Verificação da memória longa persistente no mercado de bitcoins : uma análise do expoente de Hurst ao longo do tempo

Um dos principais fatores de estudo do mercado de capitais é a discussão a respeito da teoria de eficiência de mercado, que no caso diverge em relação ao comportamento do preço da maioria dos ativos. Este trabalho tem o intuito de analisar o comportamento do principal índice de preços do mercado de bitcoins (BPI) durante o período de julho de 2010 a setembro de 2014. Inicialmente será testada a hipótese do passeio aleatório para o BPI. Em seguida serão verificadas as correlações de longa data nas séries financeiras temporais utilizando como instrumento de análise o expoente de Hurst (H), que inicialmente foi usado para calcular correlações em fenômenos naturais e posteriormente sua abrangência alcançou a área financeira. O estudo avalia o expoente H através de métodos distintos destacando-se a análise R/S e a DFA. Para o cálculo do expoente ao longo do tempo, utiliza-se uma janela móvel de 90 dias deslocando-se de 10 em 10 dias. Já para o cálculo em diferentes escalas verifica-se, para cada dia, o valor do expoente H nos últimos 360, 180 e 90 dias respectivamente. Os resultados evidenciaram que o índice BPI apresenta memória longa persistente em praticamente todo o período analisado. Além disso, a análise em diferentes escalas indica a possibilidade de previsão de eventos turbulentos no índice neste mesmo período. Finalmente foi possível comprovar a hipótese de mercados fractais para a série histórica de retornos do BPI.

Um método de linearização local com passo adaptativo para solução numérica de equações diferenciais estocásticas com ruído aditivo

Neste trabalho apresentamos um novo método numérico com passo adaptativo baseado na abordagem de linearização local, para a integração de equações diferenciais estocásticas com ruído aditivo. Propomos, também, um esquema computacional que permite a implementação eficiente deste método, adaptando adequadamente o algorítimo de Padé com a estratégia “scaling-squaring” para o cálculo das exponenciais de matrizes envolvidas. Antes de introduzirmos a construção deste método, apresentaremos de forma breve o que são equações diferenciais estocásticas, a matemática que as fundamenta, a sua relevância para a modelagem dos mais diversos fenômenos, e a importância da utilização de métodos numéricos para avaliar tais equações. Também é feito um breve estudo sobre estabilidade numérica. Com isto, pretendemos introduzir as bases necessárias para a construção do novo método/esquema. Ao final, vários experimentos numéricos são realizados para mostrar, de forma prática, a eficácia do método proposto, e compará-lo com outros métodos usualmente utilizados.

Vitalidade no centro antigo Teresina, Piauí Praça Marechal Deodoro: uma intervenção contemporânea em área de valor patrimonial

This study deals with the discussions of contemporary interventions in public spaces in areas of heritage value. The product of this dissertation is an Intervention Project to Marechal Deodoro Square located in Teresina/PI center. The starting point for understanding the theme of this study is to investigate the accessibility and vitality of a public space - through relationship between form and uses. The spatial properties of accessibility and visibility as well as the distribution of land use - factors were associated with distinct patterns of vitality - and compared to usage patterns observed in situ and statements from users obtained through the results of the questionnaires. In attention to questions about the building constructed, particularly in historical centers, considers the guidelines to define intervention strategies in the square, consisted in the development of simulations that after evaluation of results of redesign, was chosen the best option to meet the necessary requirements to the performance, considering the spatial properties of integration and visibility that meet these requirements. Therefore, the "Intervention Project" carried out for the Marechal Deodoro Square characterization proposed items are discussed: spatial structure, vegetation, road network, pavements, street furniture and lighting

Controle aplicado a poços com método de elevação e bombeio centrífugo submerso

The Electrical Submersible Pumping is an artificial lift method for oil wells employed in onshore and offshore areas. The economic revenue of the petroleum production in a well depends on the oil flow and the availability of lifting equipment. The fewer the failures, the lower the revenue shortfall and costs to repair it. The frequency with which failures occur depends on the operating conditions to which the pumps are submitted. In high-productivity offshore wells monitoring is done by operators with engineering support 24h/day, which is not economically viable for the land areas. In this context, the automation of onshore wells has clear economic advantages. This work proposes a system capable of automatically control the operation of electrical submersible pumps, installed in oil wells, by an adjustment at the electric motor rotation based on signals provided by sensors installed on the surface and subsurface, keeping the pump operating within the recommended range, closest to the well s potential. Techniques are developed to estimate unmeasured variables, enabling the automation of wells that do not have all the required sensors. The automatic adjustment, according to an algorithm that runs on a programmable logic controller maintains the flow and submergence within acceptable parameters avoiding undesirable operating conditions, as the gas interference and high engine temperature, without need to resort to stopping the engine, which would reduce the its useful life. The control strategy described, based on modeling of physical phenomena and operational experience reported in literature, is materialized in terms of a fuzzy controller based on rules, and all generated information can be accompanied by a supervisory system

Rodando a bolsinha: dinheiro e relações de prostituição

In this work a series of discussions is made on the relationship between money and prostitution in a way of overcoming its merely economic aspects, in the perception of both being social, cultural and historical phenomena, and taking them as symbols, whose study aids to unveil the reality. In this context it is looked for revealing its forms and contents to make it possible to understand them beyond the rationality, calculability and mathematical elements presents in them; beyond apparentness, taking them in their complexity. The discussions encompass theoretical elements, based especially on Georg Simmel s theoretical analyses, allied to a specific empirical frame that regards the life experience of the women of Praia do Meio, pedaço of the city of Natal-RN-Brazil, where the data were collected from. Fundamentally, prostitution is perceived as an exchange activity, which is not depleted in the economic elements, but, contrarily, starts on them and surpasses them in diverse aspects. It deals about a money-mediated relationship between human beings that possesses in itself a full complexity, which demands an accurate and keen attention to be comprehended. Since money has transformed the world and the men and women in it, the discussions in the text are conducted in a direction to attempt to encircle and understand the relationship between money and prostitution. Prostitution, in turn, aids to understand such a transformation as it is also a symbol of our times and it makes us to face the true essence of our society: the transformation of human beings into merchandise, into negotiable objects. In the money-based society it is possible to picture the phenomenon of double prostitution: negotiation of the human being, through labor, and negotiation of sex, the last being dramatically stigmatized and the former strongly encouraged. This may be demonstrating that the paid sex is, in the money-ruled society, a limit of commercialization, widely accepted provided it is camouflaged and surrounded by an aura of sensuality and legitimacy

Um hipermídia sobre fases da lua para o ensino de astronomia a distância

The interdisciplinary nature of Astronomy makes it a field of great potential to explore various scientific concepts. However, studies show a great lack of understanding of fundamental subjects, including models that explain phenomena that mark everyday life, like the phases of the moon. Particularly in the context of distance education, learning of such models can be favored by the use of technologies of information and communication. Among other possibilities, we highlight the importance of digital materials that motivate and expand the forms of representation available about phenomena and models. It is also important, however, that these materials promote the explicitation of student's conceptions, as well as interaction with the most central aspects of the astronomical model for the phenomenon. In this dissertation we present a hypermedia module aimed at learning about the phases of the moon, drawn from an investigation on the difficulties with the subject during an Astronomy course for teaching training at undergraduate level at UFRN. The tests of three semesters of course were analyzed, taking into account also the alternative conceptions reported in the literature in astronomy education. The product makes use of small texts, questions, images and interactive animations. Emphasizes questions about the illumination of the Moon and other bodies, and their relationship to the sun, the perception from different angles of objects illuminated by a single source, the cause of the alternation between day and night, the identification of Moon's orbit around the Earth and the occurrence of the phases as a result of the position of observing it, and the perception of time involved in the phenomenon. The module incorporated considerations obtained from interviews with students in two poles where its given presential support for students of the course, and subjects from different pedagogical contexts. The final form of the material was used in a real situation of learning, as supplementary material for the final test of the discipline. The material was analyzed by 7 students and 4 tutors, among 56 users, in the period in question. Most students considered that the so called "Lunar Module" made a difference in their learning, the animations were considered the most prominent aspect, the images were indicated as stimulating and enlightening, and the text informative and enjoyable. The analysis of learning of these students, observing their responses to issues raised at the last evaluation, suggested gains in key aspects relating to the understanding of the phases, but also indicates more persistent difficulties. The work leads us to conclude that it is important to seek contributions for the training of science teachers making use of new technologies, with attention to the treatment of computer as a complementary resource. The interviews that preceded the use of the module, and the way student has sought the module if with questions and/or previous conflicts - established great difference in the effective contribution of the material, indicating that it should be used with the mediation of teacher or tutor, or via strategies that cause interactions between students. It is desirable that these interactions are associated with the recovery of memories of the subjects about previous observations and models, as well as the stimulus to new observations of phenomena

A argumentação na petição inicial

This research investigates current sense effects at the use of linguistic resources of the argument in a corpus constituted by juridical pieces (Initial Petitions), that gave opportunity to actions originated from the Civil Special Court of the District of Currais Novos-RN. For this purpose it was established a relation between the Law and the Linguistics, mediated by the focus of the Argumentative Semantics, emphasizing, in a special way, the use of argumentative operators, which inserted in the own language, in its grammar, assume the orientation of the speech and the modalizers use, important mechanisms in the construction of the sense of the text and in the signalling in the way as that that one say is said,. This way, we began the investigation of that gender choosing as study object the section of the facts , that comprehends a part of Initial Petition where is explanted the narration of events that gave margin to the proposal for the Action. In face of the study object and the aim to be reached it was appealed, methodologically, to the notion of Rhetoric since from the classic antiquity to the emergence of the New present Rhetoric in Perelman and Olbrechts-Tyteca (2005) that, at the present time, is inserted in the studies of the Pragmatic connected to the central theses of the Ducrot s thinking (1977, 1980, 1987). Such referential allowed us to a better understanding about the production of the juridical speech on the part of the operators of the Law, as well as, to analyze in way wide the current sense effects from the use of argument linguistic marks the juridical speech. The data showed that such marks are indispensable elements to the construction of the textual web, particularly when in the range of the juridical argumentation, since they direct the speech for certain conclusions. However, we have observed that in the texts produced by the lawyers the use of those linguistic resources not always takes place in an appropriate way. The texts analyzed have also showed that it is possible to unmask, through the linguistic resources, the argumentative strategy employed by the authors for convincing of the magistrate, making evident that language is more than a system of signs, which it makes possible to see beyond the limit of the words and statements. Finally, we have verified that the categories analyzed, when used appropriately, are elements that engender argumentative maneuvers of effectiveness in the juridical text, being fundamental pieces which give argumentative strength the text, making the speech to move forward, not only the juridical, but the speech produced in any domain of the knowledge

O jogo das identidades como fator de mobilização político-eleitoral nas campanhas de Dilma Rousseff e Rosalba Ciarlini em 2010

Starting from the premise that we live in the society of spectacle, as proclaimed by Guy Debbord, and, in this context, the media feeds itself off of this spectacularization and constructs a culture of images and production of goods, providing templates from which the subject can identify himself/herself as being male or female, successful or unsuccessful, powerful or powerless. In other words, the culture conveyed by the media produces material for the creation of identities through which individuals insert and recognize themselves in contemporary society. Observing the election campaigns, we can see clearly that this profusion of identities is fairly explored in the advertising propaganda used by the candidates, particularly in the propaganda broadcasted on the Free Electoral Time on TV. Instigated by the explicit relation between the media and politics within the society of the spectacle, this study aims to investigate the main identities that emerge in the discursive practices of the media in the election campaigns of 2010 for president of the Republic and governor of the State of Rio Grande do Norte that had as protagonists the candidates at that moment Dilma Rousseff (PT) for president and Rosalba Ciarline (DEM) for governor. To do so, we based ourselves on the theory of Bakhtin Circle, which considers the statement as a unit of verbal communication and conceives language as a dialogical phenomena and a discursive practice and also in the conceptions of dialogical relationships, social voices and chronotope formulated by the previous mentioned theory. Still in the theoretical field, we have established an interconnection with the theories coming from the Cultural Studies (Hall, Woodward) about the identity, which conceives it as multiple, fragmented, non-fixed, so that, the subject assumes different identities, not always coherent, at different times, depending on the context in which they are approached. The research is situated in the frames of Applied Linguistics, which considers language as the center of its studies and settles on the border of an open number of areas of knowledge expanding its possibilities of investigation by means of the interdisciplinary. Our corpus consists in 20 electoral propaganda videos aired on TV during the Free Election Time in 2010 campaign; among these, 14 videos are Dilma Rousseff s propaganda and 06 videos are Rosalba Ciarline s propaganda. We seek for the purpose of the analysis to identify the identities which emerge from the discourses about the candidates in propaganda videos broadcasted in the referred campaign, as well as realize the dialogical relations established in these discourses and even if the identity construction of these subjects is located in the same axiological axis. The corpus analysis revealed that the multiple cultural identities of the candidates campaigning emerge in the discourses circulating in the electoral propaganda aired on TV such as: the identities of pioneer woman, competent, sensitive, mother, grandmother, religious. And, yet, those are changeable as the electoral demands, in other words, the need to obtain support and votes, outline a fluid identity construction about the candidate to the position in question

Estudo de propriedades críticas em sistemas complexos: método de procura automática em sistemas tipo Ising e percolação de longo alcance

The new technique for automatic search of the order parameters and critical properties is applied to several well-know physical systems, testing the efficiency of such a procedure, in order to apply it for complex systems in general. The automatic-search method is combined with Monte Carlo simulations, which makes use of a given dynamical rule for the time evolution of the system. In the problems inves¬tigated, the Metropolis and Glauber dynamics produced essentially equivalent results. We present a brief introduction to critical phenomena and phase transitions. We describe the automatic-search method and discuss some previous works, where the method has been applied successfully. We apply the method for the ferromagnetic fsing model, computing the critical fron¬tiers and the magnetization exponent (3 for several geometric lattices. We also apply the method for the site-diluted ferromagnetic Ising model on a square lattice, computing its critical frontier, as well as the magnetization exponent f3 and the susceptibility exponent 7. We verify that the universality class of the system remains unchanged when the site dilution is introduced. We study the problem of long-range bond percolation in a diluted linear chain and discuss the non-extensivity questions inherent to long-range-interaction systems. Finally we present our conclusions and possible extensions of this work

Psicose e toxicomanias: um estudo psicanalítico

This paper is a case study that aims to discuss the effects of drug abuse by a person with psychotic structure from a psychoanalytical perspective. The interest in this subject was born from an internship experience in the Mental Health area in which a psychotic patient had a drug abuse problem and the service treating him had difficulties dealing with this. In order to accomplish the objective of this work four theoretical chapters were written and the case is discussed throughout them articulating the theoretical issues with clinical practice. A literature review revealed that Freud and Lacan did not dedicate themselves to the study of the effect of drug use by psychotic patients but they made important contributions unfolding the theoretical and clinical psychoanalytical practice. Contemporary psychoanalytic authors suggest that the drug use made by psychotics differs from the use by neurotics, because of the particularity of the psychotic structure. It was found that drug use in psychosis can operate in three different ways: the first refers to drug use as substitute of a missing signifier helping the psychotic patient building a social bond. The second function is to intensify psychotic phenomena and the third function is to operate as an attempt to diminish those same phenomena. We conclude that, while the use of drugs in neurosis provides an individualist way of satisfaction, that excludes social aspects. For psychosis such use may operate differently and may play a role in social integration, among others effects. Such discussion can help move forward the direction of treatment of psychosis when the case involves drug use

Clinical features of tic-related obsessive-compulsive disorder: results from a large multicenter study

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

Scaling invariance for the escape of particles from a periodically corrugated waveguide

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

História da ciência, interdisciplinaridade e ensino de física: o problema do demônio de Maxwell

Propomos que uma evolução de idéias científicas seja usada como instrumento de aprendizagem de conteúdos específicos e, em particular, para ressaltar como os conteúdos se articulam entre as disciplinas. Como exemplo, apresentamos um estudo sobre a proposta do demônio de Maxwell e discussões sobre sua exorcização, isto é, um estudo sobre a compreensão da natureza de um ser inteligente que atua dentro de um sistema físico e de como seria essa atuação. Estão envolvidos nesse problema fenômenos relacionados com várias teorias - Termodinâmica, Física Molecular, Mecânica Estatística, Teoria da Informação - dentro das disciplinas de Física, Química, Biologia, Computação. Entre diversas questões epistemológicas e conceituais aí contidas, será enfatizada a questão do objeto limitado de uma eoria científica, isto é, da limitação de seu significado aos fenômenos por ela compreendidos. A delimitação dos fenômenos estudados e as teorias e técnicas caracterizam a compreensão que vai realizar sua emergência concreta nos laboratórios. Essa compreensão vai dar também a possibilidade de atuação interdisciplinar.

Aspectos físicos e mentais na qualidade de vida de pacientes com doença de Parkinson idiopática

A doença de Parkinson (DP) é um distúrbio crônico e progressivo, caracterizado pela degeneração de neurônios dopaminérgicos da substantia nigra mesencefálica. A lesão das vias subcorticais, em especial a nigro-estriato-palidal, é particularmente comum e ocasiona uma série de sinais e sintomas incapacitantes. O objetivo deste trabalho foi analisar a qualidade de vida (QV) relacionada à saúde de sujeitos com DP e compará-la à de indivíduos controles saudáveis. Foram avaliados 40 sujeitos com idades entre 61 e 83 anos, de ambos os sexos, que foram divididos em dois grupos: grupo Parkinson (n=21), composto por sujeitos com DP idiopática, e grupo controle (n=19), de indivíduos sem distúrbios neurodegenerativos. Para a coleta de dados, foi utilizada a versão brasileira do questionário Brasil SF-36. Os resultados foram analisados estatisticamente, com nível de significância fixado em 1%. Os sujeitos do grupo Parkinson apresentaram escores significativamente mais baixos do que os do grupo controle, tanto no domínio físico quanto no mental, medidos pelo SF-36. Essa baixa QV provavelmente é explicada pela co-ocorrência de fenômenos neurodegenerativos e do sofrimento psíquico gerado pela doença e pelo estigma que ela produz. Abordagens interdisciplinares devem ser estimuladas a pacientes com DP, com o objetivo de melhorar sua qualidade de vida e postergar o declínio físico e mental inerente às condições degenerativas.

Blaming the victim: Aspects of the Brazilian case

This report describes the consequences and some aspects of the origin and development of victim blaming in accident analysis, and some methods for investigating such events, with particular emphasis on the situation in Brazil. In Brazil, the spread of this practice seems to have been helped by several factors. (1) the idea that occupational accidents are simple phenomena with a limited number of causal factors linked to unsafe actions and/or conditions. In the past, the theory of accident proneness had less influence than in other countries. (2) Government regulations that stipulate the hiring of health and safety officers, production of educational material, and preventive campaigns that emphasize the role of the victim's faulty behavior in the origin of an accident. (3) Mandatory implementation of standardized models for accident investigation directed toward searching for a single cause. Usually one conclusion, expressed in terms of unsafe acts or conditions, is formulated so that whoever performs an unsafe act is responsible for the accident. (4) Lack of knowledge, as shown in Brazilian publications on occupational accidents and in the evolution of studies on the nature of accident phenomena and of strategies adopted for their prevention.