Estimation of random coefficients logit demand models: an application to the Brazilian fixed income fund market

Estimation of demand and supply in differentiated products markets is a central issue in Empirical Industrial Organization and has been used to study the effects of taxes, merges, introduction of new goods, market power, among others. Logit and Random Coefficients Logit are examples of demand models used to study these effects. For the supply side it is generally supposed a Nash equilibrium in prices. This work presents a detailed discussion of these models of demand and supply as well as the procedure for estimation. Lastly, is made an application to the Brazilian fixed income fund market.

Portifolio selection with random transaction costs

Transaction costs have a random component in the bid-ask spread. Facing a high bid-ask spread, the consumer has the option to wait for better terms oI' trade, but only by carrying an undesirable portfolio balance. We present the best policy in this case. We pose the control problem and show that the value function is the uni que viscosity solution of the relevant variational inequality. Next, a numerical procedure for the problem is presented.

A Higher order and stable method for the numerical integration of Random Differential Equations

Trabalho apresentado no Congresso Nacional de Matemática Aplicada à Indústria, 18 a 21 de novembro de 2014, Caldas Novas - Goiás

Numerical integration of coupled stochastic oscillators driven by Random Forces

Trabalho apresentado no International Conference on Scientific Computation And Differential Equations 2015

Undersampled Critical Branching Processes on Small-World and Random Networks Fail to Reproduce the Statistics of Spike Avalanches

The power-law size distributions obtained experimentally for neuronal avalanches are an important evidence of criticality in the brain. This evidence is supported by the fact that a critical branching process exhibits the same exponent t~3=2. Models at criticality have been employed to mimic avalanche propagation and explain the statistics observed experimentally. However, a crucial aspect of neuronal recordings has been almost completely neglected in the models: undersampling. While in a typical multielectrode array hundreds of neurons are recorded, in the same area of neuronal tissue tens of thousands of neurons can be found. Here we investigate the consequences of undersampling in models with three different topologies (two-dimensional, small-world and random network) and three different dynamical regimes (subcritical, critical and supercritical). We found that undersampling modifies avalanche size distributions, extinguishing the power laws observed in critical systems. Distributions from subcritical systems are also modified, but the shape of the undersampled distributions is more similar to that of a fully sampled system. Undersampled supercritical systems can recover the general characteristics of the fully sampled version, provided that enough neurons are measured. Undersampling in two-dimensional and small-world networks leads to similar effects, while the random network is insensitive to sampling density due to the lack of a well-defined neighborhood. We conjecture that neuronal avalanches recorded from local field potentials avoid undersampling effects due to the nature of this signal, but the same does not hold for spike avalanches. We conclude that undersampled branching-process-like models in these topologies fail to reproduce the statistics of spike avalanches.

EFEITO do ÁCIDO GIBERÉLICO (AG3) NA FLORAÇÃO E PRODUÇÃO da LIMA ÁCIDA 'TAHITI' (Citrus latifolia Tan.)

A floração nos citros, assim como em outras fruteiras, é um dos fatores determinantes para a produção. A possibilidade de inibição ou redução da florada normal e alteração da época de produção para a lima 'Tahiti' é fator primordial para determinar sua rentabilidade econômica. O presente trabalho teve como objetivo avaliar o efeito do ácido giberélico sobre a florada, número de flores formadas, da lima ácida 'Tahiti', nas condições do Estado de São Paulo durante dois anos, buscando inibir a florada normal e observar o efeito desta inibição sobre produções temporãs. O delineamento experimental foi em blocos casualizados (5 blocos) com 3 plantas por tratamento. Foi utilizada uma planta como bordadura entre os tratamentos e uma linha de plantas entre os blocos. Os tratamentos foram: testemunha, 20, 40 e 80 mg/L de ácido giberélico (AG3) + 10 ml/L de espalhante adesivo, e o pH da água utilizada foi 6,2. As plantas foram tratadas com ácido giberélico durante o inverno (estação seca) após 50 dias sem irrigação no primeiro ano e 60 dias no segundo. O ácido giberélico reduziu o número de flores formadas (-81%) e aumentou a produção de frutos temporões (+59,77% ou +16,04 kg/pl).

Danos da morte súbita dos citros sobre a produção de laranja

A Morte Súbita dos Citros (MSC) afeta laranjeiras doces (Citrus sinensis) e algumas tangerineiras (Citrus reticulata) enxertadas em limoeiro 'Cravo' (Citrus limonia) no norte do Estado de São Paulo e sul do Triângulo Mineiro. O progresso da doença nos pomares têm causado grande preocupação para o agronegócio citrícola. Para caracterizar e quantificar os danos causados pela MSC, a produção de frutos (peso total e número de frutos por planta e tamanho dos frutos) foi avaliada em quatro talhões para cada combinação variedade ('Hamlin', 'Pêra', 'Natal' e 'Valência') / classe de idade (três a cinco anos, seis a dez anos e 11 a 15 anos). em cada talhão, as plantas foram classificadas de acordo com a severidade de MSC (0 = sadia, 1 = sintomas iniciais e 2 = sintomas severos). Para cada nível de severidade foram colhidas dez plantas escolhidas ao acaso. Os danos foram caracterizados pela redução do peso total de frutos por planta (28% e 50% para o nível 1 e 2, respectivamente), do número total de frutos por planta (12% e 26% para o nível 1 e 2, respectivamente) e do tamanho do fruto (22% e 41% para nível 1 e 2, respectivamente). As variedades de laranja não diferiram em relação à porcentagem de redução para todas as variáveis de produção avaliadas. As plantas mais jovens tiveram a maior redução no número total de frutos por planta e as plantas com mais de cinco anos de idade tiveram as maiores reduções no tamanho dos frutos. As classes de idade não diferiram na porcentagem de redução do peso total de frutos por planta.

Estimation of genetic parameters for partial egg production periods by means of random regression models

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Relações ecologicas entre caranguejos e composição arbórea em bosques de mangue naturais e restaurados no nordeste brasileiro

This study aimed to compare the development of crab and tree communities of two restored mangrove areas, one planted with Rhizophora mangle and the other naturally recovered, and also to compare the predation of Grapsid crab Goniopsis cruentata and the Ocypodid Ucides cordatus over the propagules of three mangrove trees: Rhizophora mangle, Avicennia schaueriana e Laguncularia racemosa. Specifically, we tested the hypothesis that Goniopsis predation is more important that Ucides predation, and that these consumers have antagonist effects over propagule consumption. In each area, 10 quadrates were selected at random to analyze tree richness, diameter, height, tree biomass and crab richness and density five years after restoration experiment start. Results show that tree height, biomass and crab density were significantly higher in artificially restored area. No significant differences were observed in crab species richness between areas, but higher tree richness was observed in self-recovered area. Results suggest that planting propagules of Rhizophora can significantly increase tree recovering if the aim was increase tree biomass and crab density, which can accelerate return of ecological functionality. Goniopsis is a more important propagule predator than Ucides both in natural and restored areas. The effects of Goniopis were higher in absence of Ucides, due to negative interactions among these two predator species. The preference of Goniopsis by Avicennia and Laguncularia can favor the dominance of Rhizophora observed in Neotropical mangroves. This study suggests that propagule predation by Goniopsis should be controlled in restoration programs, if dominance of Rhizophora is undesirable respect to more rich tree communities

Occurrence of Quesada gigas on Schizolobium amazonicum trees in Maranhão and Pará States, Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Tolerance to iron chlorosis in non-grafted quince seedlings and in pear grafted onto quince plants

Grafting is a technique that may affect plant tolerance to iron chlorosis in plants cultivated for their fruit. Therefore, the objective of this study was to evaluate the tolerance of non-grafted quince seedlings and pear grafted onto quince plants cultivated in pots with alkaline soil. The experiment was conducted in a greenhouse at the University of Cordoba, Spain, in pots (3 L) filled with alkaline soil, with one plant per pot. The treatments consisted of two genotypes, quince (Cydonia oblonga Mill) semi-woody rooted cuttings, cultivar BA29, and pear (Pyrus Communis L.), cultivar Ercolini, grafted onto quince cultivar BA29 (rootstock), and two nutrient solutions with and without iron (80 mu M Fe-EDDHA) arranged in a completely random design with eight repetitions. Each pot received 250 mL of the nutrient solution on June 3rd, 2010. Chlorophyll indirect measurements and the main stem length were evaluated for six weeks after the commencement of the treatments. During the last week, the main stem dry matter weight and the leaf total iron content were determined. It was found that grafting pear seedlings onto quince rootstock resulted in a higher tolerance to iron deficiency than when quince was not grafted. Non-grafted quince plants without iron in the nutrient solution, compared to the results with its application, showed low SPAD (Soil-Plant Analyses Development) values and resulted in plants with a lower leaf iron content and lower dry matter production; however, decreased seedling stem growth was observed only in the last week of cultivation.

Effect of liming on the mineral nutrition and yield of growing guava trees in a typic hapludox soil

High soil acidity influences the availability of mineral nutrients and increases that of toxic aluminium (Al), which has a jeopardizing effect on plant growth. The objective of this research was to evaluate the effects of soil liming on the development of guava (Psidium guajava L.) plants, on soil chemical characteristics, and on fruit yield. The experiment was carried out at the Bebedouro Citrus Experimental Station, state of São Paulo, Brazil, in a Typic Hapludox soil, from August 1999 to March 2003. The treatments consisted of limestone dose: D0 = zero; D1 = half dose; D2 = total dose; D3 = 1.5 times the dose, and D4 = 2 times the dose to raise the V value to 70%. The doses corresponded to zero, 1.85, 3.71, 5.56, and 7.41tha(-1) applied to the upper soil layer (0-30cm deep) before planting. The results showed that liming caused an improvement in the evaluated soil chemical characteristics up to a depth of 60cm in soil samples both in the line and between lines. The highest fruit yields were obtained when the base saturation reached a value of 55% in the line and 62% between the lines. Foliar levels of calcium (Ca) and magnesium (Mg) were 8.8 and 2.5gkg-1, respectively. The highest limestone dose maintained the soil base saturation (at the layer of 0-20cm) in the line close to 55% during at least 40 months after the incorporation of limestone.

Bacterial functional redundancy along a soil reclamation gradient

A strategy to measure bacterial functional redundancy was developed and tested with soils collected along a soil reclamation gradient by determining the richness and diversity of bacterial groups capable of in situ growth on selected carbon substrates. Soil cores were collected from four sites along a transect from the Jamari tin mine site in the Jamari National Forest, Rondonia, RO, Brazil: denuded mine spoil, soil from below the canopy of invading pioneer trees, revegetated soil under new growth on the forest edge, and the forest floor of an adjacent preserved forest. Bacterial population responses were analyzed by amending these soil samples with individual carbon substrates in the presence of bromodeoxyuridine (BrdU), BrdU-labeled DNA was then subjected to a 16S-23S rRNA intergenic analysis to depict the actively growing bacteria from each site, the number and diversity of bacterial groups responding to four carbon substrates (L-serine, L-threonine, sodium citrate, and or-lactose hydrate) increased along the reclamation-vegetation gradient such that the preserved forest soil samples contained the highest functional redundancy for each substrate. These data suggest that bacterial functional redundancy increases in relation to the regrowth of plant communities and may therefore represent an important aspect of the restoration of soil biological functionality to reclaimed mine spoils. They also suggest that bacterial functional redundancy may be a useful indicator of soil quality and ecosystem functioning.

Mating system of a population of Myracrodruon urundeuva F.F. & M.F. Allemão using the fAFLP molecular marker

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

Random regressions models to describe the genetic variation of milk yield over multiple parities in Buffaloes

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