Quantified Interference: Information Theory and Information Flow

The paper investigates which of Shannon’s measures (entropy, conditional entropy, mutual information) is the right one for the task of quantifying information flow in a programming language. We examine earlier relevant contributions from Denning, McLean and Gray and we propose and motivate a specific quantitative definition of information flow. We prove results relating equivalence relations, interference of program variables, independence of random variables and the flow of confidential information. Finally, we show how, in our setting, Shannon’s Perfect Secrecy theorem provides a sufficient condition to determine whether a program leaks confidential information.

Terror Management Theory and Belief in an Afterlife

Research has shown that belief in an afterlife, a form of symbolic immortality, can alleviate the negative emotions associated with one’s mortality (Deschesne et. al, 2003). We found this aspect of TMT particularly interesting, but lacking any substantial research. Therefore, we set out to determine if belief in an afterlife could diminish the effects of mortality salience. As far as we know, our study is the first to use a pre-screening process to determine participants’ prior beliefs. One prediction might be that those who believe in an afterlife will be less affected by the effects of mortality salience.

Graphical models and point set matching

Point pattern matching in Euclidean Spaces is one of the fundamental problems in Pattern Recognition, having applications ranging from Computer Vision to Computational Chemistry. Whenever two complex patterns are encoded by two sets of points identifying their key features, their comparison can be seen as a point pattern matching problem. This work proposes a single approach to both exact and inexact point set matching in Euclidean Spaces of arbitrary dimension. In the case of exact matching, it is assured to find an optimal solution. For inexact matching (when noise is involved), experimental results confirm the validity of the approach. We start by regarding point pattern matching as a weighted graph matching problem. We then formulate the weighted graph matching problem as one of Bayesian inference in a probabilistic graphical model. By exploiting the existence of fundamental constraints in patterns embedded in Euclidean Spaces, we prove that for exact point set matching a simple graphical model is equivalent to the full model. It is possible to show that exact probabilistic inference in this simple model has polynomial time complexity with respect to the number of elements in the patterns to be matched. This gives rise to a technique that for exact matching provably finds a global optimum in polynomial time for any dimensionality of the underlying Euclidean Space. Computational experiments comparing this technique with well-known probabilistic relaxation labeling show significant performance improvement for inexact matching. The proposed approach is significantly more robust under augmentation of the sizes of the involved patterns. In the absence of noise, the results are always perfect.

Abstract types and distributions in independent private value auctions

In this note, in an independent private values auction framework, I discuss the relationship between the set of types and the distribution of types. I show that any set of types, finite dimensional or not, can be extended to a larger set of types preserving incentive compatibility constraints, expected revenue and bidder’s expected utilities. Thus for example we may convexify a set of types making our model amenable to the large body of theory in economics and mathematics that relies on convexity assumptions. An interesting application of this extension procedure is to show that although revenue equivalence is not valid in general if the set of types is not convex these mechanism have underlying distinct allocation mechanism in the extension. Thus we recover in these situations the revenue equivalence.

Overdetermination in a marxian theory of money

O presente artigo focaliza a genérica e abstrata análise monetária desenvolvida por Marx no inicio do Capital. Mais precisamente, pretende-se avaliar em que medida, se alguma, alguns aspectos da análise de Marx sobre o papel bastante contraditório desempenhado pela moeda no processo de circulação simples de mercadorias suportam uma interpretação sobre-determinista do método dialético por ele empregado. Baseando-se no conceito de sobre-determinação introduzido na literature Marxiana principalmente por Louis Althusser, o artigo conclui que o nexo real-monetário prevalecente na circulação simples de mercadorias pode ser concebida como um nexo sobre-determinado, ou seja, um nexo caracterizado por incorporar um regime de constitutividade.

Dinâmica monetária eficiente sob encontros aleatórios: uma classe de métodos numéricos que exploram concavidade

A dificuldade em se caracterizar alocações ou equilíbrios não estacionários é uma das principais explicações para a utilização de conceitos e hipóteses que trivializam a dinâmica da economia. Tal dificuldade é especialmente crítica em Teoria Monetária, em que a dimensionalidade do problema é alta mesmo para modelos muito simples. Neste contexto, o presente trabalho relata a estratégia computacional de implementação do método recursivo proposto por Monteiro e Cavalcanti (2006), o qual permite calcular a sequência ótima (possivelmente não estacionária) de distribuições de moeda em uma extensão do modelo proposto por Kiyotaki e Wright (1989). Três aspectos deste cálculo são enfatizados: (i) a implementação computacional do problema do planejador envolve a escolha de variáveis contínuas e discretas que maximizem uma função não linear e satisfaçam restrições não lineares; (ii) a função objetivo deste problema não é côncava e as restrições não são convexas; e (iii) o conjunto de escolhas admissíveis não é conhecido a priori. O objetivo é documentar as dificuldades envolvidas, as soluções propostas e os métodos e recursos disponíveis para a implementação numérica da caracterização da dinâmica monetária eficiente sob a hipótese de encontros aleatórios.

A CAPM with higher moments: theory and econometrics

We develop portfolio choice theory taking into consideration the first p~ moments of the underIying assets distribution. A rigorous characterization of the opportunity set and of the efficient portfolios frontier is given, as well as of the solutions to the problem with a general utility function and short sales allowed. The extension of c1assical meanvariance properties, like two-fund separation, is also investigated. A general CAPM is derived, based on the theoretical foundations built, and its empirical consequences and testing are discussed

A theory of weekly specials

Multiproduct retailers facing similar costs and serving the same public commonly announce different weekly specials. These promotional prices also seem to evolve randomly over the weeks. Here, weekly specials are viewed as the strategic outcome of an oligopolistic price competition among multiproduct retail stores facing nonconvex costs. Existence of an equilibrium in mixed strategies is proven. ldentical stores serving the same public will never charge the same price vector with probability one (cross-store price dispersion). Mixed strategies can generate random price dispersion over time in the repeated version of the mode!.

Theoretical and empirical essays on microeconometrics

This Master Thesis consists of one theoretical article and one empirical article on the field of Microeconometrics. The first chapter\footnote{We also thank useful suggestions by Marinho Bertanha, Gabriel Cepaluni, Brigham Frandsen, Dalia Ghanem, Ricardo Masini, Marcela Mello, Áureo de Paula, Cristine Pinto, Edson Severnini and seminar participants at São Paulo School of Economics, the California Econometrics Conference 2015 and the 37\textsuperscript{th} Brazilian Meeting of Econometrics.}, called \emph{Synthetic Control Estimator: A Generalized Inference Procedure and Confidence Sets}, contributes to the literature about inference techniques of the Synthetic Control Method. This methodology was proposed to answer questions involving counterfactuals when only one treated unit and a few control units are observed. Although this method was applied in many empirical works, the formal theory behind its inference procedure is still an open question. In order to fulfill this lacuna, we make clear the sufficient hypotheses that guarantee the adequacy of Fisher's Exact Hypothesis Testing Procedure for panel data, allowing us to test any \emph{sharp null hypothesis} and, consequently, to propose a new way to estimate Confidence Sets for the Synthetic Control Estimator by inverting a test statistic, the first confidence set when we have access only to finite sample, aggregate level data whose cross-sectional dimension may be larger than its time dimension. Moreover, we analyze the size and the power of the proposed test with a Monte Carlo experiment and find that test statistics that use the synthetic control method outperforms test statistics commonly used in the evaluation literature. We also extend our framework for the cases when we observe more than one outcome of interest (simultaneous hypothesis testing) or more than one treated unit (pooled intervention effect) and when heteroskedasticity is present. The second chapter, called \emph{Free Economic Area of Manaus: An Impact Evaluation using the Synthetic Control Method}, is an empirical article. We apply the synthetic control method for Brazilian city-level data during the 20\textsuperscript{th} Century in order to evaluate the economic impact of the Free Economic Area of Manaus (FEAM). We find that this enterprise zone had positive significant effects on Real GDP per capita and Services Total Production per capita, but it also had negative significant effects on Agriculture Total Production per capita. Our results suggest that this subsidy policy achieve its goal of promoting regional economic growth, even though it may have provoked mis-allocation of resources among economic sectors.

Gestão da satisfação e fidelidade do cliente: um estudo em uma instituição de ensino superior

This Master of Science Thesis deals with the customer satisfaction and loyalty focusing on a private higher education institution in Belém city, Brazil. The literature review focuses on costumer satisfaction and loyalty concepts and theory, models of quality managing systems and methodologies of costumer satisfaction measurement. The research was a survey with a random stratified sample of 329 undergraduate students of Business Administration at the Faculdade do Pará , in the morning and the night periods. The data analysis was made through the descriptive statistics and multiple regression analysis. The main findings are that the model was satisfactory and the main factors affecting Satisfaction to the School were Best Professor Didatics (beta=0.297), Courses Contents (beta=0.280), Clerks Sympathy (beta=0.201), and Number of Students in Classroom (beta=0,187) with a adjusted R2 = 0,47. The main factors affecting School Loyalty with an adjusted R2 = 0,43 were School Image (beta=0.383), Affective Commitment (beta=0.255), and Satisfaction with Professors (beta=0,218). The findings suggest also that may be differences between the set of students and those that complain for something

Random regression models using different functions to model test-day milk yield of Brazilian Holstein cows

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

Stochastic stability for Markovian jump linear systems associated with a finite number of jump times

This paper deals with a stochastic stability concept for discrete-time Markovian jump linear systems. The random jump parameter is associated to changes between the system operation modes due to failures or repairs, which can be well described by an underlying finite-state Markov chain. In the model studied, a fixed number of failures or repairs is allowed, after which, the system is brought to a halt for maintenance or for replacement. The usual concepts of stochastic stability are related to pure infinite horizon problems, and are not appropriate in this scenario. A new stability concept is introduced, named stochastic tau-stability that is tailored to the present setting. Necessary and sufficient conditions to ensure the stochastic tau-stability are provided, and the almost sure stability concept associated with this class of processes is also addressed. The paper also develops equivalences among second order concepts that parallels the results for infinite horizon problems. (C) 2003 Elsevier B.V. All rights reserved.

Excitations and finite-size properties of an integrable supersymmetric electronic model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Reactive Control for Transmission Overload Relief Based on Sensitivity Analysis and Cooperative Game Theory

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

An existence theorem for an analytic first order PDE in the framework of Colombeau's theory

We study the existence of a holomorphic generalized solution u of the PDE[GRAPHICS]where f is a given holomorphic generalized function and (alpha (1),...alpha (m)) is an element of C-m\{0}.