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Simionsv

Sergio Vicente Simioni

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Decomposing BOVESPA index
Utilization of NEURAL NETWORKS to evaluate the Brazilian Stocks Market ( BOVESPA )
The objective of this project is to explore the relationship among the variables S&P500 ( Standard and Poors Index ) , Chicago CBOE Volatility, Crude Oil Price, Currency( Real Vs Dolar) and Bovespa Volume with the BOVESPA index, the main Brazilian stocks index.
Analise
Cálculo Matemático para Otimização do Pulmão de Tempo na Teoria das Restrições
Os Pulmões e sua gestão tem como objetivo proteger o negócio e seus clientes de potenciais faltas de produtos para o mercado. Embora na literatura sobre TOC existam poucos trabalhos sobre o gerenciamento de pulmões, a maioria dos especialistas considera a sua gestão vital para o sucesso da implementação do TPC. O TOCICO dictionary define Gerenciamento de Pulmões como um mecanismo de feedback utilizado durante a fase de execução operacional , de distribuição, e de gerenciamento de projetos que oferece um meio de priorizar os trabalhos , saber quando e necessário acelerar, identificar, onde a capacidade protetiva e suficiente e redimensionar os pulmões quando necessário Neste presente artigo será dado um enfoque especial ao Gerenciamento de Pulmões com objetivo de determinar quais devem ser os tamanhos dos Pulmões de tempo para que o sistema opere maximizando os resultados globais de um negócio.
Influence of the cultural aspects in the customer's preferences inside the food business.
This work, analized statistically the words on 1000 reviews done by YELPERs in Pittsburgh and 1000 reviews done by YELPERs in Edinburgh, the opinions were split by their rating, 1/2 stars and 4/5 stars, based on the results was possible to identify the most frequent words in the reviews and also extract valuable information from the needs and behaviors of the YELPERs in these two cities. The entrepreneurs/investors aiming to start up and/or improve their food business, if located in Edinburgh should improve/pay more attention in the quality of the service, and also propose action to attract and retain the customers for their business while in Pittsburgh all the attention should be concentrated in actions to understand the root cause of the current loyalty and implement actions to not lose them
Excelência Operacional
Optimum Composition for a Stock Portfolio
The proposal of this project is to analyse several current stocks from the BOVESPA ( Sao Paulo Stock Exchange ) and identify the best composition of portfolio aiming maximize the portfolio expected return, while minimize the risk for this given level of expected return. This project was approached by utilizing the Modern Portfolio Theory, fathered by Harry Markowitz. The MPT is a mathematical formulation of the concept of diversification in investing, with the aim of selecting a collection of investment assets that has lower overall risk than any other combination of assets with the same expected return. This is possible, intuitively speaking, because different types of assets sometimes change in value in opposite directions.For example, to the extent prices in the stock market move differently from prices in the bond market, a combination of both types of assets can in theory generate lower overall risk than either individually. Diversification can lower risk even if assets’ returns are positively correlated.
Publish Document
Publish Document
Publish Document
Project Assignment - R Presentation
This project aims to demonstrate the ability of the RStudio Presentation to run embedded R codes and also the Shiny app to run a dynamic modelling presentation, which can be manipulated by the viewer. For this demonstration was utilized the investigation of an exponential distribution in R comparing with the Central Limit Theorem. The exponential distribution was simulated with rexp(n, lambda) where lambda is the rate parameter. The exponential distribution was built with 1000 values and lambda = 0.2, its mean and variance are approximately 1/lambda and 1/(lambda 2) respectively ( ~ 5 and ~ 25). At the same time the distribution utilizing the mean of the samples from the exponential distribution is normal, which mean is also ( ~ 5 ) and its variance has a proportionality with the population variance which is inversely proportional to the sample size, for this case the variance is (1/(lambda2))/(size of samples) which represents 25/40 ~ 0.6
Combining CBM ( Condition Based Maintenance ) with Machine Learning to improve the predictive maintenance and reliability of a Gas Turbine propulsion system
The effectiveness of the condition-based maintenance rely on the quality of the predictive methods, but more than that, the understanding of each variable for the failure and its relationship can permit a higher efficacy to intervene in advance, reducing costs of unplanned shutdowns. The utilization of the Machine Learning technics will support a clear view of each variable and will establish the right moment to start the planning for the intervention. “The data was obtained from a numerical simulator of a naval vessel (Frigate) characterized by a Gas Turbine (GT) propulsion plant. The different blocks forming the complete simulator (Propeller, Hull, GT, Gear Box and Controller) have been developed and fine tuned over the year on several similar real propulsion plants. In view of these observations the available data are in agreement with a possible real vessel.”
Predicting the Quality of the Weight Lifting Activity among 6 Volunteers
Using devices such as Jawbone Up, Nike FuelBand, and Fitbit it is now possible to collect a large amount of data about personal activity relatively inexpensively. These type of devices are part of the quantified self movement - a group of enthusiasts who take measurements about themselves regularly to improve their health, to find patterns in their behavior, or because they are tech geeks. One thing that people regularly do is quantify how much of a particular activity they do, but they rarely quantify how well they do it. The data was collected from accelerometers on the belt, forearm, arm, and dumbell of 6 participants. They were asked to perform barbell lifts correctly and incorrectly in 5 different ways ( "classe" ): A - Regular B - Throwing the elbows to the front C - Lifting the dumbbell only halfway D - Lowering the dumbbell only halfway E - Throwing the hips to the front The goal of this project is to predict the quality in which the participants did the exercise
Modeling the best mix of products based on their Marginal Contribution
The project will model the best product mix among 4 different products based on their marginal contribution. Due to the characteristics of the problem, was introduced the following premises: 1 - The products are commodities and the market can absorb the excess of production through the interruption of the importation currently with higher price. 2 - The company should ensure at least 1 ton of each of the 4 products which will be allocated among their current loyal customers. 3 - The surplus of the production if occurs is going to be absorbed by the market
Capital Rationing Problem
The project will utilize an approach for large scale variables in Linear Programming to analyse the rationing of the capital investments from a company. The capital rationing takes place whenever the total cash outlays for all projects that meet some acceptable standard exceed the constraint on total capital investment.
Multiple Regressions Model
The project will utilize Multiple Regression to analyse the MTCARS data, extracted from the 1974 Motor Trend US magazine which comprises the fuel consumption and 10 aspects of automobile design and performance for 32 automobiles (1973-74 models). The objective of this project is to explore the relationship between the set of variables ( X's ) and miles per gallon ( Y ) and understand if there is difference of fuel consumption between the two type of transmissions.
The Effect of Vitamin C on Tooth Growth in Guinea Pigs
This second portion of the class, we're going to analyze the ToothGrowth data in the R datasets package. The response is the length of odontoblasts (teeth) in each of 10 guinea pigs at each of three dose levels of Vitamin C (0.5, 1, and 2 mg) with each of two delivery methods (orange juice or ascorbic acid). Load the ToothGrowth data and perform some basic exploratory data analyses Provide a basic summary of the data. Use confidence intervals and/or hypothesis tests to compare tooth growth by supp and dose.
Central Limit Theorem
This project will investigate the exponential distribution in R and compare it with the Central Limit Theorem. The exponential distribution can be simulated in R with rexp(n, lambda) where lambda is the rate parameter. The mean of exponential distribution is 1/lambda and the standard deviation is also 1/lambda. Set lambda = 0.2 for all of the simulations. It will be investigated the distribution of averages of 40 exponentials.
Fine Particulate Emissions
Fine particulate matter (PM2.5) is an ambient air pollutant for which there is strong evidence that it is harmful to human health. The overall goal of this assignment is to explore the National Emissions Inventory database from EPA and see what it say about fine particulate matter pollution in the United states over the 10-year period 1999-2008
Getting and Cleanning Data Assignment
This project intends to demonstrate the importance and the ability to collect, work with and clean a data set. The goal is to prepare a tidy data that can be use for later analysis.
Activity Tracker Device
Activity Tracker device to monitor personal fitness
Impact of the Storms and other severe weather events in US public health and economy
This project involves exploring the U.S. National Oceanic Atmospheric Administration's ( NOAA) storm database trying to identify the impact of the major storms and weather events in the United States, as well as estimates of any fatalities, injuries and property damage