As entidades fechadas de previdência complementar (EFPC) possuem significativa relevância na economia brasileira com seus ativos dos fundos de pensão representando 16,8% do PIB em dezembro de 2009. O sistema de gerenciamento de risco dos fundos de pensão ainda não evoluiu na mesma proporção em que evoluiu em outros segmentos do mercado financeiro brasileiro. Para atender suas demandas de gerenciamento de risco, os fundos de pensão têm utilizado os modelos propostos para as instituições financeiras; tais modelos, contudo, não chegam a atender integralmente às suas necessidades. Os órgãos reguladores do setor têm estimulado os fundos de pensão a utilizarem seus próprios modelos para estimar a volatilidade e o Value at Risk (VaR). O objetivo do trabalho é propor uma modelagem de risco a partir da volatilidade estocástica (SV) para o cálculo do Value at Risk (VaR), comparando-a com a volatilidade calculada pela EWMA, proposta pelo Risk Metrics . A aplicação empírica do modelo foi efetuada a partir de uma amostra de uma série de retornos da carteira de uma entidade fechada de previdência complementar (EFPC) - fundo de pensão, a Indusprevi - Sociedade de Previdência Privada do Rio Grande do Sul. A amostra utilizada corresponde às cotas diárias entre o período de 01 de abril de 2004 até 31 de dezembro de 2009, representando 1.439 observações diárias. Os resultados apurados para a amostra demonstraram que a volatilidade estocástica (SV) tende a gerar um Value at Risk (VaR) mais conservador que o calculado a partir da metodologia do EWMA, quando testado pelo Teste de Kupiec (1995) e pela realização de Back testing. Tal fato, no entanto, torna o modelo mais adequado à realidade da Indusprevi e de uma grande maioria de outros fundos, que tendem a adotar políticas de investimentos mais conservadoras. / Pension funds have significant relevance to the Brazilian economy with assets representing, in December 2009, 16.8% of GDP. The pension funds risk management system has not evolved in the same pace as other sectors of the Brazilian financial market. To meet their demands for risk management, pension funds have employed the models proposed for financial institutions. Such models, however, fail to fully satisfy their needs. Government regulators have encouraged pension funds to use their own models so as to estimate volatility and Value at Risk (VaR). The main objective of this thesis is to propose a model of risk based on stochastic volatility (SV) to calculate the Value at Risk (VaR), as well as comparing it with the volatility estimated by EWMA, proposed by Risk MetricsTM. The empirical application of the model was made on a sample of portfolio returns of the pension fund Indusprevi - Sociedade de Previdência Privada do Rio Grande do Sul. The sample comprises 1439 daily quotes during the period April 1, 2004 to December 31, 2009. The results showed that the stochastic volatility (SV) tends to generate a more conservative Value at Risk (VaR) than the EWMA method when applying both the Kupiec (1995) test and back testing. This fact, therefore, makes the model more suitable to the principles of Indusprevi as well as a large majority of other funds, which tend to adopt more conservative investment policies.

nÃo hà / O Ãndice de BasilÃia à considerado um indicador regulamentar que sinaliza o nÃvel de risco a que os bancos estÃo expostos. O racional dessa mÃtrica sugere que um Ãndice maior indicaria uma instituiÃÃo financeira menos arriscada comparativamente à outra que possuÃsse um Ãndice menor. Com isso, o custo de captaÃÃo dos bancos haveria de ser sensibilizado negativamente pelo Ãndice de BasilÃia (hipÃtese de que o mercado percebe o Ãndice de BasilÃia como indicador do nÃvel de solvÃncia dos bancos). Por outro lado, considerando que hà problemas de assimetria de informaÃÃo no mercado de crÃdito, uma elevaÃÃo dos custos de captaÃÃo dos bancos levaria a um aumento nas taxas de juros dos emprÃstimos, implicando num aumento no nÃvel de risco da carteira de ativos, o que, por sua vez, resultaria numa sensibilizaÃÃo negativa no Ãndice de BasilÃia (hipÃtese da deficiÃncia na da gestÃo de capital). Foi empregado um VAR painel para avaliar as hipÃteses apresentadas. Os resultados empÃricos obtidos para os bancos brasileiros sugerem a rejeiÃÃo das hipÃteses, indicando que o mercado percebe um maior Ãndice de basilÃia, comparativamente a outro, como sinal de risco mais elevado, e que os bancos tÃm gerido eficientemente o capital o regulatÃrio. / The Basel Index is considered an regulatory indicator that indicates the level of risk which banks are exposed. The rationale of this measure suggests that a higher index would indicate a financial institution less risky comparatively to another who possessed a lower index. Thus, the banks' cost of funding would be sensitized negatively by the Basel Index (hypothesis that the market perceives the Basel Index as an indicator of the solvency level of banks). On the other hand, considering that there are problems of asymmetric information in credit markets, a rise in funding costs of banks would lead to an increase in interest rates on loans, resulting in an increase in the level of risk of portfolio of assets, which in turn, would result in a negative sensitization of the Basel Index (hypothesis of deficiency in the management of capital). A panel VAR was used to evaluate the presented hypotheses. The empirical results obtained for Brazilian banks suggest the rejection of both hypotheses, indicating that the market perceives a higher rate of basel index, compared to the other, as an indicator of higher risk, and that banks have effectively managed the regulatory capital.

nÃo hà / O objetivo deste trabalho foi o de verificar a existÃncia de uma relaÃÃo dinÃmica entre a polÃtica monetÃria e fiscal no Brasil, considerando a possibilidade de ciclos econÃmicos, a partir de dados mensais para o perÃodo de 1997 a 2011. A anÃlise das interaÃÃes entre da taxa de juros e do resultado primÃrio como proporÃÃo do PIB baseia-se em um modelo de vetor autoregressivo com mudanÃas de Markov (MS-VAR) proposto por Hamilton (1989) e aperfeiÃoado por Krolzig (1997), uma vez que a relaÃÃo entre essas polÃticas pode nÃo ser constantes ao longo das diferentes fases da economia. Os resultados empÃricos mostram uma correlaÃÃo positiva entre a taxa de juros e o resultado primÃrio, evidÃncia empÃrica em favor de que as autoridades fiscal e monetÃria compartilham objetivos comuns. / The aim of this paper is to verify the existence of a dynamic relationship between monetary and fiscal policy in Brazil, considering the possibility of economic cycles, from monthly data for the period 1997 to 2011. The analysis of co-movement between interest rate and the primary outcome/GDP is based on a vector autoregressive model with Markov changes (MSVAR) proposed by Hamilton (1989) and perfected by Krolzig (1997), a since the relationship between these policies may not be constant throughout the different phases of the economy. The empirical results show a positive correlation between interest rate and the primary outcome, the empirical evidence in favor of and monetary authorities share common goals.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / A agricultura orgânica ou agroecológica visa o estabelecimento e manutenção de sistemas agrícolas ecologicamente equilibrados e estáveis, com eficiência econômica, boa produção e seja eficiente na utilização dos recursos naturais. Em geral, a agroecologia usa a adubação orgânica como fonte de nutrientes às culturas,empregando-se o uso de biofertilizantes Esta pesquisa compreendeu dois experimentos realizados concomitantemente em ambiente protegido no campus Cauamé da Universidade Federal de Roraima UFRR, com tomate cereja (Solanum lycopersicum var. cerasiforme) BRS Iracema e dois diferentes tipos de biofertilizante (comum e enriquecido) aplicados no solo dos baldes de cultivo que apresentavam capacidade de 12dm3 previamente peneirado e calcareado. A irrigação foi por gotejamento de acordo com a evaporação do tanque classe A e a necessidade da cultura. O primeiro experimento objetivou avaliar o efeito de diferentes doses de biofertilizante comum no desenvolvimento vegetativo e reprodutivo do tomate cereja BRS Iracema. O delineamento experimental foi em blocos casualizados (DBC) com uso de biofertilizante diluído em 5 proporções (0, 686, 960, 1600 e 2400 mL, compreendendo os tratamentos T1, T2. T3, T4 e T5 respectivamente) com 4 repetições. Para as variáveis vegetativas, foi observado que o aumento das doses de biofertilizante comum, proporcionou elevação nos valores da massa seca de folhas, assim como para massa fresca e seca de talos, atribuindo os melhores resultados para os tratamentos 4 e 5. As doses de biofertilizante influenciaram significativamente a massa seca de folhas, massa fresca e secade talos, sendo possíveis ajustes quadráticos com valores máximos obtidos entre 1275 e 2050 mL/planta. Entretanto, para o número de frutos e produção, as doses deste biofertilizante influenciaram linearmente. O segundo experimento objetivou avaliar o efeito de diferentes doses de biofertilizante enriquecido no desenvolvimento vegetativo e reprodutivo do tomate cereja BRS Iracema. O delineamento experimental foi em blocos casualizados (DBC) com uso de biofertilizante diluído em 5 proporções (0, 686, 960, 1600 e 2400 mL, compreendendo os tratamentos T1, T2. T3, T4 e T5 respectivamente) com 4 repetições.O aumento da dose de biofertilizante enriquecido proporcionou aumento nos valores de massa fresca e seca de folhas e talos, possibilitando ajustes quadráticos. Enquanto, o biofertilizante influenciou linearmente amassa seca de raiz. A dose de 2208 ml propiciou maior número de frutos (685 frutos por planta). Porém, as doses não influenciaram na produtividade. / The organic and agroecological farming aims at establishing and maintaining an ecologically balanced and stable agricultural systems, with economic efficiency, good production and be efficient in the use of natural resources. In general, the agroecology uses organic manure as a nutrient source for crops, employing the use of biofertilizers This research included two experiments was conducted in the Universidade Federal de Roraima (UFRR) with cherry tomato (Solanum lycopersicum var. cerasiforme) BRS Iracema and two different types of biofertilizer(ordinary and enriched) applied to the soil of the crop which buckets capacity 12dm3 had previously sieved and limestoned. The drip irrigation was in accordance with the evaporation of class pan A and the need for crop. The first experiment aimed to evaluate the effect of different doses of ordinarybiofertilizers (only bovine biofertilizers) on vegetative and reproductive development of cherry tomato BRS Iracema. The experimental design was a randomized block designwith use of biofertilizers diluted in five ratios (0, 686, 960, 1600 and 2400 mL) with four repetitions. For vegetative variables, it was observed that increasing doses of ordinarybiofertilizer resulted in higher values of the dry mass of leaves, as well as fresh and dry weight of stems. Doses biofertilizer significantly influenced the dry mass of leaves, fresh and dry mass of stems, with possible adjustments quadratic with maximum values between 1275 and 2050 mL/plant. However, the treatments influenced linearly the number of fruits and production. The second experiment aimed to evaluate the effect of different doses of enriched biofertilizer on vegetative and reproductive development of cherry tomato BRS Iracema. The experimental design was a randomized block design with use of enriched biofertilizers diluted in five ratios (0 , 686, 960 , 1600 and 2400 mL/plant with fourrepetitions.The dose of enriched biofertilizer provided an increase in the values of fresh and dry weight of leaves and stems, allowing quadratic adjustments. While the biofertilizer influenced linearly the root dry weight. The enrichedbiofertilizer (2208 ml/plant)provided greater number of fruits (685 fruits per plant), but the doses had no effect on yield.

Submitted by Renata Lopes (renatasil82@gmail.com) on 2017-07-04T17:50:21Z No. of bitstreams: 1 ricardobarbosalimamendesoscar.pdf: 1758751 bytes, checksum: fe796c61512f47ec7ea5ac38343d8921 (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2017-08-08T13:52:51Z (GMT) No. of bitstreams: 1 ricardobarbosalimamendesoscar.pdf: 1758751 bytes, checksum: fe796c61512f47ec7ea5ac38343d8921 (MD5) / Made available in DSpace on 2017-08-08T13:52:51Z (GMT). No. of bitstreams: 1 ricardobarbosalimamendesoscar.pdf: 1758751 bytes, checksum: fe796c61512f47ec7ea5ac38343d8921 (MD5) Previous issue date: 2017-02-22 / O presente estudo busca avaliar o comportamento da taxa de câmbio R$/US$ utilizando-se de modelos teóricos que procuram captar os fundamentos da taxa de câmbio e investigar sobre um possível efeito bolha no mercado cambial nacional. Os modelos teóricos utilizados para descrever os fundamentos macroeconômicos que captam os movimentos da taxa de câmbio foram o modelo Monetário e o da Regra de Taylor. Para evidenciar existência de bolha, utilzou-se do teste econométrico de Phillips, Wu e Yu (2011). Os resultados obtidos na análise empírica mostraram que o modelo Monetário não consegue aproximar as flutuações observadas na taxa de câmbio. Diferentemente, os modelos da Regra de Taylor apresentam uma boa descrição do movimento desta variável. Por sua vez os resultados do método aplicado e do teste específico para o efeito bolha conduziram a conclusão de não existência de bolha na taxa de câmbio trimestral brasileira. / The present study seeks to evaluate the behavior of the exchange rate R$/US$ using theoretical models that seek to capture the fundamentals of the exchange rate and investigate a possible bubble effect in the national exchange market. The theoretical models used to describe the macroeconomic fundamentals that capture the movements of the exchange rate were the Monetary Model and the Taylor Rule. To prove the existence of a bubble, the econometric test of Phillips e Yu (2011) was used. The results obtained on the empirical analysis showed that the Monetary model could not approximate the observed fluctuations in the exchange rate, while Taylor rule models captured a good description of the movement of this variable. In turn, the results of the applied method and the specific test for the bubble effect led to the conclusion that there is no bubble in the Brazilian quarterly exchange rate.

[pt] Órgãos reguladores internacionais dos setores bancário e securitário têm incentivado a adoção de modelos internos, em apoio ao gerenciamento de riscos, para a determinação de capital mí­nimo regulatório. A maioria dos modelos pode ser decomposta em sub-modelos de determinação de capital para cada tipo de risco que a companhia está exposta. O capital requerido total será a agregação desses capitais individuais. Os riscos de uma companhia podem ter uma interdependância, em geral, não linear, impossibilitando a soma direta desses capitais. Um dos grandes desafios da modelagem é identificar, mensurar e incorporar essas dependências. A teoria de cópulas tem se mostrado uma ferramenta eficaz para agregação dos capitais uma vez que incorpora as estruturas de dependência dos riscos modelados na estimação do capital mínimo. Esta dissertação apresenta uma discussão geral sobre metodologias de mensuração de dependência entre riscos. Estes conceitos são utilizados, no final da dissertação, para a estimação do capital econômico de uma companhia de seguros. Como a cópula nos permite separar os efeitos das estruturas de dependência das caracterí­sticas peculiares às distribuições marginais, é possí­vel explorar o impacto das dependências dos riscos no capital requerido total. A sensibilidade do capital econômico diante do ajuste das cópulas é investigada. As medidas de risco utilizadas para determinar o capital foram o Value at Risk e o Condicional Value at Risk. / [en] Financial regulatory agencies have been encouraging the adoption, in risk management practices, of internal models in order to determinate the regulatory minimum capital. Most of the models can be decomposed in minor capital models, each associated to a particular risk source to which that the company is exposed. The regulatory capital will be the aggregation of these individual capitals. The companies´ risks may have non-linear dependencies which prevent the sum of the individual capitals. One of the greatest challenges of this modeling process is to identify, measure and incorporate the dependencies amongst the several risk sources. The relatively recent copula theory has been shown to offer an effective tool for the aggregation of capitals, by duly capturing and incorporating the dependence of the several risks sources when estimating the minimum capital. This dissertation presents a general discussion about a dependence measurement methodology between risks. This is then applied, at the end of dissertation, to the estimation of the economic capital of an insurance company. Since copulas allow us to separate the effects of the structure dependence to the peculiar characteristics of the marginal distribution, it is possible to explore the impact of dependencies of risks on the total economic capital. The sensitivities of the economic capital are investigated. The risks measures used to determinate the capital were the Value at Risk and Conditional Value at Risk.

Les méthodes d'assimilation de données sont en constante évolution pour s'adapter aux problèmes à résoudre dans les multiples domaines d’application. En sciences de l'atmosphère, chaque nouvel algorithme a d'abord été implémenté sur des modèles de prévision numérique du temps avant d'être porté sur des modèles de chimie atmosphérique. Ce fut le cas des méthodes variationnelles 4D et des filtres de Kalman d'ensemble par exemple. La nouvelle génération d'algorithmes variationnels d'ensemble quadridimensionnels (EnVar 4D) ne fait pas exception. Elle a été développée pour tirer partie des deux approches variationnelle et ensembliste et commence à être appliquée au sein des centres opérationnels de prévision numérique du temps, mais n'a à ce jour pas été testée sur des modèles opérationnels de chimie atmosphérique.En effet, la complexité de ces modèles rend difficile la validation de nouvelles méthodes d’assimilation. Il est ainsi nécessaire d'avoir à disposition des modèles d’ordre réduit, qui doivent être en mesure de synthétiser les phénomènes physiques à l'{oe}uvre dans les modèles opérationnels tout en limitant certaines des difficultés liées à ces derniers. Un tel modèle, nommé L95-GRS, a donc été développé. Il associe la météorologie simpliste du modèle de Lorenz-95 à un module de chimie de l'ozone troposphérique avec 7 espèces chimiques. Bien que de faible dimension, il reproduit des phénomènes physiques et chimiques observables en situation réelle. Une méthode d'assimilation de donnée, le lisseur de Kalman d'ensemble itératif (IEnKS), a été appliquée sur ce modèle. Il s'agit d'une méthode EnVar 4D itérative qui résout le problème non-linéaire variationnel complet. Cette application a permis de valider les méthodes EnVar 4D dans un contexte de chimie atmosphérique non-linéaire, mais aussi de soulever les premières limites de telles méthodes.Fort de cette expérience, les résultats ont été étendus au cas d’un modèle réaliste de prévision de pollution atmosphérique. Les méthodes EnVar 4D, via l'IEnKS, ont montré leur potentiel pour tenir compte de la non-linéarité du modèle de chimie dans un contexte maîtrisé, avec des observations synthétiques. Cependant, le passage à des observations réelles d'ozone troposphérique mitige ces résultats et montre la difficulté que représente l'assimilation de données en chimie atmosphérique. En effet, une très forte erreur est associée à ces modèles, provenant de sources d'incertitudes variées. Deux démarches doivent alors être entreprises pour pallier ce problème.Tout d’abord, la méthode d’assimilation doit être en mesure de tenir compte efficacement de l’erreur modèle. Cependant, la majorité des méthodes sont développées en supposant au contraire un modèle parfait. Pour se passer de cette hypothèse, une nouvelle méthode a donc été développée. Nommée IEnKF-Q, elle étend l'IEnKS au cas avec erreur modèle. Elle a été validée sur un modèle jouet, démontrant sa supériorité par rapport à des méthodes d'assimilation adaptées naïvement pour tenir compte de l’erreur modèle.Toutefois, une telle méthode nécessite de connaître la nature et l'amplitude exacte de l'erreur modèle qu'elle doit prendre en compte. Aussi, la deuxième démarche consiste à recourir à des outils statistiques pour quantifier cette erreur modèle. Les algorithmes d'espérance-maximisation, de emph{randomize-then-optimize} naïf et sans biais, un échantillonnage préférentiel fondé sur l'approximation de Laplace, ainsi qu'un échantillonnage avec une méthode de Monte-Carlo par chaînes de Markov, y compris transdimensionnelle, ont ainsi été évalués, étendus et comparés pour estimer l'incertitude liée à la reconstruction du terme source des accidents des centrales nucléaires de Tchernobyl et Fukushima-Daiichi.Cette thèse a donc enrichi le domaine de l'assimilation de données EnVar 4D par ses apports méthodologiques et en ouvrant la voie à l’application de ces méthodes sur les modèles de chimie atmosphérique / Data assimilation methods are constantly evolving to adapt to the various application domains. In atmospheric sciences, each new algorithm has first been implemented on numerical weather prediction models before being ported to atmospheric chemistry models. It has been the case for 4D variational methods and ensemble Kalman filters for instance. The new 4D ensemble variational methods (4D EnVar) are no exception. They were developed to take advantage of both variational and ensemble approaches and they are starting to be used in operational weather prediction centers, but have yet to be tested on operational atmospheric chemistry models.The validation of new data assimilation methods on these models is indeed difficult because of the complexity of such models. It is hence necessary to have at our disposal low-order models capable of synthetically reproducing key physical phenomenons from operational models while limiting some of their hardships. Such a model, called L95-GRS, has therefore been developed. It combines the simple meteorology from the Lorenz-95 model to a tropospheric ozone chemistry module with 7 chemical species. Even though it is of low dimension, it reproduces some of the physical and chemical phenomenons observable in real situations. A data assimilation method, the iterative ensemble Kalman smoother (IEnKS), has been applied to this model. It is an iterative 4D EnVar method which solves the full non-linear variational problem. This application validates 4D EnVar methods in the context of non-linear atmospheric chemistry, but also raises the first limits of such methods.After this experiment, results have been extended to a realistic atmospheric pollution prediction model. 4D EnVar methods, via the IEnKS, have once again shown their potential to take into account the non-linearity of the chemistry model in a controlled environment, with synthetic observations. However, the assimilation of real tropospheric ozone concentrations mitigates these results and shows how hard atmospheric chemistry data assimilation is. A strong model error is indeed attached to these models, stemming from multiple uncertainty sources. Two steps must be taken to tackle this issue.First of all, the data assimilation method used must be able to efficiently take into account the model error. However, most methods are developed under the assumption of a perfect model. To avoid this hypothesis, a new method has then been developed. Called IEnKF-Q, it expands the IEnKS to the model error framework. It has been validated on a low-order model, proving its superiority over data assimilation methods naively adapted to take into account model error.Nevertheless, such methods need to know the exact nature and amplitude of the model error which needs to be accounted for. Therefore, the second step is to use statistical tools to quantify this model error. The expectation-maximization algorithm, the naive and unbiased randomize-then-optimize algorithms, an importance sampling based on a Laplace proposal, and a Markov chain Monte Carlo simulation, potentially transdimensional, have been assessed, expanded, and compared to estimate the uncertainty on the retrieval of the source term of the Chernobyl and Fukushima-Daiichi nuclear power plant accidents.This thesis therefore improves the domain of 4D EnVar data assimilation by its methodological input and by paving the way to applying these methods on atmospheric chemistry models

This dissertation thesis deals with relation between labour market and monetary policy referring to two fundamental theoretical concepts -- natural rate hypothesis (or NAIRU) and unemployment hysteresis hypothesis. The first chapter outlines the most frequent values of the Phillips curve, the fundamental model of macroeconomics theory in the relation between the labour market and the monetary policy. The following chapter deals with the exogenous NAIRU concept which works as natural unemployment rate approximation. The unemployment hysteresis deals with the NAIRU as endogenous variable which is dependent on preceding imbalanced situations on labour market. The thesis outlines the main causes of the hysteresis: capital scrapping effect, role of the long-term unemployment and the insider-outsider hypothesis. The third chapter also comprises simple econometric tests of both particular mechanisms and the hysteresis itself based on usual unit roots tests. The results show the hysteresis using data from both the Czech Republic and Central and Eastern Europe countries (CEEC). The fourth chapter deals with monetary-political implications of the unemployment hysteresis. The practical part of the thesis is based on two hypotheses of the relation between inflation (policy interest rate) and NAIRU. The last chapter based on the VAR model outlines short-term relations between the labour market and monetary policy variables. Long-term relations are tested by both the co-integration analysis and vector error correction model (VECM). These models are examined on the data from the Czech Republic and Poland (2000-2013). The thesis also applies pooled regression estimate for ten CEEC. The results show that the monetary policy does have impact on the labour market not only in the short-term but also in the long-term period and thus they confirm the hysteresis hypothesis

A análise da expressão gênica através de dados gerados em experimentos de microarrays de DNA vem possibilitando uma melhor compreensão da dinâmica e dos mecanismos envolvidos nos processos celulares ao nível molecular. O aprimoramento desta análise é crucial para o avanço do conhecimento sobre as bases moleculares das neoplasias e para a identificação de marcadores moleculares para uso em diagnóstico, desenho de novos medicamentos em terapias anti-tumorais. Este trabalho tem como objetivos o desenvolvimento de modelos de análise desses dados, propondo uma nova forma de normalização de dados provenientes de microarrays e dois modelos para a construção de redes regulatórias de expressão gênica, sendo uma baseada na conectividade dinâmica entre diversos genes ao longo do ciclo celular e a outra que resolve o problema da dimensionalidade, em que o número de experimentos de microarrays é menor que o número de genes. Apresenta-se, ainda, um pacote de ferramentas com uma interface gráfica de fácil uso contendo diversas técnicas de análise de dados já conhecidas como também as abordagens propostas neste trabalho. / The analyses of DNA microarrays gene expression data are allowing a better comprehension of the dynamics and mechanisms involved in cellular processes at the molecular level. In the cancer field, the improvement of gene expression interpretation is crucial to better understand the molecular basis of the neoplasias and to identify molecular markers to be used in diagnosis and in the design of new anti-tumoral drugs. The main goals of this work were to develop a new method to normalize DNA microarray data and two models to construct gene expression regulatory networks. One method analyses the dynamic connectivity between genes through the cell cycle and the other solves the dimensionality problem in regulatory networks, meaning that the number of experiments is lower than the number of genes. We also developed a toolbox with a user-friendly interface, displaying several established statistical methods implemented to analyze gene expression data as well as the new approaches presented in this work.

Os genes var de Plasmodium falciparum codificam a proteína PfEMP1 expressa na superfície de eritrócitos infectados e que medeia os fenômenos de citoaderência e \"rosetting\". Ambos os fenômenos estão diretamente associados à malária grave, e seu domínio mais N-terminal, DBL1alfa, media especificamente \"rosetting\". Análise de seqüências DBL1alfa de isolados brasileiros e de outros países revelou que a similaridade entre elas não pode predizer origem geográfica. Com o objetivo de determinar se existem seqüências DBL1alfa associadas à malária grave, analisamos as seqüências DBL1alfa expressas em parasitas obtidos de pacientes brasileiros com esta manifestação clínica e encontramos que as seqüências predominantemente expressas apresentavam uma ou duas deleções de cisteínas. Significativamente, apesar de freqüentes no genoma de parasitas de pacientes com malária não grave, essas seqüências foram raramente expressas. Esses dados demonstram a primeira associação de seqüências PfEMP1 expressas e malária grave em pacientes da Amazônia Brasileira. / Plasmodium falciparum var genes code for PfEMP1, a protein expressed on the surface of infected erythrocytes, and which mediates cytoadherence and rosetting. Both phenomena are directly associated with severe malaria and the most N-terminal domain, DBL1alfa, specifically mediates rosetting. DBL1alfa sequence analysis from Brazilian and worldwide isolates revealed that sequence similarities cannot predict geographical origin. To determine whether there are DBL1alfa sequences associated with severe malaria, we examined expressed var DBL1alfa sequences in patients with severe malaria from the Brazilian Amazon and found that the predominantly expressed DBL1alfa sequences from these parasites lacked 1-2 cysteine residues. Significantly, these sequences were amply found on the genomic repertoire of parasites from patients with mild malaria and yet they were rarely expressed. These data demonstrate the first association of particular PfEMP1 expressed sequences and severe malaria in patients from the Brazilian Amazon.