Neste trabalho são estimados os efeitos das transferências de renda representadas pelo Programa Bolsa Família (PBF), nos fluxos migratórios entre os municípios brasileiros de 2008 a 2010. Parte-se de um Modelo de Escolha Discreta, e são obtidas e estimadas as equações agregadas de fluxo origem-destino com dependência espacial. Para desenvolver a análise, os indivíduos são divididos entre seis perfis de renda familiar per capita, e pela natureza do PBF, o foco da análise se dá principalmente nos quatro primeiros perfis. Então, são sugeridos alguns mecanismos pelos quais o PBF e sua gestão podem atuar sobre a decisão de migrar ou permanecer no local. Os mecanismos idealizados são diferentes de acordo com o status do indivíduo, de ser beneficiário do programa ou não, de acordo com seu perfil de renda, e se a característica do programa diz respeito ao seu município de residência, ou a outro município para o qual possa migrar. Como robustez, estima-se um modelo Logit, da probabilidade de o indivíduo ter realizado qualquer migração de acordo com algumas características individuais, dentre as quais a de ser beneficiário do programa, e de acordo com características de seu município de origem, estando as de gestão do PBF contidas neste segundo grupo. Os resultados em geral replicam os principais achados da literatura de migração, e apontam para relevância e não neutralidade dos recursos e da gestão municipal do Programa Bolsa Família na decisão locacional dos indivíduos / In this master thesis we estimated the effect of cash transfers in the migration flows among Brazilian municipalities from 2008 to 2010. We consider the cash transfer program named Bolsa Família (PBF), and aggregated origin-destination flows with spatial dependence equations in a Discrete Choice Model. To develop our analysis, the individuals are separated in six per capita family income profiles. In face of the PBF aim, we focus on the first four profiles. Then, some mechanisms that can influence the decision to migrate or to stay in the same municipality are suggested. Each mechanism differs acording to the individual status, of being a beneficiary of the program or not, acording to his income profile, and also acording to the analysed feature of the program being about his own municipality, or of another one, for where he can migrate. As robustness, we estimated a Logit model of the individual probability of having migrated, given his caracteristics, among which being beneficiary, and given the characteristics of his origin municipality, among which the PBF management features. The results seem to replicate the main finds of migration literature, and point to the relevance of being concerned with the management of the program and the release of resources, because of its influences on individual location decision

A number of theories have attempted to explicate mechanisms underpinning the transition from recreational drug use to substance dependence. A highly reliable correlate of dependence is the value ascribed to the drug. However, supernormal drug valuation may be insufficient to fully account for a subgroup of dependent individuals for whom the course of dependence is chronic and relapsing and who persist in drug use in the face of devastating costs. Three candidate secondary mechanisms for dependence are considered in this thesis: cue reactivity, cost discounting, and sensitivity to negative affect. Neither cue reactivity nor cost discounting were found to be significantly associated with severity of alcohol dependence in samples of young adult drinkers. By contrast, induced negative affect was found to be reliably associated with augmented alcohol motivation, and sensitivity to this effect was related to symptoms of depression and self-reported drinking to cope with negative affect: both risk factors for the development of dependence. These findings delineate a particular subset of dependent individuals for whom negative affect may represent a substantial trigger to continued drug use. There are a lack of brief interventions to abolish or limit negative affect driven drug motivation. This thesis trialled three potential interventions. A natural walk intervention in hazardous drinkers showed no evidence of limiting this effect in two experiments. Brief instruction in acceptance-based coping showed no evidence of limiting annoyance in response to an aversive noise induction procedure in an alcohol dependent population, and was therefore also eliminated as a potential intervention. However, engagement with pleasant environmental images, as a proxy for environmental enrichment, significantly reduced negative affect driven alcohol choice in student drinkers who reported a desire to visit the locations shown (high liking), compared to low-liking individuals and controls. This provides preliminary evidence for the efficacy of environmental enrichment type interventions, justifying further trials. In treatment of dependence more generally, interventions to increase access to healthy, non-drug sources of positive reinforcement may prove effective.

In this thesis, we present a dynamical systems analysis of models of movement coordination, namely the Haken-Kelso-Bunz (HKB) model and the Jirsa-Kelso excitator (JKE). The dynamical properties of the models that can describe various phenomena in discrete and rhythmic movements have been explored in the models' parameter space. The dynamics of amplitude-phase approximation of the single HKB oscillator has been investigated. Furthermore, an approximated version of the scaled JKE system has been proposed and analysed. The canard phenomena in the JKE system has been analysed. A combination of slow-fast analysis, projection onto the Poincare sphere and blow-up method has been suggested to explain the dynamical mechanisms organising the canard cycles in JKE system, which have been shown to have different properties comparing to the classical canards known for the equivalent FitzHugh-Nagumo (FHN) model. Different approaches to de fining the maximal canard periodic solution have been presented and compared. The model of two HKB oscillators coupled by a neurologically motivated function, involving the effect of time-delay and weighted self- and mutual-feedback, has been analysed. The periodic regimes of the model have been shown to capture well the frequency-induced drop of oscillation amplitude and loss of anti-phase stability that have been experimentally observed in many rhythmic movements and by which the development of the HKB model has been inspired. The model has also been demonstrated to support a dynamic regime of stationary bistability with the absence of periodic regimes that can be used to describe discrete movement behaviours.

A modelagem da estrutura de dependência é de grande importância em todos os ramos da economia onde há incerteza. Ela é um elemento crucial na análise de risco e para a tomada de decisão sob incerteza. As cópulas oferecem aos agentes que se deparam com este problema um poderoso e flexível instrumento para modelar a estrutura de dependência entre variáveis aleatórias e que é preferível ao instrumento tradicional baseado na correlação linear. Neste estudo, nós analisamos a dinâmica temporal da estrutura de dependência entre índices de mercados financeiros internacionais e propomos um novo procedimento para capturar a estrutura de dependência ao longo do tempo. Adicionalmente, estudamos alguns fatos estilizados sobre índices de mercados financeiros como a relação entre volume-volatilidade e retorno-volatilidade. / Modelling dependence is of key importance to all economic fields in which uncertainty plays a large role. It is a crucial element of risk analysis and decision making under uncertainty. Copulas offer economic agents facing uncertainty a powerful and flexible tool to model dependence between random variables and often are preferable to the traditional, correlation-based approach. In this work we analyze the time dynamics of the dependence structure between broad stock market indices and propose a novel procedure to capture dependence structure over time. Additionally, we study some stylized facts about stock market indexes such as volume-volatility and return-volatility relations.

DeMiguel, Garlappi e Uppal (2009) fizeram a comparação da regra 1/N ou de Talmud com 14 modelos de otimização que vieram depois do trabalho de Markowitz (1952). As conclusões mostraram que todos os modelos de alocação ótima analisados tiveram um desempenho inferior ao da regra de Talmud. Tu e Zhou (2011) propuseram uma combinação entre Markowitz e Talmud para que tal modelo superasse Talmud. Os resultados obtidos foram satisfatórios. A desconsideração dos eventos extremos (dependência assimétrica ou caudal) durante o processo de construção de carteiras poderá diminuir as habilidades dos gestores de ativos em reduzir o risco através da diversificação. A modelagem de cópulas sobre os retornos dos ativos nos permite calcular uma alternativa para medir a dependência dos ativos em eventos extremos através do índice de dependência caudal inferior. Hatherley e Alcock (2007) relataram que o modelo de Markowitz tende a subestimar as perdas potenciais que venham a ocorrer na presença de eventos extremos de mercado (crashes) para um determinado nível de retorno esperado. Verificamos se as estratégias com dependência caudal superaram Talmud, o modelo de Markowitz e o modelo de Tu e Zhou (2011) através da simulação de 1.000 carteiras com 3, 5, 10 e 20 ativos escolhidos ao acaso do índice DJIA no período de 03/1990 até 12/2012. Concluímos que os modelos de dependência caudal e o de Markowitz tiveram uma desempenho fora da amostra superior ao Talmud e ao modelo de Tu e Zhou (2011) para as carteiras com 3, 5, 10 e 20 ativos. A estratégia com dependência caudal superou Markowitz, em termos de retorno acumulado, em mais de 60% dos meses considerados em todas as análises. Os resultados apontam que a regra de Talmud deve ser descartada num contexto de construção de carteiras com ações frente à estratégia com dependência caudal. / DeMiguel, Garlappi and Uppal (2009) made a comparison of rule 1 / N or Talmud with most optimization techniques that followed the work of Markowitz (1952). The conclusions were devastating for all asset allocation models in the context of portfolios combined with other portfolios. Tu and Zhou (2011) proposed a combination between Markowitz and Talmud to overcome such a rule Talmud. The results were satisfactory. In the presence of extreme events, the Pearson correlation coefficient tends to increase in magnitude, making spurious results diversification based solely on this factor. The elimination of extreme events (asymmetric or tail dependence) during the portfolio construction process can reduce the skills of asset managers to reduce risk through diversification. The copula theory allows us to calculate an alternative to measure the dependence of extreme events in assets through the index lower tail dependence. Hatherley and Alcock (2007) reported that the Markowitz model tends to underestimate the potential losses that may occur in the presence of extreme market events (crashes) for a given level of expected return. We check that the strategies with tail dependence overcame Talmud rule, the Markowitz model and the model of Tu and Zhou (2011) by simulating 1,000 portfolios with 3, 5, 10 and 20 randomly selected assets from DJIA for the period 03/1990 until 12/2012. We conclude that models of tail dependence and Markowitz had more performance ex-ante than Talmud and the Tu and Zhou (2011) model for portfolios with 3, 5, 10 and 20 assets. Tail dependence models overcome Markowitz, in terms of cumulative return, in over 60% of months considered in the analysis. The results indicate that the Talmud rule should be discarded in a context of constructing portfolios with individual stocks ahead strategies with tail dependence.

Diferente das medidas de associação global (coeficiente de correlação linear de Pearson, de Spearman, tau de Kendall, por exemplo), as medidas de dependência local descrevem o comportamento da dependência localmente em diferentes regiões. Nesta tese, as medidas de dependência local para variáveis aleatórias propostas por Bairamov et al. (2003), Bjerve e Doksum (1993) e Sibuya (1960), são estudadas sob o enfoque de processos estocásticos estacionários bivariados e univariados, neste caso, estudando o comportamento da dependência local ao longo das defasagens da série temporal. Para as duas primeiras medidas, discutimos as suas propriedades, e estudamos os seus estimadores, além da consistência dos mesmos. Para a medida de Sibuya, além de discutir suas propriedades, propomos três estimadores para variáveis aleatórias e dois para séries temporais, verificando a consistência dos mesmos. O comportamento das três medidas locais e dos seus estimadores foram avaliados através de simulações e aplicações a dados reais (neste caso, fizemos uma comparação destas com cópula e densidade cópula). / Unlike global association measures (Pearson´s linear correlation coefficient, Spearman´s rho, Kendall´s tau, for example), local dependence measures describe the behaviour of dependence locally in different regions. In this thesis, the local dependence measures for random variables proposed by Bairamov et al. (2003), Bjerve and Doksum (1993) and Sibuya (1960), are studied in the context of bivariate and univariate stationary stochastic processes, in this case, evaluating the performance of local dependence along time lags. We discussed the properties and studied the estimators and consistence of the first two measures. As for the Sibuya measure, in addition to discussing its properties, we propose three estimators for random variables and two for time series while checking their consistence. The behaviour of the three local measures and their respective estimators was evaluated by simulations and application to real data (in this case, a comparison was drawn with copula and copula density).

Cette thèse porte sur l'analyse mathématique de modèles de compétition de plusieurs espèces microbiennes sur un seul nutriment dans un chémostat. L'objectif est de montrer la coexistence des espèces par divers mécanismes pour affirmer la biodiversité que l'on trouve dans les écosystèmes aquatiques et terrestres ainsi que dans les bioréacteurs. Nous nous somme intéressés principalement à trois mécanismes de coexistence :1- La compétition inter-spécifique entre les populations de micro-organismes et intra-spécifiques entre les individus de la même espèce.2- La floculation où l'espèce la plus compétitive inhibe sa propre croissance par la formation des flocs pour pouvoir coexister avec les autres espèces. En fait, ces bactéries en flocs consomment moins du substrat que les bactéries isolées puisqu'ils ont un moins bon accès au substrat, étant donné que cet accès au substrat est proportionnel à la surface extérieur du floc.3- La densité-dépendance dont le modèle peut être construit à partir du modèle de floculation en supposant que la dynamique de floculation est plus rapide que la croissance des espèces. Dans ce modèle densité-dépendant, le taux de croissance et le taux de prélèvement dépendent non seulement de la densité du substrat mais aussi de la densité de la biomasse.Enfin, nous avons étudié un modèle de digestion anaérobie à trois étapes avec dégradation enzymatique du substrat (matière organique) dont une partie peut être sous forme particulaire. L'analyse mathématique montre que ce modèle peut présenter la quadri-stabilité avec lessivage d'aucune, d'une ou de deux espèces selon la condition initiale. / This thesis focuses on the mathematical analysis of models of several species in competition on a single nutrient in a chemostat. The objective is to show the coexistence of microbial species by different mechanisms to affirm the biodiversity found in aquatic and terrestrial ecosystems as well as in bioreactors. We are interested mainly in three mechanisms of coexistence :1- The inter-specific competition between populations of micro-organisms and intra-specific between individuals of the same species.2- The flocculation where the species who wins the competition inhibits its growth by the formation of flocs to be able to coexist with the other species. In fact, these flocs consume less substrate than isolated bacteria since they have less access to the substrate, given that this access to the substrate is proportional to the outside surface of the floc.3- The density-dependence which the model can be construct from the flocculation model by assuming that the dynamics of flocculation is faster than the growth of the species. In this density-dependent model, the growth rate and removal rate depend not only on the density of substrate but also of the density of biomass.Finally, we studied a 3-step model of anaerobic digestion with enzymatic degradation of the substrate (organic matter) that can partly be under a solid form. The mathematical analysis shows that this model may exhibit the quadri-stability with washout of none, one or two species according to the initial condition.

This thesis deals with the possibility of using psychological coaching as a support method for smoking cessation. The theoretical section provides an overview of key information on the topics of coaching and smoking, with an emphasis primarily on the aspects applied in the qualitative research project, the description of which constitutes the content of the empirical section. On the basis of the author's preconceived original design which, in addition to the diagnostic and evaluation phases, comprised the essential stage of the three-month long coaching of nine smokers in different stages of the cessation process, the author sought to map the potential benefits, advantages and other aspects of the use of coaching as an innovative method, thusfar not commonly included among the established alternatives offered as smoking cessation intervention techniques. Keywords: coaching, smoking, tobacco dependence, smoking cessation, quitting smoking

O consumo abusivo do álcool e suas conseqüências vêm aumentando significativamente, constituindo sério problema para a saúde pública. Esses problemas representam alto custo social e comprometem diversas áreas da saúde. O presente estudo é do tipo descritivo e tem como objetivo identificar o apoio social para dependentes do álcool e analisar suas relações. A amostra foi composta por 50 usuários, cadastrados, e em atendimento no Centro de Atenção Psicossocial -Álcool e Drogas - CAPS ad.II, de Ribeirão Preto, com diagnóstico de síndrome de dependência do álcool. Para a coleta de dados foi utilizado questionário estruturado com perguntas fechadas, dividido em três partes: as informações sociodemográficas, o teste de identificação do uso do álcool (Audit) e o instrumento de apoio social Medical Outcomes Study (MOS). Resultados: 43(86%) do sexo masculi no, 26(46%) solteiros, 26(52%) adultos, faixa etária entre 30 e 49 anos, com baixo nível de escolaridade 31(62%), pois tinham o ensino fundamental completo ou incompleto, e 21(42%) estavam desempregados. Com relação ao uso do álcool, 44(88%) apresentaram níveis de provável dependência, ou dependência, do álcool, e 31(62%) iniciaram o uso do álcool na adolescência, entre 12 e 18 anos. Referente ao apoio social (apoio material, apoio afetivo mais interação social positiva, apoio emocional mais apoio de informação) de um modo geral, observou-se que os usuários apresentaram apoio social baixo, quando comparados os tipos de apoio, encontrou-se associação entre apoio afetivo e interação social positiva e a faixa etária, principalmente na idade de 50 anos, pois a chance de não terem apoio é 15 vezes maior quando comparado aos mais jovens. Os achados do presente estudo apontam para o desenvolvimento de programas direcionados a fortalecer o apoio social durante e após o tratamento do uso abusivo o álcool. / Binge drinking and its consequences have been increasing significantly, thus becoming a serious health problem. Such problems represent a high social cost and they adversely affect several health sectors.The present descriptive study aims to identify social support among alcohol dependent individuals and evaluate their association. The sample consisted of fifty alcohol users who signed up for treatment at the Center for Psychosocial Attention- Alcohol and Drugs (CAPS ad.II) in Ribeirão Preto, diagnosed with Alcohol Dependence Syndrome. For data collection, a questionnaire, divided into three parts, containing closed ended questions on social demographic information, the Alcohol Use Identification Test (Audit), and the Social Support Instrument Medical Outcomes Study (MOS) was used.RESULTS: 43 (86%) of the subjects were male, 26 (52%) were single, 26 (52%) were adults between thirty and forty nine years old with low educational level (they had not completed elementary school), and 21 (42%) were unemployed. As for alcohol use, 44 (88%) of the subjects presented level of probable dependence or alcohol dependence and 31 62%) started using alcohol between the age of twelve or eighteen. As regards social support, (material support, affective support plus positive social interaction, emotional support plus information support) subjects were found to count on low social support. When types of support were compared, an association between affective support and positive social interaction and age group emerged, mainly around the age of 50, for this age group is one fifteenth times as likely to count on social support when compared with younger subjects. These findings present indicators for the development of programs aiming to strengthen social support during and after binge drinking treatment.

O presente trabalho busca elucidar aspectos da relação entre teoria e prática em Fernando Henrique Cardoso, desde o início de sua produção teórica até sua primeira candidatura presidencial, em 1994. Neste sentido, trabalha também com uma problemática mais ampla, a da relação entre teoria e prática em intelectuais que se querem transformadores da realidade. Esta análise contrasta com as interpretações que encontram nas formulações sobre dependência a origem determinada da trajetória política de Cardoso seja com um viés de continuidade, como se a teoria prévia houvesse determinado a prática, seja de ruptura, como se a prática fosse fruto de uma corte com a teoria original. Buscamos demonstrar o processo através do qual Fernando Henrique Cardoso caminhou, sem grandes rupturas, de um momento que chamamos de \"nacionalização do marxismo sui generis\" para um pragmatismo político que era marca de sua atuação em 1994. Encontraremos na confluência entre sua trajetória inicial, suas origens, as características de sua produção teórica mais importante e os elementos do contexto histórico, social e político do país durante a transição, as bases para as opções políticas seguidas por Cardoso. Mostraremos a existência de uma tensão em sua produção teórica, para explicar como esta foi se resolvendo na prática política, em especial entre sua candidatura ao Senado, apoiada pelo novo sindicalismo brasileiro, em 1978, e sua candidatura a prefeito de São Paulo em 1985, já desconectada de uma perspectiva de esquerda. Por fim, buscaremos mostrar como a definição de uma nova hegemonia no país no final dos anos 1980 criou as condições para a consolidação desse pragmatismo em Cardoso, que passa a justificar \"teoricamente\" suas ações a partir do retorno a uma dicotomia moderno versus arcaico que ele próprio ajudara a superar com a teoria da dependência. / This thesis seeks to elucidate aspects of the relationship between theory and practice in Fernando Henrique Cardoso, from the beginning of his theoretical production until his first presidential candidacy in 1994. In this sense, it also addresses a broader problem, that of the relation between theory and practice in intellectuals who intend to transform reality. This analysis contrasts with the interpretations that find in Cardoso\'s formulations about Dependence the determined origins of his political trajectory -whether with a continuity bias, as if the previous theory had determined the practice, whether with a rupture bias, as the practice was the result of a rupture with the original theory. We intend to demonstrate the process through which Fernando Henrique Cardoso evolved, without significative ruptures, from a moment we call a sui generis \"nationalization of Marxism towards a political pragmatism that was the hallmark of his political action in 1994. We find it at the confluence between his class origin, the characteristics of his most important theoretical production and the elements of the historical, social and political Brazilian context during the transition to democracy, the bases for the political choices made by Cardoso. We emphasize the existence of a tension in his theoretical production, and then explain how it was resolved in political practice, especially between his candidacy for the Senate, supported by the new Brazilian trade unionism in 1978, and his candidacy for mayor of São Paulo in 1985, at that moment already disconnected from a left perspective. Finally, we show how the definition of a new hegemony in the country at the end of the 1980s created the conditions for the consolidation of this pragmatism in Cardoso, which at that moment justified \"theoretically\" his actions based on a return to a modern versus archaic dichotomy that he himself had helped to overcome with dependency theory.