Resumo em Inglês:

Evaluation of real estate properties is an important factor in any economy. The appraisal process is rather subjective, based on the appraiser's experience and intuition. Attempts are being made to help appraisers produce more stable and reliable results. In the paper the authors present an integrated approach to the problem based on the multicriteria decision making framework. The process is carried out through three phases using the multicriteria method TODIM. An "adjusted value" iterative procedure for market value estimation is proposed. The final property price ensures that the overall quality of the alternative obtained through the TODIM method is not farther from the comparable properties on the market than the stated threshold. The process is illustrated through an application in the city of Volta Redonda (Brazil). The results are compared with the "proportional approach". The "adjusted value" approach showed significant improvement compared to the "proportional" adjustment of market values

Resumo em Inglês:

The purpose of this work is the development of a location model for specialized terminals used as transshipment points in the supply chain of soybeans. The theoretical basis of the study relies on the association of a transshipment model with a multi-commodity, multi-facility capacitated location model. The shipping ports might be seen as specialized terminals that add value to the exported products by transforming raw soy grains into soy oil and soy meal. The proposed model also considers service activities in each terminal and the capacity of the maritime ports. Using representative data from the year 2004, the model is illustrated by a small case study, which considers six points of production in inland Brazil, all served by railways, one maritime port on the north and five on the east coast, and three destination ports in Europe and Asia. The study includes a rough sensitivity analysis regarding volumes, capacities, prices, and transportation costs

Resumo em Inglês:

Due to the recent growth in the consumer credit market and the consequent increase in default indices, companies are seeking to improve their credit analysis by incorporating objective procedures. Multivariate techniques have been used as an alternative to construct quantitative models for credit forecast. These techniques are based on consumer profile data and allow the identification of standards concerning default behavior. This paper presents a methodology for forecasting credit risk by using three multivariate techniques: discriminant analysis, logistic regression and neural networks. The proposed method (deemed the CRF Model) consists of six steps and is illustrated by means of a real application. An important contribution of this paper is the organization of the methodological procedures and the discussion of the decisions that should be made during the application of the model. The feasibility of the approach proposed was tested in a program for granting credit offered by a network of pharmacies. The use of the models for forecasting credit risk greatly reduces the subjectivity of the analysis, by establishing a standardized procedure that speeds up and qualifies credit analysis

Resumo em Inglês:

As the number of simulation experiments increases, the necessity for validation and verification of these models demands special attention on the part of the simulation practitioners. By analyzing the current scientific literature, it is observed that the operational validation description presented in many papers does not agree on the importance designated to this process and about its applied techniques, subjective or objective. With the expectation of orienting professionals, researchers and students in simulation, this article aims to elaborate a practical guide through the compilation of statistical techniques in the operational validation of discrete simulation models. Finally, the guide's applicability was evaluated by using two study objects, which represent two manufacturing cells, one from the automobile industry and the other from a Brazilian tech company. For each application, the guide identified distinct steps, due to the different aspects that characterize the analyzed distributions

Resumo em Inglês:

In this article we perform production efficiency analysis for the 40 countries with largest value added by agricultural sector in 2005. Under the assumption of a nonparametric frontier and production observations satisfying a statistical model including both random and inefficiency errors, we estimate an agricultural production function using DEA measures of efficiency with output orientation and variable returns to scale. We found evidence that the set of countries investigated could increase their total value added by agricultural sector for at least 53.9% without increasing input usage with the prevailing technology. This result has a direct impact on issues related to the recent food crisis

Resumo em Inglês:

This paper deals with some important decisions that ought to be made when building a mixture-of-experts model (MEM). Such decisions are related to aspects such as the clustering method and the gating functions used in the model. Depending on how these decisions are made, different mixtures might be formed, yielding different results. In the present study, we investigate the way such decisions affect the performance of MEM's, when using statistical models to regression problem. The famous Boston housing data is used as illustration for the technique

Resumo em Inglês:

The ship-berth link is one of the most critical aspects to be managed at port operations. Until now, simulation models have considered the impact of queue priorities, such as size and type of ships, on waiting times. This research differentiates from previous studies not only by considering another variable - the demurrage cost for each type of ship -, but also by considering the possibility of different berth allocation policies. It reports on a simulation study on small Brazilian private container terminal, where different berth allocation policies and queue priorities have been tested. Results and further analyses conducted via MANOVA indicate that the demurrage cost ratio between large and small ships and the critical waiting time in queue, after which demurrage costs are charged, impact on the choice of most adequate combination of policies and priorities. The analysis presented in this paper may help port authorities in determining a more precise figure for total demurrage costs

Resumo em Português:

Este trabalho tem por objetivo avaliar a robustez dos métodos de Grant, Vora & Weeks e dos Mínimos Quadrados quando aplicados na avaliação de projetos de geração de energia eletrica a partir de fontes renovavéis desenvolvidos no ambito do Mecanismo de Desenvolvimento Limpo do Protocolo de Quioto. Em primeiro lugar, a metodologia proposta consiste em utilizar o modelo NEWAVE para estabelecer cenários hidrológicos de despacho para as usinas conectadas ao sistema interligado nacional. Em seguida, baseado no escopo da metodologia ACM0002, considera-se a incerteza associada a evolução temporal da linha de base do projeto. Finalmente, o valor incremental do mercado de carbono e estimado utilizando-se a Teoria das Opções Reais. Para tanto os métodos numericos citados anteriormente são utilizados sob a premissa de que o preço do crédito de carbono se comporta de forma aleatoria segundo as premissas de um Movimento Geometrico Browniano

Resumo em Inglês:

The objective of this paper is to evaluate the robustness of the Grant, Vora & Weeks and Least Square Monte Carlo Methods when used to evaluate renewable generation projects developed according to the rules of the Kyoto Protocol Clean Development Mechanism. The proposed methodology makes use of the NEWAVE model in order to generate futures dispatch sequences for all generators connected to the Brazilian grid. After that, based on the methodology ACM0002, the uncertainty associated to the time evolution of the project's baseline is considered. Finally, the carbon market' incremental payoff is estimated using the Real Options Approach. In order to do that, the numerical methods previously mentioned are used under the assumption that the behavior of the carbon price is random and that the price follows a Geometric Brownian Motion

Resumo em Português:

Este estudo discute alternativas para os sistemas produtivos da terra no plantio de tomates em São José de Ubá-RJ e as relações de trabalho passíveis de serem colocadas em pratica de forma a promover uma agricultura sustentavel na região, priorizando os aspectos economicos, ambientais e culturais do problema. A introdução da questão cultural aumenta a complexidade da questão, sendo necessário o uso de uma metodologia capaz de lidar com toda a subjetividade envolvida nesse processo de tomada de decisão. O estudo visa contribuir para a conquista de um processo sustentavel na região, estabelecendo um processo de tomada de decisão pautado nas opinioes do agricultor, respeitando principalmente as questões culturais do problema. As características do ambiente de tomada de decisão indicaram o uso de uma combinação de métodos de apoio a decisão multicritério - MACBETH e VIP Analysis - para a seleção da melhor alternativa capaz de possibilitar o alcance dos objetivos propostos

Resumo em Inglês:

This article discusses alternatives to the use and management of land in planting tomatões in San José de Uba, a city in Rio de Janeiro state, Brazil, in order to promote sustainable agriculture in the region, emphasizing the economic, environmental and cultural aspects of the problem. The cultural prospect increases the complexity of the issue, requiring the use of a methodology capable of dealing with all the subjectivity involved in the decision making process. The study aims to contribute to the achievement of sustainable development in the region, starting with a decision-making process based on the views of the farmer, respecting the cultural aspect of the problem. The characteristics of the decision-making environment indicated the use of a combination of multicriteria decision support methods - MACBETH and VIP Analysis - for selecting the best alternative capable of meeting the proposed objectives

Resumo em Português:

Nesse trabalho, e estudado o problema de corte de estoque com sobras aproveitaveis (PCESA), que consiste em determinar uma política de aproveitamento das sobras de objetos cortados. Estas sobras, desde que não sejam demasiadamente pequenas, podem retornar ao estoque como retalhos para atender demandas futuras, não sendo, portanto, consideradas perdas. Para resolver o PCESA, podem ser utilizados varios procedimentos heurísticos propostos na literatura. Entretanto, e difícil identificar o melhor método de solução, pois cada um deles apresenta uma solução diferente em relação as características de interesse do problema, como quantidade de retalhos produzidos, perdas e distribuição de perdas e retalhos nos objetos. Para superar essa dificuldade, propoe-se utilizar técnicas da lógica fuzzy para considerar a contributo de cada característica de interesse na solução, classifica-la de acordo com critérios pré-estabelecidos e, finalmente, identificar o melhor método com base na respectiva solução. Com a metodologia fuzzy desenvolvida, facilitou-se a análise dos métodos de solução

Resumo em Inglês:

In this paper, we study the cutting stock problem with usable leftovers (CSPUL), that consists in determining a policy of usable leftovers from cut objects. These leftovers, if large enough, can returned to the stock as retails in order to fulfill future demands and, therefore, they are not computed as waste. In order to solve the CSPUL, several heuristic procedures from the literature can be used. However, it is hard to point out which solution method performs better, since each one presents different solutions regarding some conflicting characteristics, such as quantity of new retails generated, wastes, and distribution of the wastes and retails in the cut objects. To overcome this difficulty, we propose some fuzzy techniques to consider the contribution of each characteristic in the solution, classify it according some criteria beforehand considered and, finally, identify the best solution method based on the respective solution. With the proposed fuzzy methodology, the solution methods analysis was simplified