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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
11

Expectativas puras, prefer??ncia pela liquidez e modelos univariados "ARIMA" de Box & Jenkins projetam estruturas a termo de taxas de juros com efici??ncia?

Goulart, Lucio Allan 29 August 2005 (has links)
Made available in DSpace on 2015-12-03T18:32:43Z (GMT). No. of bitstreams: 1 Lucio_Allan_Goulart.pdf: 1745453 bytes, checksum: 18221402c2bb72ec072f698c188da21c (MD5) Previous issue date: 2005-08-29 / This study compared three ways of the yield to maturity curves behavior analysis in a specific negotiation time period of long term debt titles distributed at one determined period of time. Such mentioned debts are represented by two public issuers from different origins (Brazil and United States), with differentiated tenors in a Yield Time Structure (YTS), for each universe, denominated in a same currency, the United States Dollar. It was searched the definition of which methodology show greater forecasting capacity for the time data series at different time periods of YTS measurement. The time series analyses that indicate the yield behavior of the selected debts will be oriented on the principles of the Pure Expectations Theory (PET), the Liquidity Premium Theory (LPT) and the Univariate Box & Jenkins ARIMA Analysis. It was verified the low applicability of the use of PET and LPT for the YTSs in the two analyzed universes. For the ARIMA use, there is a reasonable acceptance for short term in the YTS of the United States, at the "knot" of measurement of 2 years. For the referring data to the YTS of Brazil, modeling ARIMA showed low forecasting capacity for all "knots" of the analyzed YTSs (2, 3, 4 and 5 years). For the tests of each proposed methodology, historical series of the active yields from the selected bonds had been analyzed, through the use of Excel spread sheets and the Minitab software analysis. The referring data to the historical series of the commented debts yields had been gotten at the Bloomberg L. P. electronic data system, with the previous authorization. / Este estudo comparou tr??s formas de an??lises comportamentais de curvas de juros, constitu??das pela taxa at?? o vencimento, ou yield to maturity, de t??tulos de d??vida de longo prazo, distribu??dos em um determinado per??odo de tempo. Tais curvas s??o resultantes de carteiras de t??tulos de dois perfis de emissores p??blicos de origem distinta (Brasil e Estados Unidos), com prazos diferenciados em uma Estrutura a Termo de Taxas de Juros (ETTJ), para cada universo. Todos os t??tulos s??o denominados na mesma moeda, o D??lar dos Estados Unidos. Foi buscada a defini????o da metodologia que apresentasse maior capacidade de previs??o para as s??ries temporais de dados que constitu??ssem uma ETTJ em momentos diferenciados. A an??lise de s??ries temporais que melhor retratassem o comportamento da taxa ativa das ETTJ foi feita com base na Teoria das Expectativas Puras (TEP), Teoria de Prefer??ncia pela Liquidez (TPL) e An??lise Univariada ARIMA de Box & Jenkins. Houve a verifica????o da baixa aplicabilidade do uso de TEP e TPL para as ETTJ dos dois universos analisados. Para o uso de ARIMA, houve uma aceita????o razo??vel para o curto prazo na ETTJ dos Estados Unidos, no "n??" de medi????o de 2 anos. Para os dados referentes ?? ETTJ do Brasil, a modelagem ARIMA mostrou pouca previsibilidade para todos os "n??s" das ETTJ analisadas (2, 3, 4 e 5 anos). Para os testes de cada metodologia proposta foram analisadas s??ries hist??ricas das taxas ativas dos t??tulos selecionados, atrav??s do uso de planilhas ExcelTM e por an??lise atrav??s do software MinitabTM. Os dados referentes ??s s??ries hist??ricas das taxas ativas dos t??tulos de d??vida comentados foram obtidos no sistema Bloomberg L. P. de informa????es eletr??nicas, com a devida autoriza????o.
12

Previs?es de demanda para tomada de decis?es em telecomunica??es: estudo dos geradores de tr?fego multimidia na Internet e o reflexo no modelo de comunica??o peer-to-peer / Forecasting for decision making in telecommunications: the study of the multimedia traffic generators over the internet and their effects on the P2P communication standards

Costa, Paulo da 15 February 2008 (has links)
Made available in DSpace on 2016-04-04T18:31:21Z (GMT). No. of bitstreams: 1 Paulo da Costa.pdf: 1562833 bytes, checksum: 074d86d4ee46703de7c27efeee0966e5 (MD5) Previous issue date: 2008-02-15 / The Internet is one of the most important sources for content and services to which the simple user has become an important collaborator. With the bandwidth improvements in the upload and download transfer rates we realize the peer-to-peer (P2P) communications is growing fast in Brazil. The evolution of the peer-to-peer leads to a scenario where the client-server model will be replaced to a peer-to-peer model with multiple peers over the web. The purpose of this study is to report the evolution of the internet in Brazil, showing the actual scenario and making predictions considering the evolution of the technology and the use of the web in different scenarios, focusing in the peer-to-peer model. During the development of this study, some statistic methods will be used, such as the Gompertz and the linear regression methods to create predictions to be used in the decision making process. Analysis of the results according to quantitative researches done by researches institutes, provide the integration between the presented technique and the performed procedures. / A Internet ? atualmente uma das principais fontes de distribui??o de conte?dos e servi?os em ambientes abertos, da qual o usu?rio comum vem se tornando cada vez mais um importante fornecedor. Com o crescente aumento das taxas de transmiss?o para upload e download que s?o oferecidas pelas operadoras para os usu?rios comuns, ? poss?vel ter uma indica??o de que o modelo de comunica??o peer-to-peer (P2P) caminha para o crescimento. Este modelo, que j? tem sido amplamente utilizado, indica para o futuro um panorama onde o modelo cliente-servidor tende a ser superado pelo modelo peer-to-peer e com a tend?ncia da ado??o de um modelo com m?ltiplos peer-to-peer. O prop?sito deste trabalho ? analisar a evolu??o de demanda da Internet e em especial deste modelo no cen?rio brasileiro, identificando e detalhando seu panorama atual e com predi??es de como ser? em futuro pr?ximo, tomando como base par?metros de evolu??o tecnol?gica e uso da Internet em diversos cen?rios. Ser?o utilizados os m?todos estat?sticos de regress?o linear e Gompertz para gerar as previs?es de demanda como apoio para tomadas de decis?es. An?lises dos resultados com pesquisas quantitativas feitas por institutos de pesquisa fazem a integra??o entre a t?cnica apresentada e os procedimentos executados.
13

Ruptura del projecte parental i disposició dels preembrions

Farnós Amorós, Esther 05 May 2010 (has links)
La tesi doctoral "Ruptura del projecte parental i disposició dels preembrions" analitza els efectes del consentiment a les tècniques de reproducció assistida prestat en el marc d'un projecte parental. La tesi ofereix una resposta als conflictes que enfronten exesposos o exconvivents en relació al destí dels preembrions sobrants d'un cicle de fecundació "in vitro" iniciat durant la relació. Aquests conflictes constitueixen un grup de casos al voltant del qual no hi ha solucions legislatives que permetin als tribunals integrar el buit normatiu existent, o les que hi ha són incompletes, com posa de relleu a Espanya la Ley 14/2006, de 26 de mayo, sobre técnicas de reproducción humana asistida. En els països del nostre entorn, el manteniment de les taxes de divorci en nivells elevats, unit a l'augment que any rere any experimenta el nombre de preembrions crioconservats, fan necessària una resposta jurídica per a aquests conflictes. / The PhD thesis "Parental's project break-up and pre-embryo disposition" analyses the effects of consent to assisted reproductive technologies (ART) granted in the scope of a parental project. The thesis offers an answer to conflicts between exespouses or ex-partners regarding the destiny of spare preembryos resulting from an "in vitro" fecundation cycle commenced during the relationship. These conflicts conform a group of cases with no legal solutions that allow the courts to fill the existing legal gap, or existing solutions are incomplete, as in Spain proves the Act 14/2006, May 26th, on ART. Maintenance of divorce rates at high levels in our closer countries, as well as the increase of spare frozen pre-embryos per year, calls for a legal answer to these conflicts.
14

Estima??o e previs?o no processo INARCH(2)

Silva, Felipe Rodrigues da 05 February 2016 (has links)
Submitted by Automa??o e Estat?stica (sst@bczm.ufrn.br) on 2016-07-11T17:32:14Z No. of bitstreams: 1 FelipeRodriguesDaSilva_DISSERT.pdf: 961378 bytes, checksum: cb3fea242bd93af6395fb24248819434 (MD5) / Approved for entry into archive by Arlan Eloi Leite Silva (eloihistoriador@yahoo.com.br) on 2016-07-15T21:23:21Z (GMT) No. of bitstreams: 1 FelipeRodriguesDaSilva_DISSERT.pdf: 961378 bytes, checksum: cb3fea242bd93af6395fb24248819434 (MD5) / Made available in DSpace on 2016-07-15T21:23:21Z (GMT). No. of bitstreams: 1 FelipeRodriguesDaSilva_DISSERT.pdf: 961378 bytes, checksum: cb3fea242bd93af6395fb24248819434 (MD5) Previous issue date: 2016-02-05 / Nas ?ltimas d?cadas o estudo de s?ries temporais de valores inteiros tem ganhado notoriedade devido a sua ampla aplicabilidade, por exemplo, modelar o n?mero de acidentes com autom?veis em uma determinada rodovia, ou, o n?mero de pessoas infectadas por um v?rus. Um dos grandes interesses desta ?rea de estudo est? em fazer previs?es, por este motivo ? de grande import?ncia propor metodologias para fazer previs?es futuras, as quais devem, dada a natureza dos dados, apresentar valores inteiros n?o negativos.Neste trabalho concentramo-nos em estudar e propor previs?es um, dois e h passos ? frente para os processos autorregressivos de segunda ordem condicionalmente heterosced?sticos de valores inteiros, Integer-valued second-order Autoregressive Conditional Heteroskedasticity Processes [INARCH(2)], e estudar algumas propriedades te?ricas deste modelo, como o r-?simo momento marginal e a distribui??o assint?tica dos estimadores de m?nimos quadrados condicionais referentes ao processo INARCH(2). Al?m disso, verificamos, atrav?s de ensaios de Monte Carlo, o comportamento dos estimadores dos par?metros do processo INARCH(2), obtidos atrav?s de tr?s m?todos de estima??o, Yule-Walker, m?nimos quadrados condicionais e m?xima verossimilhan?a condicional, em termos de erro quadr?tico m?dio, erro absoluto m?dio e vi?s. Apresentamos algumas propostas de previs?o para o processo INARCH(2) e comparamos as previs?es propostas via simula??es de Monte Carlo. Como aplica??o da teoria apresentada, modelamos dados referentes ao n?mero de nascidos vivos do sexo masculino de m?es residentes na cidade de Riachuelo no estado do Rio Grande do Norte. / In the last decades the study of integer-valued time series has gained notoriety due to its broad applicability (modeling the number of car accidents in a given highway, or the number of people infected by a virus are two examples). One of the main interests of this area of study is to make forecasts, and for this reason it is very important to propose methods to make such forecasts, which consist of nonnegative integer values, due to the discrete nature of the data. In this work, we focus on the study and proposal of forecasts one, two and h steps ahead for integer-valued second-order autoregressive conditional heteroskedasticity processes [INARCH (2)], and in determining some theoretical properties of this model, such as the ordinary moments of its marginal distribution and the asymptotic distribution of its conditional least squares estimators. In addition, we study, via Monte Carlo simulation, the behavior of the estimators for the parameters of INARCH(2) processes obtained using three di erent methods (Yule- Walker, conditional least squares, and conditional maximum likelihood), in terms of mean squared error, mean absolute error and bias. We present some forecast proposals for INARCH(2) processes, which are compared again via Monte Carlo simulation. As an application of this proposed theory, we model a dataset related to the number of live male births of mothers living at Riachuelo city, in the state of Rio Grande do Norte, Brazil.
15

Acuracidade na execu????o or??ament??ria dos ??rg??os ligados ??s justi??as estaduais no Brasil

SOARES, Henrique Melo 26 February 2018 (has links)
Submitted by Elba Lopes (elba.lopes@fecap.br) on 2018-08-08T20:55:48Z No. of bitstreams: 2 Henrique Melo Soares.pdf: 533329 bytes, checksum: 8149f342b7866150d9525342c38f4a54 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2018-08-08T20:55:48Z (GMT). No. of bitstreams: 2 Henrique Melo Soares.pdf: 533329 bytes, checksum: 8149f342b7866150d9525342c38f4a54 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2018-02-26 / This research analyzes the degree of fulfillment of public budget execution, based on the values proposed and approved in the Annual Budget Law of the organs of the state legal system, composed by: Public Defender, Public Prosecutor and Court of Justice, all at state level. Considering the period from 2007 to 2015, the period after the publication of the Fiscal Responsibility Law. The research also seeks to identify the significance of variables that may influence the degree of budget assertiveness. The study had a quantitative approach, using econometric analyzes such as mean test, POLS regressions and panels with fixed and variable effects. In this study, it was possible to observe that about 60% of the analyzed organs present budgetary variations above 5%. It was evidenced that the variables size, type and GDP are statistically significant, since the simple existence of the area of internal control and the composition of the revenue has no significant relation with the accuracy in the budget. / Esta pesquisa analisa o grau de cumprimento da execu????o or??ament??ria p??blica, tendo como base os valores propostos e aprovados na Lei Or??ament??ria Anual (LOA), dos ??rg??os ligados ao sistema judici??rio estadual, quais sejam: Defensoria P??blica Estadual, Minist??rio P??blico Estadual e Tribunal de Justi??a. O recorte cronol??gico abrange o per??odo de 2007 a 2015, per??odo este posterior a publica????o da Lei de Responsabilidade Fiscal. A pesquisa tamb??m procura identificar a signific??ncia de vari??veis que possam influenciar o grau de assertividade or??ament??ria. O estudo teve abordagem de natureza quantitativa, utilizando-se analises econom??tricas tais como teste de m??dia, regress??es POLS e pain??is com efeitos fixos e vari??veis. Neste estudo p??de-se constatar que cerca de 60% dos ??rg??os analisados apresentam varia????es or??ament??rias acima de 5%. Ficou evidenciado que as vari??veis tamanho, tipo de ??rg??o e PIB s??o estatisticamente significantes, j?? a simples exist??ncia da ??rea de controle interno e a composi????o da receita n??o tem rela????o significativa com a acuracidade no or??amento.
16

Comprensión de múltiples textos expositivos: relaciones entre conocimiento previo y autorregulación

Vega López, Norma Alicia 19 January 2011 (has links)
L'objectiu general de la tesi va ser analitzar les relacions entre el nivell de coneixements previs del tema (alt i baix), els processos d'autoregulació (planificació, monitoratge i ús d'estratègies) i els nivells de comprensió de múltiples textos expositius (rendiment en una tasca inferencial, comprensió superficial i transferència de coneixements). 40 estudiants de la Llicenciatura en Ciències de l'Educació amb especialitat en Químic-Biològiques van participar en la investigació. L'obtenció de dades va incloure el registre de protocols de pensament en veu alta, així com diferents mesures de comprensió.En primer lloc, els resultats de l'estudi mostren que no existeix una correlació significativa entre el nivell de coneixement previ i els diferents nivells de comprensió. No obstant això, l'anàlisi del grandària de l'efecte assenyala una tendència per part dels estudiants de baix coneixement previ a obtenir un millor rendiment en la tasca inferencial. Per la seva banda els estudiants amb alt coneixement previ només van rendir bé en la mesura de comprensió superficial. En segon lloc l'anàlisi de la grandària de l'efecte indica que el nivell alt de coneixement previ té un impacte rellevant en un major ús d'estratègies d'autoregulació. En tercer lloc es va trobar una relació positiva entre els processos de planificació i monitoratge per al grup d'estudiants de baix coneixement previ, mentre que en el cas dels estudiants d'alt coneixement no es van trobar relacions significatives. En quart lloc, els resultats indiquen una relació negativa entre el procés de planificació i el rendiment en la tasca inferencial per al grup de baixos coneixements, mentre que per als estudiants d'alts coneixements es va trobar una relació significativa entre els processos de planificació i el rendiment en la tasca inferencial. Finalment, les anàlisis de regressió mostren que ni el nivell de coneixement previ ni els processos d'autoregulació prediuen la variància en els nivells de comprensió. Aquests resultats són discutits en termes de la teoria i investigació de la comprensió tant d'un únic i múltiples textos, així com de les teories d'autoregulació de l'aprenentatge. / El objetivo general de la tesis fue analizar las relaciones entre el nivel de conocimientos previos del tema (alto y bajo), los procesos de autorregulación (planeación, monitoreo y uso de estrategias) y los niveles de comprensión de múltiples textos expositivos (rendimiento en una tarea inferencial, comprensión superficial y transferencia de conocimientos). 40 estudiantes de la Licenciatura en Ciencias de la Educación con especialidad en Químico-Biológicas participaron en la investigación. La obtención de datos incluyó el registro de protocolos de pensamiento en voz alta, así como diferentes medidas de comprensión.En primer lugar, los resultados del estudio muestran que no existe una correlación significativa entre el nivel de conocimiento previo y los diferentes niveles de comprensión. Sin embargo, el análisis del tamaño del efecto señala una tendencia por parte de los estudiantes de bajo conocimiento previo a obtener un mejor rendimiento en la tarea inferencial. Por su parte los estudiantes con alto conocimiento previo solamente rindieron bien en la medida de comprensión superficial. En segundo lugar el análisis del tamaño del efecto indica que el nivel alto de conocimiento previo tiene un impacto relevante en un mayor uso de estrategias de autorregulación. En tercer lugar se encontró una relación positiva entre los procesos de planeación y monitoreo para el grupo de estudiantes de bajo conocimiento previo, mientras que en el caso de los estudiantes de alto conocimiento no se encontraron relaciones significativas. En cuarto lugar, los resultados indican una relación negativa entre el proceso de planeación y el rendimiento en la tarea inferencial para el grupo de bajos conocimientos, mientras que para los estudiantes de altos conocimientos se encontró una relación significativa entre los procesos de planeación y el rendimiento en la tarea inferencial. Finalmente, los análisis de regresión muestran que ni el nivel de conocimiento previo ni los procesos de autorregulación predicen la varianza en los niveles de comprensión. Estos resultados son discutidos en términos de la teoría e investigación de la comprensión tanto de un único y múltiples textos, así como de las teorías de autorregulación del aprendizaje. / The overall objective of the dissertation was to analyze the relationship between the level of background knowledge (high and low), self-regulatory processes (planning, monitoring and use of strategies) and multiple levels of understanding expository texts (performance in a inferential task, surface understanding and knowledge transfer). 40 students from the Bachelor of Science in Education with specialization in Chemical-Biological participated in the investigation. Data collection included recording think-aloud protocols, and various measures of comprehension.First, the results show that there is no significant correlation between the level of background knowledge and different levels of comprehension. However, the effect size analysis indicates a tendency for students with low prior knowledge to better performance on the inferential task. For their part, students with high prior knowledge only performed well in the superficial understanding measure. Secondly, the effect size analysis indicates that the high level of prior knowledge has a significant impact on the greater use of self-regulation strategies. Third, we found a positive relationship between planning and monitoring processes for the group of students with low prior knowledge, whereas in the case of students with high knowledge there were no significant relationships. Fourth, the results indicate a negative relationship between the process of planning and inferential task performance for the low knowledge group, while for higher knowledge students found a significant relationship between planning processes and performance the inferential task. Finally, regression analysis showed that neither the level of prior knowledge nor self-regulatory processes predict the variance in levels of comprehension. These results are discussed in terms of theory and research on both single and multiple texts comprehension and theories of self-regulated learning.

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