Indexing stock portfolios in Brazil: tracking the IBOVESPA and the FGV 100

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.

Integrating eye tracking in virtual reality for stroke rehabilitation

This thesis reports on research done for the integration of eye tracking technology into virtual reality environments, with the goal of using it in rehabilitation of patients who suffered from stroke. For the last few years, eye tracking has been a focus on medical research, used as an assistive tool  to help people with disabilities interact with new technologies  and as an assessment tool  to track the eye gaze during computer interactions. However, tracking more complex gaze behaviors and relating them to motor deficits in people with disabilities is an area that has not been fully explored, therefore it became the focal point of this research. During the research, two exploratory studies were performed in which eye tracking technology was integrated in the context of a newly created virtual reality task to assess the impact of stroke. Using an eye tracking device and a custom virtual task, the system developed is able to monitor the eye gaze pattern changes over time in patients with stroke, as well as allowing their eye gaze to function as an input for the task. Based on neuroscientific hypotheses of upper limb motor control, the studies aimed at verifying the differences in gaze patterns during the observation and execution of the virtual goal-oriented task in stroke patients (N=10), and also to assess normal gaze behavior in healthy participants (N=20). Results were found consistent and supported the hypotheses formulated, showing that eye gaze could be used as a valid assessment tool on these patients. However, the findings of this first exploratory approach are limited in order to fully understand the effect of stroke on eye gaze behavior. Therefore, a novel model-driven paradigm is proposed to further understand the relation between the neuronal mechanisms underlying goal-oriented actions and eye gaze behavior.

O cuidado humanístico como foco institucional: um estudo sobre empatia dos profissionais de saúde na área obstétrica

Empathy is a basic facilitating element of the therapeutic helping relationship and the humanization process in health care. The objectives of this study were to identify the empathy level of health professionals working in the obstetrical sector of a university hospital recognized for its humanistic care and the perceptions of the women under their care regarding the empathic behavior shown by these professionals during hospitalization. We conducted a quanti/qualitative study with 47 health professionals that worked in the obstetrical sector (13 obstetricians, 12 nurses, 22 nurse technicians) and an intentional sample of 101 women that received cared from these professionals during the study period. We collected data by means of the Jefferson Empathy Scale for Health Professioals (JEPS-HR) and the Patient´s Perception of Health Professional Empathy (PPHPE), and two additional open questions designed to obtain the subjective opinion about the empathic behavior during the care. We utilized thematic analysis for the data obtained through the open questions and descriptive and inferential statistics for the quantitative data. We identified five thematic categories that represent the aspects valued by the professionals in their relationship with the women under their care: emotional involvement, communication, warm environment, integral vision and technical/scientific knowledge. The mean score on the JEPS-HR reported for the health professionals was 120,40, being that the maximum possible was 140.The Cronbach Alpha for the JEPS-HR was 0,83, indicating an acceptable level of reliability for this population. We consider therefore, that these professionals presented an acceptable empathy level when compared to other populations observed with the JEPS-HR. The results also indicated that women had statistically significant (p ≤ 0,05) higher scores than men and that professionals with higher working hours tended to have lower scores in the empathy scale (r = -0,288; p ≤ 0,05). The analysis of the subjective responses of the women indicated that they were satisfied with the humanistic care provided by the professionals but they also point out the existence of some power relationships. There were no significant differences in the empathy level of the medical or nursing team perceived by the women who registered means of 41,90 and 41,20 respectively on the PPHPE. In view of these results and considering the relevance of the element of empathy for care based on humanistic values, we reiterate the importance of further in-service training for the health team of the hospital in focus, on the topics of empathy and global aspects of humanized care for the implementation of its mission

Stochastic modelling considering ionospheric scintillation effects on GNSS relative and point positioning

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A modified Primal-Dual Logarithmic-Barrier Method for solving the Optimal Power Flow problem with discrete and continuous control variables

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

Optimal reactive power flow via the modified barrier Lagrangian function approach

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Predictor-Corrector Primal-Dual Interior Point Method for Solving Economic Dispatch Problems: A Postoptimization Analysis

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

An efficient neural approach to economic load dispatch in power systems

A neural approach to solve the problem defined by the economic load dispatch in power systems is presented in this paper, Systems based on artificial neural networks have high computational rates due to the use of a massive number of simple processing elements and the high degree of connectivity between these elements the ability of neural networks to realize some complex nonlinear function makes them attractive for system optimization the neural networks applyed in economic load dispatch reported in literature sometimes fail to converge towards feasible equilibrium points the internal parameters of the modified Hopfield network developed here are computed using the valid-subspace technique These parameters guarantee the network convergence to feasible quilibrium points, A solution for the economic load dispatch problem corresponds to an equilibrium point of the network. Simulation results and comparative analysis in relation to other neural approaches are presented to illustrate efficiency of the proposed approach.

Optimal attitude corrections for cylindrical spacecraft

A first order analytical model for optimal small amplitude attitude maneuvers of spacecraft with cylindrical symmetry in an elliptical orbits is presented. The optimization problem is formulated as a Mayer problem with the control torques provided by a power limited propulsion system. The state is defined by Seffet-Andoyer's variables and the control by the components of the propulsive torques. The Pontryagin Maximum Principle is applied to the problem and the optimal torques are given explicitly in Serret-Andoyer's variables and their adjoints. For small amplitude attitude maneuvers, the optimal Hamiltonian function is linearized around a reference attitude. A complete first order analytical solution is obtained by simple quadrature and is expressed through a linear algebraic system involving the initial values of the adjoint variables. A numerical solution is obtained by taking the Euler angles formulation of the problem, solving the two-point boundary problem through the shooting method, and, then, determining the Serret-Andoyer variables through Serret-Andoyer transformation. Numerical results show that the first order solution provides a good approximation to the optimal control law and also that is possible to establish an optimal control law for the artificial satellite's attitude. (C) 2003 COSPAR. Published by Elsevier B.V. Ltd. All rights reserved.

Interior point algorithm for linear programming used in transmission network synthesis

This article presents a well-known interior point method (IPM) used to solve problems of linear programming that appear as sub-problems in the solution of the long-term transmission network expansion planning problem. The linear programming problem appears when the transportation model is used, and when there is the intention to solve the planning problem using a constructive heuristic algorithm (CHA), ora branch-and-bound algorithm. This paper shows the application of the IPM in a CHA. A good performance of the IPM was obtained, and then it can be used as tool inside algorithm, used to solve the planning problem. Illustrative tests are shown, using electrical systems known in the specialized literature. (C) 2005 Elsevier B.V. All rights reserved.

Reactive power dispatch and planning using a non-linear branch-and-bound algorithm

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

HOW TO EFFICIEN TLY INCORPORATE FACTS DEVICES IN OPTIMAL ACTIVE POWER FLOW MODEL

This paper presents for the first time how to easily incorporate facts devices in an optimal active power flow model such that an efficient interior-point method may be applied. The optimal active power flow model is based on a network flow approach instead of the traditional nodal formulation that allows the use of an efficiently predictor-corrector interior point method speed up by sparsity exploitation. The mathematical equivalence between the network flow and the nodal models is addressed, as well as the computational advantages of the former considering the solution by interior point methods. The adequacy of the network flow model for representing facts devices is presented and illustrated on a small 5-bus system. The model was implemented using Matlab and its performance was evaluated with the 3,397-bus and 4,075-branch Brazilian power system which show the robustness and efficiency of the formulation proposed. The numerical results also indicate an efficient tool for optimal active power flow that is suitable for incorporating facts devices.

Fault section estimation in electric power systems using an optimization immune algorithm

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

Power flow for primary distribution networks considering uncertainty in demand and user connection

This paper presents a method for calculating the power flow in distribution networks considering uncertainties in the distribution system. Active and reactive power are used as uncertain variables and probabilistically modeled through probability distribution functions. Uncertainty about the connection of the users with the different feeders is also considered. A Monte Carlo simulation is used to generate the possible load scenarios of the users. The results of the power flow considering uncertainty are the mean values and standard deviations of the variables of interest (voltages in all nodes, active and reactive power flows, etc.), giving the user valuable information about how the network will behave under uncertainty rather than the traditional fixed values at one point in time. The method is tested using real data from a primary feeder system, and results are presented considering uncertainty in demand and also in the connection. To demonstrate the usefulness of the approach, the results are then used in a probabilistic risk analysis to identify potential problems of undervoltage in distribution systems. (C) 2012 Elsevier Ltd. All rights reserved.

Stability analysis of power systems described with detailed models by automatic method

The power system stability analysis is approached taking into explicit account the dynamic performance of generators internal voltages and control devices. The proposed method is not a direct method in the usual sense since conclusion for stability or instability is not exclusively based on energy function considerations but it is automatic since the conclusion is achieved without an analyst intervention. The stability test accounts for the nonconservative nature of the system with control devices such as the automatic voltage regulator (AVR) and automatic generation control (AGC) in contrast with the well-known direct methods. An energy function is derived for the system with machines forth-order model, AVR and AGC and it is used to start the analysis procedure and to point out criticalities. The conclusive analysis itself is made by means of a method based on the definition of a region surrounding the equilibrium point where the system net torque is equilibrium restorative. This region is named positive synchronization region (PSR). Since the definition of the PSR boundaries have no dependence on modelling approximation, the PSR test conduces to reliable results. (C) 2008 Elsevier Ltd. All rights reserved.