Renato A. Aguiar

PID, LQR and LQR-PID on a quadcopter platform

This paper aims to present a comparison between different controllers to be used in a dynamic model of a quadcopter platform. The controllers assumed in this work are an ITAE tuned PID, a classic LQR controller and a PID tuned with a LQR loop. The results were obtained through simulations for 10 different attitudes of the quadcopter, however, in this paper simulation results will be presented for the vertical attitude only (the remainder are analogous and were omitted for brevity).

Overreact Analysis in the American Stock Market: A Fuzzy C-means Algorithm Approach

In this paper, empirical tests, based on the fuzzy clustering means algorithm for the analysis of overreaction and underreaction hypothesis in the American stock market are presented. Such methodology is strongly connected with two heuristics of behavioral finance theory: representativeness heuristic and anchoring heuristic. The proposed methodology is used to form portfolios through financial ratios of public companies and the results obtained are consistent with the strong influence of overreaction in the American stock market. The analysis is applied for stocks from oil and gas, textile and, steel and iron sectors, with financial indexes ranging from 1999 to 2007.

Um Modelo Fuzzy Comportamental para análise de sobre-reação e sub-reação no mercado de ações brasileiro

This paper presents empirical tests for investigating the occurrence of over-reaction and under-reaction phenomena in the Brazilian stock market. It is proposed that a model based on the theory of fuzzy sets, which bears a strong relationship to representativeness and anchoring heuristics, as established in the theory of behavioral finance, should be used for these tests. The proposed model is used to form portfolios and uses the financial indicators of publicly-quoted companies. Two lots of shares were used for the analyses; one from the oil and petro-chemical sector and the other from the textile sector; the financial indicators for the period 1994 to 2005 were used.

Forecasting of return of stocks portfolio based in fuzzy c-means algorithm and fuzzy transform

The aim of this paper is to investigate the trend of the return of a portfolio formed randomly or for any specific technique. The approach is made using two techniques fuzzy: fuzzy c-means (FCM) algorithm and the fuzzy transform, where the rules used in the fuzzy transform arise from the application of the FCM algorithm. The results show that the proposed methodology is able to predict the trend of the return of a stock portfolio, as well as the tendency of the market index. Real data of the financial market are used from 2004 until 2007.

Dollar and the stock market: An approach using Haar wavelet

This paper presents a methodology to detect significant changes in the price of U.S. dollar in regarding to the stock exchange using the Haar wavelet as well as statistical analyzes of several parameters. The data used arise of information provided by the stock market, both for the U.S. dollar and for the stock market. The results show that the applied methodology through Haar wavelet, are able to inform in advance the trend of the stock market through a single variable, the U.S. dollar.

Analysis of overreaction and underreaction in the American stock market using fuzzy clustering means algorithm

In this paper empirical tests for the analysis of overreaction and underreaction hypothesis in the American stock market are presented. For these tests a new methodology based on the fuzzy clustering means algorithm is proposed. Such methodology is strongly connected with two heuristics of behavioral finance: representativeness and anchoring. The proposed methodology is used to form portfolios through financial ratios of public companies and the results obtained are consistent with the strong influence of overreaction in the American stock market. The analysis is applied for stocks from oil and gas, textile and, steel and iron sectors, with financial indexes ranging from 1999 to 2007.

A Behavioral Fuzzy Model for Analysis of Overreaction and Underreaction in the Brazilian Stock Market

In this paper empirical tests for the overreaction and underreaction hypothesis in the Brazilian stock market are presented. For these tests, due to the complexity of these phenomena, a new model based on the fuzzy set theory is proposed. It is shown that such model is strongly connected with two heuristics of behavioral finance: representativeness and anchoring. The proposed model is used to form portfolios based on financial indexes of open firms. The analysis is applied for stocks from petrol/petrochemical and textile firms, with financial indexes ranging from 1994 to 2005.

Fractional PID Controller Applied to a Chemical Plant with Level and pH Control

Abstract One of the most important processes in the chemical, biological and petrochemical industries is the control of the potential of hydrogen (pH). As it is a multivariable process and non-linear, pH control gives rise to many challenges for designers in both dynamic responses and robustness issues. Despite all this complexity, in many circumstances pH control is performed by using a conventional proportional integral derivative (PID) control, which is very common in industry. This paper proposes using a fractional-order PID to improve the pH control performance of a lab-scale process, as it is more flexible, i. e., there is a higher number of variables to be adjusted. Results from a simulation have been compared to those from both conventional and fractional-order PID controls, which has shown the better performance of the latter related to important metrics such as the control effort and dynamic response of the controlled variables.

State Feedback Controller - An Alternative Approach Applied to Unmanned Aerial Vehicle

The primary goal of this work is to propose an alternative methodology as a first approach in the design of control systems by means of a feedback state gain. The proposed method is detailed and an application is presented. The results show relevant aspects regarding the state feedback gain, especially in regard to variation in the parameters of the plant.