Distribution Returns
Mostrando 1-12 de 46 artigos, teses e dissertações.
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1. A SIR Model with Spatially Distributed Multiple Populations Interactions for Disease Dissemination
ABSTRACT In this contribution we analyze a discretized SIR (Susceptible, Infectious, and Removed) compartmental model, to investigate the role of individual interactions in the spread of diseases. The compartments S i,j , I i , j and R i , j ( i , j , = 1 , 2 , . . . , n ) are spatially distributed in a two-dimensional n × n network. We assume tha
Trends in Computational and Applied Mathematics. Publicado em: 2022
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2. Two-dimensional spatial distribution modeling of sprinkler irrigation
ABSTRACT Irrigation can provide significant agronomic and financial returns on agricultural activity. The maximization of the benefits obtained from irrigation depends, among other factors, on the water use efficiency, which is intrinsically related to application uniformity. For the sprinkler method, the irrigation uniformity assessment is based on results
Rev. Ceres. Publicado em: 2021-08
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3. Market integration does not affect traditional ecological knowledge but contributes additional pressure on plant resources
ABSTRACT Market integration can affect the manner in which individuals learn about and use natural resources. The present study explores the influence of market integration on the traditional ecological knowledge (TEK) and use of natural resources in handicraft production among the Fulni-ô indigenous people of Northeast Brazil. We collect data from 67 artis
Acta Bot. Bras.. Publicado em: 25/03/2019
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4. Input allocation with the Ellipsoidal Frontier Model
This work aims at complementing the development of the EFM (Ellipsoidal Frontier Model) proposed by Milioni et al. (2011a). EFM is a parametric input allocation model of constant sum that uses DEA (Data Envelopment Analysis) concepts and ensures a solution such that all DMUs (Decision Making Units) are strongly CCR (Constant Returns to Scale) efficient. The
Pesqui. Oper.. Publicado em: 08/04/2014
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5. Black swans in the brazilian stock market
This study analyzes extreme values in the daily returns of 45 Brazilian stocks between 2 January 1995 and 18 March 2009. The incidence of observations outside the range of three standard deviationsfrom the mean is at least five times greater than under the normal distribution. The occurrence of extreme values in the upper tail is 1.13 times higher than in th
Pesqui. Oper.. Publicado em: 16/07/2013
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6. Occupational tasks and changes in the wage structure
This paper argues that changes in the returns to occupational tasks have contributed to changes in the wage distribution over the last three decades. Using Current Population Survey (CPS) data, we first show that the 1990s polarization of wages is explained by changes in wage setting between and within occupations, which are well captured by tasks measures
Publicado em: 12/09/2012
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7. Estimação indireta de modelos R-GARCH / Indirect inference of R-GARCH models
Linear processes do not capture the structure of financial data. There is a large variety of nonlinear models available in literature. The class of ARCH models (Autoregressive Conditional Heterokedastic) was introduced by Engle (1982) in order to estimate inflation\ s variance. The idea is that, in this class, returns are serially uncorrelated, but the volat
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 01/03/2012
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8. O uso de cópulas para gestão de riscos
The large number of publications in finance using currently copulas can be explained by the ability of this technique to deal with statistical evidence of non-normality of the return series of financial assets. The non-normality is evidenced by the "volatility smile" in the series of stock options near expiration, the existence of "heavy tails" in portfolios
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 2012
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9. Ensaios sobre a economia dos transplantes renais no Brasil : incentivos e eficiência
The thesis is about the economy of kidney transplants, focusing on the institutional mechanisms and incentives related to organ harvesting in Brazil, as well as the efficiency of the Brazilian states that perform such transplants. The essays investigated the effects and implications of the incentives structure on the number of organs (including kidney) harve
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 2012
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10. Occupational tasks and changes in the wage structure
This paper argues that changes in the returns to occupational tasks have contributed to changes in the wage distribution over the last three decades. Using Current Population Survey (CPS) data, we first show that the 1990s polarization of wages is explained by changes in wage setting between and within occupations, which are well captured by tasks measures
Publicado em: 27/05/2011
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11. GENETIC-NEURAL MODEL FOR PORTFOLIO OPTIMIZATION WITH FINANCIAL OPTIONS IN THE BRAZILIAN MARKET / MODELO GENÉTICO-NEURAL PARA OTIMIZAÇÃO DE CARTEIRAS COM OPÇÕES FINANCEIRAS NO MERCADO BRASILEIRO
This dissertation develops an intelligent, quantitative and probabilistic model to determine an optimal composition of a portfolio consisting of a financial asset and options over this asset. Initially we studied the characteristics of the historical distribution of returns and volatility of the most liquid stocks from the BOVESPA Stock Exchange, from Januar
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 08/02/2011
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12. Utilizando o modelo de equilíbrio com divergências de opinião para prever crashes no mercado acionário brasileiro / Utilizando o modelo de equilíbrio com divergências de opinião para prever crashes no mercado acionário brasileiro
We test, through a series of regressions using brazillian capital market data, the differences of opinion model of Hong and Stein (1999) for forecasting skewness in the distribution of market returns. According to such model, due to short-sales constraints of some investors, the prices do not reflect the exact opinion of all participants. In particular, this
Publicado em: 2010