Supply chain turbulence: the impact of a mid-range event in multi-tier, multi-dimension supply chains

Nota: A autora agradece à Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) pela concessão de bolsa de estudos para o desenvolvimento deste projeto de pesquisa.

Fundo de investimento imobiliário: metodologia para subsidiar o investidor a formar uma carteira eficiente

O presente trabalho tem por objetivo subsidiar o investidor de Fundos de Investimento Imobiliário na escolha de uma carteira de aplicação de FIIs, visando obter performance igual ou superior ao índice de referência do setor (IFIX). Tal subsídio é constituído, inicialmente, por uma metodologia que considera que o conceito de Carteira Eficiente (Risco/Retorno) preconizada por Markowitz pode trabalhar em conjunto com a dimensão do conceito das Finanças Comportamentais, liderada por Daniel Kahneman, constituindo as bases de orientação do investidor. Acrescentamos o caminho metodológico com as indicações, sugeridas por Bazerman e Moore, no processo de tomada de decisão, que reduza os efeitos de heurísticas e vieses.

Goals Software Construction Process

Generalized hyper competitiveness in the world markets has determined the need to offer better products to potential and actual clients in order to mark an advantagefrom other competitors. To ensure the production of an adequate product, enterprises need to work on the efficiency and efficacy of their business processes (BPs) by means of the construction of Interactive Information Systems (IISs, including Interactive Multimedia Documents) so that they are processed more fluidly and correctly.The construction of the correct IIS is a major task that can only be successful if the needs from every intervenient are taken into account. Their requirements must bedefined with precision, extensively analyzed and consequently the system must be accurately designed in order to minimize implementation problems so that the IIS isproduced on schedule and with the fewer mistakes as possible. The main contribution of this thesis is the proposal of Goals, a software (engineering) construction process which aims at defining the tasks to be carried out in order to develop software. This process defines the stakeholders, the artifacts, and the techniques that should be applied to achieve correctness of the IIS. Complementarily, this process suggests two methodologies to be applied in the initial phases of the lifecycle of the Software Engineering process: Process Use Cases for the phase of requirements, and; MultiGoals for the phases of analysis and design. Process Use Cases is a UML-based (Unified Modeling Language), goal-driven and use case oriented methodology for the definition of functional requirements. It uses an information oriented strategy in order to identify BPs while constructing the enterprise’s information structure, and finalizes with the identification of use cases within the design of these BPs. This approach provides a useful tool for both activities of Business Process Management and Software Engineering. MultiGoals is a UML-based, use case-driven and architectural centric methodology for the analysis and design of IISs with support for Multimedia. It proposes the analysis of user tasks as the basis of the design of the: (i) user interface; (ii) the system behaviour that is modeled by means of patterns which can combine Multimedia and standard information, and; (iii) the database and media contents. This thesis makes the theoretic presentation of these approaches accompanied with examples from a real project which provide the necessary support for the understanding of the used techniques.

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

Excesso de peso em região do nordeste brasileiro: contraste entre escolares de rede pública e privada de ensino

The prevalence of obesity has been increased in the last three decades. It is already considered as epidemic by the World Health Organization and reaches around 300 million people worldwide. The weight gain in all ages is related to a sedentary way of life and hyper caloric food ingestion at the modern society. Obesity is a chronic disease and leads to high blood pressure, diabetes, cardiovascular diseases and cancer. The aim of this study was to evaluate the prevalence of weight excess among student in Natal schools and to analyze its association with age, gender, school category and geographic localization in city zones. This was a transversal study which enrolled 1927 children. 1084 of these were between 6 and 8 years-old (group 1) and 843 were 9 to 10 years-old (group 2). 895 of the total children studied in private schools and 1032 studied in public schools. 33,6% of the students had body mass index equal or above the 85th percentile and were considered as having weight excess. There was no statistical difference in this prevalence considering neither gender nor age. The weight excess prevalence in private schools was 54,5% and in public ones was 15,6% (p<0,01; OR=6,49). Weight excess was also more prevalent in the south and east city zones (41,3%) which have better quality of life index than in the north and west zones (28,4%) (p<0,01). In conclusion, the weight excess prevalence among students is found to be high in Natal and programs of intervention and prevention of obesity are necessary. The higher prevalence in private schools as in the wealthier city zones reflects the link between obesity and high socioeconomic level found in countries in developing. This was an interdisciplinary work with participation of epidemiology, child nutrition and pediatric endocrinology following the recommendations and principles of the Post graduation Program in Health Sciences of the Federal University of Rio Grande do Norte

Chromosomal aberrations induced by 5-azacytidine combined with VP-16 (etoposide) in CHO-K1 and XRS-5 cell lines

A cytogenetic study was carried out with 5-azacytidine (5-azaC) and etoposide (VP-16) in CHO-K1 and XRS-5 (mutant cells deficient for double-strand break rejoining) cell lines to verify the interaction effects of the drugs in terms of induction of chromosomal aberrations. 5-azaC is incorporated into DNA causing DNA hypomethylation, and VP-16 (inhibitor of topoisomerase 11 enzyme) is a potent clastogenic agent. Cells in exponential growth were treated with 5-azaC for I h, following incubation for 7 h, and posttreatment with VP16 for the last 3 h. In K1 cells, the combined treatments induced a significant reduction in the aberrations induced in the X and A (autosome) chromosomes, which are the main target for 5-azaC. However, in XRS-5 cells, the drug combination caused a significant increase in the aberrations induced in those chromosomes, but with a concomitant reduction in the randomly induced-aberrations. In addition, each cell line presented characteristic cell cycle kinetics; while the combined treatment induced an S-arrest in K1 cells, alterations in cell cycle progression were not found for XRS-5, although each drug alone caused a G2-arrest. The different cell responses presented by the cell lines may be explained on the basis of the evidence that alterations in chromatin structure caused by 5-aza-C probably occur to a different extent in K1 and XRS-5 cells, since the mutant cells present a typical hyper-condensed chromosome structure (especially the X- and A chromosomes), but, alternatively, 5-aza-C could induce reactivation of DNA repair genes in XRS-5 cells. Teratogenesis Carcinog. Mutagen. Suppl. 1:171-186, 2003. (C) 2003 Wiley-Liss, Inc.

Instâncias da representação imagética hiper-real

The approach that undertakes this work revolves around the emergence of iconic structures on reflecting about the meaning of different methods of image representation through which the contemporaneity reveals itself. At baseline, three aspects are considered looking for an analytical ontology of the act of representation and imagery: the transition of representation in the oral culture of societies for writing, from these to typography, and finally the creation of a representation device. Resorted to, therefore, the argument by some genealogy reference points that technological instances such as writing, printing and photography, the evolution of this process, correspond, in itself, a consequent shift technique, for each representation precedent. In the area of the image, the most salient aspect of this change in foward process is the emergence of hyper-reality: the instances of hyper-realistic representation. In the Western context, the 'simulation of the world' - essential idea of mimesis is the work of an autonomous an conventional system. It should be noted, then the fact that under unreflective of the post-industrial societies, the mass-media image is coating with natural or fake code including - according to Baudrillard - tends to replace the real world in the "perpetuation of a large chain of simulacra." Hence in modern times, in the postindustrial society, during the crisis of the representation regimen and perception, centered in the referent. In this limit, new settings are established by aesthetic representations of imagery in contemporary culture: establishing spaces of simulation [Jean Baudrillard] the spectacle [Guy Debord] and hypermodernity [Gilles Lipovetsky] in which they operate. In these assemblages, saps the emergence of Hyper-reality Representation Instances - as seen in this study aesthetic events to configure itineraries of a new sensibility. It is the nature of this practice sign-iconic, ingrained in the creation of current artistic expression, which this research engaged in peering: the hyper-realistic setting, taking empirical support central to contemporary imagery production, diverse formats of analog representation.

Avaliação da usabilidade de Websites de hotéis segundo as heurísticas de Nielsen: pesquisa exploratória em hotéis da Região Rordeste do Brasil

This Thesis deals with the usability in some sites of hotels placed in a specific region of Brazil. Usability is the property of a site that shows how it allows the user get all information available without a large effort and in a clear and objective way. A questionnaire was used as a tool to value, by the common user perspective, navigation, on line reservation simulation, appreciation of the available content and, by this way, an easiness in the interaction site-users. As a result, it is possible to say that, considering all material analyzed, those sites that present usability criterion are more interactive and dynamic, demonstrating an easy navigation in a users view. By other side, it was possible to note that, about heuristics used in the search, the most of the websites demonstrated a deficiency in questions as firmness, user control and how to avoid mistakes. There was still valued as deficiency by the most of users in websites the general characters and the view of user. It was presented, seeing general characters, that a big part of the websites needs tools that can make user rapidly find what looks for. It was yet possible to see that users don't believe in secret when websites ask them some information. This is a point that needs to be appreciated because it causes some insecurity during navigation

Heurísticas usando construção de vocabuilário aplicadas ao problema da atribuição de localidades a anéis em redes SONET/SDH

The SONET/SDH Ring Assignment Problem (PALAS) treats to group localities in form of some rings, being respected the traffic's limitations of the equipment. Each ring uses a DXC (Digital Cross Connect) to make the communication with the others, being the DXC the equipment most expensive of the net, minimizing the number total of rings, will minimize the total net cost, problem's objective . This topology in rings provides a bigger capacity of regeneration. The PALAS is a problem in Combinatorial Optimization of NP-hard Class. It can be solved through Heuristics and Metaheuristics. In this text, we use Taboo Search while we keep a set of elite solutions to be used in the formation of a part of the collection of vocabulary's parts that in turn will be used in the Vocabulary Building. The Vocabulary Building will be started case Taboo Search does not reach the best solution for the instance. Three approaches had been implemented: one that only uses vocabulary's parts deriving of Taboo Search, one that it only uses vocabulary's parts randomly generated and a last one that it uses half come of the elite and half randomly generated

Um algoritmo híbrido para o problema de roteamento de veículos com frotas heterogêneas

This paper aims to propose a hybrid meta-heuristics for the Heterogeneous Fleet Vehicle Routing Problem (HVRP), which is a combinatorial optimization problem NP-hard, and is characterized by the use of a limited fleet consists of different vehicles with different capacities. The hybrid method developed makes use of a memetic algorithm associated with the component optimizer Vocabulary Building. The resulting hybrid meta-heuristic was implemented in the programming language C + + and computational experiments generated good results in relation to meta-heuristic applied in isolation, proving the efficiency of the proposed method.

Contribuições da pesquisa operacional para gestão da produção e operações : uma análise exploratória da literatura

This research aims to investigate the evolution presented during three decades (1980, 1990 and 2000) of using the tools of Operations Research (OR) as a suport to decision making in Production Operation Management (POM). Hypothesis tests were made to verify the proportional growth of a given area over the decades to the detriment of the areas of facility layout, capacity planning, production scheduling and inventory management. Six journals were selected and from them more than 800 articles were used for classification and analysis in the grounds of review. It also discussed possible ways for future research and comparisons are made with other papers of literature review. As a result, it was found that areas of heuristics and simulation showed a greater quantity of contributions in all POM areas of this study

Desenvolvimento de um modelo computacional para a ampliação do atendimento do Programa de Acessibilidade Especial Porta a Porta - PRAE

Worldwide, the demand for transportation services for persons with disabilities, the elderly, and persons with reduced mobility have increased in recent years. The population is aging, governments need to adapt to this reality, and this fact could mean business opportunities for companies. Within this context is inserted the Programa de Acessibilidade Especial porta a porta PRAE, a door to door public transportation service from the city of Natal-RN in Brazil. The research presented in this dissertation seeks to develop a programming model which can assist the process of decision making of managers of the shuttle. To that end, it was created an algorithm based on methods of generating approximate solutions known as heuristics. The purpose of the model is to increase the number of people served by the PRAE, given the available fleet, generating optimized schedules routes. The PRAE is a problem of vehicle routing and scheduling of dial-a-ride - DARP, the most complex type among the routing problems. The validation of the method of resolution was made by comparing the results derived by the model and the currently programming method. It is expected that the model is able to increase the current capacity of the service requests of transport

Metodologia estatística na solução do problema do caixeiro viajante e na avaliação de algoritmos : um estudo aplicado à transgenética computacional

The problems of combinatory optimization have involved a large number of researchers in search of approximative solutions for them, since it is generally accepted that they are unsolvable in polynomial time. Initially, these solutions were focused on heuristics. Currently, metaheuristics are used more for this task, especially those based on evolutionary algorithms. The two main contributions of this work are: the creation of what is called an -Operon- heuristic, for the construction of the information chains necessary for the implementation of transgenetic (evolutionary) algorithms, mainly using statistical methodology - the Cluster Analysis and the Principal Component Analysis; and the utilization of statistical analyses that are adequate for the evaluation of the performance of the algorithms that are developed to solve these problems. The aim of the Operon is to construct good quality dynamic information chains to promote an -intelligent- search in the space of solutions. The Traveling Salesman Problem (TSP) is intended for applications based on a transgenetic algorithmic known as ProtoG. A strategy is also proposed for the renovation of part of the chromosome population indicated by adopting a minimum limit in the coefficient of variation of the adequation function of the individuals, with calculations based on the population. Statistical methodology is used for the evaluation of the performance of four algorithms, as follows: the proposed ProtoG, two memetic algorithms and a Simulated Annealing algorithm. Three performance analyses of these algorithms are proposed. The first is accomplished through the Logistic Regression, based on the probability of finding an optimal solution for a TSP instance by the algorithm being tested. The second is accomplished through Survival Analysis, based on a probability of the time observed for its execution until an optimal solution is achieved. The third is accomplished by means of a non-parametric Analysis of Variance, considering the Percent Error of the Solution (PES) obtained by the percentage in which the solution found exceeds the best solution available in the literature. Six experiments have been conducted applied to sixty-one instances of Euclidean TSP with sizes of up to 1,655 cities. The first two experiments deal with the adjustments of four parameters used in the ProtoG algorithm in an attempt to improve its performance. The last four have been undertaken to evaluate the performance of the ProtoG in comparison to the three algorithms adopted. For these sixty-one instances, it has been concluded on the grounds of statistical tests that there is evidence that the ProtoG performs better than these three algorithms in fifty instances. In addition, for the thirty-six instances considered in the last three trials in which the performance of the algorithms was evaluated through PES, it was observed that the PES average obtained with the ProtoG was less than 1% in almost half of these instances, having reached the greatest average for one instance of 1,173 cities, with an PES average equal to 3.52%. Therefore, the ProtoG can be considered a competitive algorithm for solving the TSP, since it is not rare in the literature find PESs averages greater than 10% to be reported for instances of this size.

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