[pt] Com o objetivo de reduzir o efeito estufa e atender a alta demanda de energia elétrica, muitos países desenvolvidos e emergentes têm optado pelo uso de energias essencialmente de origem renovável, incluindo energia eólica, biomassa e solar fotovoltaica. Para determinar a viabilidade econômica dos projetos de energias renováveis é necessário capturar as variáveis de maior interesse. As opções reais ao considerar a dinâmica e incertezas, típicas dos mercados de eletricidade, surgem como uma alternativa para a tomada de decisões neste tipo de projetos. Este trabalho aplica a técnica tradicional de avaliação de projetos através do fluxo de caixa descontado (FCD) e a teoria de opções reais (TOR) para avaliação de um parque eólico. A flexibilidade foi incluída ao considerar a opção de fazer um investimento em retrofit para atualizar a tecnologia das turbinas eólicas e estender o contrato de operação. A opção real analisada é análoga a uma opção de compra europeia, seu valor é calculado através de uma árvore binomial recombinante com barreira no preço da energia eólica, principal fonte de incerteza do modelo. Realizaram-se análises de sensibilidade para avaliar o comportamento do preço da opção frente às mudanças em alguns parâmetros do modelo. Conclui-se a viabilidade econômica de estender a operação do parque eólico através de um investimento em retrofit, utilizando a TOR, uma vez que o seu valor é muito superior frente ao calculado pelo FCD, apesar do valor da opção ter uma forte correlação com o limite da barreira e a volatilidade do preço. / [en] In order to reduce the greenhouse effect and meet the high demand of electricity, many developed and emerging countries have opted for the use of renewable energies, for example, wind energy, biomass and solar photovoltaic. To determine the economic viability of renewable energy projects it is necessary to capture the most relevant variables that suggest greater interest. Real options allows to consider the dynamic and uncertainties present in the power markets, therefore it is an attractive tool for decision-making in this kind of markets. In this work we apply the traditional technique of project evaluation, the discounted cash flow (DCF), as well as the real real options theory (ROT) for the financial evaluation of a wind farm. The flexibility is the option of making a retrofit investment that allows upgrading the wind turbines technology in order to extend the operating contract. The real option analyzed is analogous to a european call option and its value was calculated through a recombinant binomial tree with barrier in the wind energy price, considered the main source of uncertainty in the model. Sensitivity analyzes were performed to assess the option price behavior when some parameters of the model change. We finally conclude for the economic viability of extending the operation of the wind farm through an investment in retrofit, using the ROT, since its value is much higher than the calculated by the DCF, even though the option value is strongly dependent on the barrier and the volatility of electricity prices.

Neste trabalho propomos a distribuição Weibull-Binomial-Negativa (WBN) considerando uma estrutura de ativação latente para explicar a ocorrência do evento de interesse, em que o número de causas competitivas é modelado pela distribuição Binomial Negativa, e os tempos não observados devido às causas seguem a distribuição Weibull. Em geral, as causas competitivas podem ter diferentes mecanismos de ativação, sendo assim os casos de primeira ativação, última ativação e ativação aleatória foram considerados no estudo. Desse modo o modelo proposto inclui uma ampla distribuição, tais como Weibull-Geométrico (WG) e Exponencial-Poisson Complementar (EPC), introduzidas por Barreto-Souza et al. (2011) e G. et al. (2011), respectivamente. Baseando-nos na mesma estrutura, consideramos o modelo de regressão locação-escala baseado na distribuição proposta (WBN) e o modelo para dados de sobrevivência com fração de cura. Os principais objetivos deste trabalho é estudar as propriedades matemáticas dos modelos propostos e desenvolver procedimentos de inferências desde uma perspectiva clássica e Bayesiana. Além disso, as medidas de diagnóstico Bayesiana baseadas na \'psi\'-divergência (Peng & Dey, 1995; Weiss, 1996), que inclui como caso particular a medida de divergência Kullback-Leibler (K-L), foram consideradas para detectar observações influentes / In this work we propose the Weibull-Negative-Binomial (WNB) considering a latent activation structure to explain the occurrence of an event of interest, where the number of competing causes are modeled by the Negative Binomial distribution and the no observed time due to the causes following the Weibull distribution. In general, the competitive causes may have different activation mechanisms, cases of first, last and random activation were considered in the study. Thus, the proposed model includes a wide distribution such as Weibull-Geometric distribution (WG) and Exponential-Poisson complementary (EPC) introduced by (Barreto-Souza et al., 2011) and (G. et al., 2011) respectively. Based on the same structure, we propose a location-scale regression model based on the proposed distribution (WNB) and the model for survival data with cure fraction. The main objectives of this work is to study the mathematical properties of the proposed models and develop procedures inferences from a classical and Bayesian perspective. Moreover, the Bayesian diagnostic measures based on the \'psi\'-divergence (Peng & Dey, 1995; Weiss, 1996), which includes Kullback-Leibler (K-L) divergence measure as a particular case, were considered to detect influential observations

[pt] A avaliação dos projetos de investimentos é uma tarefa difícil para muitas empresas, especialmente para aqueles cujo fluxo de caixa depende dos preços das commodities, já que o nível de incerteza nos preços tem um alto impacto na determinação do momento adequado para o investimento. Os métodos de avaliação tradicionais, que não levam em consideração a flexibilidade gerencial nem a modelagem da incerteza do projeto, podem levar a decisões não ótimas. Esta pesquisa desenvolve um modelo que considera estas variáveis, usando árvores binomiais implícitas ajustados por outros indicadores de risco, como assimetria e curtose da rentabilidade do projeto. O nível de incerteza pode não só ser medido pela volatilidade do retorno do projeto, mas também pela probabilidade de se obter um resultado baixo ou negativo no projeto. A magnitude dessa probabilidade poderia ser a avaliada conhecendo-se o valor da assimetria e curtose do retorno do projeto. Para modelar o comportamento de um projeto, esta dissertação apresenta dois tipos de árvores binomiais implícitas, recombinantes e não recombinante. Cada árvore tem sua própria abordagem específica para determinar o valor do projeto, incluindo opções. Um caso aplicado é apresentado considerando uma empresa de mineração. Os resultados sugerem que o nível de assimetria contribui para uma melhor avaliação do risco do projeto, que combinado com a metodologia de opções reais captura melhor o valor das flexibilidades do projeto; o que é uma importante contribuição do modelo proposto nesta dissertação. / [en] Valuation of capital investment projects is a difficult task for many companies, especially for those whose cash flows depend on commodity prices. The level of uncertainty in commodity prices has a significant impact in determining the proper timing for an investment. Traditional valuation methods, which do not take into account managerial flexibility or project uncertainty modeling can lead to non-optimal decisions. This research develops a dynamic model that considers these variables, and uses implied binomial trees adjusted by other indicators of risk, such as project return s skewness and kurtosis. The level of uncertainty can not only be measured by the project return s volatility, but also by how probable is the occurrence of a low or negative result in the project. The magnitude of this probability could be assessed by knowing the project return s skewness and kurtosis. To model the project s behavior, this dissertation presents two kinds of implied binomial trees, recombining and non-recombining trees. Each tree has its own specific approach to determining the value of the project, including options or managerial flexibility. An applied case is presented considering a mining project. The results suggest that the level of skewness helps to have a better measure of project risk, which combined with the real option approach, allows capturing the value of project managerial flexibilities; which is an important contribution of the proposed model in this dissertation.

This paper defines generalized binomial coefficients and shows that they can be used to generate generalized Pascal's Triangles and have properties analogous to binomial coefficients. It uses the generalized binomial coefficients to compute the Dilworth number and the Sperner number of certain rings.

[pt] Projetos de infraestrutura de transporte de massa desempenham um importante papel no planejamento urbano das zonas urbanas, podendo influenciar na geração de crescimento econômico e o aumento do bemestar social. Entre as variadas opções de modos de transporte de massas existentes está o BRT, caracterizado por ser um sistema que requer um curto tempo de implementação, baixo custo de construção, e possui velocidade operacional e nível de capacidade médios. Em comparação com outros modos de transporte de maior capacidade, como trens e metrôs, o BRT é uma opção viável e atraente ao modo de transporte, dado o ritmo crescente de sua implementação em várias cidades ao redor do mundo nos últimos anos. Neste estudo, foi feita uma análise do corredor BRT TransOeste da cidade do Rio de Janeiro, sob a ótica da Teoria das Opções Reais, com o objetivo de avaliar o valor da opção de expandir a capacidade de passageiros transportados atualmente naquele corredor. Os resultados do estudo sugerem que a incorporação de estratégias interativas das Opções Reais, relativas às decisões de expansão da capacidade máxima de passageiros do corredor e de adiamento do exercício desta decisão, contribuíram para aumentar o valor esperado do projeto em 30,63 por cento. Além disso, foi observado que o aporte de recursos realizados pelo poder concedente contribuiu para aumentar o valor da opção real de expansão. / [en] Mass transportation infrastructure projects play an important role in the process of development of urban areas, leading to economic growth and increase of social welfare. Among the various existing types of transit modes is the BRT, which is characterized by being a system that requires a short time of implementation and a low cost of construction, operating in an medium level of operational speed and capacity. In comparison with other transit modes of higher capacity such as trains and subways, the BRT has shown to be a feasible and attractive alternative, as noted by the increasing pace of its implementation in many cities throughout the world in recent years. In this study, an analysis was made of the BRT TransOeste corridor in the city of Rio de Janeiro from the perspective of the Theory of Real Options in order to assess the value of the option of expanding passenger capacity in that corridor. The results suggest that the incorporation of interactive strategies of Real Options related to the decisions of expanding the maximum capacity of passengers and deferring this decision contributed to increase the expected value of the project by 30.63 percent. In addition, the contribution of the granting authority led to an increase in value of the real option.

Cycling safety policy and research have mostly focused on cycling infrastructure, cyclists' behavior, and safety equipment in the past decades. However, the role ofbuilt environment characteristics (BECs) in the safety of cyclists has not yet been fully examined. For the Netherlands, this is rather surprising given the significant modal share of bicycles in daily trips, the importance attributed to urban spatial planning, and it being one of the most planned countries in the world. Despite the considerable improvements that have ta1cen place in traffic safety over the decades, the ( actual) number of cyclist deaths between 2011 and 2020 increased by on average 2% per year; the cyclists bad a major portion oftraffic death (followed by passenger cars); also, almost onethird of traffic death happened in built-up a.reas (about 25% of fatalities occurred on 50km/h roads in urban areas) in this period. Considering the aim of construction of on average 75,000 new homes per year until 2025, as weil as promoting bicycle use in as a healthy and sustainable mode of transport in the N etherlands, underst.anding the relationships between the BECs and cycling safety is invaluable for improving the safety of cyclists.

The purpose of this report is to investigate possible relationships between the number of residential fires in Sweden and various weather parameters. The study is conducted based on a hypothesis as stated by the MSB, the Swedish Civil Contingencies Agency, that behavioral factors related to weather can have an influence on the number of residential fires. Generalized linear models within the regression analysis have been used and specifically Poisson and negative binomial regression. The aim was to map the possible connection and determine if it was possible to use the analysis as a tool to improve the emergency services in Sweden. Temperature, short term differences in temperature and precipitation were analyzed with residential fires as the dependent variable, which resulted in a model for each municipality in Sweden. The relationships between the weather parameters and residential fires, seen throughout Sweden, proved to be weak to non-existent with one exception. The average temperature variable was significant in 117 out of 290 municipalities and indicated a relationship where the expected number of residential fires decreases at temperature increases. Due to the weak relationships, the model is not recommended as a prognostic tool on a national level. However, individual models could be used as a supplement to current prognostic tools at a local level and used for preventive purposes. Thus, the study has concluded that weather has some impact on the expected number of residential fires and thus has the potential to be used as a tool when forecasting residential fires. As an addition to the regression analysis, an organizational analysis of the emergency services in Sweden is carried out. The analysis sought the optimal structure based on the emergency services conditions and requirements, which were defined on the basis of organizational concepts and methods. The result was a more structured operation and organization where methods and processes are managed at a centralized level. / Syftet med denna rapport är att undersöka eventuella samband mellan antalet bostadsbränder i Sverige och olika väderparametrar. Studien genomförts mot bakgrund av en hypotes ställd av MSB, Myndigheten för Samhällsskydd och Beredskap, om att beteendefaktorer relaterade till vädret kan ha en påverkan på antalet bostadsbränder. Generaliserade linjära modeller inom regressionsanalysen har använts och specifikt Poisson- och negativ binomialregression. Målet var att kartlägga det eventuella sambandet och avgöra huruvida det var möjligt att nyttja analysen som verktyg för att förbättra räddningstjänsten i Sverige. Temperatur, kortsiktig temperaturförändring och nederbörd analyserades med bostadsbränder som den beroende variabeln, vilket resulterade i en modell för varje svensk kommun. Sambanden mellan väderparametrarna och bostadsbränder, sett över hela Sverige, visade sig vara svaga till obefintliga med ett undantag. Variabeln för genomsnittstemperatur var signifikant i 117 av 290 kommuner och visade på ett samband där förväntat antal bostadsbränder minskar vid ökad temperatur. På grund av de svaga sambanden, sett över hela Sverige, rekommenderas inte modellen som prognostiskt verktyg på nationell nivå. Däremot skulle enskilda modeller kunna användas som komplement till nuvarande prognostiska verktyg på lokal nivå, samt användas i förebyggande syfte. Därmed har studien kommit fram till att väder har viss påverkan på det förväntade antalet bostadsbränder och således har potential att användas som verktyg vid prognos av bostadsbränder. Som ett komplement till regressionsanalysen genomförs en organisatorisk analys av räddningstjänsten i Sverige. Analysen sökte den optimala strukturen utifrån räddningstjänstens förutsättningar och krav, som definierades utifrån grundläggande organisatoriska begrepp och metoder. Resultatet blev en mer strukturerad verksamhet där metoder och processer sköts på en centraliserad nivå.

Since the early 1990s, a classical object in commutative algebra has been the study of binomial ideals. A widely-investigated class of binomial ideals is the one containing those generated by a subset of 2-minors of an (m x n)-matrix of indeterminates. This thesis is devoted to illustrate some algebraic and homological properties of two classes of ideals of 2-minors: binomial edge ideals and polyomino ideals. Binomial edge ideals arise from finite graphs and their appeal results from the fact that their homological properties reflect nicely the combinatorics of the underlying graph. First, we focus on the binomial edge ideals of block graphs. We give a lower bound for their Castelnuovo-Mumford regularity by computing the two distinguished extremal Betti numbers of a new family of block graphs, called flower graphs. Moreover, we present a linear time algorithm to compute Castelnuovo-Mumford regularity and Krull dimension of binomial edge ideals of block graphs. Secondly, we consider some classes of Cohen-Macaulay binomial edge ideals. We provide the regularity and the Cohen-Macaulay type of binomial edge ideals of Cohen-Macaulay cones, and we show the extremal Betti numbers of Cohen-Macaulay bipartite and fan graphs. In addition, we compute the Hilbert-Poincaré series of the binomial edge ideals of some Cohen-Macaulay bipartite graphs. Polyomino ideals arise from polyominoes, plane figures formed by joining one or more equal squares edge to edge. It is known that the polyomino ideal of simple polyominoes is prime. We consider multiply connected polyominoes, namely polyominoes with holes, and observe that the non-existence of a certain sequence of inner intervals of the polyomino, called zig-zag walk, gives a necessary condition for the primality of the polyomino ideal. Moreover, by computational approach, we prove that for all polyominoes with rank less than or equal to 14 the above condition is also sufficient. Lastly, we present an infinite class of prime polyomino ideals.

The classical Poisson, geometric and negative binomial regression models for count data belong to the family of generalized linear models and are available at the core of the statistics toolbox in the R system for statistical computing. After reviewing the conceptual and computational features of these methods, a new implementation of zero-inflated and hurdle regression models in the functions zeroinfl() and hurdle() from the package pscl is introduced. It re-uses design and functionality of the basic R functions just as the underlying conceptual tools extend the classical models. Both model classes are able to incorporate over-dispersion and excess zeros - two problems that typically occur in count data sets in economics and the social and political sciences - better than their classical counterparts. Using cross-section data on the demand for medical care, it is illustrated how the classical as well as the zero-augmented models can be fitted, inspected and tested in practice. (author's abstract) / Series: Research Report Series / Department of Statistics and Mathematics

The classical Poisson, geometric and negative binomial regression models for count data belong to the family of generalized linear models and are available at the core of the statistics toolbox in the R system for statistical computing. After reviewing the conceptual and computational features of these methods, a new implementation of hurdle and zero-inflated regression models in the functions hurdle() and zeroinfl() from the package pscl is introduced. It re-uses design and functionality of the basic R functions just as the underlying conceptual tools extend the classical models. Both hurdle and zero-inflated model, are able to incorporate over-dispersion and excess zeros-two problems that typically occur in count data sets in economics and the social sciences-better than their classical counterparts. Using cross-section data on the demand for medical care, it is illustrated how the classical as well as the zero-augmented models can be fitted, inspected and tested in practice. (authors' abstract)