Магистерская диссертация посвящена созданию предприятия по производству вспомогательных материалов для литейного производства, таких как керамические фильтры и экзотермические прибыли. Магистерская диссертация состоит из введения, 6 глав, заключения, списка литературы и приложений. Чтобы обеспечить высокое качество отливок, необходимо очистить металл от неметаллических включений, таких как оксидная пленка. Оксидные пленки образуются при течении металла в литниковой системе на легкоокисляемых сплавах, включая нержавеющие стали, алюминиевые сплавы. Для очистки расплава используются керамические фильтры. Была разработана линейка керамических фильтров, рассчитан состав и технология фильтров для различных сплавов, изготовлены опытные образцы. Чтобы снизить себестоимость производства отливок в рамках технологии использования химически твердеющих смесей, необходимо уменьшить размеры форм. Для этого используются экзотермические прибыли. Они нагревают расплав, позволяя уменьшить размер прибыли и, соответственно, высоту формы. Разработана линейка экзотермических прибылей, рассчитан состав и технология производства, изготовлены и испытаны опытные образцы. Проанализирована спрос на производимую продукцию. Цена продукции рассчитывается исходя из экономического эффекта от производства. Показана экономическая эффективность предприятия. / Master’s thesis is devoted to establish an enterprise for the production of supporting materials for foundry, such as ceramic filters and exothermic metal head. Master’s thesis consists of an introduction, 6 chapters, conclusion, references list and appendixes. To ensure the high quality of castings, it is necessary to clean the metal from non-metallic inclusions, such as oxide film. Oxide films occurs during the flow of metal in the feeding gate system in easily oxidizable alloys, including stainless steels, aluminum alloys. Ceramic filters are used to clean the melt. A line of ceramic filters has been developed, the composition and technology of filters for various alloys have been calculated, and prototypes have been produced. To reduce the production cost of castings within the technology of chemically bonded sand, it is necessary to reduce the size of the molds. Exothermic metal heads are used for this. It heat the melt, allowing to reduce the size of the metal head, and accordingly, the height of the mold. A line of exothermic metal heads has been developed, the composition and technology of the production have been calculated, prototypes have been produced and tested. The demand for manufactured products is analyzed. The price of products is calculated from the economic effect on production. The economic efficiency of the enterprise is shown.

With an increasingly globalised market and growing asset universe, estimating the market covariance matrix becomes even more challenging. In recent years, there has been an extensive development of methods aimed at mitigating these issues. This thesis takes its starting point in the recently developed Hierarchical Principal Component Analysis, in which a priori known information is taken into account when modelling the market correlation matrix. However, while showing promising results, the current framework only allows for fairly simple hierarchies with a depth of one. In this thesis, we introduce a generalisation of the framework that allows for an arbitrary hierarchical depth. We also evaluate the method in a risk-based portfolio allocation setting with Futures contracts.  Furthermore, we introduce a shrinkage method called Hierarchical Shrinkage, which uses the hierarchical structure to further regularise the matrix. The proposed models are evaluated with respect to how well-conditioned they are, how well they predict eigenportfolio risk and portfolio performance when they are used to form the Minimum Variance Portfolio. We show that the proposed models result in sparse and easy-to-interpret eigenvector structures, improved risk prediction, lower condition numbers and longer holding periods while achieving Sharpe ratios that are at par with our benchmarks. / Med en allt mer globaliserad marknad och växande tillgångsuniversum blir det alltmer utmanande att uppskatta marknadskovariansmatrisen. Under senare år har det skett en omfattande utveckling av metoder som syftar till att mildra dessa problem. Detta examensarbete tar sin utgångspunkt i det nyligen utvecklade ramverket Hierarkisk Principalkomponentanalys, där kunskap känd sedan innan används för att modellera marknadskorrelationerna. Även om det visar lovande resultat så tillåter det nuvarande ramverket endast enkla hierarkier med ett djup på ett. I detta examensarbete introduceras en generalisering av detta ramverk, som tillåter ett godtyckligt hierarkiskt djup. Vi utvärderar också metoden i en riskbaserad portföljallokeringsmiljö med terminskontrakt.  Vidare introducerar vi en krympningsmetod som vi kallar Hierarkisk Krympning. Hierarkisk krympning använder den hierarkiska strukturen för att ytterligare regularisera matrisen. De föreslagna modellerna av korrelationsmatrisen utvärderas med avseende på hur välkonditionerade de är, hur väl de förutsäger egenportföljrisk samt hur de presterar i portföljallokeringssyfte i en Minimum Variance portfölj. Vi visar att de introducerade modellerna resulterar i en gles och lätttolkad egenvektorstruktur, förbättrad riskprediktion, lägre konditionstal och längre hållperiod, samtidigt som portföljerna uppnår Sharpe-kvoter i linje med benchmarkmodellerna.

[pt] A busca por materiais que não impactem negativamente o meio ambiente tem sido uma das prioridades de engenheiros que trabalham com materiais de construção. A emissão expressiva de CO2 na produção de cimento contribui para tal preocupação. Dentro deste cenário, soluções com emprego de nanotecnologia vêm chamando a atenção em diversas áreas por proporcionar novas soluções. O principal objetivo da presente tese é associar um material proveniente de uma fonte natural com benefícios provenientes da nanotecnologia a fim de modificar propriedades de pastas de cimento considerando seus aspectos químicos, físicos e mecânicos. A nanocelulose se apresenta como material proveniente de fonte renovável que apresenta propriedades atraentes aos materiais cimentícios, sendo assim uma opção a ser utilizada em conjunto com o cimento. Dentre os diversos tipos disponíveis, a celulose nanofibrilada (CNF) foi elencada para ser investigada neste trabalho. A celulose microcristalina (CMM) foi incluída nas investigações para possibilitar uma comparação direta entre as fibrilas da CNF e as partículas de CMM. O uso desses materiais celulósicos pode ser considerado recente e, com isso, existem ainda lacunas no que tange o entendimento dos seus efeitos em materiais cimentícios. Assim, a viabilidade da CNF e da CMM enquanto reforços em pastas de cimento foi avaliada por meio de ensaios de compressão e flexão. Os possíveis mecanismos responsáveis pelo efeito de ambas CMM e CNF foram estudados por meio de análises químicas e físicas. Por fim, foi realizada a caracterização das pastas reforçadas quanto à retração, total e autógena, e à reologia, nos regimes estático e dinâmico. Por conta dos impactos na trabalhabilidade promovidos pela inclusão de CNF, a mistura delas nas pastas de cimento foi facilitada com a adição de superplastificante, especialmente em porcentagens maiores que 0.050 por cento, em peso. A CMM e a CNF se mostraram eficazes em reforçar as pastas de cimento quanto a esforços de flexão e tração, levando ao aumento das respectivas resistências e módulos. Os resultados obtidos mostraram que a água presente no gel da CNF não está totalmente disponível como água de mistura por conta da morfologia e hidroficilidade das fibrilas. Observada uma certa combinação de porcentagem e fator água-cimento, a inclusão de CNF diminuiu a retração autógena das pastas. A inclusão de 0,040 por cento de NFC levou a resultados semelhantes aos da adição de CMM referente ao aumento da tensão de escoamento e da viscosidade. / [en] The seek for low environmental impact materials has become one of the priorities of construction building materials engineers. One of the reasons is the massive growing contribution of cement production industry in worldwide CO2 emissions. In this scenario, the dissemination of nanotechnology into varied areas is drawing attention for enabling new possibilities. The idea of the present thesis is to associate a material provided from a natural source with the potential benefits of nanotechnology to modify conventional cement pastes regarding their chemical, physical and mechanical aspects. Nanocellulose arises as an alternative that meets an eco-friendly source with remarkably properties expected from nanomaterials. There are different types of nano cellulosic materials that may be tailored to achieve desired compatibilities with varied cementitious materials. In this work, nanofibrillated cellulose (NFC) in the form of gel, and microcrystalline cellulose (MCC) particles were investigated, so a comparison could be traced between them. The use of both NFC and MCC in cementitious materials is recent and there are important gaps regarding their effect. For that reason, the feasibility of MCC and NFC to act as reinforcement on cement pastes was evaluated through compressive and flexural tests. Then, the possible mechanisms behind the effect of MCC and NFC on the microstructure of cement pastes were investigated through distinct chemical and physical analyses. Moreover, the total and autogenous shrinkage were characterized, as well as the dynamic and static rheological behaviors. Due to rheological modifications, the mixture of cement pastes with NFC was facilitated by a superplasticizer, especially for percentages higher than 0.050 percent wt. The MCC and NFC promoted the reinforcement of the cement pastes, regarding flexural and tensile stresses, increasing the composite strength and modulus. It was observed that he water present in the NFC gel is not totally available as mixing water due to the morphology and hydrophilicity of the fibrils. If associating certain levels of inclusions and water ratio, the NFC inclusion led to a decrease in autogenous shrinkage. The addition of 0.040 percent of NFC resulted in similar outcomes to 1.000 percent of MCC regarding their ability to increase yield stress and viscosity.

[pt] Devido a variações volumétricas do concreto, a compreensão dos mecanismos da retração tornou-se ponto importante para redução de fissuras e, consequentemente, da penetração de agentes agressivos. Apesar do aumento do número de estudos experimentais de retração por secagem e autógena ainda é necessário o desenvolvimento de novos modelos analíticos e numéricos para a predição da retração apoiando assim o projeto de estruturas de concreto. Este estudo propôs um modelo de redes neurais artificiais para a predição da retração por secagem do concreto. Um banco de dados nacionais contendo 689 leituras de retração por secagem em mais de 90 dosagens diferentes de concreto convencional foi construído, de acordo com a NBR 16834. O modelo teve como dados de entrada para a predição da retração o consumo e tipo de cimento, aditivo retardador e plastificante, compensador de retração, relação água/cimento e idade do concreto. O modelo apresentou coeficientes de determinação (R²) para dados de treino e teste acima de 0,998 e 0,906, respectivamente, comprovando que o modelo é uma importante ferramenta para a predição da retração por secagem para tomadas de decisão durante os estudos iniciais na fase de projeto e dosagem do concreto. / [en] Due to volume change effects of concrete, understanding the mechanisms of shrinkage has become an important point for reducing cracks and, consequently, the penetration of deleterious agents into concrete structures. Despite the increase in experimental studies on concrete drying and autogenous shrinkage there is still a need to develop new analytical and numerical methods to predict shrinkage supporting the design of concrete structures. This study proposed an Artificial Neural Network (ANN) model to predict the concrete drying shrinkage. A national database containing 689 experimental shrinkage data records, in more than 90 different mixtures of conventional concrete was constructed, in accordance with NBR 16834. The model had as input data for predicting shrinkage the consumption and type of cement, retarding and plasticizer additive, shrinkage compensator, water/cement ratio and age of concrete. The model presented coefficients of determination(R²) for training and test data above 0,998 and 0,906, proving that the model is an important tool for predicting drying shrinkage for decision making during the initial study in the design phase and concrete mix design.

No description available.

No description available.

[pt] Motivados pela posição de destaque do real brasileiro entre uma das moedas mais depreciadas em relação aos seus pares emergentes em meados de 2020, potencialmente fomentada pela expressiva evasão de capitais observada no decorrer da pandemia COVID-19 que culminou com um déficit no mercado cambial, realizamos previsões um trimestre a frente para os fluxos de capitais líquidos para o Brasil através de técnicas de machine learning, utilizando modelos de regularização para seleção das variáveis importantes. Os fluxos são obtidos a partir de dados trimestrais do balanço de pagamentos, englobando 2004:T1 a 2021:T1. Os modelos propostos, tanto LASSO quanto adaLASSO + OLS, foram capazes de gerar previsões fora da amostra melhores que o modelo de benchmark, AR. Apesar disso, quando comparados entre si, não podemos rejeitar a hipótese nula de que os modelos propostos possuem a mesma precisão de previsão. / [en] Motivated by the prominent position of the Brazilian real among the most depreciated currencies in comparison with its emerging peers in mid-2020, potentially fueled by the significant capital outflow observed during the COVID19 pandemic that resulted in a deficit in the foreign exchange market, we make one quarter-ahead forecast for net capital flows to Brazil through machine learning techniques, using shrinkage methods to select important variables. These flows are computed from quarterly balance of payments data from 2004:Q1 to 2021:Q1. The proposed models, both LASSO and adaLASSO + OLS, were able to generate better out-of-sample forecasts than the benchmark model, AR. Nevertheless, when compared to each other, we cannot reject the null hypothesis that the proposed models have the same forecast accuracy.

El trabajo de investigación se enfocó en rediseñar la gestión de inventarios en una Estación de Servicios. El análisis reveló que la empresa pierde un monto de 74 336,88 soles, los cuales son originados rincipalmente por la falta de capacitación al personal de la empresa, dispensadores en mal estado, falta de instrumentos de medición precisos para medir inventarios y la falta de un sistema de gestión de inventarios. Para abordar estos desafíos, se propuso la implementación de un modelo de gestión de inventarios basado en el cálculo de inventarios de seguridad, puntos de reorden, junto con mejoras en los procesos logísticos, capacitación del personal y la adquisición de un sistema de medición por telemetría. La evaluación económica respaldó la viabilidad de estas mejoras, al mostrar un Valor Actual Neto (VAN) a 5 años de 64 278,89 soles, una Tasa Interna de Retorno (TIR) del 111,3%, un Beneficio Costo de 1,65 soles y un período de recuperación de 255 días. En resumen, esta investigación identificó desafíos, ofreció soluciones efectivas y generó resultados positivos en la gestión de inventarios que tuvieron un impacto directo en la disminución de las ventas no percibidas. / The research work focused on redesigning inventory management in a Service Station. The analysis revealed that the company loses an amount of 74 336,88 soles, which are mainly caused by the lack of training for the company's personnel, dispensers in poor condition, lack of precise measuring instruments to measure inventories and the lack of an inventory management system. To address these challenges, the implementation of an inventory management model based on the calculation of safety inventories, reorder points, along with improvements in logistics processes, staff training and the acquisition of a telemetry measurement system was proposed. The economic evaluation supported the viability of these improvements, showing a 5-year Net Present Value (NPV) of 64 278,89 soles, an Internal Rate of Return (IRR) of 111,3%, a Cost Benefit of 1,65 soles and a recovery period of 255 days. In summary, this research identified challenges, offered effective solutions, and generated positive inventory management results that had a direct impact on decreasing lost sales.

Concrete-filled steel tubes are gaining increasing prominence in a variety of engineering structures, with the principal cross-section shapes being square, rectangular and circular hollow sections. A recent addition to this range has been that of elliptical hollow sections. The structural response of empty elliptical tubes has been examined in previous studies. In this paper, the cross-sectional axial behaviour of concrete-filled elliptical hollow sections is investigated. An experimental programme comprising a total of 21 test specimens, with three nominal tube thicknesses (4 mm, 5 mm and 6.3 mm) and three concrete grades (C30, C60 and C100) has been performed. The effects of steel tube thickness, concrete strength and constraining factor on elastic stiffness, ductility and ultimate strength were studied. To simulate the effects of concrete shrinkage, the inner surfaces of 6 of the 21 test specimens were coated with grease prior to casting. To investigate confinement effects, a further 6 of the 21 test specimens were loaded through the concrete core only. The results of the tests presented herein were combined with those from previous studies, and compared with existing design provisions for square, rectangular and circular concrete-filled tubes. The design expressions from current European, North American, Japanese, British and Chinese Standards were assessed. On the basis of the comparisons, design recommendations for concrete-filled elliptical hollow sections have been made.

Accelerated bridge construction (ABC) has become a popular alternative to using traditional construction techniques in new bridge construction and existing bridge deck replacement because of the reduction of time spent in field activities. A key feature of bridges built using ABC techniques is the extensive use of prefabricated components. Prefabricated components are joined in the field using small volume closure pours involving high performance materials (steel and concrete) to ensure adequate transfer of forces between components. To date, the materials developed for closure pours have been based on proprietary components, so a need has arisen for development of mixes that use generic components. The goal of this research was to create a method to develop concrete mixtures that are designed using generic constituents and that satisfy performance requirements of accelerated bridge construction closure pours in New England, primarily high early strength and long-term durability. Two concrete mixtures were developed with a primary goal of reaching high-early strength while maintaining constructability. The secondary goal of the concrete mixtures was to be durable; therefore, measures were taken during the development of the concrete mixture to generate a mixture that also had durable properties.