Submitted by Biblioteca Digital de Teses e Dissertações (sdi@ucb.br) on 2018-11-08T17:02:24Z No. of bitstreams: 1 FernandoAmaraldeAguiarDissertacao2018.pdf: 613142 bytes, checksum: ca63fd03e438b9af6ede8dbd384e42aa (MD5) / Approved for entry into archive by Biblioteca Digital de Teses e Dissertações (sdi@ucb.br) on 2018-11-08T17:03:16Z (GMT) No. of bitstreams: 1 FernandoAmaraldeAguiarDissertacao2018.pdf: 613142 bytes, checksum: ca63fd03e438b9af6ede8dbd384e42aa (MD5) / Made available in DSpace on 2018-11-08T17:03:16Z (GMT). No. of bitstreams: 1 FernandoAmaraldeAguiarDissertacao2018.pdf: 613142 bytes, checksum: ca63fd03e438b9af6ede8dbd384e42aa (MD5) Previous issue date: 2018-07-31 / Studies on the impact of technological innovation on the economy have spread through the literature. A specific field seeks to understand the advantages that a company or an industry has in deciding to produce technology internally or to buy it from third parties and to apply to existing processes. This paper reproduces the study by Cassiman and Veugelers (2006) and questions whether there is complementarity in the innovative process of the transformation industry in Brazil. The goal is to understand if the results found by the Belgian authors would be similar or different to Brazil, given the peculiarities of the Brazilian innovation sector. The evidence suggests that it is more advantageous for the transformation industry to buy technology rather than to invest in the creation of innovations within the sector. Therefore, the innovative process lacks complementarity. A possible explanation for this finding regards some particularities of Brazil, such as low labor productivity, excessive bureaucracy, low protection of intellectual property, but further investigation is necessary to distinguish the effects of those variables. This work is a pioneer in this topic for Brazil, and, for such reason, it does not exhaust the possibilities of inclusion of variables in the proposed models. The goal here is to introduce the subject and to raise discussions. / Estudos relacionados ao impacto da inovação tecnológica na economia têm tomado cada vez mais espaço na literatura. Um campo específico busca compreender as vantagens que possui uma empresa ou um setor ao decidir produzir tecnologia internamente ou comprá-la de terceiros para aplicar nos processos já existentes. Este trabalho reproduz o artigo de Cassiman e Veugelers (2006) e busca entender se existe complementariedade no processo inovativo da indústria de transformação no Brasil. O objetivo é compreender se, dadas as peculiaridades do setor inovativo brasileiro, os resultados obtidos seriam semelhantes ou distintos daqueles encontrados no artigo dos autores belgas. Conclui-se que é mais vantajoso para a indústria de transformação comprar tecnologia pronta ao invés de investir na criação de inovações internas, não existindo, portanto, complementariedade no processo inovativo. Particularidades do caso brasileiro poderiam explicar tais resultados, a exemplo de baixa produtividade da mão de obra, intensa burocracia, baixa proteção da propriedade intelectual. Contudo novos estudos são necessários para se determinar os efeitos de cada uma dessas variáveis, etc. Este trabalho é pioneiro neste tema para o Brasil, e, por este motivo, não exaure as possibilidades de inclusão de variáveis nos modelos propostos. O objetivo é introduzir o assunto e suscitar discussões relacionadas ao tema.

A Teoria dos Jogos é amplamente utilizada no estudo de fenômenos de interação estratégica, em especial na análise de mercados de commodities. Esse trabalho faz uma análise preliminar do mercado brasileiro de eteno e propeno sob a ótica de um modelo baseado na Teoria dos Jogos, representado matematicamente através de um problema de complementaridade mista. Neste modelo, as empresas atuam em uma competição de Cournot e os custos de produção são parâmetros incertos, representados através de cenários, sendo que, no equilíbrio, três decisões devem ser tomadas: i) o portifólio de tecnologias para produção, ii) a capacidade de produção de cada tecnologia e iii) o nível de produção de cada tecnologia em cada cenário. Considerando as diversas limitações do estudo, as simulações realizadas com o modelo proposto mostram que o comportamento dos agentes da indústria petroquímica brasileira está mais próximo de tomadores de preços, sem possibilidade de regulação de preços através das quantidades produzidas. / Game Theory is widely used in the study of strategic interaction, especially in the analysis of commodity markets. This work makes a preliminary analysis of the Brazilian ethylene and propylene market from the perspective of a model based on game theory, represented mathematically by a mixed complementarity problem. In this model, firms behave as Cournot players and production costs are uncertain parameters, represented by scenarios, and in equilibrium three decisions must be made: i) the portfolio of technologies for production, ii) technologies capacity and iii) the level of production for each technology in each scenario. Considering the limitations of the study, the simulations carried out with the proposed model show that the behavior of the Brazilian petrochemical industry agents is closer to price takers, without possibility of price regulation by the quantities produced.

Le travail présenté constitue une contribution méthodologique dans la séparation des anthraquinoïdes par chromatographie en phase liquide à haute performance à polarité inversée de phases. Cette amélioration a pour but ultime une meilleure détectabilité et caractérisation des composés constituant les colorants anthraquinoniques présents dans les objets du patrimoine culturel.Une série de 40 composés témoins, représentant un large éventail des structures possibles d’anthraquinoïdes a été utilisée pour la modélisation du comportement chromatographique de cette famille de composés.La première partie de cette recherche présente une étude comparative des performances des phases stationnaires greffées alkyle (C18). Ces performances sont décrites par le nombre de paires critiques ainsi que la symétrie de pics. Tenant compte de la dispersion des symétries de pic des différents composés sur différentes phases stationnaires nous avons proposé un nouvel indice global, le paramètre de symétrie d(TF;1) qui nous a permis de classer la totalité de phases selon leurs performances, et trouver celles se montrant les plus satisfaisantes.Face à des faibles différences de sélectivités des phases greffées octadécyle. Nous avons décidé de mettre en jeu d’autres mécanismes de rétention des anthraquinoïdes offerts par les phases fonctionnalisées.Le potentiel séparatif de phases fonctionnalisées a été évalué comme pour les précédentes et les phases les plus performantes ont été désignées.La comparaison globale des différentes phases stationnaires, aussi bien celles greffées octadécyle que celles fonctionnalisées, a été faite avec le coefficient de pertinence de colonnes (CSc), paramètre permettant d’englober le nombre de paires critiques et la symétrie de pics d’une manière univoque. Les diagrammes obtenus par projection des points correspondant aux coordonnées : coefficient de symétrie (Sc) et coefficient de paires critiques (CPc) – ont permis de choisir les phases aux propriétés désirées.Les différences de sélectivités des phases stationnaires étudiées, nous ont conduit à examiner leur orthogonalité en vue de la construction de systèmes séparatifs bi-dimensionnels. En se basant sur le critère de la qualité de séparation, nous avons employé une méthode de calcul de distances minimales et les moyennes arithmétique et harmonique de ces distances permettant de décrire l’étendue et l’homogénéité de la dispersion des pics sur une surface 2D. Cette méthode à été comparée avec les méthodes, classiques ou récentes, d’évaluation de la dispersion. Cette nouvelle approche a démontré son applicabilité à l’évaluation de pouvoir séparatif des systèmes 2D.Le travail expérimental mené principalement sur les standards est enrichi par quelques applications concrètes aux échantillons de colorants trouves dans des textiles historiques.Les résultats de cette recherche sont directement transférables dans des laboratoires impliqués dans l’analyse des anthraquinoïdes dans le but de l’identification des sources des colorants utilisées dans les objets du patrimoine culturel, mais aussi dans la caractérisation de ces composés dans le cadre de la recherche phytochimique, phytopharmacologique et autres. / This work contributes to the improvement in the separation of anthraquinoids by reversed phase high performance chromatography, the final target being setting down the detection limits and improving the characterisation of separated components of anthraquinoid dyes from the cultural heritage artefacts.A series of 40 standards representing large range of existing anthrquinoid structures was used for the modelling of chromatographic behaviour of that family of compounds.First part of that research show the comparative study of the performances of alkyl (C18) bonded stationary phases. These performances are expressed by number of critical pairs as well as by symmetry of peaks. Considering the dispersion of values of symmetry of various peaks on different stationary phases, we introduced a novel symmetry parameter d(TF;1), which allowed to range all stationary phases according to their “global” symmetry and to determine the most satisfactory ones.The selectivity of octadecyl bonded phases was little different each other, so it was decided to test the functionalised phases which could offer complementary retention mechanisms in the separation of anthraquinoid dyes in reversed phase systems.The separation efficiency of these phases was evaluated as before, and the most efficient phases were selected.The general comparison of all studied stationary phases, bonded with octadecyl and functionalised, was done with the column suitability coefficient (CSc), an univocal ranking parameter containing both descriptors: number of critical pairs and peaks’ symmetry. The diagrams obtained by projection of co-ordinates corresponding to the critical pairs’ coefficient (CPc) and symmetry coefficient (Sc) gives a choice of particular properties of phases.The different selectivity of several studied phases driven us to check out their orthogonality in the aim to built bi-dimensional separation systems. Using the separation efficiency criterion, we employed a minimal distances computation method as well as the arithmetic and harmonic means describing the extension and homogeneity of dispersion of peaks on 2D separation surface. This approach was compared with several other classical or recent methods of the evaluation of peak dispersion. It was demonstrated that our method is particularly useful in the comparison of separation power of 2D systems.The experimental work, mainly done with standards of anthraquinone derivatives, was illustrated by some applications to the real samples of dyestuffs found in historical textiles.The results of this research are directly transferable to the application laboratories involved in the analysis of anthraquinoids for the identification of sources of dyestuffs presents in cultural heritage artefacts, but also for their characterisation in phytochemistry, phytopharmacology and other research.

Antibodies are soluble proteins produced by the adaptive immune system to bind and counteract invading pathogens. The binding properties of a typical human antibody are determined by the structure of its variable domain, composed of two chains – heavy and light and by the conformation of six loops located on the surface of the variable domain, known as Complementarity Determining Regions (CDRs). In the first chapter, we describe our analysis of the conformational space occupied by five out of six antibody CDRs (L1, L2, L3, H1 and H2) and the development of a novel, length-independent method for grouping these CDRs into structural clusters (canonical forms). We show that using our method we can increase coverage and precision of assigning CDR sequences into clusters. In the next chapter, we describe a method for ranking structural decoys of the CDR-H3 loop. We show that by computationally perturbing CDR-H3 decoys we can improve the performance of existing ranking methods. In the same chapter, we discuss the development of a method for high-throughput assignment of heavy-light chain orientation. The power of the method was demonstrated by assigning orientation to billions of potential Fv sequences. The third Chapter describes the analysis of a large dataset of CDR sequences with the aim of identifying sequence patterns responsible for the loops' structure. Using a neural network methodology, we found several groups of CDR sequences which might be indicative of previously-unseen conformations. In the final results Chapter, we describe how we used the structural knowledge developed throughout the rest of the thesis to create a novel pipeline for computational antibody design. We show that the binders developed using our methodology had similar features to available antibody therapeutics and low predicted propensity to cause an immunogenic response. These results demonstrate the potential for using computational methods for designing high affinity therapeutics with human properties.

Submitted by Erika Demachki (erikademachki@gmail.com) on 2014-09-25T18:57:04Z No. of bitstreams: 2 Bruno de Souza Barreto - 2008 - Dissertação.pdf: 2633509 bytes, checksum: 9a1040f27931399225f28b393e640b6e (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2014-09-26T11:43:42Z (GMT) No. of bitstreams: 2 Bruno de Souza Barreto - 2008 - Dissertação.pdf: 2633509 bytes, checksum: 9a1040f27931399225f28b393e640b6e (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) / Made available in DSpace on 2014-09-26T11:43:42Z (GMT). No. of bitstreams: 2 Bruno de Souza Barreto - 2008 - Dissertação.pdf: 2633509 bytes, checksum: 9a1040f27931399225f28b393e640b6e (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) Previous issue date: 2008-06-06 / Fundação de Apoio à Pesquisa - FUNAPE / The units of conservation are main strategy adopted by the rulers to guarantee that the negative effects of the socioeconomic development reach less the biodiversity. recent researches have been trying to outline the problem through reserve selection that seek larger representativeness of the goals of conservation (in general some estimador of the biodiversity as the species) in terms of a smaller number of areas as possible. in the last 50 years the cerrado is going by transformations in their natural landscapes due to the progress of the modern agriculture and of the livestock. due to that, the objective of that work was to define priority areas network for conservation of bats in terms of five conservation sceneries differents. the generated nets were restricted by socioeconomic cost, presence of cave and a cost that considers the previous two cost. the results revealed main features of analyses of complementarity: multiple solutions, flexibility of the nets, and influence of the rarity of the species for the definition of groups starting from the pattern of rarity. the costs were important for definition of nets that avoided as much conflicts of conservation as prioritized the species in areas of cave. / As unidades de conservação são principal estratégia adotada pelos governantes para garantir que os efeitos negativos do desenvolvimento socioeconômico atinjam menos a biodiversidade. recentes pesquisas têm tentado contornar o problema através de seleção de reservas que visam maior representatividade das metas de conservação (em geral algum estimador da biodiversidade como as espécies) em termos de um menor número de áreas quanto possível. nos últimos 50 anos o cerrado vem passando por transformações em suas paisagens naturais em decorrência do avanço da agricultura moderna e da pecuária. os morcegos são também ameaçados e em decorrência disso, o objetivo desse trabalho foi definir redes de reservas regionais prioritárias para conservação de morcegos em termos de cinco cenários de conservação diferentes. as redes geradas foram restringidas por custo socioeconomico, custo presença de caverna e custo que podera os dois anteriores. os resultados reelaram as principais caracteísticas de análises de complementaridade: multiplas soluçoes, flexibilidade das redes, influência da raridade das espécies pela definição de grupos a partir do padrão de raridade. os custos foram importantes para definição de redes que evitaram tanto conflitos de conservação quanto priorizaram as espécies em regioes de caverna.

[pt] A estabilização sazonal da oferta de energia tem sido um desafio ao planejamento da operação, e dada a complementaridade existente entre as fontes hidráulica e eólica, um plano de ação integrado poderia mitigar o risco natural envolvido no processo de geração de energia. A construção de cenários integrados de vento e vazão constituiria uma importante ferramenta para o planejamento das operações e cálculo do despacho ótimo, visto que, a energia eólica tem assumido importância crescente e está, cada vez mais, inserida no ambiente de comercialização de energias. No Brasil, onde a capacidade eólica instalada vem atingindo patamares significativos, predominantemente na região Nordeste, os cenários integrados seriam incorporados ao modelo Newave utilizado pelo ONS. Este trabalho se propõe a desenvolver modelos de estimação conjunta de vento e vazão através do algoritmo recursivo de mínimos quadrados ponderados, alimentado pelas séries de fator de capacidade eólico, vazão e energia natural afluente, as últimas provenientes do modelo Newave. Em seguida a geração de cenários integrados utiliza o método de simulação de Monte Carlo. Os resultados obtidos no processo de modelagem demonstraram bom desempenho, e as séries sintéticas simuladas preservaram as características das séries originais. / [en] The seasonal stability of supply energy has been a challenge for operation planning for the electric sector. Since the existence of the complementarity between wind and hydro sources, an integrated action plan could mitigate the natural risk involved in the electricity generation process. The integrated wind and streamflow scenarios would constitute an important tool for operation planning and also would provide means to calculate the optimal dispatch. Due wind power has assume increasing importance and it has been inserted in the energy trading environment more and more. In Brazil, the installed wind power capacity has reached significant levels, predominantly in the Northeast region, the integrated scenarios would be incorporated into the Newave model, which is used by the ONS. This work aims to develop models for joint estimation of wind and streamflow through the recursive algorithm of weighted least squares, fed by the series of wind capacity factor, streamflow and natural hydro power, the latest comes from Newave model. Next, the integrated scenarios generation uses Monte Carlo simulation method. The final results in the modeling process showed good performance, and simulated synthetic series preserved the characteristics of the original series.

We generalize a simple New Keynesian model and show that a flattening of the Phillips curve reduces the size of fiscal multipliers at the zero lower bound (ZLB) on the nominal interest rate. The factors behind the flatting are consistent with micro- and macroeconomic empirical evidence: it is a result of, not a higher level of price rigidity, but an increase in the degree of strategic complementarity in price-setting -- invoked by the assumption of a specific instead of an economy-wide labour market, and decreasing instead of constant-returns-to-scale. In normal times, the efficacy of fiscal policy and resulting multipliers tends to be small because negative wealth effects crowd out consumption, and because monetary policy endogenously reacts to fiscally-driven increases in inflation and output by raising rates, offsetting part of the stimulus. In times of a binding ZLB and a fixed nominal rate, an increase in (expected) inflation instead lowers the real rate, leading to larger fiscal multipliers. Conditional on being in a ZLB-environment, under a flatter Phillips curve, increases in expected inflation are lower, so that fiscal multipliers at the ZLB tend to be lower. Finally, we also discuss the role of solution methods in determining the size of fiscal multipliers. / Series: Department of Economics Working Paper Series

Innovation is today at the centre of competition in most industries. As a stylized fact, an important channel through which engage in non-price competition is research and development (R&D), whose primary outcome is pure innovation. Firms carry out both product and process innovation, but the bearings of these two factors on R&D efforts have been investigated separately. Most of the rather large theoretical literature on R&D has focused upon process innovation, while product innovation has drawn particular attention in empirical studies. Recently, two different streams of research have emerged: one has contributed to the analysis of complementarities within R&D portfolios in monopoly or oligopoly models; the other has described the dynamics of adoption of product and process innovation and is commonly known as “technology life cycle” of the product. The aim of the present book is to bridge the two aforementioned streams of research by combining the theory of supermodular games and the theory of differential games. Starting from simple static monopoly models where we show that process and product innovation are complementary, we arrive at more complex dynamic oligopoly games where the presence of complementarity becomes an inherent feature of dynamic optimization. In particular, we investigate the technology life cycle and the issue of strategic interaction in differential games. Moreover, we study financial contracting in presence of complementary investment activities and different aspects that characterize advertising efforts. / L'innovation est aujourd'hui au centre de la concurrence dans la plupart des industries. Il est à noter qu'un canal important par lequel les entreprises s'engagent en concurrence non-prix est la recherche et développement (R&D), dont le résultat premier est la innovation pure. Les entreprises investissent dans l'innovation de processus et dans l'innovation de produit, mais l'étude de ces deux facteurs concernant la R&D a été fait séparément. La majeure partie de l'ample littérature sur la R&D s'est focalisée sur l'innovation de processus, tandis que l'innovation de produit a reçu une attention particulière dans les études empiriques. Récemment, deux différents domaines de recherche ont émergé: l'un a contribué à l'analyse des complémentarités dans les portefeuilles de R&D en modèles de monopole ou d'oligopole; l'autre a décrit la dynamique de l'adoption du produit et de l'innovation de processus et il est généralement connu comme “cycle de vie technologique” du produit. Le but du livre actuel est d'établir un lien entre les deux domaines de recherche mentionnés ci-dessus en combinant la théorie des jeux supermodulaires et la théorie des jeux différentiels. À partir d'un modèle simple de monopole statique où nous prouvons que l'innovation de processus et l'innovation de produit sont complémentaires, nous arrivons à des jeux d'oligopole dynamiques plus complexes où la présence de la complémentarité devient une caractéristique inhérente d'optimisation dynamique. En particulier, nous étudions le cycle de vie technologique du produit et la question de l'interaction stratégique dans les jeux différentiels. Nous étudions aussi la contratation financière en présence d'activités complémentaires et les différents aspects qui caractérisent l'investissement en publicité.

Mathematical program with equilibrium constraints (MPEC)has extensive applications in practical areas such as traffic control, engineering design, and economic modeling. Some generalized stationary points of MPEC are studied to better describe the limiting points produced by interior point methods for MPEC.A primal-dual interior point method is then proposed, which solves a sequence of relaxed barrier problems derived from MPEC. Global convergence results are deduced without assuming strict complementarity or linear independence constraint qualification. Under very general assumptions, the algorithm can always find some point with strong or weak stationarity. In particular, it is shown that every limiting point of the generated sequence is a piece-wise stationary point of MPEC if the penalty parameter of the merit function is bounded. Otherwise, a certain point with weak stationarity can be obtained. Preliminary numerical results are satisfactory, which include a case analyzed by Leyffer for which the penalty interior point algorithm failed to find a stationary solution. / Singapore-MIT Alliance (SMA)

We introduce basic ideas of a nonsmooth Newton’s method and its application in solving semidefinite optimization (SDO) problems. In particular, the method can be used to solve both linear and nonlinear semidefinite complementarity problems. We also survey recent theoretical results in matrix functions and stability of SDO that are stemed from the research on the matrix form of the nonsmooth Newton’s method. / Singapore-MIT Alliance (SMA)