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Hedging no modelo com processo de Poisson composto
(Universidade Federal de São Carlos, 2015-12-07) Sung, Victor Sae Hon; Pinto Júnior, Dorival Leão; https://lattes.cnpq.br/9633241446303620; https://lattes.cnpq.br/3423938001020704
The investor, that negotiate assets, is subject to economic risks of any negotiation because there is no certainty regarding the appreciation or depreciation of an asset. Here comes the futures market, where contracts can be negotiated in order to protect (hedge) the risk of excessive losses or gains, making the purchase or sale assets, fair for both sides. The goal of this work consist in study Lévy pure-jump process with finite activity, also known as compound Poisson process, and its applications. Discovered by the French mathematician Paul Pierre Lévy, the Lévy processes admits jumps in paths, which is often observed in financial markets. We will define a hedging strategy for a market model with compound Poisson process using mean-variance hedging and dynamic programming.
The design of vague spatial data warehouses
(Universidade Federal de São Carlos, 2015-12-07) Siqueira, Thiago Luís Lopes; Ciferri, Ricardo Rodrigues; https://lattes.cnpq.br/8382221522817502; https://lattes.cnpq.br/4302523779194273
O data warehouse espacial (DWE) é um banco de dados multidimensional integrado e volumoso que armazena dados espaciais e dados convencionais. Já o processamento analítico espacial online (SOLAP) permite consultar o DWE, tanto pela seleção de dados espaciais que satisfazem um relacionamento topológico, quanto pela agregação dos dados espaciais. Deste modo, DWE e SOLAP beneficiam o suporte a tomada de decisão. As aplicações de DWE e SOLAP abordam majoritarimente fenômenos representados por dados espaciais exatos, ou seja, que assumem localizações e fronteiras bem definidas. Contudo, tais aplicações negligenciam dados espaciais afetados por imperfeições, tais como a vagueza espacial, a qual interfere na identificação precisa de um objeto e de seus vizinhos. Um objeto espacial vago não tem sua fronteira ou seu interior precisamente definidos. Além disso, é composto por partes que certamente pertencem a ele e partes que possivelmente pertencem a ele. Apesar de inúmeros fenômenos do mundo real serem caracterizados pela vagueza espacial, na literatura consultada não se identificaram trabalhos que considerassem a vagueza espacial no projeto de DWE e nem para consultar o DWE. Tal limitação motivou a elaboração desta tese de doutorado, a qual introduz os conceitos de DWE vago e de SOLAP vago. Um DWE vago é um DWE que armazena dados espaciais vagos, enquanto que SOLAP vago provê os meios para consultar o DWE vago. Nesta tese, o projeto de DWE vago é abordado e as principais contribuições providas são: (i) o modelo conceitual VSCube que viabiliza a criação de um cubos de dados multidimensional para representar o esquema conceitual de um DWE vago; (ii) o modelo conceitual VSMultiDim que permite criar um diagrama para representar o esquema conceitual de um DWE vago; (iii) diretrizes para o projeto lógico do DWE vago e de suas restrições de integridade, e para estender a linguagem SQL visando processar as consultas de SOLAP vago no DWE vago; e (iv) o índice VSB-index que aprimora o desempenho do processamento de consultas no DWE vago. A aplicabilidade dessas contribuições é demonstrada em dois estudos de caso no domínio da agricultura, por meio da criação de esquemas conceituais de DWE vago, da transformação dos esquemas conceituais em esquemas lógicos de DWE vago, e do processamento de consultas envolvendo as regiões vagas do DWE vago.
O ensino de matemática na perspectiva CTS : ações e reflexões de uma professora
(Universidade Federal de São Carlos, 2015-12-07) Arxer, Eliana Alves; Zanon, Dulcimeire Aparecida Volante; https://lattes.cnpq.br/1811225448261362; https://lattes.cnpq.br/0459958984072617
The teaching approach based on the STS perspective (Science-Technology-Society) has received highlights in publications in the area of education, because it helps the formation of critical thinking. This research aims to be innovative, in the way that it portrays a reflective practice within the STS perspective, combined with Mathematics contents, stemming from the theme "Energy and the International Year of Light". The choice of this theme occurred due to its relevance and by its potential to increase the interest and motivation of the students. The objective of this study was therefore to analyze the actions and reflections of a teacher approaching Mathematics in STS perspective and reflective teaching. It was planned and executed a teaching sequence with two classes of the 9th year in a regular school in the state of São Paulo. The record of each step of the didactic sequence performed and the writings of records of the persons involved - teacher, speaker and students - were analyzed in a qualitative way, in order to identify the relevance of teacher´s actions and reflections. The planning and execution of the activities with the differentiated teaching strategies favored the active participation of the students as well as the interaction between them and the teacher. In this respect, the teacher developed her actions of teaching with creativity and criticality, according to the assumptions of STS approach, with positive repercussion in the pedagogical practice. When the teacher analyzed her own teaching practice, she exposed the school reality in the educational context that she lived, considering her anxieties, uncertainties, as well as enthusiasm. These feelings were unveiled by her posture through action-reflection-action processes that caused a review of her own practice and the search to overcome her pedagogical and individualistic illusions of teaching, although we recognize that any change is not an easy action. It is procedural, it requires determination and the wish for challenge. In this sense, the reflections promoted in this work aim to contribute to the initial and continuing formation of teachers who intend to work under this teaching approach. Therefore provoke discussion in the teaching and learning process in the current situation.
Diretrizes curriculares nacionais para o curso de psicologia : aproximações e distanciamentos dos projetos pedagógicos de curso
(Universidade Federal de São Carlos, 2015-12-07) Fenerich, Maria Elisa de Agostini; Silva, Roseli Ferreira da; https://lattes.cnpq.br/8525638483100858; https://lattes.cnpq.br/7091991049229730
Considering the DCN a major public policy for training the Psychologist in health, and structuring the curriculum, this study aimed to analyze the pedagogical projects of undergraduate courses in Psychology of public higher education institutions in the state of São Paulo by the DCN. As methodological course, it was a kind of interpretative-explanatory study of a qualitative nature. The educational projects of the six study target schools were obtained by means of a documentary collection, and subsequently were treated through a documentary analysis. From an agreement between researchers from the Post-Graduation Program in the UFSCar Clinic Management was built a matrix as a methodological tool containing two axes: Curricular Axis and Professional Profile Axis and, from these, the analysis categories were defined: C1-Curricular organization: most courses are organized according to the rules of DCN, however, traditional curriculum models are still present; C2- Learning conceptions: more than half of the courses guided their curricula in teachinglearning process proposed by the DCN, and some of these still have more innovative experiences. Other courses present traditional learning conceptions and distant from the DCN; C3- Student assessment procedures: the student assessment envisaged by the DCN is not well defined, as in the case of half of the courses. P1 General Profile; most courses include somehow the professional profile recommended by DCN; P2- Attention and Health Care: two courses are distant from health care benchmarks and model of care proposed by the DCN, and, two stand out due to their larger focus. P3- Health Management: most of the courses, as well as DCN, don’t have a clear delineation of management processes; P4- Health education: the DCN and the courses do not explicitly show this category, except in one of these. Data analysis shows the similarities and differences of pedagogical projects of the courses by DCN about the categories, as well as their intentions. The results indicate the current state of the curricula and training of Psychology for health, and the need for changes both in DCN as in the courses curricular development and reform.