Estratégias de imunização de carteira de renda fixa no Brasil

Este trabalho visa comparar, estatisticamente, o desempenho de duas estratégias de imunização de carteiras de renda fixa, que são recalibradas periodicamente. A primeira estratégia, duração, considera alterações no nível da estrutura a termo da taxa de juros brasileira, enquanto a abordagem alternativa tem como objetivo imunizar o portfólio contra oscilações em nível, inclinação e curvatura. Primeiro, estimamos a curva de juros a partir do modelo polinomial de Nelson & Siegel (1987) e Diebold & Li (2006). Segundo, imunizamos a carteira de renda fixa adotando o conceito de construção de hedge de Litterman & Scheinkman (1991), porém assumindo que as taxas de juros não são observadas. O portfólio imunizado pela estratégia alternativa apresenta empiricamente um desempenho estatisticamente superior ao procedimento de duração. Mostramos também que a frequência ótima de recalibragem é mensal na análise empírica.

On invariant Rings of Sylow subgroups of finite classical groups

In this thesis we study the invariant rings for the Sylow p-subgroups of the nite classical groups. We have successfully constructed presentations for the invariant rings for the Sylow p-subgroups of the unitary groups GU(3; Fq2) and GU(4; Fq2 ), the symplectic group Sp(4; Fq) and the orthogonal group O+(4; Fq) with q odd. In all cases, we obtained a minimal generating set which is also a SAGBI basis. Moreover, we computed the relations among the generators and showed that the invariant ring for these groups are a complete intersection. This shows that, even though the invariant rings of the Sylow p-subgroups of the general linear group are polynomial, the same is not true for Sylow p-subgroups of general classical groups. We also constructed the generators for the invariant elds for the Sylow p-subgroups of GU(n; Fq2 ), Sp(2n; Fq), O+(2n; Fq), O-(2n + 2; Fq) and O(2n + 1; Fq), for every n and q. This is an important step in order to obtain the generators and relations for the invariant rings of all these groups.

Mentol como anestésico para dourado (Salminus brasiliensis)

Different levels of menthol as an anesthetic for dourado (Salminus brasiliensis) were evaluated in this study. Fish (n=32) with average weight of 194.13 +/- 9.06 g and total mean length of 25.30 +/- 0.90 cm were separated in four groups composed of 8 individuals. Each group was submitted to different menthol concentrations: 60, 90, 120 and 150 mg L(-1). Total induction time was analyzed by polynomial regression and other parameters by Tukey's test. All experimental fish exposed to different concentrations of menthol reached deep anesthesia stage without mortality. It was observed a negative linear effect (P<0.05) for total induction time. The longest recovery time (172.60 s) was observed for dourado treated with 120 mg. L(-1), which differed (P<0.05) from the 90 mg.L(-1) treatment (122.03 s). All levels evaluated in this study were safe and effective. A concentration of 60 mg L(-1) for dourado is suggested based on lower cost and adequate induction and recovery time responses.

Testes bioquímicos para avaliação do vigor em sementes de Mimosa caesalpiniaefolia Benth

Mimosa caesalpiniaefolia Benth. is a forest species of the Mimosaceae family, recommended for recovery of degraded areas. The evaluation of vigor by biochemical tests have been an important tool in the control of seed quality programs, and the electrical conductivity and potassium leaching the most efficient in the verifying the physiological potential. The objective, therefore, to adjust the methodology of the electrical conductivity test for seeds of M. caesalpiniaefolia, for then compare the efficiency of this test with the potassium in the evaluation of seed vigor of different lots of seeds M. caesalpiniaefolia. To test the adequacy of the electrical conductivity were used different combinations of temperatures , 25 °C and 30 ºC, number of seeds , 25 and 50, periods of imbibition , 4 , 8 , 12 , 16 and 24 hours , and volumes deionized water, 50 mL and 75mL. For potassium leaching test, which was conducted from the results achieved by the methodology of the adequacy of the electrical conductivity test, to compare the efficiency of both tests , in the classification of seeds at different levels of vigor, and the period 4 hours also evaluated because the potassium leaching test can be more efficient in the shortest time . The best combination obtained in experiment of electrical conductivity is 25 seeds soaked in 50 mL deionized or distilled water for 8 hours at a temperature of 30 ° C. Data were subjected to analysis of variance, the means were compared with each other by F tests and Tukey at 5 % probability, and when necessary polynomial regression analysis was performed. The electrical conductivity test performed at period eight hour proved to be more efficient in the separation of seed lots M. caesalpiniaefolia at different levels of vigor compared to the potassium test

Interação da deficiência hídrica e da toxicidade do alumínio em guandu cultivado em hidroponia

O objetivo deste trabalho foi avaliar o efeito da interação da deficiência hídrica e da toxicidade do alumínio no crescimento inicial e teores de prolina livre em duas cultivares de guandu, IAPAR 43-Aratã e IAC Fava Larga, cultivadas em hidroponia. As plântulas foram submetidas aos estresses em solução nutritiva (pH 3,8), nos potenciais osmóticos de 0, -0,004, -0,006, -0,008 e -0,010 MPa, com 0, 0,25, 0,50, 0,75 e 1 mmol dm-3 de Al3+. O experimento foi conduzido em sala de crescimento, sob luminária com irradiância média de 190 mmol m-2 s-1 , fotoperíodo de 12 horas e temperatura de 25+1ºC. O delineamento experimental foi inteiramente casualizado, em arranjo fatorial 2x5x5 (duas cultivares de guandu, cinco potenciais osmóticos e cinco níveis de alumínio), com quatro repetições. Os dados foram submetidos às análises de regressão polinomial, agrupamento e componentes principais. A deficiência hídrica causa redução do crescimento da parte aérea do guandu, e a toxicidade do alumínio provoca diminuição do crescimento radicular. Houve aumento nos teores de prolina livre nas duas cultivares sob deficiência hídrica, e apenas na IAC Fava Larga sob toxicidade de alumínio. Na análise multivariada, foi observada alta correlação no crescimento e no acúmulo de prolina na cultivar IAC Fava Larga, o que evidencia provável tolerância aos estresses associados.

Egg production curve fitting using nonlinear models for selected and nonselected lines of White Leghorn hens

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

Período de incubação de Guignardia citricarpa em diferentes estádios fenológicos de frutos de laranjeira 'Valência'

A mancha preta dos citros (MPC), causada pelo fungo Guignardia citricarpa, produz lesões em frutos, os quais ficam depreciados para o mercado interno e os restringem para a exportação. O grande período de suscetibilidade dos frutos cítricos, em adição ao fato de G. citricarpa causar infecções latentes, dificulta o entendimento sobre o período de incubação da doença. O objetivo do trabalho foi determinar o período de incubação da MPC inoculando frutos de laranjeira 'Valência' em diferentes estádios fenológicos. Para a inoculação foram empregadas suspensões de conídios de G. citricarpa (10³, 10(4), 10(5) e 10(6) conídios mL-1) em diferentes diâmetros dos frutos (1,5; 2,0; 2,5; 3,0; 5,0 e 7,0 cm). O período de incubação da MPC para os diferentes diâmetros dos frutos inoculados apresentou uma relação polinomial negativa. em frutos com até 3 cm de diâmetro o período de incubação médio foi superior a 200 dias, enquanto que em frutos com diâmetros superiores a 5 cm o período de incubação médio foi inferior a 84 dias. A MPC apresenta período de incubação variável dependente do estádio fenológico em que os frutos são infectados. A concentração de conídios de G. citricarpa, na infecção, não interfere no período de incubação da doença.

Morphological Aspects and Storage of Dypsis leptocheilos (Hodel) Beentje & J. Dransf. (Arecaceae) Seeds

Dypsis leptocheilos (Hodel) Beentje & J. Dransf. palms are widely used in landscaping, however there is a lack of studies about its biology, especially on the morphology of its seedling disseminules and the ideal seed storage time without loss of viability. The objectives of this work were to describe the morphological aspects and to study the storage effect on the germination of D. leptocheilos seeds. The experiments were performed at FCAV/UNESP, Jaboticabal Campus, São Paulo State, Brazil. In order to obtain a morphology description 100 disseminules were sowed in vermiculite. The external and internal sides of the disseminules as well as the representative phases of the germination process were sketched with the help of a light chamber attached to a stereomicroscope. Five treatments were arranged in order to study the storage effects on the seeds (four months of storage and straight after harvest), with four replicates with 25 disseminules each (seeds with attached endocarp) in a completely randomized design. The germination test was conducted over a 140 days period and noted every two days. In order to calculate the germination percentage (% G) and the Germination Speed Index (GSI), the seeds were considered germinated when the germinative button appeared. The data were submitted to a polynomial regression analysis to verify the behavior of the variables over the storage period. The D. leptocheilos seeds have rounded shape, ruminate endosperm and hard consistency. The embryo is lateral, peripheral and relatively undifferentiated, with approximately 3 mm long and conical shape. The germination percentage increased from 17% for seeds sowed straight after harvest to 73% for those stored over a three-month period. For the GSI the increase was about 0.85%. It was concluded that the germination of D. leptocheilos is of an adjacent ligulate type. Furthermore, the seeds stored for 3 months at 14 degrees C showed both higher percentage and germination speed.

A simple and non-destructive model for individual leaf area estimation in citrus

Introduction. Leaf area is often related to plant growth, development, physiology and yield. Many non-destructive models have been proposed for leaf area estimation of several plant genotypes, demonstrating that leaf length, leaf width and leaf area are closely correlated. Thus, the objective of our study was to develop a reliable model for leaf area estimation from linear measurements of leaf dimensions for citrus genotypes. Materials and methods. Leaves of citrus genotypes were harvested, and their dimensions (length, width and area) were measured. Values of leaf area were regressed against length, width, the square of length, the square of width and the product (length x width). The most accurate equations, either linear or second-order polynomial, were regressed again with a new data set; then the most reliable equation was defined. Results and discussion. The first analysis showed that the variables length, width and the square of length gave better results in second-order polynomial equations, while the linear equations were more suitable and accurate when the width and the product (length x width) were used. When these equations were regressed with the new data set, the coefficient of determination (R(2)) and the agreement index 'd' were higher for the one that used the variable product (length x width), while the Mean Absolute Percentage Error was lower. Conclusion. The product of the simple leaf dimensions (length x width) can provide a reliable and simple non-destructive model for leaf area estimation across citrus genotypes.

Vegetative propagation of bauhinia x blakeana, an ornamental sterile tree

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

CABBAGE GROWTH and PRODUCTION IN RELATION TO PLANT DENSITY and NITROGEN

At present, the Brazilian market prefers cabbage (Brassica oleracea var. capitata) of smaller size, which can be achieved by increasing population density; yet this management can alter the optimum rate of nitrogen (N), its second most required nutrient. This study was conducted in the Universidade Estadual Paulista, Jaboticabal, São Paulo, Brazil, from February to June 2004. The objective was to evaluate the effect of population density: 31 250 (DI) and 46 875 plants ha(-1) (D2) with 0, 100, 200 and 300 kg N ha-1 on the growth and production of cabbage Astrus. The experimental design consisted of randomized blocks with a 2 x 4 factorial arrangement and three replicates. Statistical analysis were a variance analysis (F test), the Tukey test for population density averages and polynomial regression for the N rates. In D1, an increase was recorded in the number of inner and outer leaves, dry matter of inner and outer leaves, the stem diameter at the insertion of the head, and the stem dry and fresh matter. The maximum size of the plant in D2 was 1.57 kg and was obtained with 300 kg N ha(-1), while in D1 it was 2.1 kg and was obtained with 244 kg N ha(-1). The optimal economic rate in 131 was 227.1 kg N ha(-1). The highest yield (72.7 t ha(-1)) was obtained with the highest N rate in D2. Smaller cabbage heads, commercially preferred, were obtained without the application of N, regardless of plant population.

Random regressions models to describe the genetic variation of milk yield over multiple parities in Buffaloes

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

Persistência na lactação para vacas da raça Holandesa criadas no Estado do Rio Grande do Sul via modelos de regressão aleatória

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Performance of layers submitted to different forced-molting methods and different temperatures

This study was carried out to evaluate the performance and egg quality of laying hens, in their second laying cycle submitted to different forced-molting methods and three environmental temperatures. Six hundred layers were distributed in a completely randomized experimental design with 15 treatments with five replicates of eight birds each, according to 5x3 factorial arrangement (molting methods vs. temperatures). The following forced-molting methods were applied: 90%, 70%, 50% dietary alfalfa inclusion, addition of 2,800 ppm zinc, and feed fasting. Temperatures were: 20 ºC, 27 ºC and 35 ºC. At the end of each period of the second laying cycle, bird performance and egg quality were evaluated. Data were submitted to analysis of variance and means were compared by orthogonal and polynomial contrasts. The highest alfalfa inclusion level (90% alfalfa and 10% basal diet) proved to be efficient as compared to the other methods, independently of temperature.

Busca heurística através de algoritmo genético e memético com construção de vocábulos para o problema de atribuição de localidades a anéis Sonet

Telecommunications play a key role in contemporary society. However, as new technologies are put into the market, it also grows the demanding for new products and services that depend on the offered infrastructure, making the problems of planning telecommunications networks, despite the advances in technology, increasingly larger and complex. However, many of these problems can be formulated as models of combinatorial optimization, and the use of heuristic algorithms can help solving these issues in the planning phase. In this project it was developed two pure metaheuristic implementations Genetic algorithm (GA) and Memetic Algorithm (MA) plus a third hybrid implementation Memetic Algorithm with Vocabulary Building (MA+VB) for a problem in telecommunications that is known in the literature as Problem SONET Ring Assignment Problem or SRAP. The SRAP arises during the planning stage of the physical network and it consists in the selection of connections between a number of locations (customers) in order to meet a series of restrictions on the lowest possible cost. This problem is NP-hard, so efficient exact algorithms (in polynomial complexity ) are not known and may, indeed, even exist