Teoria dos jogos para otimização de portfólio de ativos : aplicação em engenharia de produção

Monografia (graduação)—Universidade de Brasília, Faculdade de Tecnologia, Departamento de Engenharia de Produção, 2015.O presente trabalho apresenta o Projeto de Graduação do curso de Engenharia de Produção da Universidade de Brasília - UnB. O tema abordado é Teoria dos Jogos, mais propriamente a aplicação do modeloMinimax para otimização de portfólio de ativos e análise de ativos. O modelo usa programação linear como princípio de solução, e se baseia em dados de retornos históricos dos ativos previamente selecionados para compor uma carteira de investimentos. Diferentemente de outros modelos o Minimax usa o retorno mínimo ao invés de variância como medida de risco. Ou seja, a carteira escolhida é a que minimiza a perda máxima durante toda observação dos períodos passados, para um dado nível de retorno.Neste trabalho, buscou-se utilizar 10 ações, selecionadas do índice IBrX, para aplicação do modelo, que visa fornecer a alocação ótima de ativos de uma carteira de investimentos utilizando os dados históricos dos últimos 12 meses. O modelo se mostrou efetivo, haja vista o cenário econômico de estagnação ao qual estava passando a Bolsa de São Paulo (BOVESPA) durante o período analisado (Março de 2010 à Fevereiro de 2011). A aplicação do modelo indicou a alocação ideal de cada ativo dentro do portfólio para cada um dos 12 meses selecionados. O resultado final demonstrou um retorno acumulado - dos respectivos portfólios selecionados pelo modelo -superior a média do retorno acumulado entre os ativos se distribuídos igualmente.This paper presents the Graduation Project of course of Production Engineering at the University of Brasilia - UnB. The topic is Game Theory, more specifically the application of the Minimax portfolio selection rule and assets analysis. The model uses linear programming as a principle solution, and is based on historical returns data of the assets previously selected to compose an investment portfolio. Unlike other models, the Minimax uses the minimum return rather than variance as a measure of risk. In particular, the portfolio is chosen that minimizes the maximum loss over all past observation periods, for a given level of return. In this work, it used 10 different assets, selected from the IBrX index, for applying the model, which aims to provide the optimal asset allocation of a portfolio using the historical data of the last 12 months. The model was effective, given the economic situation of stagnation which was passing the São Paulo Stock Exchange (BOVESPA) during the analysis period (March 2010 to February 2011). The application of the model indicated the ideal allocation of each asset in the portfolio for each of the selected 12 months. The final result showed a cumulative return - of the portfolios selected by the model - above of the average cumulative return of the assets when distributed equally

“Opression and restriction, regulation rule and law” : o desenvolvimento da legislação proibicionista de drogas nos EUA

Monografia (graduação)—Universidade de Brasília, Instituto de Ciências Humanas, Departamento de História, 2015.O trabalho tem por objetivo apresentar um esboço do desenvolvimento da ideologia proibicionista na formulação das políticas públicas destinadas às drogas nos Estados Unidos da América da virada para o século XX até o governo Nixon, bem como sinalizar a adoção de semelhante postura na esfera internacional. Nesse sentido, faz-se breve apresentação do contexto anterior à aprovação das primeiras leis federais estadunidenses de caráter proibitivo. Atenta-se para a importância do medicinal dessas substâncias, tanto formal, como popular. Seu extenso mercado paralelo e mesmo o institucionalizado mercado farmacológico dispensavam regulamentação governamental. Identifica-se na literatura visitada que questões acerca da moralidade, perigos relacionados à dependência e estigmas socioculturais, bem como o uso não médico das drogas, podem ser apontados como elementos chave para o desenvolvimento da crença na proibição como resposta mais adequada a essas problemáticas. Ao final, contrapõe-se, em paralelo, a argumentação restritiva do começo dos anos 1910, que culminou na proibição nos anos decorrentes, com as preocupações do governo Nixon em combater o tráfico de drogas. Em diálogo com especialistas, da atualidade e do contexto estudado, assume-se posições criticas aos resultados obtidos pela implantação de tais políticas, seus aspectos seletivos, racistas, ineficazes e que por vezes tiveram por resultado a dispersão/capilarização da atividade criminal. ___________________________________________________________________________ ABSTRACTThe main objective of this work is to present a sketch about the evolution of the prohibitionist ideology on the development of public policies destined to drugs in the United States of America from the late nineteenth century to President Nixon’s government as well as signal a similar posture in the international sphere. In that way, it is briefly presented the prior context of the first American federal laws of prohibitive character. It is brought to attention the importance of the medical use of these substances, formal as well as popular. Their extensive parallel and even the institutionalized pharmacological market used to dispense government regulation. It is identified in visited literature that questions towards morality, dangers related to the dependence and sociocultural stigmata, as well as the non-medical usage of drugs, can be pointed as key elements to the development of the prohibitionist belief as the most adequate answer to these problems. Finally, it is opposed, at the same time, the restrictive argumentation from the early 1910’s, that culminated in the prohibition in the following years, with the concerns of the Nixon government in fighting the drug trafficking. In a dialog with experts, from current years and in the studied context, a critical posture is taken towards the results obtained by such policies, it’s selective aspects, racist, ineffective and that at times had as a result the scatter/capillarization of the criminal activity

Padronização da avaliação laboratorial do perfil lipídico: um apelo à ação com foco especial nas recomendações europeias de dislipidemia da ESC/EAS de 2016 – sumário executivo: Um consenso endossado pelo Grupo de Prevenção e Risco Cardiovascular da Sociedade Portuguesa de Medicina Interna, Sociedade Portuguesa de Cardiologia, Sociedade Portuguesa de Medicina Laboratorial e Associação Portuguesa de Analistas Clínicos

Even with improvements in lifestyle interventions, better control of cardiovascular (CV) risk factors, and improvements in CV outcomes, cardiovascular disease (CVD) remains the leading cause of morbidity and mortality in Portugal and Europe. Atherogenic dyslipidemias, particularly hypercholesterolemia, have a crucial causal role in the development of atherosclerotic CVD. The clinical approach to a patient with dyslipidemia requires an accurate diagnosis, based on harmonized and standardized lipid and lipoprotein laboratory assessments. Results and reports of these tests, together with assessment of total CV risk and the respective therapeutic targets, will help ensure that clinical guidelines and good clinical practices are followed, increasing the reliability of screening for lipid disorders, producing more accurate diagnoses and CV risk stratification, and improving CV prevention. To this end, this consensus aims to provide clinicians with practical guidance for the harmonization and standardization of laboratory lipid tests, focusing on the most recent dyslipidemia management guidelines.info:eu-repo/semantics/publishedVersio

Relação entre os hábitos alimentares e os níveis de aptidão física de praticantes de Health Clubs

Há uma forte relação entre a Nutrição e a Actividade Física. Uma nutrição equilibrada melhora a capacidade de rendimento do organismo, incluindo os benefícios para a saúde. Neste projecto pretendemos fazer uma comparação entre os hábitos alimentares e os níveis de aptidão física de praticantes de Health Clubs. Para avaliar os hábitos alimentares utilizaremos o Questionário de Frequência Alimentar (QFA) semi-quantitativo já validado e para a aptidão física a Bateria de Testes Adaptada de EUROFIT.CIEC - Unidade de Investigação 317 da FC

Does pre-training on brain-related tasks results in better deep-learning-based brain age biomarkers?

Brain age prediction using neuroimaging data has shown great potential as an indicator of overall brain health and successful aging, as well as a disease biomarker. Deep learning models have been established as reliable and efficient brain age estimators, being trained to predict the chronological age of healthy subjects. In this paper, we investigate the impact of a pre-training step on deep learning models for brain age prediction. More precisely, instead of the common approach of pre-training on natural imaging classification, we propose pre-training the models on brain-related tasks, which led to state-of-the-art results in our experiments on ADNI data. Furthermore, we validate the resulting brain age biomarker on images of patients with mild cognitive impairment and Alzheimer's disease. Interestingly, our results indicate that better-performing deep learning models in terms of brain age prediction on healthy patients do not result in more reliable biomarkers.Comment: Accepted at BRACIS 202

Secagem, análise fitoquímica e potencial fungicida da nanoemulsão óleo em água (O/A) incorporada com Ocimum citriodurum L.

This study aimed to analyze the phytochemical profile and drying with prediction of the leaves of Ocimum citriodurum L, quantify the total phenolics and flavonoids and determine the unprecedented potential of the fungicidal activity of the oil-in-water nanoemulsion incorporated with essential oil and hydroalcoholic extract of O. citriodurum L. The leaves were carefully selected in the rural area of São Luís, Maranhão, Brazil, and subsequently crushed and stored. The essential oil was obtained by hydrodistillation (100°C / 3h). To obtain the hydroalcoholic extract, maceration in solvent extract ethanol PA 70% (v / v) was used. To determine the antifungal activity, the technique recommended by the International Clinical Laboratory Standard was used through the technique of Dilution in Broth and Sowing and Agar to determine the Minimum Inhibitory Concentration (MIC) and Minimum Fungicidal Concentration (CFM), respectively, front to strains of Aspergillus niger (ATCC 6275), Colletotrichum gloeosporioides (ATCC 96723), Penicillium chrysogenum (ATCC 10106). The results obtained for fungicidal action attested to CIM and strong inhibition for the action of essential oils and hydroalcoholic extracts with a concentration of 250 µg mL-1 in front of A. niger, C. gloeosporioides and P. chrysogenum. CFM's of 300, 250 and 500 mL-1 were observed in front of A. niger, C. gloeosporioides and P. chrysogenum, respectively. With the results obtained it is stated that a stable nanoemulsion was obtained for both (EX) and (OE) and that they present active compounds in which they favor an excellent antifungal activity.Este estudo teve por objetivo fazer a análise do perfil fitoquímico e secagem com predição das folhas de Ocimumcitriodurum L, quantificar os fenólicos e flavonóides totais e determinar o potencial de forma inédita a atividade fungicida da nanoemulsão óleo-em-água incorporada com óleo essencial e extrato hidroalcoólico da folha de O. citriodurum L.As folhas foram cuidadosamente selecionadas na zona rural de São Luís, Maranhão, Brasil, sendo posteriormente trituradas e armazenadas. O óleo essencial foi obtido por hidrodestilação (100 °C/3h). Para obtenção do extrato hidroalcoólico, utilizou-se a maceração em solvente extrator etanol P.A 70%(v/v). Para determinar a atividade antifúngica, fez-se o uso da técnica preconizada pelo Clinical Laboratory Standard Internacional através da técnica de Diluição em Caldo e Semeadura e Ágar para determinação da Concentração Inibitória Mínima (CIM) e Concentração Fungicida Mínima (CFM), respectivamente, frente a cepas de Aspergillus níger (ATCC 6275), Colletotrichum gloeosporioides (ATCC 96723), Penicillium chrysogenum (ATCC 10106). Os resultados obtidos para ação fungicida atestaram uma CIM uma inibição forte para ação dos óleos essenciais e extratos hidroalcóolicos com uma concentração de 250 µg mL-1frente A.níger, C. gloeosporioides e P.chrysogenum. Foram observadas CFM’s de 300, 250 e 500 mL-1frente A. niger, C. gloeosporioides e P. chrysogenum, respectivamente. Com os resultados obtidos afirma-se que se obteve uma nanoemulsão estável tanto para (EX) e (OE) e que apresentam compostos ativos nas quais favorecem uma excelente atividade antifúngica

Augmented reality-assisted ultrasound breast biopsy

Breast cancer is the most prevalent cancer in the world and the fifth-leading cause of cancer-related death. Treatment is effective in the early stages. Thus, a need to screen considerable portions of the population is crucial. When the screening procedure uncovers a suspect lesion, a biopsy is performed to assess its potential for malignancy. This procedure is usually performed using real-time Ultrasound (US) imaging. This work proposes a visualization system for US breast biopsy. It consists of an application running on AR glasses that interact with a computer application. The AR glasses track the position of QR codes mounted on an US probe and a biopsy needle. US images are shown in the user’s field of view with enhanced lesion visualization and needle trajectory. To validate the system, latency of the transmission of US images was evaluated. Usability assessment compared our proposed prototype with a traditional approach with different users. It showed that needle alignment was more precise, with 92.67 ± 2.32° in our prototype versus 89.99 ± 37.49° in a traditional system. The users also reached the lesion more accurately. Overall, the proposed solution presents promising results, and the use of AR glasses as a tracking and visualization device exhibited good performance.This work was funded by the projects “NORTE-01-0145-FEDER-000045” and “NORTE-01- 0145-FEDER-000059", supported by Northern Portugal Regional Operational Programme (NORTE 2020), under the Portugal 2020 Partnership Agreement, through the European Regional Development Fund (FEDER). It was also funded by national funds, through the FCT (Fundação para a Ciência e a Tecnologia) and FCT/MCTES in the scope of the project UIDB/05549/2020, UIDP/05549/2020 and LASI-LA/P/0104/2020. The authors also acknowledge FCT, Portugal and the European Social Found, European Union, for funding support through the “Programa Operacional Capital Humano” (POCH) in the scope of the PhD grants SFRH/BD/136721/2018 (Oliveira B.) and SFRH/BD/136670 (Torres H. R.)

A system for the generation of in-car human body pose datasets

Published online: 8 October 2020With the advent of autonomous vehicles, detection of the occupants’ posture is crucial to tackle the needs of infotainment interaction or passive safety systems. Generative approaches have been recently proposed for human body pose in-car detection, but this type of approaches requires a large training dataset for a feasible accuracy. This requirement poses a difficulty, given the substantial time required to annotate such large amount of data. In the in-car scenario, this requirement risk increases even further, since a robust human body pose ground-truth system capable of working in it is needed but inexistent. Currently, the gold standard for human body pose capture is based on optical systems, requiring up to 39 visible markers for a plug-in gait model, which in this case are not feasible given the occlusions inside the car. Other solutions, such as inertial suits, also have limitations linked to magnetic sensitivity and global positioning drift. In this paper, a system for the generation of images for human body pose detection in an in-car environment is proposed. To this end, we propose to smartly combine inertial and optical systems to suppress their individual limitations: By combining the global positioning of 3 visible head markers provided by the optical system with the inertial suit’s relative human body pose, we obtain an occlusion-ready, drift-free full-body global positioning system. This system is then spatially and temporally calibrated with a time-of-flight sensor, automatically obtaining in-car image data with (multi-person) pose annotations. Besides quantifying the inertial suit inherent sensitivity and accuracy, the feasibility of the overall system for human body pose capture in the in-car scenario was demonstrated. Our results quantify the errors associated with the inertial suit, pinpoint some sources of the system’s uncertainty and propose how to minimize some of them. Finally, we demonstrate the feasibility of using system generated data (which was made publicly available), independently or mixed with two publicly available generic datasets (not in-car), to train 2 machine learning algorithms, demonstrating the improvement in their algorithmic accuracy for the in-car scenario.This work is supported by: European Structural and Investment Funds in the FEDER component, through the Operational Competitiveness and Internationalization Programme (COMPETE 2020) [Project n.º 002797; Funding Reference: POCI-01-0247-FEDER-002797]