916 resultados para Options (Finance) -- Mathematical models


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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 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

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

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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

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Pós-graduação em Engenharia Elétrica - FEIS

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Pós-graduação em Engenharia Elétrica - FEIS

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

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)