917 resultados para Finance -- Mathematical models


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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Cancer biology is a complex and expanding field of science study. Due its complexity, there is a strong motivation to integrate many fields of knowledge to study cancer biology, and biological stoichiometry can make this. Biological stoichiometry is the study of the balance of multiple chemical elements in biological systems. A key idea in biological stoichiometry is the growth rate hypothesis, which states that variation in the carbon:nitrogen:phosphorus stoichiometry of living things is associated with growth rate because of the elevated demands for phosphorusrich ribosomal RNA and other elements necessary to protein synthesis. As tumor cells has high rate proliferation, the growth rate hypothesis can be used in cancer study. In this work the dynamic of two tumors (primary and secondary) and the chemical elements carbon and nitrogen are simulate and analyzed through mathematical models that utilize as central idea biological stoichiometry. Differential equations from mathematical model are solved by numerical method Runge-Kutta fourth order

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The purpose of this work is to perform studies of mathematical modeling of the relationship of interaction occurring between microrganisms participants from wastewater treatment processes aimed at understanding, through simulations, such as inter-relationships can affect the performance of such units. The methodology was the implementation in FORTRAN computer language of mathematical models of microbial interactions. The first model addresses the interaction of bacteria-forming flakes and filamentous bacteria in activated sludge systems, which seeks to strike a balance between these bacteria to improve efficiency of the process. Another model is studied the interaction between bacteria and protozoa in activated sludge systems and analyzing the efficiency of the process, observing the changes in daily load. Microbial interactions in anaerobic reactors were dealt a third model, in which there is the mutualistic interaction between acidogenic and methanogenic bacteria. In a fourth and final model was examined the relationship between the bacteria Acinetobacter sp. and Gordonia sp., which are present in activated sludge systems, showing the competitive capacity of Acinetobacter sp. can control the growth of unwanted bacteria.

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Brazil faces a complex problem in respect to municipal solid waste, having been in recent years an increase of its generation without the country there be adequate for proper disposal thereof. In many states , the percentage of waste destined improperly , ie , in dumps , landfills, send- outs , among others , is greater than that disposed in landfills , which would be the most correct way to be made. It can be argued that this discrepancy is due to the high cost of implementation and operation of the landfill, and the same need large areas with physical characteristics that suit their operations . When there is a provision in properly constructed landfills , municipal solid waste grounded generate gases with high potential energy through biochemical reactions during the anaerobic decomposition of organic material stored . Such gases can be used for power generation within the landfill or other economic means . To estimate the gas generation will be sufficient for such economic compensation , there are mathematical models that make estimating the amount of gas produced . These models calculate the energy capacity and generation , using parameters obtained based on the characteristics of solid waste , climate of the region where they are grounded and grounding time . Such models have been raised and studied so that it was possible to perform simulations that demonstrate the behavior of biogas generation related to the external conditions of the landfill that interfere with biological reactions within. The results show differences between the values obtained , it shows that the preparation of the models found and used in the simulations were allocated amounts for different parameters that determine this difference in the estimate . Therefore, to rule, the models have difficulty understanding this because there is no clarity in the formulation of the equations , and the definition of variables and parameters would require a detailed study to...

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Currently, the competition between organizations in the pursuit of consumer preference has become increasingly fierce. In addition, consumers have become increasingly demanding due to high speed with which innovations occur, leaving the companies meet and sometimes surpass those expectations In this context, there is the necessity to use methods as mathematical models capable of dealing with the optimization of multiple responses simultaneously. In this context, this study presents an application of techniques of Design of Experiment in a machining process of a NIMONIC 80 alloy, a “superalloy” that has thermal and mechanical properties that make its machining difficult and in order to do this, the Desirability Function was used. As they are determining conditions in the machining capability of the alloy, the roughness and the cutting length were considered as variable settings, and the factors that can influence them are cutting speed, feed rate, cutting depth, inserts type and lubrication. The analysis of the result pointed out how was the influence of all factors on each response and also showed the efficiency and reliability of the method

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Oral administration is widely accepted route for drug delivery and solid dosage forms are commonly employed. The variation of absorption profiles along the human gastrointestinal tract (GIT) and the ability to target drugs by adequate dosage forms to distinct sites is the challenge in the pharmaceutical development of solid dosage forms. AC Biosusceptometry (ACB) is a technique that deserves consideration due to its features, accuracy of results and versatility. The purpose of this work was to evaluate, by employing the AC Biosusceptometer, the rate of swelling of systems matrices consisting of hydrophilic polymer (hydroxypropyl methyl cellulose) and magnetic material. Matrices tablets were evaluated in vitro to a more detailed analysis of kinetics of swelling, in addition to the study and application of mathematical models to correlate the magnetic area variation and the water uptake. All the procedures for qualitative and quantitative analysis of digital signals as well as the magnetic images processing were performed in MatLab® (Mathworks Inc.). ACB technique proved to be useful towards estimating the swelling properties of hydrophilic matrices in vitro, showing a promising capacity for further analyses involving dissolution test and in vivo studies, supporting their innovative potential pharmaceutical applications

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The objective of this study was to analyze the influence of previous exercise on the determination of critical power (CP). Seven apparently healthy nontrained males, of 18 to 25 years, participated of this study. The subjects were submitted, in different days to the following protocols in a cyclergometer: 1) one progressive test until voluntary exhaustion for the determination of lactate threshold (LL), maximal oxygen uptake (VO2max) and its corresponding intensity (IVO2max); 2) six constant workload tests at 95,100 and 110% IVO2max until exhaustion with and without a previous exercise at 70% , in random order. The exhaustion times (tlim) at 95, 100 and 110% IVO2max were adjusted forme thress models of two parameters to estimate CP and anaerobic work capacity (AWC) [P=CTAn/tlim)+CP; tlim = CTAn/(P-PC); P=PC.tlim+ CTAn]. The model with the lowest standard error was considered for the estimation of CP. The tlim at 95% IVO2max was similar without (501 ± 140 s) and with previous exercise (473 ± 99 s). However, the tlim at 100% (381 ± 103 s and 334 ± 101 s) and 110% IVO2max (267 ± 163 s and 227 ± 68 s) was significantly longer with previous exercise. There was no significant difference in CP and AWCat conditions without (200 ± 27 W and 23 ± 11 kJ, respectively) and with previous exercise (212 ± 30 W and 18 ± 8 kJ, respectively). It can be concluded that the parameters of the relationship between power and time were not modified by the previous severe exercise

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The aim of this study was to analyze the influence of prior exercise on different intensity distribution strategies (pacing). The study included five male individuals, apparently healthy, aged between 18 and 25 years, and without regular practice of physical activities. The subjects were tested on different days following the protocols on a cycle ergometer: 1) a progressive ramp test, 2) three constant load tests in the intensities of 85%, 90% and 95% IVO2max to exhaustion, and 3) six tests with and without holding a prior exercise intensity of 70%  with different strategies for Even-intensity pace, ES (401 ± 70 W), which consists of an exercise at a pace and / or constant intensity from beginning to end; where intensity is initially increased to 10% less than the ES progressively increase to reach 10% above the intensity of ES, and; Fast-start; FS, where there is a reversal in the way of distributing intensity, ie the initial intensity is 10% higher than the value of ES decreased progressively to 10% below that ES. All these tests were performed in random order. The tlim with previous exercise was significantly shorter than without previous exercise at FS condition (p < 0.05). The VO2final obtained at ES condition was similar with (3243 ± 599 ml.min-1) and without (3252 ± 384 ml.min-1) previous aerobic exercise (p > 0.05). However, the VO2final obtained at FS condition was higher with (3291 ± 218 ml.min-1) than without (3097 ± 207 ml.min-1) previous aerobic exercise (p < 0.05). The heart rate was higher at ES condition with than without previous aerobic exercise (p < 0.05). There was no significant difference in this variable for FS condition with and without previous aerobic exercise (p > 0.05). It can be concluded that the results the previous exercise (70%) achieved lasting 6 minutes followed by 6 minutes of recovery appears to influence / commit ting the conditions during the pacing for this population

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The pharmaceutical innovations, such as the use of polymers to control drug release, create possibilities for a better action of the drug in the body, which causes a a more effective therapeutic effect and a safer treatment for the patient. In this work, were prepared and characterized matrix tablets of hydroxypropylmethylcellulose (HPMC) containing nimesulide as model drug to evaluate the performance as a controlled release system. HPMC, a cellulose ester, is a hydrophilic polymer that undergoes swelling, i.e., absorbs water and forms a gel layer controlling drug release. The characterization of powders was performed by analysis of particle size and morphology, density, compressibility index determination, flow properties and determination of swelling profile. The tablets were evaluated according to their physical parameters of quality and to the in vitro release of nimesulide, as well as the analysis of the mechanisms of drug release by appropriate mathematical models. The set of results showed that the HPMC/Nimesulide mixture exhibited satisfactory physical characteristics (size, shape, density and flow). The release profile demonstrated an effective control upon drug release in enteric environment and presented more correlation with Korsmeyer-Peppas’ and Weibull’s mathematical models, indicating that the release of nimesulide occurs through the relaxation of the polymer chains

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This dissertation has as main theme the discuss about how the use of mathematical models for process optimization. The current scenario of strong competition to conquer the consumer market necessitates the development of improvements to better performance of the process as a whole, is to reduce costs, increase efficiency or effectiveness. Thus, the use of methodologies to assist in this process is becoming increasingly viable. Methodologies developed in the past are being studied and improved. An example is the Desirability, the object of the present study, which was developed in the 80's and has been improved over time. To understand and study this methodology was applied to the desirability function in three instances, where it was used Design of Experiments (DOE), taken from scientific papers, using the Solver tool (Excel ®) and desirability (Minitab ®). Thus, in addition to studying the methodology, it was possible to compare the performance of tools used for optimization in different situations. From the results of this study, it was possible to validate the superiority of one of the models studied compared fairly

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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

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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

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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

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

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Pós-graduação em Engenharia Elétrica - FEIS