Um estudo sobre alocação de ativos clássica e bayesiana no mercado acionário brasileiro

Este trabalho teve como objetivo comparar duas metodologias de alocação ótima de ativos, a metodologia clássica e a metodologia bayesiana. O modelo utilizado foi o de Meucci (2005). Foram realizados diversos exercícios empíricos de montagem de carteiras de ativos seguindo essas metodologias, utilizando para isso dados do mercado acionário brasileiro. Os resultados encontrados indicam uma superioridade de desempenho, tanto em termos de retorno quanto de volatilidade, da carteira bayesiana em relação à clássica e desta em relação ao índice de mercado. Ademais, o trabalho também compreende modificações na prior utilizada na estimação bayesiana.

Incorporação de cinzas da casca de café na produção de placas cerâmicas para revestimento

Brazil is the world s leading coffee producer. In 2008, 45.99 million of 60 kg bags of benefited coffee were produced. In the process of improvement 50% is grain and 50% is husk, thus, 1.38 million tons of coffee husk are produced annually. The husk is used as combustible in the drying and improvement ovens in the coffee farms, generating ash as residue. These ashes contain a high concentration of alkaline metals and earth metals, mainly K2O and CaO. This work studies the use of this residue in the ceramic tiles industry, as fluxing agents in substitution to the feldspar. Ten mixtures with equal ratios of clay and kaolin, proceeding from Bahia and the residue (varying from 30 to 5%) were defined and produced in uniaxial tool die of 60x20mm with approximately 5 mm of thickness and 45MPa compacting pressure. The samples were fired in four different temperatures: 1100 °C, 1150 °C, 1185 °C and 1200 °C during 60 minutes and characterized by means of X-ray fluorescence, X-ray diffraction, gravimetric thermal analysis and differential thermal analysis. The results of water absorption, apparent porosity, linear shrinkage, XRD, dilatometry, flexural strength and SEM were also analysed. The test specimen with addition of 10% of ash fired in 1200 °C resulted in 0.18% water absorption and 40.77 MPa flexural strength, being classified as porcelain stoneware tiles according to ABNT, UNI and ISO norms

Estudo de formulação de massa para aplicação em placas cerâmicas

The sector of civil construction is strongly related to the red ceramic industry. This sector uses clay as raw material for manufacturing of various products such as ceramic plates. In this study, two types of clay called clay 1 and clay 2 were collected on deposit in Ielmo Marinho city (RN) and then characterized by thermogravimetric analysis (TG/DTG), differential thermal analysis (DTA), X-ray diffraction (XRD), X-ray fluorescence (XRF), rational analysis and particle size distribution and dilatometric analyses. Ceramic plates were manufactured by uniaxial pressing and by extrusion. The plates obtained by pressing were produced from the four formulations called 1, 2, 3 and 4, which presented, respectively, the following proportions by mass: 66.5% clay 1 and 33.5% clay 2, 50% clay 1 and 50% clay 2, 33.5% clay 1 and 66.5% clay 2, 25% clay 1 and 75% clay 2. After firing at 850, 950 and 1050 °C with heating rate of 10 °C/min and soaking time of 30 minutes, the following technological properties were determined: linear firing shrinkage, water absorption, apparent porosity, apparent specific mass and tensile strength (3 points). The formulation containing 25% clay 1 produced plates with most satisfactory results of water absorption and mechanical resistance, because of that it was chosen for manufacturing plates by extrusion. A single firing cycle was established for these plates, which took place as follow: heating rate of 2 °C/min up to 600 ºC with soaking time of 60 minutes, followed by heating using the same rate up to 1050 ºC with soaking time of 30 minutes. After this cycle, the same technological properties investigated in the plates obtained by pressing were determined. The results indicate (according to NRB 13818/1997) that the plates obtained by pressing from the mixture containing 25 wt% clay 1, after firing at 1050 °C, reach the specifications for semi-porous coating (BIIb). On the other hand, the plates obtained by extrusion were classified as semi-stoneware (group AIIa)

Reflexões e contribuições para o ensino de gravitação clássica no nível médio

The subject of Classic Gravitation is part of the actual curriculum for High School in Brazil, and it is taught in the first year of that education level. This master thesis presents a research regarding the subject Classic Gravitation in High School. This research was based in two complementary guidelines of research and action. The first guideline was the analysis of 21 didactic books of physics which are the more frequently used in High School, in the city of Natal/RN. The second guideline, worked after being verified the most common deficiencies presents in the didactic books, was the elaboration, followed by a practical application, of a course suggesting how to approach that subject in the classroom. The Parâmetros Curriculares Nacionais para o Ensino Médio (National Curricular Parameters for High School PCNEM) defend that Classic Gravitation is very important in the student s formation and that its study helps the comprehension of many nature s phenomena. Because of this vision of that subject by the PCNEM, the 21 analyzed books were separated in two groups: the first one, containing 10 books, was edited before the spreading of PCNEM, and the second, with 11 books, after that spreading. Whatever the group to which the didactic books belonged, the great majority of them let that subject in a second plan; two of them even suggesting, in the teacher s orientations, that the subject Gravitation can be suppressed in case of insufficient time . These analyses points that the PCNEM had produced no changes in the conception of the authors that wrote books regarding that subject. To analyze the didactic books, we elaborated a script which was used as an analysis tool, in which we put in evidence the relative importance of the historic and philosophic contextualization of the subject, the quotidian experience of the students and the interdisciplinary approach, among other aspects. It became evident that the didactic books give very little emphasis to historic aspects of the knowledge construction, to the relations with the day-by-day questions and to the interdisciplinary character of the subject Gravitation. It calls attention the non concordance among the authors opinions regarding the necessary previous knowledge or prerequisites the students should fulfill in order to begin to study Gravitation. The course we elaborated was given to a group of teachers as well as to students. In those courses we treated theoretical and practical aspects and emphasized historical questions and the ones which are related to people s daily life. The course for teachers was realized as an extra-mural activity of the UFRN and was given by the author of this thesis at the Escola Estadual Francisco Ivo Cavalcanti (a state public school in Natal/RN). There were 23 teachers present, from several public schools and several fields of knowledge. The thesis supervisor and the master degree s colleagues of the author acted as collaborators , reporting the participants opinions and speeches. The course to the students, on the other hand, had the participation of 300 regular students who belonged to 6 different 1st year classes of the High School Escola Marista de Natal (RN), in which the author acts as a physics teacher. The student s course was realized as part of the regular curriculum activities, in which three classes stood under the responsibility of the author and other three classes in charge of another Marista s teacher, who participated as a collaborator . The teacher s course as well as the students one were given in two stages, with five hours each. The first stage was divided in two moments, the first one focused on the survey of the spontaneous conceptions about gravitation, in which we worked basically with experiments of free throwing and pendulum, and the second one focused in theoretical presentations and quarrels about universe s models. In the second stage of the course we improved the study of Kepler s laws and the Newton s Universal Gravitation law, and we used as motivating tools some practices involving the construction of the solar system in scale. As instruments for evaluating both courses we used questionnaires and reported the speeches with participants opinions, beyond usual written evaluations in the course for the students. The teachers who participated in the course showed very good wills in realizing interdisciplinary practices; nevertheless, according their own speeches, they frequently came across the difficulty of how to do . From the experience we had in both courses, we conclude that the approach we propose hear to the teaching of the subject Classic Gravitation , supported on the tripod theory, practice and historical and philosophical aspects, is viable and effective. One hopes that this research may contribute in the formation of a opinion, among the teachers, concerning how to approach the subject of Classic Gravitation, and may offer suggestions in order those who want to apply that approach may develop classroom practices aiming to improve the teaching of that subject, which has a singular importance in the formation of High School students

Um estudo na teoria do movimento brownianno com viscosidade variável

In this work we investigate the stochastic behavior of a large class of systems with variable damping which are described by a time-dependent Lagrangian. Our stochastic approach is based on the Langevin treatment describing the motion of a classical Brownian particle of mass m. Two situations of physical interest are considered. In the first one, we discuss in detail an application of the standard Langevin treatment (white noise) for the variable damping system. In the second one, a more general viewpoint is adopted by assuming a given expression to the so-called collored noise. For both cases, the basic diffententiaql equations are analytically solved and al the quantities physically relevant are explicitly determined. The results depend on an arbitrary q parameter measuring how the behavior of the system departs from the standard brownian particle with constant viscosity. Several types of sthocastic behavior (superdiffusive and subdiffusive) are obteinded when the free pamameter varies continuosly. However, all the results of the conventional Langevin approach with constant damping are recovered in the limit q = 1

Fluxos e densidades de energia negativa em teoria quântica de campos

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

Caos e termalização na teoria de Yang-Mills com quebra espontânea de simetria

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

O método do Avering via teoria do grau de Brouwer e aplicações

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Análise clássica e bayesiana do modelo Weibull modificado generalizado

Pós-graduação em Matematica Aplicada e Computacional - FCT

Forma simplética para ondas não-lineares da corda clássica no espaço Ad'S IND.5'

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Inferência estatística clássica para a confiabilidade de rede de coautoria com enfoque nos vértices

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

A qualidade de placas de circuito impresso confeccionadas a partir de poliestireno reciclado

Pós-graduação em Engenharia Mecânica - FEG

O legado da tradição clássica no século XIX: Castilho José, tradutor de Catulo

Seeking to contribute to the research of classical Greek and Roman translations into Portuguese and to the reception of these texts in Brazilian literature, this study intends to inventory, study and promote the work of translation of José Feliciano de Castilho, a distinguished Luso-Brazilian who has lived in Rio de Janeiro from 1847 until his death in 1879. Focusing on the poetic translations of Catullus, this study shows our intent to put together the learning of Latin language and approaches of history of translation

Estudo de placas com várias condições de contorno e de carregamento através do método dos elementos de contorno

Even today tables are used in the calculation of structures formed by flat elements, these methods are acceptable only for a limited number of cases, but even so, in some situations, tables are used. With time some methods of differential equations resolutions were emerging and accepted as the most effective solution. Today, with the advancement in technology, there are already some programs able to solve more complex problems in less time using these methods. Aiming to optimize time and better understand the physical behavior of plates, this work presents the theory of plate, the Boundary Element Method (BEM) applied to solve problems of plates (slabs) with various boundary conditions and load through the program Placas2 (TAGUTI, Y.-2010) in Fortran language

Formalismo canônico da mecânica clássica: alicerce da mecânica quântica

We present a succinct review of the canonical formalism of classical mechanics, followed by a brief review of the main representations of quantum mechanics. We emphasize the formal similarities between the corresponding equations. We notice that these similarities contributed to the formulation of quantum mechanics. Of course, the driving force behind the search of any new physics is based on experimental evidence