979 resultados para finanza matematica opzioni asiatiche modello binomiale
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We apply the concept of exchangeable random variables to the case of non-additive robability distributions exhibiting ncertainty aversion, and in the lass generated bya convex core convex non-additive probabilities, ith a convex core). We are able to rove two versions of the law of arge numbers (de Finetti's heorems). By making use of two efinitions. of independence we rove two versions of the strong law f large numbers. It turns out that e cannot assure the convergence of he sample averages to a constant. e then modal the case there is a true" probability distribution ehind the successive realizations of the uncertain random variable. In this case convergence occurs. This result is important because it renders true the intuition that it is possible "to learn" the "true" additive distribution behind an uncertain event if one repeatedly observes it (a sufficiently large number of times). We also provide a conjecture regarding the "Iearning" (or updating) process above, and prove a partia I result for the case of Dempster-Shafer updating rule and binomial trials.
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Este trabalho apresenta um conjunto de técnicas para a modelagem paramétrica e geração de malhas de superfícies para uso em sistemas de análise e simulações numéricas pelo Método dos Elementos Finitos. Foram desenvolvidos algoritmos para a geração paramétrica de superfícies, para a determinação das curvas de interseções entre superfícies e para a geração de malhas em superfícies curvas e recortadas. Foram implementas linhas e curvas paramétricas básicas, a partir das quais são geradas superfícies paramétricas de vários tipos que proporcionam uma grande flexibilidade de modelamento geométrico. Curvas e superfícies são geradas e manipuladas de forma interativa. São apresentadas técnicas que simplificam a implementação de linhas e superfícies paramétricas. Foi desenvolvido um algoritmo para determinar as curvas de interseção entre superfícies paramétricas, que são utilizadas como linhas de recorte (trimming lines) para obter geometrias complexas e compostas de várias superfícies. O algoritmo desenvolvido emprega técnicas de subdivisão adaptativa, por quadtrees, em função da curvatura local das superfícies. Primeiramente, obtém-se uma aproximação das curvas de interseção no espaço 3D, através da aproximação por triângulos. Os resultados iniciais são refinados e projetados sobre as duas superfícies envolvidas com algoritmos que permitem obter grande precisão. As curvas de interseção finais são mapeadas nos espaços paramétricos das duas superfícies, porém com uma parametrização única, o que facilita a junção com superfícies adjacentes Um algoritmo de geração de malha foi desenvolvido para gerar malhas triangulares de qualidade sobre as superfícies curvas e recortadas. O algoritmo utiliza um processo de subdivisão adaptativa por quadtrees, similar ao utilizado no algoritmo de interseção, para definir tamanhos de elementos em função da curvatura local. Em seguida, aplica-se um algoritmo tipo advancing front para gerar a malha sobre a superfície. Os algoritmos foram implementados e testados em um ambiente gráfico interativo especialmente desenvolvido para este trabalho. São apresentados vários exemplos que comprovam a eficiência das técnicas e algoritmos propostos, incluindo exemplos de matrizes de conformação mecânica para uso com código de análise METAFOR, análise de sensibilidade para otimização de pré-formas e de modelagem de superfícies compostas recortadas com geração de malhas de qualidade, para uso em análise por Elementos Finitos ou como contorno para geração de elementos tridimensionais.
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Neste trabalho, um problema de transferência de calor da dinâmica de gases rarefeitos, causado pela diferença de temperaturas nas superfícies de um canal, é abordado. O problema é formulado através dos modelos cinéticos BGK, S e Gross-Jackson da equação linearizada de Boltzmann e resolvido, de forma unificada, pelo método analítico de ordenadas discretas (método ADO). Resultados numéricos para as perturbações de densidade e temperatura e também para o fluxo de calor são apresentados e comparados, mostrando que não se pode dizer que algum dos três modelos seja uma melhor aproximação da solução aos resultados da equação linearizada de Boltzmann.
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A comunicação é essencial para a vida em grupo, e se dá através da linguagem. Existem diversas formas de linguagem, porém a linguagem matemática vai além das demais, pois é universal. O advento dos aparelhos eletrônicos e, em especial, do computador, tornou possível o desenvolvimento de padrões e aplicativos que pudessem manipular símbolos matemáticos eletronicamente. A Web trouxe consigo a linguagem HTML para visualização de textos e, mais atualmente, o padrão de linguagem de marcação XML e seus aplicativos, que têm características melhores que o HTML quanto à estruturação, armazenamento e indexação de dados. Uma das aplicações advindas do XML foi a linguagem de marcação matemática MathML, que contribui para a manipulação e visualização de formalismos matemáticos na Web, e vem se tornando um padrão no meio acadêmico, educacional e comercial. As diversas aplicações matemáticas (editores, ambientes matemáticos) desenvolvidas para o computador geralmente não permitem a discussão em linguagem matemática de forma síncrona pela rede de computadores. Sabe-se que na Internet a conexão de pessoas num mesmo momento através de ferramentas síncronas é muito difundida, como é o caso de aplicativos do tipo bate-papo; no entanto, esses aplicativos não possuem funcionalidades que permitam a troca de textos matemáticos. Há, portanto, uma limitação em relação a ferramentas de comunicação síncrona para matemática na Web. Este trabalho quer oferecer uma alternativa ao público que deseje trocar formalismos matemáticos de forma síncrona pela Web, a fim de verificar se esse tipo de ferramenta é efetivamente usável para discussões matemáticas. Para isso, foi desenvolvido um protótipo que reúne as características de uma ferramenta típica de bate-papo com as vantagens advindas das linguagens de marcação: o ChatMath. O trabalho também aponta características de aplicativos matemáticos e de ferramentas síncronas textuais e descreve as linguagens de marcação matemática. Para fins de avaliação do protótipo desenvolvido, fez-se uma pesquisa a fim de verificar sua efetiva utilidade para troca de formalismos matemáticos, dentro do contexto educacional. Os resultados dessa pesquisa confirmam a hipótese levantada, embora identifiquem modificações funcionais e de uso da ferramenta, havendo necessidade de reaplicação da avaliação, para se obter resultados mais detalhados.
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Este trabalho estuda a teoria de desenho de mecanismo. Desenho de mecanismo passou a fazer parte da teoria econômica à partir da década de 60. Seu desenvolvimento deve-se, em grande parte aos trabalhos de Vickrey, Clarke e Groves relacionados a problemas de incentivo. Esta dissertação apresenta os principais desenvolvimentos teóricos na área de desenho de mecanismo, destacando a importância dos conhecidos teoremas de envelope para estes problemas. É apresentada também uma nova versão do teorema de envelope desenvolvida por Milgrom e Segal que pode amplamente ser empregada em problemas de desenho de mecanismos. Essa nova versão do teorema de envelope de Milgron e Segal permite relaxar algumas hipóteses restritivas da teoria de desenho de mecanismos, permitindo obter novos resultados e explorar aqueles já estabelecidos, principalmente em problemas relacionados a desenhos de leilões.
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One of the main activities in the petroleum engineering is to estimate the oil production in the existing oil reserves. The calculation of these reserves is crucial to determine the economical feasibility of your explotation. Currently, the petroleum industry is facing problems to analyze production due to the exponentially increasing amount of data provided by the production facilities. Conventional reservoir modeling techniques like numerical reservoir simulation and visualization were well developed and are available. This work proposes intelligent methods, like artificial neural networks, to predict the oil production and compare the results with the ones obtained by the numerical simulation, method quite a lot used in the practice to realization of the oil production prediction behavior. The artificial neural networks will be used due your learning, adaptation and interpolation capabilities
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This work is located at the shield of research that defends the use of Mathematics History, based on the utilization of historical artifacts at teaching activities, at Mathematics classrooms, and at graduation courses for teachers of Elementary School and of the first grades of High School. The general objective is to examine the possibility of the use of historical artifacts, at teaching activities, at graduation courses for teachers of Elementary School and of the first grades of High School. Artifact, at this work, is comprehended as objects, documents, monuments, images and other kinds of materials that make sense to the Human actions at the past and that represent what have been said and done at the Human history. At the construction of the theoretical-methodological way of the research we have based ourselves upon the ideas of the authors that are engaged at the teachers formation; at researchers adherents to the use of Mathematics History (MH) as a methodological resource, and at studies accomplished that elucidate the role of the artifacts at the history and as a mediatory element of learning. We defend the thesis that the utilization of historical artifacts at teaching activities enables the increasing of the knowledge, the development of competencies and essential abilities to the teacher acting, as well as interact at different areas of the knowledge, that provides a conception of formation where the teacher improves his learning, learning-doing and learning-being. We have adopted a qualitative research approach with a theoretical and pratic study disposition about the elements that contribute to the teachers works at the classroom, emphasizing the role of the Mathematics history at the teacher s formation and as a pedagogical resource at the mathematics classroom; the knowledge, the competencies and abilities of the historical artifacts as an integrative link between the different areas of the knowledge. As result, we emphasize that the proposition of using the MH, through learning activities, at the course of teacher graduation is relevant, because it allows the investigation of ideas that originate the knowledge generated at every social context, considering the contribution of the social and cultural, political and economical aspects at this construction, making easy the dialog among the areas and inside of each one The historical artifact represents a research source that can be deciphered, comprehended, questioned, extracting from it information about knowledge of the past, trace and vestiges of the culture when it was created, consisting of a testimony of a period. These aspects grant to it consideration to be explored as a mediatory element of the learning. The artifacts incorporated at teaching activities of the graduation courses for teachers promote changes on the view about the Mathematics teaching, in view of to privilege the active participation of the student at the construction of his knowledge, at the reflection about the action that has been accomplished, promoting stimulus so the teachers can create their own artifacts, and offer, either, traces linking the Mathematics with others knowledge areas.
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The objective in the facility location problem with limited distances is to minimize the sum of distance functions from the facility to the customers, but with a limit on each distance, after which the corresponding function becomes constant. The problem has applications in situations where the service provided by the facility is insensitive after a given threshold distance (eg. fire station location). In this work, we propose a global optimization algorithm for the case in which there are lower and upper limits on the numbers of customers that can be served
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The awareness of the difficulty which pupils, in general have in understanding the concept and operations with Rational numbers, it made to develop this study which searches to collaborate for such understanding. Our intuition was to do with that the pupils of the Education of Young and Adults, with difficulty in understanding the Rational numbers, feel included in the learning-teaching process of mathematics. It deals with a classroom research in a qualitative approach with analysis of the activities resolved for a group of pupils in classroom of a municipal school of Natal. For us elaborate such activities we accomplished the survey difficulties and obstacles that the pupils experience, when inserted in the learning-teaching process of the Rational numbers. The results indicate that the sequence of activities applied in classroom collaborated so that the pupils to overcome some impediments in the learning of this numbers
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In this work, the didactical possibilities of investigation use in classroom, through an experience with high school students from Federal Center of Technological Education of Paraíba, as well as the study of conic sections were analysed. In order to fulfill our goals the theoretical conceptions concerning the meaninful learning in conection with the investigation of mathematics history were taken into account. The classroom research occurred by means of activities which encouraged the learner to investigate his own concepts on the conic sections. The results of the proposed activities showed the effectiveness and the efficiency of such a methodology as regards the making up of the required knowledge. They also reveal that the investigation in the classroom guides the ones involved, in this process, to have a wider look at the origins, the methods used and the several representations presented by mathematics that certainly lead, specially the students, to a meaninful learning
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This work relates our experience in an investigative practice in the classroom, carried out in State School Jorge Fernandes , located in Natal - RN, having as objective to validate the applying of a education module about Measures and Largenesses in Primary Teaching. We used the constructivist approach; using to Richard s Skemp (1980) theory in order to explicit the students learning according to their comprehension levels. Initially, we carry out an exploratory research to check the participant s previous knowledge. Then, we developed an intervention to validate an education module, structured from needs pointed out from results of the initial research, analyzing the students advances through the final evaluation, displaying growth stages of group front to the knowledge about the matter approached. Finally, we presented our reflections about our experience; putting forward suggestions of the teachers activities, aiming at contributing to the improvement of their practices in classroom during the approach of subject for us investigated
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Neste trabalho de mestrado, detemos nossa pesquisa na elaboração e implementação de planos de aula, que pudessem contribuir para estimular a participação e o interesse dos alunos nas aulas de física. Utilizamos como principal recurso didático, textos provenientes da Internet, que proporcionasse aos estudantes acesso a leitura envolvendo conteúdos científicos, tentando amenizar a falta de qualquer forma de material didático de ciências para os alunos. Pudemos constatar também, deficiências por parte dos educandos, em atividades que envolviam leitura e interpretação de textos, o que nos preocupou bastante enquanto educador e nos motivou a provocar mudanças neste quadro. As atividades aqui propostas foram elaboradas e aplicadas numa turma do segundo ano do nível médio, atendendo conteúdos de física térmica mas com um enfoque interdisciplinar. Cada plano de aula proporcionou participação ativa de cada estudante, seja na realização de tarefas solicitadas ou na participação de discussões em sala de aula. Os resultados mais expressivos desta pesquisa foram aumento na participação dos alunos nas atividades fora e dentro da classe e uma mudança na forma de pensar e elaborar soluções para determinados problemas
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This study reflects on some procedural aspects about the development of mathematics learning from the experience with investigative activities concerning the resolution of second degree equation, which was tested a proposal for education, supported the use of texts in history of mathematics. The survey was conducted in two stages, taking the first-served basis for the second, which was carried out with a study group remainder of the first experiment. The intention was to investigate how the group participant, known as the study group, involved in the implementation of activities of research in mathematics, supported the use of the history of mathematics. Based on the results achieved during the study, it was possible to understand that the activities of research enable the development of students, range of learning mathematics and the development of skills and expertise for research as a vehicle for construction of their mathematical knowledge. This approach proposed research into the classroom is important, both for prospective teachers of mathematics and for students from elementary school, bringing a new phase for mathematical education that will come to schools
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In this study we analyzed the development of a teaching experience, involving students with a bachelor s degree in mathematics from UFRN, based on the history of mathematics and mathematical investigations with the aim of contributing to the improvement of the teaching-learning of mathematics. The historical investigation tasks were planned and applied in the classroom, focusing on functional thought. The results obtained during the experience were described and evaluated based on authors who support the assumption of investigation and history as an alternative to the learning of mathematics. We emphasize that the material of analysis consisted of a work diary, audio recordings, questionnaires with testimony of the students involved, and, in addition, the assessment of the teacher of that subject. With regard to the mathematical content, the study was restricted to the concept of function, forms of representation and notation. It was evident that students showed great improvement with regard to the necessary formalization of the mathematical contents which were focused on, and to the active involvement of the students at different stages of the study. We can affirm that the completed study certainly represents significant contributions to an approach in the teaching-learning of functional thought
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The aim of the present work is to contribute to the teaching-learning process in Mathematics through an alternative which tries to motivate the student so that he/she will learn the basic concepts of Complex Numbers and realize that they are not pointless. Therefore, this work s general objective is to construct a didactic sequence which contains structured activities that intends to build up, in each student s thought, the concept of Complex Numbers. The didactic sequence is initially based on a review of the main historical aspects which begot the construction of those numbers. Based on these aspects, and the theories of Richard Skemp, was elaborated a sequence of structured activities linked with Maths history, having the solution of quadratic equations as a main starting point. This should make learning more accessible, because this concept permeates the students previous work and, thus, they should be more familiar with it. The methodological intervention began with the application of that sequence of activities with grade students in public schools who did not yet know the concept of Complex Numbers. It was performed in three phases: a draft study, a draft study II and the final study. Each phase was applied in a different institution, where the classes were randomly divided into groups and each group would discuss and write down the concepts they had developed about Complex Numbers. We also use of another instrument of analysis which consisted of a recorded interview of a semi-structured type, trying to find out the ways the students thought in order to construct their own concepts, i.e. the solutions of the previous activity. Their ideas about Complex Numbers were categorized according to their similarities and then analyzed. The results of the analysis show that the concepts constructed by the students were pertinent and that they complemented each other this supports the conclusion that the use of structured activities is an efficient alternative for the teaching of mathematics