920 resultados para Branch and bounds


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This thesis addresses the problem of the academic identity of the area traditionally referred to as physical education. The study is a critical examination of the argu ments for the justi cation of this area as an autonomous branch of knowledge. The investigation concentrates on a selected number of arguments. The data collection comprised articles books and proceedings of conferences. The preliminary assessment of these materials resulted in a classi cation of the arguments into three groups. The rst group comprises the arguments in favour of physical education as an academic discipline. The second includes the arguments supporting a science of sport. The third consists of the arguments in favour of to a eld of human movement study. The examination of these arguments produced the following results. (a) The area of physical education does not satisfy the conditions presupposed by the de nition of academic discipline. This is so because the area does not form an integrated system of scienti c theories. (b) The same di culty emerges from the examination of the ar guments for sport science. There is no science of sport because there is no integrated system of scienti c theories related to sport. (c) The arguments in favour of a eld of study yielded more productive results. However di culties arise from the de nition of human movement. The analysis of this concept showed that its limits are not well demarcated. This makes it problematic to take human movement as the focus of a eld of studies. These aspects led to the conclusion that such things as an academic discipline of physical education sport science and eld of human movement studies do not exist. At least there are not such things in the sense of autonomous branches of knowledge. This does not imply that a more integrated inquiry based on several disciplines is not possible and desirable. This would enable someone entering phys ical education to nd a more organised structure of knowledge with some generally accepted problem situations procedures and theories on which to base professional practice.

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Bounds on the distribution function of the sum of two random variables with known marginal distributions obtained by Makarov (1981) can be used to bound the cumulative distribution function (c.d.f.) of individual treatment effects. Identification of the distribution of individual treatment effects is important for policy purposes if we are interested in functionals of that distribution, such as the proportion of individuals who gain from the treatment and the expected gain from the treatment for these individuals. Makarov bounds on the c.d.f. of the individual treatment effect distribution are pointwise sharp, i.e. they cannot be improved in any single point of the distribution. We show that the Makarov bounds are not uniformly sharp. Specifically, we show that the Makarov bounds on the region that contains the c.d.f. of the treatment effect distribution in two (or more) points can be improved, and we derive the smallest set for the c.d.f. of the treatment effect distribution in two (or more) points. An implication is that the Makarov bounds on a functional of the c.d.f. of the individual treatment effect distribution are not best possible.

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This paper derives both lower and upper bounds for the probability distribution function of stationary ACD(p, q) processes. For the purpose of illustration, I specialize the results to the main parent distributions in duration analysis. Simulations show that the lower bound is much tighter than the upper bound.

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We study the implications of the absence of arbitrage in an two period economy where default is allowed and assets are secured by collateral choosen by the borrowers. We show that non arbitrage sale prices of assets are submartingales, whereas non arbitrage purchase prices of the derivatives (secured by the pool of collaterals) are supermartingales. We use these non arbitrage conditions to establish existence of equilibrium, without imposing bounds on short sales. The nonconvexity of the budget set is overcome by considering a continuum of agents. Our results are particularly relevant for the collateralized mortgage obligations(CMO) markets.

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Indexing is a passive investment strategy in which the investor weights bis portfolio to match the performance of a broad-based indexo Since severaI studies showed that indexed portfolios have consistently outperformed active management strategies over the last decades, an increasing number of investors has become interested in indexing portfolios IateIy. Brazilian financiaI institutions do not offer indexed portfolios to their clients at this point in time. In this work we propose the use of indexed portfolios to track the performance oftwo ofthe most important Brazilian stock indexes: the mOVESPA and the FGVIOO. We test the tracking performance of our modeI by a historical simulation. We applied several statistical tests to the data to verify how many stocks should be used to controI the portfolio tracking error within user specified bounds.

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When estimating policy parameters, also known as treatment effects, the assignment to treatment mechanism almost always causes endogeneity and thus bias many of these policy parameters estimates. Additionally, heterogeneity in program impacts is more likely to be the norm than the exception for most social programs. In situations where these issues are present, the Marginal Treatment Effect (MTE) parameter estimation makes use of an instrument to avoid assignment bias and simultaneously to account for heterogeneous effects throughout individuals. Although this parameter is point identified in the literature, the assumptions required for identification may be strong. Given that, we use weaker assumptions in order to partially identify the MTE, i.e. to stablish a methodology for MTE bounds estimation, implementing it computationally and showing results from Monte Carlo simulations. The partial identification we perfom requires the MTE to be a monotone function over the propensity score, which is a reasonable assumption on several economics' examples, and the simulation results shows it is possible to get informative even in restricted cases where point identification is lost. Additionally, in situations where estimated bounds are not informative and the traditional point identification is lost, we suggest a more generic method to point estimate MTE using the Moore-Penrose Pseudo-Invese Matrix, achieving better results than traditional methods.

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We discuss a general approach to building non-asymptotic confidence bounds for stochastic optimization problems. Our principal contribution is the observation that a Sample Average Approximation of a problem supplies upper and lower bounds for the optimal value of the problem which are essentially better than the quality of the corresponding optimal solutions. At the same time, such bounds are more reliable than “standard” confidence bounds obtained through the asymptotic approach. We also discuss bounding the optimal value of MinMax Stochastic Optimization and stochastically constrained problems. We conclude with a small simulation study illustrating the numerical behavior of the proposed bounds.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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A deficiência de B é muito comum nos cafezais brasileiros, mas as respostas do cafeeiro ao B têm sido erráticas, dependendo do ano, do modo e época de aplicação e, ainda, da fonte de B empregada. Um melhor entendimento dos efeitos do B na fisiologia e anatomia do cafeeiro é importante para o desenvolvimento de um programa racional de adubação boratada, uma vez que a anatomia da planta pode influenciar a translocação do nutriente. Neste experimento, plantas de dois cultivares foram cultivadas em soluções nutritivas com 0,0 (deficiente), 5,0 (adequado) e 25,0 µM (alto) de B. Quando os primeiros sintomas de deficiência apareceram, as folhas foram cortadas e tiveram suas paredes celulares isoladas e analisadas quanto aos teores de B e Ca. Cortes foram feitos em folhas novas e no ápice de ponteiros e fotografados em microscópio eletrônico de varredura. A resposta dos dois cultivares ao B foi semelhante, não tendo sido observados sintomas de toxidez. O teor de B nas paredes celulares foi aumentado com o incremento da concentração desse elemento na solução, enquanto o teor de Ca não foi afetado. A relação Ca/B decresceu com o aumento da concentração de B na solução. Com deficiência de B, os tecidos vasculares foram desorganizados e as paredes do xilema ficaram mais finas. Folhas de café com deficiência deste nutriente apresentaram menos estômatos, os quais se encontravam.

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

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In terms of stability around the primary, it is widely known that the semimajor axis of the retrograde satellites is much larger than the corresponding semimajor axis of the prograde satellites. Usually this conclusion is obtained numerically, since precise analytical derivation is far from being easy, especially, in the case of two or more disturbers. Following the seminal idea that what is unstable in the restricted three-body problem is also unstable in the general N-body problem, we present a simplified model which allows us to derive interesting resonant configurations. These configurations are responsible for cumulative perturbations which can give birth to strong instability that may cause the ejection of the satellite. Then we obtain, analytically, approximate bounds of the stability of prograde and retrograde satellites. Although we recover quite well previous results of other authors, we comment very briefly some weakness of these bounds. Copyright (c) 2008 Tadashi Yokoyama et al.

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In the Atlantic Montane Rain Forest of south-eastern Brazil, a field study was carried out to describe the forest disturbance regime, analyse canopy gap composition and evaluate the influence of habitat parameters on gap tree species composition. We characterized canopy gaps considering the group of variables as follows: area, type and number of tree/branch falls, topographic position, soil coverage and surrounding canopy trees. Gap composition was assessed at species level by measuring all individuals inside gaps higher than one meter. Mean gap area of the 42 canopy gaps analysed was 71.9 +/- 9.0 m(2) (mean +/- SE). Out of the studied gaps, 35.7% were created by uprooted and by snapped trees, 16.7% by dead-standing trees and 11.9% by the fall of large branches. The disturbance regime was characterized by gap openings predominantly smaller than 150 m(2) and by spatial patterning related to topography. Ridges had smaller gaps and higher proportions of gaps created by branch falls; slopes had bigger gaps generally created by uprooting events. The more abundant and frequent species were shade tolerant and the more species-rich families found inside gaps did not differ from the forest as a whole. Pioneer species were rare and restricted to medium and large size classes. The Indicator Species Analysis and the Canonical Correspondence Analysis indicated gap area, topography and the percentage of soil cover by the genera Calathea and Ctenanthe were the predominant variables correlated with woody species distribution. So, topography emerged as an important issue not only to the gap disturbance regime, but also to gap colonization. In respect to the influence of gap processes on the Atlantic Montane Rain Forest regeneration, our results support the view that canopy gap events may not be working as promoters of community wide floristic shifts.