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

Modelos matemáticos e computacionais em dengue

This work was developed starting the study of traditionals mathematical models that describe the epidemiology of infectious díseases by direct or indirect transmission. We did the classical approach of equilibrium solutions search, its analysis of stability analytically and by numerical solutions. After, we applied these techniques in a compartimental model of Dengue transmission that consider the mosquito population (susceptible vector Vs and 'infected vector VI), human population (suseeptíble humans S, infected humans I and recovered humans R) and just one sorotype floating in this population. We found the equilibrium solutions and from their analises, it was possible find the reprodution rate of dísease and which define if the disease will be endemic or not in the population.- ext, we used the method described a..~, [1] to study the infíuence of seasonalíty at vírus transmission, when it just acts on one of rates related with the vector. Lastly, we made de modeling considering the periodicity of alI rates, thereby building, a modeI with temporal dependence that permits to study periodicity of transmission through of the approach of parametrical ressonance and genetic algorithm

Acurácia e precisão na formulação não linear de ração para frangos de corte: avanço e otimização de resultados

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

Heurística especializada aplicada na alocação ótima de bancos de capacitores em sistemas de distribuição radial

Pós-graduação em Engenharia Elétrica - FEIS

Modelos Matemáticos e Computacionais no Manejo Integrado de Pragas

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

Soluções numéricas de Equações Diferenciais Fracionária e Ordinária para o cálculo da distribuição da concentração em um sistema de compartimento

The purpose of this work was the study of numerical methods for differential equations of fractional order and ordinary. These methods were applied to the problem of calculating the distribution of the concentration of a given substance over time in a given physical system. The two compartment model was used for representation of this system. Comparison between numerical solutions obtained were performed and, in particular, also compared with the analytical solution of this problem. Finally, estimates for the error between the solutions were calculated

Alocação ótima de chaves de interconexão nas redes de distribuição de energia elétrica

Pós-graduação em Engenharia Elétrica - FEIS

Propostas de modelagem matemática para o problema de restauração de sistemas de distribuição de energia elétrica radiais

Pós-graduação em Engenharia Elétrica - FEIS

Despacho ótimo de potências ativa e reativa de sistema elétricos multi-áreas considerando restrições físicas, econômicas e ambientais =: Envronmentally constrained active-reactive optimal power flow-a compromising strategy for economic-emission dispatch and a multi-area paradigm

Pós-graduação em Engenharia Elétrica - FEIS

Modelagem do crescimento, maturação sexual e produção de ovos como ferramenta para estimar as exigências nutricionais de matrizes pesadas

Pós-graduação em Zootecnia - FCAV

Avaliação de compostos modelos visando propor um método de diferenciação de matéria orgânica lábil e recalcitrante em ambientes aquáticos

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

Extração de feições retas e cálculo de entidades pontuais a partir de dados LASER para o ajustamento relativo de faixas

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Adsorção-fotodegradação do herbicida paraquate em água pela argila Na-Bentonita e por novos materiais TiO2-Bentonita, TiO2/ZnOBentonita, Al/Fe-Bentonita e Al/Fe.Cu-Bentonita

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Identificação de parâmetros em sistemas rotativos utilizando funções de otimização e observadores de estado

Pós-graduação em Engenharia Mecânica - FEIS

Extração e caracterização de amido de quinoa, cañihua e Mirabilis jalapa

Pós-graduação em Engenharia e Ciência de Alimentos - IBILCE