We compare two time series models: an ARMA(1,1)-ACD(1,1)-NIG model against an ARMA(1,1)-GARCH(1,1)-NIG model. Their out-of-sample performance is of interest rather than their in-sample properties. The models produce one-day ahead forecasts which are evaluated using three statistical tests: VaR-test, VaRdur-test and Berkowitz-test. All three tests are concerned with the the tail events, since our time series models are often used to estimate downside risk. When the two models are applied to data on Canadian stock market returns, our three statistical tests point in the direction that the ACD model and the GARCH model perform similarly. The difference between the models is small. We finish with comments on the model uncertainty inherit in the comparison.

Submitted by Filipe dos Santos (fsantos@pucsp.br) on 2016-08-23T12:16:52Z No. of bitstreams: 1 Danielle Guglieri Lima.pdf: 2888176 bytes, checksum: be6180605155f36e8e2906ae3bc8b316 (MD5) / Made available in DSpace on 2016-08-23T12:16:52Z (GMT). No. of bitstreams: 1 Danielle Guglieri Lima.pdf: 2888176 bytes, checksum: be6180605155f36e8e2906ae3bc8b316 (MD5) Previous issue date: 2016-03-15 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / This research grounds in “Oral and written text and discourse” that aims reading, wording and discourse production under a socio-cognitive-interactional approach. This is particularly connected to sustainable marketing presented to the public in Santander Bank site as a corporative communication. Employees’ training is required in order to their communication about the company positive aspects to them, to the community, to the environment, to the education or to other relevant points in social context, lately. Nevertheless, the corporate mission, vision and values must represent such aspects before disclosing to indoor (employees) and outdoor audiences (suppliers and clients). Thus, it was intended to investigate arising causes and motivations from concerning about sustainability in the corporative world that are available by corporative discourse showed inside institutional material through internet hosting. In the moment of proposing the assumption concerning to the companies sustainability information which occurs in an artificial way with the goal to inform the community, clients and suppliers about environments serviceable acts, it’s clear that all arrangements in such communications are linguistic specific handling, called, in this case, greenwashing, which are, in a hybrid form and undergo the concern to syntax, word choosing, audience knowledge and argumentative techniques studied by managers and embedded to corporative marketing theories. It’s believed that corporative communications, such as any communication, are hardly focused in social ideological issues, and are in convergence to Portuguese specific terms in order to promote speakers compliance. In this research, the ideological focus is concentrated in socially sustainable and responsible bias / Esta pesquisa fundamenta-se na linha “Texto e discurso, nas modalidades oral e escrita”, de forma a visar à leitura e à produção de textos e discursos, sob o ponto de vista sócio-cognitivo-interacional, estando, pois, unida, especificamente, ao estudo do discurso do marketing sustentável, apresentado, publicamente, no site do Banco Santander, como forma de comunicação corporativa. Para que essa forma de comunicação esteja atrelada aos aspectos positivos da empresa, é preciso educar e treinar os funcionários para comunicar o que a empresa faz de positivo para eles, para a comunidade, para o meio ambiente, para a educação, ou para outros pontos julgados relevantes no contexto social dos dias de hoje. No entanto, a missão, a visão e os valores empresariais devem traduzir tais aspectos, antes que sejam divulgados ao público interno (funcionários) ou externo (clientes e fornecedores). Desta forma, pretendeu-se averiguar as causas e as motivações advindas da preocupação com a sustentabilidade no mundo corporativo que estão disponíveis por meio do discurso empresarial, apresentado em material institucional hospedado na Internet. Ao se propor a hipótese de que a preocupação com a sustentabilidade das empresas ocorre de maneira artificial, a fim de informar a comunidade, clientes e fornecedores sobre os atos benéficos realizados ao meio-ambiente, parece claro que todos os mecanismos utilizados em tais comunicações constituem manobras, muito específicas, de cunho linguístico, chamadas, neste caso, de greenwashing as quais se apresentam de forma híbrida e que passam pela preocupação com a sintaxe, a escolha de palavras, o conhecimento da plateia e as técnicas argumentativas estudadas pelos administradores e incorporadas às teorias de marketing institucional. Acredita-se que as comunicações institucionais, como qualquer comunicação, são extremamente focalizadas em questões ideológicas da sociedade e que estão colocadas com uma convergência para termos específicos da língua portuguesa, de forma a promoverem a adesão de seus atores. Nesta pesquisa, o foco ideológico está centrado no viés sustentável e responsável socialmente

Submitted by Jadi Castro (jadiana.castro@ucb.br) on 2017-02-21T18:01:09Z No. of bitstreams: 1 AdaoVoneTeixeiradeAssuncaoDissertacao2016.pdf: 1069424 bytes, checksum: 2cec9cf848a40c34902559e8d8f0c95c (MD5) / Approved for entry into archive by Kelson Anthony de Menezes (kelson@ucb.br) on 2017-02-21T18:02:23Z (GMT) No. of bitstreams: 1 AdaoVoneTeixeiradeAssuncaoDissertacao2016.pdf: 1069424 bytes, checksum: 2cec9cf848a40c34902559e8d8f0c95c (MD5) / Made available in DSpace on 2017-02-21T18:02:24Z (GMT). No. of bitstreams: 1 AdaoVoneTeixeiradeAssuncaoDissertacao2016.pdf: 1069424 bytes, checksum: 2cec9cf848a40c34902559e8d8f0c95c (MD5) Previous issue date: 2016-03-31 / Aplicamos o Modelo Autoregressivo de Dura????o Condicional (ACD) Mercado de Futuros de Taxa Interbanc??ria Brasileira. A amostra foi constru??da com base em contratos M??s antes da expira????o para replicar a curva de obriga????es de um m??s eo per??odo estudado Vai de julho de 2013 a setembro de 2015. Utilizamos M??xima Verossimilhan??a Estimativa baseada nas distribui????es de probabilidade mais populares na literatura ACD: Exponencial, gama e Weibull e verificou-se que a estimativa baseada na A distribui????o exponencial foi a melhor op????o para modelar os dados. / We applied the basic Autoregressive Conditional Duration Model (ACD) to the Brazilian Interbank Rate Futures Market. The sample was built using contracts in the month prior to expiration to replicate a one month bond curve and the period studied goes from july of 2013 to september of 2015. We used Maximum Likelihood Estimation based on the most popular probability distributions in the ACD literature: exponential, gamma and Weibull and we found that the estimation based on the exponential distributional was the best option to model the data.

This thesis comprises four papers concerning trade durations and limit order book information. Paper [1], [2] and [4] study trader durations, e.g., the time between stock transactions in intra-day data. Paper [3] focus on the information content in the limit order book concerning future price movements in stock transaction data. Paper [1] considers conditional duration models in which durations are in continuous time but measured in grouped or discretized form. This feature of recorded durations in combination with a frequently traded stock is expected to negatively influence the performance of conventional estimators for intraday duration models. A few estimators that account for the discreteness are discussed and compared in a Monte Carlo experiment. An EM-algorithm accounting for the discrete data performs better than those which do not. Empirically, the incorporation of level variables for past trading is rejected in favour of change variables. This enables an interpretation in terms of news effects. No evidence of asymmetric responses to news about prices and spreads is found. Paper [2] considers an extension of the univariate autoregressive conditional duration model to which durations from a second stock are added. The model is empirically used to study duration dependence in four traded stocks, Nordea, Föreningssparbanken, Handelsbanken and SEB A on the Stockholm Stock Exchange. The stocks are all active in the banking sector. It is found that including durations from a second stock may add explanatory power to the univariate model. We also find that spread changes have significant effect for all series. Paper [3] empirically tests whether an open limit order book contains information about future short-run stock price movements. To account for the discrete nature of price changes, the integer-valued autoregressive model of order one is utilized. A model transformation has an advantage over conventional count data approaches since it handles negative integer-valued price changes. The empirical results reveal that measures capturing offered quantities of a share at the best bid- and ask-price reveal more information about future short-run price movements than measures capturing the quantities offered at prices below and above. Imbalance and changes in offered quantities at prices below and above the best bid- and askprice do, however, have a small and significant effect on future price changes. The results also indicate that the value of order book information is short-term. Paper [4] This paper studies the impact of news announcements on trade durations in stocks on the Stockholm Stock Exchange. The news are categorized into four groups and the impact on the time between transactions is studied. Times before, during and after the news release are considered. Econometrically, the impact is studied within an autoregressive conditional duration model using intradaily data for six stocks. The empirical results reveal that news reduces the duration lengths before, during and after news releases as expected by the theoretical litterature on durations and information flow.

Duration models are often concerned with time intervals between trades, longer durations indicating a lack of trading activities. In this thesis, we study parameter estimation for the Autoregressive Conditional Duration (ACD) and Stochastic Conditional Duration (SCD) models. Maximum likelihood methods can usually be used in the case of ACD models. However, the SCD models are based on the assumption that durations are generated by a dynamic stochastic latent variable which is often perturbed by Exponential, Weibull, Gamma or Log-Normal distributed innovations. This makes the use of maximum likelihood methods difficult. One alternative method of parameter estimation, in this case, consists in using quasi-maximum likelihood after transforming the original nonlinear model into a state-space model and using the Kalman filter, a similar filtering scheme or the Generalized Method of Moments (GMM). We use the nonlinear filter and GMM method to analyze the Quadratic Stochastic Conditional duration model as well.

Duration models are often concerned with time intervals between trades, longer durations indicating a lack of trading activities. In this thesis, we study parameter estimation for the Autoregressive Conditional Duration (ACD) and Stochastic Conditional Duration (SCD) models. Maximum likelihood methods can usually be used in the case of ACD models. However, the SCD models are based on the assumption that durations are generated by a dynamic stochastic latent variable which is often perturbed by Exponential, Weibull, Gamma or Log-Normal distributed innovations. This makes the use of maximum likelihood methods difficult. One alternative method of parameter estimation, in this case, consists in using quasi-maximum likelihood after transforming the original nonlinear model into a state-space model and using the Kalman filter, a similar filtering scheme or the Generalized Method of Moments (GMM). We use the nonlinear filter and GMM method to analyze the Quadratic Stochastic Conditional duration model as well.

The contemporary phenomenon of constant dissatisfaction with our bodies, which victimizes especially women, makes most women surrender their bodies to changes in order to align them with a socially hegemonic model of female corporeal beauty – thin, curvaceous, well-dressed, successful and ‘happy’ bodies. Due to the impositive and prescriptive relationship between body and society, women are led to believe that the consumption of goods and services presented by the media is a way to enter the group of ‘olympic’ bodies. The consumption of certain pieces of clothing is a strategy that can help include or align women to this hegemonic model. In this line, the objective of this work was to investigate the role of the discourse of mass media fashion magazines in the process of aligning their readers to the hegemonic standard of female body beauty. The research corpus is composed of six monthly editions of the Brazilian fashion magazines Manequim and Estilo de Vida (January to June 2006), both published by Abril Publishing House, in a total of twelve editions. The research was based on the theoretical perspective of Critical Discourse Analysis and on the model of the representation of social actors proposed by van Leeuwen (1997). The results indicate that the discourse of women’s fashion magazines try to convince their readers that, to achieve success and social approval, they should surrender to the prescriptions set by the media and become consumers of goods and services that sell the promise of making them attractive, successful and happy. Thus, women’s fashion magazines, together with a host of other media products addressed at contemporary women, play an important role in the 8 formation of women’s opinions concerning their bodies and their life styles. In the process of advising their readers on how to dress, the magazines create and recreate the notion that it is imperative to discipline body and mind, to surrender our biological, ‘natural’ bodies to practices and technologies of bio-control in order to forge (or at least mimick) an ideal body model which is, in fact, a social construct / Submitted by Jovina Laurentino Raimundo (jovina.raimundo@unisul.br) on 2018-01-17T16:20:53Z No. of bitstreams: 1 95349_Flavia.pdf: 22035886 bytes, checksum: a56e9d324df0d6edf935f9d2daa9c465 (MD5) / Approved for entry into archive by Gheovana Figueiredo (gheovana.figueiredo@unisul.br) on 2018-01-17T17:07:26Z (GMT) No. of bitstreams: 1 95349_Flavia.pdf: 22035886 bytes, checksum: a56e9d324df0d6edf935f9d2daa9c465 (MD5) / Made available in DSpace on 2018-01-17T17:07:26Z (GMT). No. of bitstreams: 1 95349_Flavia.pdf: 22035886 bytes, checksum: a56e9d324df0d6edf935f9d2daa9c465 (MD5) Previous issue date: 2008 / A constante insatisfação corporal, especialmente a feminina, faz a mulher submeter seu corpo a mudanças a fim de inseri-lo em um padrão corpóreo hegemônico vigente na modernidade tardia – o corpo magro, curvilíneo, bem vestido, bem sucedido, atraente e ‘feliz’. Face a esta relação imperativa entre corpo e sociedade, a mulher é estimulada a consumir produtos e serviços - principalmente promovidos pela mídia – para sentir-se inserida neste grupo. O consumo de determinadas peças de vestuário é um exemplo de estratégia de inclusão ou aproximação feminina do padrão hegemônico. Assim, o objetivo deste trabalho foi investigar o papel do discurso de revistas da mídia de massa sobre moda no processo de adaptação e aproximação das leitoras a esse padrão corpóreo de beleza. O corpus de pesquisa é composto por seis edições mensais entre os meses de janeiro a junho de 2006 das revistas Manequim e Estilo de Vida, ambas editadas pela Editora Abril, num total de doze edições analisadas. A pesquisa foi realizada a partir da perspectiva da análise crítica do discurso e do modelo de representação dos atores sociais proposto por Theo van Leeuwen. Os resultados da análise indicam que o discurso das revistas de moda mulher persuade suas leitoras de que, para terem sucesso e aceitação social, devem render-se às imposições ditadas pela mídia e tornarem-se consumidoras de bens e serviços que prometem torná-la atraente, socialmente integrada e feliz. A mídia, através das revistas de moda, tem um papel extremamente relevante na formação da opinião feminina. Ao aconselhar as mulheres a seguirem seus ditames, as revistas criam e recriam a noção de que é necessário disciplinar 6 corpos e mentes para fazer parte do grupo hegemônico, custe o que custar, alterando seu desenho corporal original e criando (ou alinhando-se a) um corpo ‘ideal’ que é, na verdade, um construto sócio-cultural

Submitted by Rosangela Silva (rosangela.silva3@unioeste.br) on 2018-02-21T18:23:19Z No. of bitstreams: 2 Jaciele Hosda.pdf: 1559840 bytes, checksum: 9c30ae08dd5270caf7c61d96cbf90878 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2018-02-21T18:23:19Z (GMT). No. of bitstreams: 2 Jaciele Hosda.pdf: 1559840 bytes, checksum: 9c30ae08dd5270caf7c61d96cbf90878 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2017-07-12 / This research brings reflections around the topic subject, discourse and ideology present in the Rural Family Houses (CFR), which were identified through documents that guide the teaching. Based on studies and questions about how these concepts are understood in a differentiated teaching that uses the methodology of Alternation Pedagogy (PA), focused on the student reality, we are anchored in authors such as Gimonet (2007) and Freire (1979) 1992). In order to organize the discussions about the problem and answer our research question about the subject, the discourse and the ideology for the CFR, we have as a general objective to understand the subject, the discourse and the ideology for the CFR. The research is qualitative, with an interpretative basis, and the theoretical contribution of the Critical Discourse Analysis (ACD) was used, using Fairclough (1997, 2001) and Van Dijk (2008), which allowed us to study the changes and relationships Society. As a result, we understand that the subject present and constructed by the CFR is a social subject that has its discourse focused on social relations, and which understands its ideology from its discourse and reality. / Esta pesquisa traz reflexões em torno do tema sujeito, discurso e ideologia presentes nas Casas Familiares Rurais (CFR), as quais foram identificadas por meio de documentos que norteiam o ensino. A partir de estudos e questionamentos acerca de como são compreendidos tais conceitos em um ensino diferenciado, que utiliza a metodologia da Pedagogia da Alternância (PA), voltado à realidade do aluno, ancoramo-nos em autores como Gimonet (2007) e Freire (1979 1992). Com o propósito de organizar as discussões acerca do problema e responder nossa questão de pesquisa de como é o sujeito, o discurso e a ideologia para a CFR, traçamos como objetivo geral compreender o sujeito, o discurso e a ideologia para a CFR. A pesquisa é de cunho qualitativo, de base interpretativista, e foi utilizado aporte teórico da Análise Crítica do Discurso (ACD), recorrendo a Fairclough (1997, 2001) e a Van Dijk (2008), o que nos permitiu estudar as mudanças e relações sociais presentes na sociedade. Como resultado, entendemos que o sujeito presente e construído pela CFR é um sujeito social que tem seu discurso voltado às relações sociais, e que compreende a sua ideologia a partir de seu discurso e realidade.

This thesis elaborates on the design process of a mobile phone based application for indoor positioning at workplaces. The aim of the application is to ease workflow management and help increase the work efficiency of individuals and teams by reducing the amount of time spent in looking and waiting for each other. In doing so, the research takes a closer look on the user’s perspective on sharing one’s location data. An attempt is made to explore users’ behavior, investigating if any privacy concerns arise out of sharing one’s indoor location data and how it effects the adoption of the service within the context of a workspace. This exploratory approach employed a number of qualitative tools in order to gather data and analyze it. In order to understand the complex context of a work environment where activities (or actions) are defined by a number of factors, actors, mediators, communication channels, etc., the research followed an activity centred approach. The resulting solution is in the form of a service that provides layers of contextual information, responding to the overall activity being performed and the smaller actions that constitute it. A prototype of this application is then taken for user testing. The test results show that the users were hesitant in sharing their location data; citing a number of speculated scenarios where this information may be used in ways that induced a sense of being spied upon. However, in the overall acceptance and adoption of the system, the context of use (the workspace) was found to play a very crucial role.

Hur skapas en sittmöbel avsedd för flera ändamål där både god ergonomi och god estetisk uppfattning av sittmöbeln kan uppnås för användarna? Frågeställningen utforskas genom skapandet av en sittmöbel från två produktkategorier; kontorsstol och fåtölj. Arbetet sker genom ACD - användarcentrerad design för att få återkoppling och input från möjliga användare genom arbetes gång. Teori inom ergonomi används för att skapa förståelse kring hur ergonomi kan påverka användaren, och vad som skapar god ergonomi i design. För att bemöta frågan kring jämnvikt mellan estetik och ergonomi utgår metoderna från principen MAYA – most advanced, yet accepted. Arbetets resultat är ett förslag till metod för att jämföra två produktkategorier mot varandra för att identifiera likheter och skillnader. Från resultat av metod sker idégenerering för att skapa en produktbildsrendering av produkt inom en helt ny produktkategori. / How do you create a seating furniture intended for multiple purposes where both good ergonomics and a good aesthetic perception of the seating furniture can be achieved for the users? The issue is explored through the creation of seating furniture from two product categories; office chair and armchair. The work is done through UCD user-centered design to get feedback and input from potential users through the work. Theory in ergonomics is used to create an understanding of how ergonomics can affect the user, and what creates good ergonomics in design. To address the issue of balance between aesthetics and ergonomics, the methods are based on the principle MAYA - most advanced, yet accepted. The result of the work is a proposed method for comparing two product categories against each other to identify similarities and differences. From the result of the method, idea generation takes place to create a product image rendering of the product within a completely new product category.