Estrutura e propriedades de filmes finos ferroelétricos do sistema PZT

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

O dualismo partidário no período de 1966 a 1982 e sua representação local

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Utilização da opção de diferimento na avaliação de implantação de projeto de mecanismo de desenvolvimento limpo em uma empresa de cerâmica vermelha

A evolução da teoria de precificação de opções considera um conjunto de ferramentas necessárias para gerenciar e explorar o valor advindo da incerteza e da volatilidade que ampliam os parâmetros da geração de valor ao acrescentarem os conceitos de flexibilidade gerencial. Dentro deste contexto, o presente estudo teve como objetivo avaliar economicamente a implantação do Mecanismo de Desenvolvimento Limpo em uma empresa de cerâmica vermelha localizada no Arranjo Produtivo de São Miguel do Guamá, nordeste do Pará. A avaliação pretendeu demonstrar o valor da flexibilidade gerencial de Diferimento conforme adaptações realizadas na metodologia proposta por Copeland & Antikarov (2001), a qual adiciona à avaliação tradicional de fluxo de caixa descontado a Opção Real – OR – que a pesquisa considerou; e que fundamentou-se por meio de revisão de literatura para formulação do método. Essa determinação seguiu um roteiro de etapas essenciais para a análise das variáveis que compreendem o modelo e que possibilitou a ordenação dos resultados quanto aos valores da OR considerada e do valor presente incluindo a flexibilidade gerencial; com a aplicação do método na empresa objeto da pesquisa. Finalmente, como resultado deste estudo conclui-se que a Teoria de Opções Reais por meio da Opção de Diferimento ou Adiamento contribui com informações que auxiliam nas decisões gerenciais de investimento em projetos quando comparados à metodologia tradicional de avaliação visto que são consideradas incertezas inerentes ao projeto, tal como o ambiente real.

Previsão multi-passos a frente do preço de energia elétrica de curto prazo no mercado brasileiro

A predição do preço da energia elétrica é uma questão importante para todos os participantes do mercado, para que decidam as estratégias mais adequadas e estabeleçam os contratos bilaterais que maximizem seus lucros e minimizem os seus riscos. O preço da energia tipicamente exibe sazonalidade, alta volatilidade e picos. Além disso, o preço da energia é influenciado por muitos fatores, tais como: demanda de energia, clima e preço de combustíveis. Este trabalho propõe uma nova abordagem híbrida para a predição de preços de energia no mercado de curto prazo. Tal abordagem combina os filtros autorregressivos integrados de médias móveis (ARIMA) e modelos de Redes Neurais (RNA) numa estrutura em cascata e utiliza variáveis explanatórias. Um processo em dois passos é aplicado. Na primeira etapa, as variáveis explanatórias são preditas. Na segunda etapa, os preços de energia são preditos usando os valores futuros das variáveis exploratórias. O modelo proposto considera uma predição de 12 passos (semanas) a frente e é aplicada ao mercado brasileiro, que possui características únicas de comportamento e adota o despacho centralizado baseado em custo. Os resultados mostram uma boa capacidade de predição de picos de preço e uma exatidão satisfatória de acordo com as medidas de erro e testes de perda de cauda quando comparado com técnicas tradicionais. Em caráter complementar, é proposto um modelo classificador composto de árvores de decisão e RNA, com objetivo de explicitar as regras de formação de preços e, em conjunto com o modelo preditor, atuar como uma ferramenta atrativa para mitigar os riscos da comercialização de energia.

Desenvolvimento de biodiesel microemulsionado com reaproveitamento de resíduos de óleos vegetais

Pós-graduação em Engenharia Mecânica - FEG

Confidence and the Stock Market: An Agent-Based Approach

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

The Use of Headspace Solid-Phase Microextraction (HS-SPME) to Assess the Quality and Stability of Fruit Products: An Example Using Red Mombin Pulp (Spondias purpurea L.)

The present study aimed to evaluate the volatiles profile of red mombin (Spondias purpurea) pulp and its powder produced by spray-drying (SD) as an example to show utility of headspace solid-phase microextraction (HS-SPME) in the analysis of parameters such as the quality and stability of fruit products. Volatiles profiles of the pulp were identified by gas chromatography-mass spectrometry (GC-MS), quantified by gas chromatography-flame ionization detector (GC-FID) and compared to the profile of the powder stored at 0, 60 and 120 days in plastic (PP) or laminated packages (LP). The results showed that the technique was able to identify 36 compounds in the red mombin pulp, 17 out of which have been described for the first time in this fruit, showing that red mombin fresh pulp appears to be unique in terms of volatiles composition. However, only 24 compounds were detected in the powder. This decrease is highly correlated (r(2) = 0.99), at least for the majority of compounds, to the degree of volatility of compounds. Furthermore, the powder stored in PP or LP showed no statistical differences in the amounts of its components for a period of 120 days of storage. Finally, this work shows how HS-SPME analysis can be a valuable tool to assess the quality and stability of fruit products.

Eficiência energética em uma indústria madeireira

In wood processing industries, which use electrical equipment in the production process, in most cases these are badly scaled or operate under inadequate conditions, resulting directly in industrial energy efficiency, which proves important because besides having technological innovation, also with practices and policies, aims to decrease power consumption. So in a wiring project should take into account the variables that influence energy efficiency. Thus this work has been reviewed and subsequently calculated some of these variables, such as active power, power factor and demand for the entire industry (global) and also for specific equipment, the chipper. The network analysis was performed in a wood processing industry in the city of Taquarivaí - SP, and evaluated these variables with a network analyzer and also by analysis on energy bills, which were found in both analysis levels below those found in literature. These factors are due to poor design, improper use, storage of equipment or even by characteristic of the production process, ie, the equipment running on empty because of the volatility of production

Modelagem matemática aplicada a precificação de opções

The mathematical models are critical to determine theoretical prices of options and analyze whether they are overrated or underrated. This information strongly influence in operations carried out by the investor. Therefore, it is necessary that the employee model present high degree of reliability and be consistent with the reality of investment to which it is intended. In this sense, this dissertation aims to apply the steps of mathematical modeling in the Pricing of options for decision making in the investment of a hydroelectric power plant. Was used a Monte Carlo simulation, with the Latin Hypercube Method, to determine the volatility of returns of the project. In order to validate the proposed model, compared to the results found by the Binomial Model, which is one of the models most used in this type of investment. The results reinforce the hypothesis that the mathematical modeling with the Binomial Model is critical to investment decision-making in hydroelectric power

Análise de risco em carteiras

The work consists of analyzing the risk management of investments by applying statistical concepts, economic and mathematical models considering the assets on the market on renowned financial institution. The assessment of these risks becomes increasingly interesting in view of minimizing your losses thus maximizing your chances of gains in both markets boom as extreme uncertainty, even with the sudden changes of scenery. Introducing concepts of investment funds, as well as the classification of the types of funds as funds management and equity, its guidelines, the concept of market investment funds. The types of assets comprising the investment funds, their taxation rules beyond the incidents that market widely used by investors and skilled people, both physical and legal, who keep their resources in this modality. With the historical data collected yields of investment funds of the Bank of Brazil, is an accomplished inflation adjustment and calculated the mean and variance for the verification of the model of Markowitz efficient frontier, a method used as investment analysis. This scan is used Matlab to obtain the set (or border) efficient portfolios. Once verified such data, there will be a critique of the Markowitz model as a quadratic programming and more coherent risk measures currently studied as VaR and CVaR minimizing the expected error, approaching our studies of current research. It is found that such studies have much to be explored, since there are many discussions about how effectively measure risk investments such as its characteristic and behavior, using a time series and volatility

Changes in chemical profile of cephalic salivary glands of Scaptotrigona postica (Hymenoptera, Meliponini) workers are phase-related

Most advanced eusocial bees recruit their nestmates to food resources. Recently, studies in Meliponini species showed that the cephalic salivary (labial) glands (CSGs) are responsible for the production of scent-trail pheromones. Studies on CSGs have shown changes in glandular cell morphology since the worker emerges from brood combs (newly emerged) till forager phase, which may be correlated to changes in the composition of secretion produced. However, no study has been made till now regarding to the composition of CSGs secretion of Scaptotrigona postica and the chemical changes that occur in this secretion according to the worker's life phase or tasks performed. In this study, the chemical profile of CSG secretion in S. postica workers was studied. Glands were taken from specimens newly emerged (NE), working in the brood combs area (CA) and forager (FO) and were analyzed by gas chromatography-mass spectrometry. The results showed that glandular secretion consists of oxygenated compounds of middle volatility (acids, alcohols, aldehydes, ketones, esters and ether), and their quantity varies among the different phases of life, increasing as the individual undergoes from intra- to extra-colonial activities. The NE phase contained the smallest variety and quantity of compounds. Due to the variability of compounds, the CA workers were separated into 3 groups according to the chemical constitution of their secretion. Forager workers showed the largest quantity and variety of chemical compounds. The major compounds in forager gland secretion are 7-hexadecen-1-yl acetate and 5-tetradecen-1-yl acetate. Statistical analysis indicates that the chemical composition of glandular secretion is task-related.

Exercise tolerance can be enhanced through a change in work rate within the severe intensity domain: work above critical power is not constant

The characterization of the hyperbolic power-time (P-tlim) relationship using a two-parameter model implies that exercise tolerance above the asymptote (Critical Power; CP), i.e. within the severe intensity domain, is determined by the curvature (W') of the relationship. The purposes of this study were (1) to test whether the amount of work above CP (W>CP) remains constant for varied work rate experiments of high volatility change and (2) to ascertain whether W' determines exercise tolerance within the severe intensity domain. Following estimation of CP (208 ± 19 W) and W' (21.4 ± 4.2 kJ), 14 male participants (age: 26 ± 3; peak [Formula: see text]: 3708 ± 389 ml.min-1) performed two experimental trials where the work rate was initially set to exhaust 70% of W' in 3 ('THREE') or 10 minutes ('TEN') before being subsequently dropped to CP plus 10 W. W>CP for TEN (104 ± 22% W') and W' were not significantly different (P>0.05) but lower than W>CP for THREE (119 ± 17% W', P<0.05). For both THREE (r = 0.71, P<0.01) and TEN (r = 0.64, P<0.01), a significant bivariate correlation was found between W' and tlim. W>CP and tlim can be greater than predicted by the P-tlim relationship when a decrement in the work rate of high-volatility is applied. Exercise tolerance can be enhanced through a change in work rate within the severe intensity domain. W>CP is not constant.

O jovem midiatizado e as marcas de gênero e sexualidade: o que restou na caixa de Pandora?

Pós-graduação em Desenvolvimento Humano e Tecnologias - IBRC

Estudo e análise estatística no mercado de ações brasileiro

The objective of this paper is to verify and analyze the existence in Brazil of stylized facts observed in financial time series: volatility clustering, probability distributions with fat tails, the presence of long run memory in absolute return time series, absence of linear return autocorrelation, gain/loss asymmetry, aggregative gaussianity, slow absolute return autocorrelation decay, trading volume/volatility correlation and leverage effect. We analyzed intraday prices for 10 stocks traded at the BM&FBovespa, responsible for 52.1% of the Ibovespa portfolio on Sept. 01, 2009. The data analysis confirms the stylized facts, whose behavior is consistent with what is observed in international markets.

Concentração de mercado e volatilidade de preços: uma análise de duas agroindústrias utilizando o filtro Hodrick-Prescott

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)