Dissertações em Engenharia de Processos (Mestrado) - PPGEP/ITEC
URI Permanente para esta coleçãohttps://repositorio.ufpa.br/handle/2011/10053
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Navegando Dissertações em Engenharia de Processos (Mestrado) - PPGEP/ITEC por Orientadores "FERREIRA, Josiel Lobato"
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Item Acesso aberto (Open Access) A técnica da transformada integral generalizada aplicada na solução da equação de black-scholes para avaliação de derivativos(Universidade Federal do Pará, 2021-09-29) COUTINHO, Paulo André Amaral; MACÊDO, Emanuel Negrão; http://lattes.cnpq.br/8718370108324505; FERREIRA, Josiel Lobato; http://lattes.cnpq.br/0187722217624180The Generalized Integral Transform Technique (GITT), analytic-numerical method based on orthogonal eigenfunctions expansions, was used to solve the Black Scholes equation (BSE) that is frequently applied in financial areas, more specifically in valuation of call or put options. The Generalized Integral Transform Method was used in (BSE) accomplish the comparation between results obtained by algorithm implemented computationally in the programs: Mathematica and Fortran by DIVPAG in the library IMSL with other results presented in researches generated through of numerical techniques like the finite difference method. In this sense the viability of the technique application was be evaluated. The development of the algorithm was possible doing some changes in variables in the (BSE) and using one suitable eigenvalue problems to search solutions. The results obtained by GITT was compared to papers presents in the current literature, and displayed in terms of the asset value through of call or put options varying between american and european conditions that distinguish themselves in relation of the exercise moment in the option, to different values of volatility, presenting good agreement with availables papers, substanting the viability of the GITT use to get the solutions to BSE problem.Item Acesso aberto (Open Access) O Uso da lógica fuzzy no auxílio da gestão e controle dos níveis de estoques de peças(Universidade Federal do Pará, 2021-09-30) MACIEL, Gerberson das Chagas gomes; FERREIRA, Josiel Lobato; http://lattes.cnpq.br/0187722217624180; https://orcid.org/0000-0003-0345-3526Faced with a highly competitive scenario, this study aims to develop a tool that analyzes the stocks based on fuzzy logic inferences, when the output variable is the stock level and the customer demand and the production plan are the input variables. Providing the companies a better management of their stock levels. In addition to ensuring an efficient production system and optimizing the occupation of locations in the finished product stock. Through this research, the stock level analyzes were performed using the fuzzy toolbox of the Matlab software version 2015a, in models of a product aimed at the automotive segment, manufactured by a company from the Industrial Pole of Manaus. After the analysis, several situations as excess and lack of parts in stock were identified, in addition to large variations in the production plan. After applying the analysis tool, the normal level of stock rose from 20% to 93%, the excess rate and the risk of delivery failures were eliminated, as well as the variation in the production plan. These results allowed the validation of the tool's effectiveness, which proved to be applicable in any type of stock, in any type of company.