This thesis investigates the predictability of trading strategies in the European and American stock market from 2001 to 2013. More specific, we examine the indices CAC40, DAX, FTSE100, NASDAQ and S&P500 first with the simple moving averages, then with trading rules based on the forecasts of time – series models and finally with the combination of the technical trading rules and time –series models. The significance of the examined trading rules tested with standard t – tests. The standard tests results show that technical trading rules are the most profitable strategy, second follows the combined and then the time – series rules as the least profitable trading strategy related to buy – and – hold strategy. / Σκοπός της παρούσας εργασίας είναι η διερεύνηση της προβλεπτικής δυνατότητας στρατηγικών επενδύσεων που εφαρμόζονται στην Ευρωπαϊκή και Αμερικάνικη χρηματιστηριακή αγορά, για τη χρονική περίοδο 2001-2013. Πιο συγκεκριμένα θα εξετασθούν οι δείκτες CAC 40, DAX, FTSE 100, NASDAQ και S&P 500, με κανόνες κινητών μέσων όρων, με κανόνες που βασίζονται σε μοντέλα πρόβλεψης χρονολογικών σειρών και με κανόνες συνδυαστικών των δύο ανωτέρω. Οι παραπάνω στρατηγικές θα συγκριθούν με την στρατηγική διακράτησης (Buy-and-Hold), που έχει ορισθεί ως benchmark στρατηγική και η σημαντικότητα των αποτελεσμάτων θα εξετασθεί με στατιστικούς ελέγχους t-statistics.

High data rate applications are the trend in today's wireless technology. W-CDMA standard was designed to support such high data rates of up to 3.84 Mcps. The main purpose of this research was to analyze the feasibility of a fixed-point implementation of the W-CDMA downlink receiver algorithm on a general-purpose digital signal processor (StarCore SC140 by Motorola). The very large instruction word architecture of SC140 core is utilized to generate optimal implementation, to meet the real time timing requirements of the algorithm. The other main aim of this work was to study and evaluate the performance of the W-CDMA downlink structure with incorporated space-time transmit diversity. The effect of the channel estimation algorithm used was extensively studied too.

No description available.

The present study aims to develop an analysis package for combining forecasts that are obtained from different forecast methods. The package is composed of three modules, namely, the data input module, the data analysis module and the combination module. In data input module, the data is entered and saved as an Excel file with the given name. In data analysis module, the program computes the forecasts of the selected methods and displays the forecast results, the mean absolute errors, the mean square errors and the mean absolute percentage errors of these methods. In combination module, the forecast results, computed in the data analysis module, are combined according to the selected combination methods. All the detailed calculations of the forecasts and the values assigned by the program to minimize the mean absolute deviations, the mean square errors and the mean absolute percentage errors are displayed under the columns of the related method on the Excel spreadsheet of the file.

Orientador: Maurício Dutra Zanotto / Resumo: Com a crescente demanda de milho doce no mercado brasileiro para diversas finalidades, torna-se necessário o desenvolvimento de materiais cada vez mais produtivos. Neste contexto, esse trabalho objetivou avaliar as capacidades geral e específica de combinação de linhagens endogâmicas de milho doce, portadoras do gene SHRUNKEN-2, bem como, identificar híbridos simples promissores para utilização como enlatados e/ou comercialização de espigas na forma de milho verde. Para isso, foram obtidos híbridos simples por meio de cruzamentos dialélicos parciais incompletos. As avaliações deram-se no ano agrícola 2000/2001 em São Manuel-SP, Piracanjuba-GO e Bragança Paulista-SP. Foram conduzidos 4 experimentos por local, utilizando o delineamento em blocos casualizados no esquema de látice simples 10 x 10, onde as parcelas constituíram-se de 1 linha de 5 metros. A partir dos dados de produção total de espigas com palha, produção comercial com palha, produção comercial sem palha, alturas de planta e de espiga e índice de espigas dos híbridos, foram obtidas as estimativas dos parâmetros genéticos, utilizando-se o método dos quadrados mínimos. Após o desdobramento do quadrado médio dos tratamentos em capacidades geral do grupo 1, do grupo 2 e da capacidade específica de combinação, constatou-se maior variabilidade por parte da capacidade geral de combinação do grupo 2 de genitores; o efeito gênico predominante foi o de origem não aditiva; ocorrência de genitores com boa capacidade combinatória; existência de híbridos promissores para cada local de avaliação. / Abstract: With the crescent demand of swet corn in the Brazilian market for distinct purposes, it becomes necessary the development of materials more and more productives. In this context, this research objected to evaluate the general and specific combining abilities of sweet corn inbred lines with SHRUNKEN - 2 gene, as well as identify single-crosses promissing to utilization like canned and/ or commercialization of ears as green corn. For that, it was obtained single-crosses by using of partial diallel incomplete crosses. The evaluations were done in 2000 / 2001 in São Manuel - SP, Piracanjuba - GO e Bragança Paulista - SP, Brazil. It was carried out four experiments per place by utilizing the 10 x 10 simple lattice design, where the plots consisted in one line of five meters. From the basis of total production of ear with husk, commercial production with husk, commercial production without husk, plant heigh and ear, and the index of ear from single cross, was obtained by estimation of minimum square. Afterwards the unrolled of the mean square of the treatments in general combining ability of group 1 and group 2, and of the specific combining ability evidencied a large variability apart of general combining ability of the group 2 parentals; the predominant gene ffect was non- additive; occurence of parentals with a good combining ability; and the existence of promissing single crosses for each evaluated place. / Doutor

The construction industry is today one of the greatest consumer of natural resources, and considering the current construction rate, the resource efficiency are to be a challenge. The complexity and uniqueness of the industry create barriers for managing resources efficiently. Construction entails excavation of soil, and from a resource perspective, the excavated soil can be managed more efficiently. The purpose of the study is to examine the network of excavated soil management and how different actors and their roles are intertwined with each other and how they are related to environmental aspects in construction projects. A qualitative case study with a systematic combining approach has been conducted, where semi-structured interviews, observations and secondary documentations were used to collect data. The collected data were further analysed using the ARA-model and the iron triangle. The results generated five main networking barriers for managing the excavated soil more efficiently; communication, co-operation and willingness to compromise/collaborate, unified vision, commitment and structure. However, the analysis resulted in two concluding barriers with the most substantial impact on the excavated soil management. First, the public procurement act which limits the opportunities for early involvement of the contractors, and second, the lack of unified vision regarding the responsibility of the excavated soil. Further, commitment among all actors is required for a joint long-term management. The findings are specific to the case, due to the complexity of the industry. Further research is required to make the results more generalizable.

Made available in DSpace on 2014-06-11T19:26:08Z (GMT). No. of bitstreams: 0 Previous issue date: 2010-02-24Bitstream added on 2014-06-13T20:14:42Z : No. of bitstreams: 1 buchweitz_ed_me_jabo.pdf: 457129 bytes, checksum: fa6a9d6b3e092340a34ec3de2d5161cc (MD5) / Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / A baixa freqüência de genes recessivos deletérios e letais e a grande proporção de locos favoráveis já fixados nos híbridos comerciais, associado a uma seleção fenotípica eficiente entre e dentro de linhagens pode permitir a obtenção de híbridos promissores. Em média, são gastos de 8 a 10 anos para que um novo híbrido chegue ao mercado, o que implica diretamente no custo final das sementes. Para reduzir esse tempo é interessante viabilizar a utilização de linhagens parcialmente endogâmicas nos cruzamentos para agilizar o processo de obtenção de híbridos superiores e reduzir os custos da produção de sementes híbridas. Diante da necessidade de identificar híbridos de destaque e de encontrar alternativas que conduzam à redução dos custos e do tempo para a obtenção de sementes híbridas, o objetivo desse trabalho foi avaliar o potencial de linhagens parcialmente endogâmicas de milho com três (S3) e quatro (S4) gerações de autofecundação, obtidas de híbridos simples comerciais, com relação à heterose dos híbridos resultantes / The low frequency of deleterious recessive and lethal genes and the large proportion of favorable loci already set in commercial hybrids combined with an efficient phenotypic selection among and within strains may allow the achievement of promising lines. On average, spending 8 to 10 years for a new hybrid to reach the market, which directly implies the final cost of the seeds. To reduce this time it is interesting to enable the use of partly inbred lines at intersections to expedite the process of obtaining superior hybrids and reduce the costs of producing hybrid seeds. Faced with the need to identify hybrids highlighted and to find alternatives that lead to the reduction of costs and time required for the production of hybrid seeds, the purpose of this study was to evaluate the potential of partly inbred lines of maize with three (S3) and four (S4) generations of selfing, obtained from commercial single cross hybrids, with respect to the follow-on hybrid heterosis

L'objectif de cette thèse est d'étudier une technique de combinaison cohérente de faisceaux : l'amplification paramétrique optique (OPA) à multiple pompes. Cette technique permet de transférer instantanément l'énergie de nombreuses pompes en un unique faisceau signal sans stockage d'énergie, et ainsi s'affranchissant d'effets thermiques dans le milieu amplificateur. Ceci peut s'avérer intéressant pour combiner l'énergie de multiples lasers à fibre et réaliser l'amplification à forte cadence de lasers très énergétiques ou d'impulsions à spectre large. A l'aide d'un code de calcul général et d'une étude expérimentale utilisant comme cristal non linéaire du BBO ou du LBO, nous calculons dans un premier temps la localisation des pompes autour du signal à amplifier, ainsi que les tolérances angulaires correspondantes qui déterminent la criticité d'alignement d'une telle configuration. Nous nous intéressons ensuite aux mécanismes de recombinaisons parasites entre une pompe et l'idler correspondant à une autre pompe. Après avoir démontré expérimentalement que ces recombinaisons peuvent dégrader les caractéristiques spatiales et spectrales du signal amplifié, nous montrons qu'il est possible d'éliminer ces risques de couplages néfastes en écartant suffisamment les pompes entre elles. Une modélisation originale de l'OPA multi-pompes suggère de relier ces phénomènes parasites aux effets des réseaux résultant des interactions entre les différentes pompes. La dernière partie présente l'expérience d'OPA à 5 pompes qui nous a permis d'atteindre un rendement de transfert énergétique des pompes vers le signal de 27%, et obtenir ainsi un signal plus énergétique que chaque pompe prise séparément. / This work deals with a technique of combination of coherent beams: Optical Parametric Amplification (OPA) with Multiple Pumps. This technique is used to instantly transfer the energy of several pumps on one beam, without energy storage and thus avoiding thermal effects in the amplifying media. It can be useful to combine energy of numerous fiber lasers and to amplifiy with a high repetition rate very high energy lasers or broadband pulses. With a numerical and experimental study using BBO and LBO as nonlinear crystal, we determine how to dispose the pumps around the signal and the corresponding angular tolerances of such set up. Then we focus our attention on recombining mechanisms between a pump and a non-corresponding idler. We demonstrate experimentally that these cascading effects may decrease the spatial and spectral quality of the amplified signal, and that these phenomena can be avoided with a minimum angle between the different pumps. A novel modelling of multi-pumps OPA links these cascading effects to the gratings generated by the interaction between the pumps. The last part presents a 5 pump OPA experiment. We achieve a pump-to-signal efficiency of 27% and so that a signal more powerful than each pump is obtained.

Submitted by Gustavo Hugo Ferreira de Oliveira null (gustavo.melhorista@gmail.com) on 2017-01-26T09:27:36Z No. of bitstreams: 1 Tese-Gustavo-Definitiva-CD.pdf: 1206346 bytes, checksum: 48638ff4b99f623d2448fd151594ef96 (MD5) / Approved for entry into archive by LUIZA DE MENEZES ROMANETTO (luizamenezes@reitoria.unesp.br) on 2017-01-30T16:49:44Z (GMT) No. of bitstreams: 1 oliveira_ghf_dr_jabo.pdf: 1206346 bytes, checksum: 48638ff4b99f623d2448fd151594ef96 (MD5) / Made available in DSpace on 2017-01-30T16:49:44Z (GMT). No. of bitstreams: 1 oliveira_ghf_dr_jabo.pdf: 1206346 bytes, checksum: 48638ff4b99f623d2448fd151594ef96 (MD5) Previous issue date: 2016-12-15 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / O milho-pipoca nacional apresenta baixa variabilidade genética e o desenvolvimento de linhagens avançadas e novas cultivares com alta produtividade de grãos (PG) e capacidade de expansão (CE) é dependente da determinação precisa de grupos heteróticos e do conhecimento das associações entre as principais características de importância para a cultura. O objetivo deste trabalho foi realizar análise dialélica e estimar a correlação entre as principais características em populações oriundas de linhagens S3 de milho-pipoca. Para avaliação da capacidade combinatória foram obtidos 36 híbridos e seus recíprocos, os quais foram avaliados em delineamento de blocos casualizados com 72 tratamentos e duas repetições em dois anos, sendo avaliada a PG e CE. Para avaliação da correlação entre as características foi utilizado 41 genótipos dentre os híbridos e recíprocos obtidos que foram avaliados em blocos casualizados para três amostras de 50 grãos de cada parcela de cada repetição: comprimento do grão (CG), espessura do grão (EG), largura do grão (LG), diâmetro do grão (DG) massa de 50 grãos (MG) e CE. Foram estimados a capacidade geral e especifica de combinação, o efeito recíproco e materno, o coeficiente de correlação de Pearson, foi realizada análise de trilha, modelos de regressão simples e redes bayesianas. Os efeitos não aditivos dos genes foram os mais importantes no controle genético tanto da PG como da CE, indicando situação favorável para a exploração de híbridos nos programas de melhoramento. O efeito recíproco observado foi devido, principalmente, aos efeitos não maternos. A exploração de populações a partir de linhagens S3 pode ser uma alternativa para aumento da variabilidade genética para PG e da CE em programas de melhoramento de milho-pipoca. Foi detectada correlação negativa entre CE e os características avaliados, exceto para DG, corroborando com os modelos de regressão. A análise de trilha indicou que MG possui efeito direto e positivo sobre a CE e que a correlação negativa observada é devida, principalmente, aos efeitos indiretos por meio da LG e EG. As redes bayesianas não detectaram associação direta entre as dimensões do grão e indicaram que a EG é a única medida que pode influenciar o tamanho do floco da pipoca. / The Brazilian popcorn has low genetic variability and the development of advanced lines and new cultivars with high grain yield (GY) and expansion volume (EV) is dependent on the accurate determination of heterotic groups and knowledge of associations between the main traits. The aim of this study was apply diallel analysis and correlation coefficient among the main traits from S3 lines populations of popcorn. The 36 hybrids and its reciprocals were evaluated in a randomized complete block design (RCBD) with 72 treatments and two replications in two years and GY and EV were evaluated. At the same time, from 41 hybrids of popcorn were evaluated in a RCBD design for three samples of 50 kernel from each plot: grain length (GL), grain thickness (GT), grain width (GW) of grain diameter (GD) mass of 50 grains (MG) and EV. It was estimated the general e specific combining ability, as well as the reciprocal and maternal effect, Pearson correlation coefficient, path analysis, simple regression models and Bayesian networks. The non-additive effects of genes were the most important in the genetic control of GY and EV indicating favorable situation to produce hybrids. The reciprocal effect is mainly due to non-maternal effects. The use of synthetic populations from S3 lines can be an alternative to increase the genetic variability for GY and EV in popcorn breeding programs. It was detected negative correlation between EV and the traits, except for GD, corroborating the regression models. Path analysis indicated that MG has direct and positive effect on the EV and the negative correlation observed is mainly due to the indirect effects by GW and GT. Bayesian networks detected no direct association between the kernel size and indicated that GT is the only measure that can influence the flake size of popcorn.

Resumo: A baixa freqüência de genes recessivos deletérios e letais e a grande proporção de locos favoráveis já fixados nos híbridos comerciais, associado a uma seleção fenotípica eficiente entre e dentro de linhagens pode permitir a obtenção de híbridos promissores. Em média, são gastos de 8 a 10 anos para que um novo híbrido chegue ao mercado, o que implica diretamente no custo final das sementes. Para reduzir esse tempo é interessante viabilizar a utilização de linhagens parcialmente endogâmicas nos cruzamentos para agilizar o processo de obtenção de híbridos superiores e reduzir os custos da produção de sementes híbridas. Diante da necessidade de identificar híbridos de destaque e de encontrar alternativas que conduzam à redução dos custos e do tempo para a obtenção de sementes híbridas, o objetivo desse trabalho foi avaliar o potencial de linhagens parcialmente endogâmicas de milho com três (S3) e quatro (S4) gerações de autofecundação, obtidas de híbridos simples comerciais, com relação à heterose dos híbridos resultantes / Abstract: The low frequency of deleterious recessive and lethal genes and the large proportion of favorable loci already set in commercial hybrids combined with an efficient phenotypic selection among and within strains may allow the achievement of promising lines. On average, spending 8 to 10 years for a new hybrid to reach the market, which directly implies the final cost of the seeds. To reduce this time it is interesting to enable the use of partly inbred lines at intersections to expedite the process of obtaining superior hybrids and reduce the costs of producing hybrid seeds. Faced with the need to identify hybrids highlighted and to find alternatives that lead to the reduction of costs and time required for the production of hybrid seeds, the purpose of this study was to evaluate the potential of partly inbred lines of maize with three (S3) and four (S4) generations of selfing, obtained from commercial single cross hybrids, with respect to the follow-on hybrid heterosis / Orientador: José Roberto Moro / Coorientador: Flávio Trevizoli Silveira / Banca: Herberte Pereira da Silva / Banca: Sandra Helena Unêda-Trevisoli / Mestre