Volatility Triggered Range Forward (VTRF): an instrument for protection against volatility fluctuations in the BRL/USD pair

Este trabalho propõe um instrumento capaz de absorver choques no par BRL/USD, garantindo ao seu detentor a possibilidade de realizar a conversão entre essas moedas a uma taxa observada recentemente. O Volatility Triggered Range Forward assemelha-se a um instrumento forward comum, cujo preço de entrega não é conhecido inicialmente, mas definido no momento em que um nível de volatilidade pré-determinado for atingido na cotação das moedas ao longo da vida do instrumento. Seu cronograma de ajustes pode ser definido para um número qualquer de períodos. Seu apreçamento e controle de riscos é baseado em uma árvore trinomial ponderada entre dois possíveis regimes de volatilidade. Esses regimes são determinados após um estudo na série BRL/USD no período entre 2003 e 2009, basedo em um modelo Switching Autoregressive Conditional Heteroskedasticity (SWARCH).

Development and evaluation of a range anxiety-reducing business model for connected full electric vehicles

This thesis develops and evaluates a business model for connected full electric vehicles (FEV) for the European market. Despite a promoting political environment, various barriers have thus far prevented the FEV from becoming a mass-market vehicle. Besides cost, the most noteworthy of these barriers is represented by range anxiety, a product of FEVs’ limited range, lacking availability of charging infrastructure, and long recharging times. Connected FEVs, which maintain a constant connection to the surrounding infrastructure, appear to be a promising element to overcome drivers’ range anxiety. Yet their successful application requires a well functioning FEV ecosystem which can only be created through the collaboration of various stakeholders such as original equipment manufacturers (OEM), first tier suppliers (FTS), charging infrastructure and service providers (CISP), utilities, communication enablers, and governments. This thesis explores and evaluates how a business model, jointly created by these stakeholders, could look like, i.e. how stakeholders could collaborate in the design of products, services, infrastructure, and advanced mobility management, to meet drivers with a sensible value proposition that is at least equivalent to that of internal combustion engine (ICE) cars. It suggests that this value proposition will be an end-2-end package provided by CISPs or OEMs that comprises mobility packages (incl. pay per mile plans, battery leasing, charging and battery swapping (BS) infrastructure) and FEVs equipped with an on-board unit (OBU) combined with additional services targeted at range anxiety reduction. From a theoretical point of view the thesis answers the question which business model framework is suitable for the development of a holistic, i.e. all stakeholder-comprising business model for connected FEVs and defines such a business model. In doing so the thesis provides the first comprehensive business model related research findings on connected FEVs, as prior works focused on the much less complex scenario featuring only “offline” FEVs.

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.

Home range and habitat use by the roadside hawk, Rupornis magnirostris (Gmelin, 1788) (Aves: Falcaniformes) in southeastern Brazil

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

Soil compaction by machine traffic and least limiting water range related to soybean yield

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

Soil resistance to penetration and least limiting water range for soybean yield in a haplustox from Brazil

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

Habitat use and home range of brown-nosed coati, Nasua nasua (Carnivora: Procyonidae) in the Brazilian Cerrado biome

The brown-nosed coati (Nasua nasua) is a carnivorous species found in all the Brazilian biomes, some of which are endangered areas. The aim of this work was to determine the habitat use and selection, home range and core area of N. nasua in the Cerrado biome, central region of Tocantins, Brazil. The study was carried out in an area of approximately 20 000ha from May 2000 to July 2002. A total of seven box traps were placed in the area for 13 months, three of 11 captured animals were followed and monitored by radio-tracking during 13 months. The monitoring was conducted once a day, three times a week using a car and walking through the study area (radio-tracking and visual contact). The results demonstrate that these three males used more frequently the gallery forest formation, followed by cerrado and wetlands. The use of gallery forest by these animals indicated an habitat selection (Proportion test, z=12.98, p< 0.01). Besides, adult males used the gallery forest more frequently (Fisher's exact test, p<0.01) and wetlands less frequently (Fisher's exact test, p<0.01) than juvenile males, without significant differences between animal ages for cerrado percentage of habitat use. Besides, results also showed a gallery forest selection by adult (Proportion test z= 13.62, p<0.01) and juvenile (Proportion test z=2.68, p<0.01) males, and a wetland selection by the juvenile male (Proportion test z=3.90, p<0.01). The home ranges varied from 2.20 to 7.55km2 for the Minimum Convex Polygon 100% (MCP 100%) and from 4.38 to 13.32km2 for the Harmonic Mean 95% (HM 95%). The smallest home range overlap occurred between the adult males (Nm1 and Nm3), and the greatest between the juvenile Njm2 and the adult Nm1. The average of the core area (HM 75%) for the three monitored animals represented 21.29% of the home range calculated with HM 95%. No overlap between core areas was observed for adult males, but, it was an overlap between the core area of the juvenile male and its band with that of the two adult males. The present study provides new data on core area size and frequency habitat use by adult and juvenile males of N. nasua in the Brazilian Cerrado, that may support conservation efforts. Rev. Biol. Trop. 58 (3): 1069-1077. Epub 2010 September 01.

Digestible methionine plus cystine requirements of ISA Label broilers reared in free-range system

Three assays were carried out to determine the digestible methionine+cystine (Met+Cys) requirement for ISA Label broilers from both sexes. The birds were reared in free range system on starting phase (1 to 28 days), growing phase (28 to 56 days) and finishing phase (56 to 84 days). Four hundred and eighty birds were distributed into 24 pens, each one composed of shelter (3.13 m(2)) and pasture (72.87 m(2)). The experimental design was completely randomized with eight treatments as factorial arrangement (four Met+Cys levels and two sexes) with three replicates of 20 birds. The digestible Met+Cys levels were 0.532; 0.652; 0.772; 0.892% for starting phase; 0.515; 0.635; 0.755; 0.875% for growing phase and 0.469; 0.589; 0.709; 0.829% for finishing phase. The analyzed parameters were performance, carcass yield, body protein and fat deposition, weight and protein concentration in feathers. In the starting phase, the digestible Met+Cys level estimated for males was 0.765 and 0.803% for females, corresponding to 0.252 and 0.268% of Met+Cys/Mcal of ME, respectively. For the growing phase, the digestible Met+Cys level estimated was 0.716% for both sexes, corresponding to 0.235% of Met+Cys/Mcal of ME. For the finishing phase, the Met+Cys levels were 0.756 and 0.597% for males and females, corresponding to 0.244 and 0.193% of Met+Cys/Mcal of ME respectively.

Análise e projeto de superfícies seletivas de frequência com elementos pré-fractais para aplicações em comunicações indoor

In this thesis, a frequency selective surface (FSS) consists of a two-dimensional periodic structure mounted on a dielectric substrate, which is capable of selecting signals in one or more frequency bands of interest. In search of better performance, more compact dimensions, low cost manufacturing, among other characteristics, these periodic structures have been continually optimized over time. Due to its spectral characteristics, which are similar to band-stop or band-pass filters, the FSSs have been studied and used in several applications for more than four decades. The design of an FSS with a periodic structure composed by pre-fractal elements facilitates the tuning of these spatial filters and the adjustment of its electromagnetic parameters, enabling a compact design which generally has a stable frequency response and superior performance relative to its euclidean counterpart. The unique properties of geometric fractals have shown to be useful, mainly in the production of antennas and frequency selective surfaces, enabling innovative solutions and commercial applications in microwave range. In recent applications, the FSSs modify the indoor propagation environments (emerging concept called wireless building ). In this context, the use of pre-fractal elements has also shown promising results, allowing a more effective filtering of more than one frequency band with a single-layer structure. This thesis approaches the design of FSSs using pre-fractal elements based on Vicsek, Peano and teragons geometries, which act as band-stop spatial filters. The transmission properties of the periodic surfaces are analyzed to design compact and efficient devices with stable frequency responses, applicable to microwave frequency range and suitable for use in indoor communications. The results are discussed in terms of the electromagnetic effect resulting from the variation of parameters such as: fractal iteration number (or fractal level), scale factor, fractal dimension and periodicity of FSS, according the pre-fractal element applied on the surface. The analysis of the fractal dimension s influence on the resonant properties of a FSS is a new contribution in relation to researches about microwave devices that use fractal geometry. Due to its own characteristics and the geometric shape of the Peano pre-fractal elements, the reconfiguration possibility of these structures is also investigated and discussed. This thesis also approaches, the construction of efficient selective filters with new configurations of teragons pre-fractal patches, proposed to control the WLAN coverage in indoor environments by rejecting the signals in the bands of 2.4~2.5 GHz (IEEE 802.11 b) and 5.0~6.0 GHz (IEEE 802.11a). The FSSs are initially analyzed through simulations performed by commercial software s: Ansoft DesignerTM and HFSSTM. The fractal design methodology is validated by experimental characterization of the built prototypes, using alternatively, different measurement setups, with commercial horn antennas and microstrip monopoles fabricated for low cost measurements

Proposta de algoritmo para detecção de vazamentos em oleodutos utilizando análise freqüencial de sinais de pressão

Pipeline leak detection is a matter of great interest for companies who transport petroleum and its derivatives, in face of rising exigencies of environmental policies in industrialized and industrializing countries. However, existing technologies are not yet fully consolidated and many studies have been accomplished in order to achieve better levels of sensitivity and reliability for pipeline leak detection in a wide range of flowing conditions. In this sense, this study presents the results obtained from frequency spectrum analysis of pressure signals from pipelines in several flowing conditions like normal flowing, leakages, pump switching, etc. The results show that is possible to distinguish between the frequency spectra of those different flowing conditions, allowing recognition and announce of liquid pipeline leakages from pressure monitoring. Based upon these results, a pipeline leak detection algorithm employing frequency analysis of pressure signals is proposed, along with a methodology for its tuning and calibration. The proposed algorithm and its tuning methodology are evaluated with data obtained from real leakages accomplished in pipelines transferring crude oil and water, in order to evaluate its sensitivity, reliability and applicability to different flowing conditions

Least limiting water range in soil under crop rotations and chiseling

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

Least limiting water range and crop yields as affected by crop rotations and tillage

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

No relationship found between point heteroplasmy in mitochondrial DNA control region and age range, sex and haplogroup in human hairs

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

Toward an understanding of intermediate- and short-range defects in ZnO single crystals. A combined experimental and theoretical study

A joint use of experimental and theoretical techniques allows us to understand the key role of intermediate- and short-range defects in the structural and electronic properties of ZnO single crystals obtained by means of both conventional hydrothermal and microwave-hydrothermal synthesis methods. X-ray diffraction, Raman spectra, photoluminescence, scanning electronic and transmission electron microscopies were used to characterize the thermal properties, crystalline and optical features of the obtained nano and microwires ZnO structures. In addition, these properties were further investigated by means of two periodic models, crystalline and disordered ZnO wurtzite structure, and first principles calculations based on density functional theory at the B3LYP level. The theoretical results indicate that the key factor controlling the electronic behavior can be associated with a symmetry breaking process, creating localized electronic levels above the valence band.

Use of lithium niobate detector for measuring X-ray intensity in mammographic range

A detector system that can measure X-ray intensity in the mammographic range of 22 to 36 kVp (equivalent photon energies ofthe beam between 11 and 15 keV) is presented. It consists of a lithium mobate detector and a high-sensitivity current-to-voltage converter.