The Creative Unconscious and the Pictorial Sign

Within The Creative Unconscious and Pictorial Sign I explore the dialogue that exists between social language and personal expression to understand how creativity is mediated. I consider how the involuntary inventiveness of artistic creativity and the structuring function of language come to negotiate what artists can experience and represent. My Doctoral practice attempts to question the influence of orthodox postmodernist views and allow sensual and direct experiences to be located within improvisation and spontaneous approaches to image making. I ask if it is possible for a humanistic and psychological interpretation of creativity to move beyond the copy and quotation that some postmodern theories of simulation and the hyperreal advance; but to retain the communicative function of visual expression and the model of a social form of signification instead of naïvely promoting unintelligible and personal languages.

Eficiência e razão de hedge: uma análise dos mercados futuro brasileiros de boi, café, etanol, milho e soja

This research aims to investigate the Hedge Efficiency and Optimal Hedge Ratio for the future market of cattle, coffee, ethanol, corn and soybean. This paper uses the Optimal Hedge Ratio and Hedge Effectiveness through multivariate GARCH models with error correction, attempting to the possible phenomenon of Optimal Hedge Ratio differential during the crop and intercrop period. The Optimal Hedge Ratio must be bigger in the intercrop period due to the uncertainty related to a possible supply shock (LAZZARINI, 2010). Among the future contracts studied in this research, the coffee, ethanol and soybean contracts were not object of this phenomenon investigation, yet. Furthermore, the corn and ethanol contracts were not object of researches which deal with Dynamic Hedging Strategy. This paper distinguishes itself for including the GARCH model with error correction, which it was never considered when the possible Optimal Hedge Ratio differential during the crop and intercrop period were investigated. The commodities quotation were used as future price in the market future of BM&FBOVESPA and as spot market, the CEPEA index, in the period from May 2010 to June 2013 to cattle, coffee, ethanol and corn, and to August 2012 to soybean, with daily frequency. Similar results were achieved for all the commodities. There is a long term relationship among the spot market and future market, bicausality and the spot market and future market of cattle, coffee, ethanol and corn, and unicausality of the future price of soybean on spot price. The Optimal Hedge Ratio was estimated from three different strategies: linear regression by MQO, BEKK-GARCH diagonal model, and BEKK-GARCH diagonal with intercrop dummy. The MQO regression model, pointed out the Hedge inefficiency, taking into consideration that the Optimal Hedge presented was too low. The second model represents the strategy of dynamic hedge, which collected time variations in the Optimal Hedge. The last Hedge strategy did not detect Optimal Hedge Ratio differential between the crop and intercrop period, therefore, unlikely what they expected, the investor do not need increase his/her investment in the future market during the intercrop

'Yes, the century is an ashen sun': poem and subject in the philosophy of Alain Badiou

This thesis examines the relation between philosophy, the poem and the subject in the mature philosophy of Alain Badiou. It investigates Badiou’s decisive contribution to these questions primarily by means of comparison, especially to Martin Heidegger, Philippe Lacoue-Labarthe and Theodor Adorno, as well as by analysing Badiou’s readings of poems and prose by Paul Celan and Samuel Beckett respectively as sites of potential dialogue with his immediate predecessors. The thesis stresses the importance of French philosophy’s German heritage, emphasising not only Badiou’s radical departure from Heidegger and his legacy, but also the former’s wholesale rejection of philosophies that would, in the wake of twentieth-century violence and beyond, proclaim their own end or completion. The thesis argues Badiou’s innovative readings of Celan and Beckett to be crucial to understanding this endeavour: for Badiou, both writers use the poem to affirm novel conceptions of subjectivity capable of transcending the historical conditions of their presentation. The title quotation from Badiou’s The Century, ‘Yes, the century is an ashen sun’, anticipates both the affirmative nature of these subjective figures, and their presience, beyond the bounds of a twentieth-century ‘ashen sun’ pervaded by melancholy, for the ‘new suns’ of the twenty-first. The thesis is in four chapters. The first chapter unfolds the central concepts of Badiou’s departure from Heidegger using Paul Celan’s poems to focus the enquiry. It is guided by two of Badiou’s most condensed declarations about the poem, that, firstly, ‘the modern poem harbours a central silence’, and secondly, that ‘Celan completes Heidegger’. The second chapter exposes the political implications of Heidegger’s writings on Friedrich Hölderlin and the role of the subject therein, offering at its close some thoughts about what Badiou calls, following Philippe Lacoue-Labarthe, the poem’s ‘becoming-prose’. It concludes by drawing the poem and politics into relation by way of the philosophical category of the subject. The third chapter reads Badiou’s concept of ‘anabasis’ against Heidegger’s ‘homecoming’ in order to think the possibility of a collective political subject’s formation in the wake of Auschwitz. The final chapter examines the imbrication of the Two of love and the ‘latent poem’ in Badiou’s reading of Samuel Beckett’s late prose, contrasting this ‘affirmative’ reading of Beckett to Theodor Adorno’s earlier emphases on negation. Following its investigations of subjectivity, poem and prose throughout, the thesis concludes by returning to the title quotation in order to unfold the particular relations between subject, affirmation and negation Badiou’s philosophy enacts, and to offer further routes forward for research regarding Badiou’s philosophy and aesthetic figuration.

Modelo para formação dinâmica de rede de fornecedores em empresas estendidas

Supply chains have become an important focus for competitive advantage. The performance of a company increasingly depends on its ability to maintain effective and efficient relationships with its suppliers and customers. The extended enterprise (i.e. composed of several partners) needs to be dynamically formed in order to be agile and adaptable. According to the Digital Manufacturing paradigm, companies have to be able to quickly share and disseminate information regarding planning, designing and manufacturing of products. Additionally, they must be responsive to all technical and business determinants, as well as be assessed and certified for guaranteed performance. The current research intends to present a solution for the dynamic composition of the extended enterprise, formed to take advantage of market opportunities quickly and efficiently. A construction model was developed. This construction model consists of: information model, protocol model and process model. The information model has been defined based on the concepts of Supply Chain Operations Reference model (SCOR®). In this model is defined information for negotiating the participation of candidate companies in the dynamic establishment of a network for responding to a given demand for developing and manufacturing products, in seven steps as follows: request for information; request for qualification; alignment of strategy; request for proposal; request for quotation; compatibility of process; and compatibility of system. The protocol model has been elaborated and inspired in the OSI, this model provides a framework for linking customers and suppliers, indicates a sequence to be followed, in order to selecte companies to become suppliers. The process model has been implemented by means of process modeling according to the BPMN standard and, in turn, implemented as a web-based application that runs the process through its several steps, which uses forms to gather data. An application example in the context of the oil and gas industry is used for demonstrating the solution concept.

Eficiência e razão de hedge: uma análise dos mercados futuro brasileiros de boi, café, etanol, milho e soja

This research aims to investigate the Hedge Efficiency and Optimal Hedge Ratio for the future market of cattle, coffee, ethanol, corn and soybean. This paper uses the Optimal Hedge Ratio and Hedge Effectiveness through multivariate GARCH models with error correction, attempting to the possible phenomenon of Optimal Hedge Ratio differential during the crop and intercrop period. The Optimal Hedge Ratio must be bigger in the intercrop period due to the uncertainty related to a possible supply shock (LAZZARINI, 2010). Among the future contracts studied in this research, the coffee, ethanol and soybean contracts were not object of this phenomenon investigation, yet. Furthermore, the corn and ethanol contracts were not object of researches which deal with Dynamic Hedging Strategy. This paper distinguishes itself for including the GARCH model with error correction, which it was never considered when the possible Optimal Hedge Ratio differential during the crop and intercrop period were investigated. The commodities quotation were used as future price in the market future of BM&FBOVESPA and as spot market, the CEPEA index, in the period from May 2010 to June 2013 to cattle, coffee, ethanol and corn, and to August 2012 to soybean, with daily frequency. Similar results were achieved for all the commodities. There is a long term relationship among the spot market and future market, bicausality and the spot market and future market of cattle, coffee, ethanol and corn, and unicausality of the future price of soybean on spot price. The Optimal Hedge Ratio was estimated from three different strategies: linear regression by MQO, BEKK-GARCH diagonal model, and BEKK-GARCH diagonal with intercrop dummy. The MQO regression model, pointed out the Hedge inefficiency, taking into consideration that the Optimal Hedge presented was too low. The second model represents the strategy of dynamic hedge, which collected time variations in the Optimal Hedge. The last Hedge strategy did not detect Optimal Hedge Ratio differential between the crop and intercrop period, therefore, unlikely what they expected, the investor do not need increase his/her investment in the future market during the intercrop

Functions of code-switching in multilingual student community

Dissertação de Mestrado, Ciências da Linguagem, Faculdade de Ciências Humanas e Sociais, Universidade do Algarve, 2013

Acotaciones y sus variaciones en titulares de prensa económica inglesa: un análisis cognitivo

Teniendo en cuenta el principio de intertextualidad introducido en los años 60 por Julia Kristeva, la tesis que a continuación presentamos analiza un tipo de colocaciones -- que Lewis (2000: 133) denomina ‘part of a quotation’ – presentes en los titulares de noticias económicas y políticas de la revista británica The Economist, especializada en estos temas. Estas colocaciones, sin embargo, hacen referencia a los títulos de obras literarias, películas y series de TV, también a canciones o piezas de música. A veces estos títulos se citan sin cambios, pero otras veces son adaptados al contexto más específico de la noticia. En un estudio inicial realizado en 2007-2008, quedó demostrado desde un punto de vista estadístico que el empleo de estas colocaciones no constituía ninguna tendencia de uso en los diferentes registros lingüísticos presentes en dicha publicación y, contrariamente a nuestra impresión inicial, su incidencia respecto a la totalidad de titulares era, en general, muy baja. Sin embargo, en dicho estudio fue imposible resolver por qué aparecen estas colocaciones en titulares de noticias con cuyo contenido nada tienen que ver. Tomando como base el marco general de la Lingüística Cognitiva, la tesis que aquí desarrollamos intenta dar una explicación razonada de este fenómeno. Para ello seguiremos el concepto de intertextualidad que Burger (1991) aplica al campo de la fraseología, y la definición que Danesi (1994: 276) ofrece del mismo (‘cuando un texto alude a otro’)...

Risk premiumin the global creditMarkets: 2006-2012

¿What have we learnt from the 2006-2012 crisis, including events such as the subprime crisis, the bankruptcy of Lehman Brothers or the European sovereign debt crisis, among others? It is usually assumed that in firms that have a CDS quotation, this CDS is the key factor in establishing the credit premiumrisk for a new financial asset. Thus, the CDS is a key element for any investor in taking relative value opportunities across a firm’s capital structure. In the first chapter we study the most relevant aspects of the microstructure of the CDS market in terms of pricing, to have a clear idea of how this market works. We consider that such an analysis is a necessary point for establishing a solid base for the rest of the chapters in order to carry out the different empirical studies we perform. In its document “Basel III: A global regulatory framework for more resilient banks and banking systems”, Basel sets the requirement of a capital charge for credit valuation adjustment (CVA) risk in the trading book and its methodology for the computation for the capital requirement. This regulatory requirement has added extra pressure for in-depth knowledge of the CDS market and this motivates the analysis performed in this thesis. The problem arises in estimating of the credit risk premium for those counterparties without a directly quoted CDS in the market. How can we estimate the credit spread for an issuer without CDS? In addition to this, given the high volatility period in the credit market in the last few years and, in particular, after the default of Lehman Brothers on 15 September 2008, we observe the presence of big outliers in the distribution of credit spread in the different combinations of rating, industry and region. After an exhaustive analysis of the results from the different models studied, we have reached the following conclusions. It is clear that hierarchical regression models fit the data much better than those of non-hierarchical regression. Furthermore,we generally prefer the median model (50%-quantile regression) to the mean model (standard OLS regression) due to its robustness when assigning the price to a new credit asset without spread,minimizing the “inversion problem”. Finally, an additional fundamental reason to prefer the median model is the typical "right skewness" distribution of CDS spreads...