polystyrene via merger and/or dissolution by solvents for the production of integrated circuits boards. The obtained material was characterized in flexural mode according to ASTM D 790 and results were compared with phenolite, traditionally used. Specimens fractures were observed by electronic microscopy scanning in order to establish patterns. Expanded Polyestirene recycled as well as phenolite were also thermo analyzed by TGA and DSC. The method using dissolution produced very brittle materials. The method using merger showed no voids formation nor increased the brittleness of the material. The recycled polystyrene presented a strength value significantly lower than that for the phenolite. (C) 2011 Published by Elsevier Ltd. Selection and peer-review under responsibility of ICM11

Gestão da informação utilizando o método infomapping

A gestão da informação é extremamente importante para as organizações. O mapeamento informacional é um instrumento que pode ser utilizado no âmbito da gestão da informação. Para realizar o mapeamento informacional, pode-se utilizar o método denominado Infomapping, criado por Burk Jr. e Horton Jr., que se constitui em uma valiosa ferramenta para gerenciar os recursos de informação de uma organização. Ele permite descobrir com exatidão o grau de desconhecimento que se tem sobre as fontes, serviços e sistemas com os quais se desenvolve o trabalho informacional da organização. O processo consiste em criar um levantamento de todas as informações, que supostamente constituem-se num recurso informacional gerado internamente ou produzido externamente, que impactam diretamente as atividades corporativas.

O território sob o Efeito Modernizador: a face perversa do desenvolvimento

Les politiques actuelles de développement territorial sont parfois rattachées, de manière intéressée, à l'utilisation des ressources locales et à l'exécution de projets spécifiques d'agents déterminés. Ce phénomène caractérise ce qui est appelé ici de: « effet modernisateur », résultat des pratiques de quelques agents pour rendre possible leurs prétentions particulières. Ces pratiques finissent par propager des idées de développement et de modernisation qui ne se réalisent pas de forme égalitaire dans le local.

A fotografia na imprensa diária paulistana nas primeiras décadas do século XX: O Estado de S. Paulo

A pesquisa recupera as imagens fotográficas publicadas nas edições diárias do jornal O Estado de S. Paulo, de 1910 a 1929, identificando os temas mais recorrentes publicados pelo periódico. Com metodologia histórica, documental e de estudos de comunicação procedeu-se à organização e análise das imagens. Através da catalogação e ordenação das fotografias por datas de publicação, editorias em que foram publicadas e temas fotográficos mais recorrentes, presentes nos registros impressos, estruturou-se um banco de dados que permitiu a quantificação e o cruzamento dos registros e informações referentes a essa documentação. A análise de dados permitiu identificar elementos da formação da visualidade jornalística no país e traz subsídios para os estudos da história visual da imprensa brasileira.