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Otimização de portfólios de investimento : a estratégia de paridade de risco no cenário brasileiroSouza, Pierre Oberson de January 2015 (has links)
O presente trabalho busca dar início a estudos referentes ao modelo de otimização de portfolios de investimento denominado paridade de risco no cenário brasileiro. Neste trabalho, os índices setoriais da bolsa brasileira (Bovespa) foram utilizados como ativos e com os seus dados foram estimadas carteiras com os modelos de mínima variância, de pesos iguais e de paridade de risco. Verificou-se que no modelo de paridade de risco a forma de obtenção da matriz de covariância exerce pouca influência no resultado final, que é de carteiras com distribuição de pesos e volatilidades intermediárias com relação aos modelos de mínima variância e de pesos iguais. Estes resultados são condizentes com aqueles verificados na literatura que utilizam como base de dados os mercados europeus e americanos. / This paper seeks to initiate studies for the investment portfolios optimization model called risk parity in the Brazilian scene. In this work, the sector indexes of the Brazilian Stock Exchange (Bovespa) were used as assets and their data were used to estimate portfolios with models of minimum variance, of equal weight and of risk parity. It was found that in the risk parity model the form to obtain the covariance matrix has little influence on the final result, that is of a portfolio with weights and distribution of intermediate volatility in relation to the minimum variance models and equal weights. These results are consistent with those found in the literature using as database the European and American markets.
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Reconhecimento e redistribuição : estratégias de empoderamento na relação entre mulheres e mídiaTebaldi, Raquel January 2015 (has links)
Há quase 20 anos, a IV Conferência Mundial sobre a Mulher, realizada de 4 a 15 de setembro de 1995, em Pequim, reconheceu oficialmente como uma das principais áreas de preocupação para se atingir maior igualdade entre homens e mulheres a relação entre mulheres e os meios de comunicação. Dentro desse contexto, trilhando aproximadamente o espaço temporal da Conferência de Pequim até seu aniversário de 20 anos e partindo de um nível global de análise, o presente trabalho visa explorar as seguintes questões: por que a relação entre mulheres e mídia é considerada problemática? Como diferentes teorias feministas e de gênero entendem a relação entre mulheres e mídia e como essa problematização se transformou através das décadas para o feminismo acadêmico? Como é possível existir agência e mesmo empoderamento dentro da relação entre mulher e mídia e que estratégias podem ser empregadas nesse sentido pelo movimento feminista? O argumento central do presente trabalho é o de que a possibilidade de empoderamento na relação entre mulheres e mídia parece ser mais fértil quando se consideram estratégias não só de lutas por paridade dentro desse setor produtivo, mas também de conscientização do público em geral através de políticas educacionais. Assim, o trabalho busca analisar estratégias de empoderamento na área através da combinação de medidas de reconhecimento e redistribuição transformativas, como proposto por Nancy Fraser (1995). / Almost 20 years ago the Fourth World Conference on Women, held from September 4th to 15th in 1995, in Beijing, officially recognized as one of the main areas of concern to achieve greater equality between men and women the relation between women and media. Within this context, encompassing the 20 years after the Conference and within a global perspective, this paper seeks to explore the following research questions: why is the relation between women and media problematic? How do different feminist and gender theories understand the relation between women and the media and how this questioning has transformed over the decades within feminist academia? How can there be agency and even empowerment within the relation between women and the media and what are the strategies that can be employed in this sense by the feminist movement? The central argument of this paper is that the possibility of empowerment in the relationship between women and the media seems to be more fertile when considering strategies not only for fighting for parity within this productive sector, but also fighting for awareness of the general public through educational policies. Thus, this paper analyzes empowerment strategies in the area by combining transformative recognition and redistribution measures, as proposed by Nancy Fraser (1995).
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Fatores que influenciam a produção de colostro em porcas / Factors influencing colostrum yield by sowsMachado, Angélica Pontes January 2014 (has links)
O colostro é fonte de energia e imunidade aos leitões neonatos. Para que a ingestão de colostro seja satisfatória, de modo a garantir a sobrevivência e ganho de peso dos leitões, as porcas devem produzir colostro suficiente para suprir as necessidades de toda a leitegada. O objetivo deste estudo foi avaliar fatores relacionados à fêmea, à leitegada e ao trabalho de parto que poderiam influenciar a produção de colostro em suínos. Foram utilizadas 96 matrizes suínas Camborough 25® com ordem de parto 1 a 7 e parição espontânea. As fêmeas e as leitegadas foram acompanhadas até 24 h após o início do parto. A produção de colostro foi estimada pela soma do consumo individual dos leitões, baseado no ganho de peso durante o primeiro dia de vida. O modelo de regressão múltipla explicou 28% da produção de colostro, sendo 24% explicados pelo peso total dos leitões nascidos vivos e 4% pela largura do primeiro par de tetos. O peso total dos leitões nascidos vivos foi correlacionado com o número total de leitões nascidos (r= 0,73) e nascidos vivos (r= 0,83). Quando separadas em duas classes de produção de colostro (ALTAPCOL; >3,4 kg; n = 50 vs BAIXAPCOL; ≤3,4 kg; n = 46), as fêmeas BAIXAPCOL tiveram menor número de leitões nascidos vivos e menor peso da leitegada viva (P<0,05). Por análise de regressão logística, foi verificado que fêmeas de OP 1, 2 e >3 apresentaram maior chance (P≤0,05) de estar no grupo BAIXAPCOL do que as fêmeas de OP 3. Fêmeas com mais de uma intervenção obstétrica no parto tiveram maior chance (P<0,05) de serem fêmeas BAIXAPCOL, em comparação ao grupo de fêmeas sem intervenções no parto. Este estudo evidenciou que o fator que mais influencia a produção de colostro é o peso total da leitegada viva, indiretamente representando o número de leitões amamentados pela porca. / Colostrum provides newborn piglets with energy and with passive immunity. An adequate colostrum intake, in order to fulfill the needs of piglets and then ensure their survival and weight gain, depends on sow’s ability to produce enough colostrum for the whole litter. The aim of this study was to evaluate factors involved on colostrum yield variability related to the sow, the litter and farrowing process. The experiment was conducted with 96 Camborough 25® sows of parities one to seven whose farrowing was spontaneous. Sows and their litters were followed until 24 h after farrowing onset. Colostrum production was estimated by summing up colostrum intake of each piglet of the litter. Colostrum ingestion by individual piglets was estimated using piglet weight gain during the first 24 h of life. The multiple regression model explained 28% of variation in colostrum yield, with 24% and 4% of variation being explained by the litter weight at birth and the width of first mammary glands, respectively. Litter weight at birth was positively correlated with the number of total born (r = 0.73) and liveborn piglets (r = 0.83).When separated into two classes of colostrum yield (HIGHPROD; >3.4 kg; n= 50 vs LOWPROD; ≤3.4 kg; n= 46), LOWPROD sows had lighter litters and fewer total born and liveborn piglets (P < 0.05). The logistic regression analysis showed that sows from parities 1, 2 and >3 had greater odds (P ≤ 0.05) to be in the LOWPROD group than parity 3. Sows with two or more obstetrical interventions had higher odds (P < 0.05) of belonging to the LOWPROD group than sows without interventions at farrowing. This study showed that litter weight at birth is the most important factor involved in colostrum yield variability, indirectly representing the number of piglets nursed by the sow.
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Nonlinearities in exchange rate: evidence from smooth transition regression modelKorhonen, M. (Marko) 28 November 2005 (has links)
Abstract
The purchasing power parity puzzle, exchange rate disconnection to macroeconomic fundamentals and pricing to market are central issues of international macroeconomics. Recent research has suggested that these issues can be presented by nonlinear behaviour. In this dissertation, we examine and explain the nonlinearities in the form of regime switching behaviour in real exchange rate series, exchange rate and macroeconomic fundamentals relation and exchange rate pass-through into consumer and import prices. Overall, we find evidence that nonlinearities are important in analysing empirical exchange rate models. The dissertation consists of four self-contained empirical studies.
In chapter 2 we examine whether the Markov switching models and exponential smooth transition autoregressive models can give any additional insights into real exchange rate behaviour for several OECD countries. The results show that there are long swings in the real exchange rate series, which can be characterize as a depreciation and an appreciation regime. These regimes are very persistent, although the processes are eventually mean reverting.
We estimate a multivariate smooth transition autoregressive model for the euro/dollar exchange rate in chapter 3. The significant point of our analysis is the possibility that a nonlinear specification for the exchange rate series might reveal aspects of the exchange rate dynamics that cannot be picked up by linear models. We find that the euro/dollar exchange rate may display random walk or near random walk behaviour within a certain range but the ability of the exchange rate to wander without any bound is limited by long-term government bond interest rate differentials.
In chapter 4 we examine nonlinear relationships between macroeconomic fundamentals and exchange rate for G-7 countries. We estimate a smooth transition error correction model that allows for parameter variation in the error correction form and interest rate differentials. The nonlinearity is determined by the inflation rate differentials between countries. We find significant error correction terms in monetary models. Our findings suggest the importance of nonlinear dynamics for examining deviations from the long-run equilibrium.
We examine whether the degree of exchange rate pass-through is dependent on importing country inflation rate in chapter 5. Our model shows that import prices respond differently to exchange rate changes when we are in a high inflation regime compared to a low inflation regime. We also present empirical evidence by estimating pass-through elasticises for several OECD countries. We find that consumer prices are not very sensitive to exchange rate changes. For aggregate import prices, we find partial or full exchange rate pass-throughs.
The tested nonlinear regime specific models proved appropriate for testing exchange rate dynamics for several currency pairs. Furthermore, we were able to present that macroeconomic fundamentals are important predictors of exchange rates.
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Hinnsvepning som metod för att initiera förlossningsstart : En journalgranskningsstudie / Sweeping of the membranes as method for initiating labor : A journalreviewstudyElin, Gröön, Eriksson, Anna January 2018 (has links)
Bakgrund: Hinnsvepning är en icke-farmakologisk induktionsmetod som används inom förlossningsvården med önskan om att initiera en förlossningsstart. Svenska föreningen för obstetrik och gynekologi [SFOG] rekommenderar hinnsvepning i fullgången graviditet. Rekommendationen bygger dock på oeniga forskningsresultat och det framgår inte vilka maternella faktorer som kan påverka utfallet. Syfte: Beskriva utfallet av hinnsvepning i graviditetsvecka 41+3. Metod: Retrospektiv journalgranskning med kvantitativ ansats användes. Urvalet gjordes via en specialistmottagning för gravida som är kopplad till den aktuella förlossningskliniken. Totalt inkluderades 100 kvinnors förlossningsjournaler. Resultat: Av de 100 kvinnorna som hinnsveptes inducerades 41 med annan induktionsmetod och 33 kvinnor blev överburna. Paritet hade inte några statistiskt signifikanta samband med varken induktion, tid till aktiv förlossningsfas eller överburenhet, till skillnad från Bishop Score som hade ett statistiskt signifikant samband med både induktion, tid till aktiv förlossningsfas och överburenhet. Ett statistiskt signifikant samband kunde även ses mellan BMI och överburenhet samt tid till aktiv förlossningsfas. Bishop Score var den variabeln med starkast samband till induktion, tid till aktiv förlossningsfas och överburenhet. Konklusion: Kvinnans Bishop Score och BMI bör inte negligeras i samband att hinnsvepning genomförs då det kan påverka utfallet. Ytterligare forskning krävs för att klargöra utfallet av hinnsvepning och på vilka grunder det bör utföras. / Background: Sweeping of the membranes is a non- pharmacological inductionmethod used in obstetrics with the desire to initiate a labor. The Swedish Association for Obstetrics and Gynecology [SFOG] recommends membrane sweeping in full-time pregnancy. However, these recommendations are built on inconsistent research in the area and it doesn’t reveal which maternal factors that may affect the outcome. Purpose: Describe the outcome of membrane sweeping in pregnancy week 41 + 3. Methods: Retrospective journal review with quantitative approach were conducted. The selection was performed on a specialist clinic for pregnant women who are linked to the current obstetric clinic. Totally 100 women’s birth records were included in the study. Results: Of the 100 women who went through membrane sweeping, 41 was induced with another induction method and 33 women became overburdened. Parity did not appear statistically significant with neither induction, time to active delivery phase or post-term pregnancy unlike Bishop Score who had a statically significant relationship with both induction, time to active delivery phase and post-term pregnancy. A statistically significant association could also be seen between BMI and post-term pregnancy, as well as BMI and time to active delivery phase. Bishop Score showed to be the only variable with statistically significant association to induction, time to active delivery phase and post-term pregnancy. Conclusion: Bishop Score and BMI should not be neglected when membrane sweeping is performed as it may affect the outcome. Further research is required to clarify the outcome of membrane sweeping and on which grounds it should be performed.
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Ultra-low fertility in South Korea: The role of the tempo effectYoo, Sam Hyun, Sobotka, Tomas 14 February 2018 (has links) (PDF)
Background: The total fertility rate (TFR) in South Korea has fallen below 1.3 since 2001. The role of the rapid shift toward a late-childbearing pattern in driving Korean fertility decline to this ultra-low level has been little explored until now.
Objective: We provide an in-depth analysis of period fertility trends by birth order in South Korea from 1981 to 2015, when the period TFR fell from 2.57 to extremely low levels.
Methods: We combine census and birth registration data to estimate period and cohort fertility indicators by birth order. We compare changes in conventional TFR with tempo- and parity-adjusted total fertility rate (TFRp*) and their birth-order-specific components.
Results: The tempo effect linked to the shift toward delayed childbearing has had a strong and persistent negative influence on period TFRs in South Korea since the early 1980s. Without the shift to later childbearing, period fertility rates in South Korea would consistently stay higher and decline more gradually, reaching a threshold of very low fertility, 1.5, only in 2014. The postponement of childbearing and the resulting tempo effect were strongest in the early 2000s, when Korean TFR reached the lowest levels. More recently, Korean fertility has been characterized by a diminishing tempo effect and falling first and second birth rates. This trend marks a break with the previous pattern of almost universal fertility and a strong two-child family model.
Contribution: Our study demonstrates the importance of the tempo effect in explaining the shift to ultra-low fertility in South Korea and in East Asia.
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Incidence of gynaecological cancers and overall and cause specific mortality of grand multiparous women in FinlandHinkula, M. (Marianne) 21 February 2006 (has links)
Abstract
The aim of this population-based cohort study was to evaluate the incidence and relative risk ratios of gynaecological cancers and the mortality of women with at least five children (GM women) compared to the average of Finnish women. We linked together the data of the Population Register (1974–1997), the Finnish Cancer Registry and the national cause-of death files of Statistics Finland (1974–2001) by using a personal identification code. The study population consisted of 86 978 GM women (1974–1997), including 3 752 women with at least 10 children (GGM women). Altogether 7 604 cancer diagnoses and 18 870 deaths were recorded.
The incidence (SIR) of breast (0.55, 95% CI 0.52–0.58), endometrial (0.57, 95% CI 0.52–0.63) and ovarian cancer (0.64, 95% CI 0.55–0.73) decreased, and that of cervical cancer (1.13, 95% CI 0.98–1.29) increased in GM women. In multivariate analysis, the increase in parity from five to eight increased the protection against breast and endometrial cancer, but not in ovarian or cervical cancer. A young age at first birth decreased the breast cancer risk, while an older age at first birth decreased the risk for endometrial and cervical cancer. A short premenopausal delivery-free period and a long birth period were risk reducers in women who contracted endometrial cancer after menopause.
The mortality (SMR) of breast (0.64, 95% CI 0.59–0.69), endometrial (0.68, 95% CI 0.56–0.80), ovarian cancer (0.68, 95% CI 0.60–0.75) as well as for dementia (0.80, 95% CI 0.72–0.84) decreased. The SMR of kidney (1.38, 95% CI 1.21–1.56) cancer increased in the GM group. The SMR of ischemic heart diseases (1.10, 95% CI 1.08–1.13) and diabetes mellitus (1.42, 95% CI 1.29–1.55) increased. The overall SMR of GM women was 5% less than expected (95% CI 0.94–0.95; deficit 949 deaths), but among GGM women it coincided with the national average (1.01, 95% CI 0.93–1.08).
Multiparity affected the spectrum of diseases and causes of death in a specific way: the pregnancy-specific hormonal milieu is responsible for the low SIR and SMR of hormone-dependent cancers, and increased body weight is lightly responsible for the high SMR of cardiovascular and metabolic diseases. These observations advocate for delivering the first child at an age younger than 30 years and to start measures for careful weight control not only during and after pregnancies but even later and permanently.
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Purchasing power parity between Botswana and South Africa: a cointegration analysisTshipinare, Katso January 2006 (has links)
Magister Commercii - MCom / This paper tested the purchasing power parity hypothesis for Botswana and South Africa using cointegration analysis. The data used are the spot exchange rate between the two countries (rand and pula) and their consumer price indices. / South Africa
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Optimizing LDPC codes for a mobile WiMAX system with a saturated transmission amplifierSalmon, Brian Paxton 26 January 2009 (has links)
In mobile communication, the user’s information is transmitted through a wireless communication link that is subjected to a range of deteriorating effects. The quality of the transmission can be presented by the rate of transfer and the reliability of the received stream. The capacity of the communication link can be reached through the use of channel coding. Channel coding is the method of adding redundant information to the user’s information to mitigate the deteriorating effects of the communication link. Mobile WiMAX is a technology that makes use of orthogonal frequency division multiplexing (OFDM) modulation to transmit information over a wireless communication channel. The OFDM physical layer has a high peak average to power ratio (PAPR) characteristic that saturates the transmitter’s amplifier quite easily when proper backoff is not made in the transmission power. In this dissertation an optimized graph code was used as an alternative solution to improve the system’s performance in the presence of a saturated transmission’s amplifier. The graph code was derived from a degree distribution given by the density evolution algorithm and provided no extra network overhead to implement. The performance analysis resulted in a factor of 10 improvement in the error floor and a coding gain of 1.5 dB. This was all accomplished with impairments provided by the mobile WiMAX standard in the construction of the graph code. / Dissertation (MEng)--University of Pretoria, 2009. / Electrical, Electronic and Computer Engineering / unrestricted
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A MEASUREMENT OF THE PARITY VIOLATING ASYMMETRY IN THE NEUTRON CAPTURE ON <sup>3</sup>He AT SNSKabir, Md Latiful 01 January 2017 (has links)
Weak nucleon nucleon couplings are largely unknown because of the involved theoretical and experimental challenges. Theoretically the topic is difficult due to the non-perturbative nature of the strong interaction, which makes calculations of the couplings challenging. Experimentally, the topic is difficult given that 1) the observables are determined by ratios between strong couplings and weak couplings which differ in size by seven orders of magnitude, and 2) theoretically clean and predictable measurements are almost always restricted to simple systems that do not allow for effects that enhance the size of the asymmetry. However parity violation (PV) can be used to separate out the weak part and thus studies of PV in hadronic systems could offer a unique probe of nucleon structure. The n-3He experiment at the Spallation Neutron Source was performed to measure the parity violating asymmetry of the recoil proton momentum kp with respect to the neutron spin in the reaction n + 3He ---> p + T + 764 keV. This asymmetry is sensitive to the isospin-conserving and isospin-changing (∆I = 0, 1, 2) parts of the Hadronic Weak Interaction (HWI), and is expected to be small (~10-7). The goal of this experiment was to determine this PV asymmetry with a statistical sensitivity of 2x10-8. We also measured the parity even nuclear asymmetry proportional to kp · σn x kn for the first time for verification of nuclear theory and for confirmation of the sensitivity of our experiment to the parity violating asymmetry.
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