Forecasting Of Market
Mostrando 13-24 de 34 artigos, teses e dissertações.
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13. Avaliação da gestão de suprimentos em hospitais: proposição de um modelo teórico aplicado nos hospitais de Santa Catarina
The increasing competitive market is exposing organizations to the pressures for excellence and better quality service. For healthcare organizations, these pressures are also exercised by the emotional appeal that involves the hospital product: the human life. In this environment, that does not admit any kind of failure, the supply chain management has becom
Publicado em: 2009
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14. How informative are interest rate survey-based forecasts?
This paper studies the information content of survey-based predictions for the Brazilian short-term interest rate. We perform vector autoregression analysis to test for the dynamic relationship between market expectations of interest rates and spot interest rates, and a single regression forecasting approach. Empirical results suggest that surveys may be use
BAR - Brazilian Administration Review. Publicado em: 2008-12
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15. Especificação de uma ferramenta de previsão de demanda para equipamentos de infra-estrutura de telecomunicações
Over the past decades the telecommunication market hás been more and more deregulated and competitive, while more and more telecommunicatios techonologies are available for the users. Companies operating in these markets have to rely on demand forecasts to justify their level of investmants and ensure the capacity availability at the right time. With so man
Publicado em: 2008
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16. MEAN AND REALIZED VOLATILITY SMOOTH TRANSITION MODELS APPLIED TO RETURN FORECASTING AND AUTOMATIC TRADING / MODELOS DE TRANSIÇÃO SUAVE PARA MÉDIA E VOLATILIDADE REALIZADA APLICADOS À PREVISÃO DE RETORNOS E NEGOCIAÇÃO AUTOMÁTICA
The main goal of this dissertation is to compare the performance of linear and nonlinear models to forecast 23 assets of the American Stocks Market. The Heteroscedastic STAR-Tree Model is proposed using the STAR- Tree (Smooth Transition AutoRegression Tree) methodology applied to heteroscedastic time series. As assets returns and realized volatility intraday
Publicado em: 2008
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17. MICROESTRUTURA DO MERCADO CAMBIAL BRASILEIRO: COMPARAÇÃO DO MERCADO À VISTA E FUTURO / MICROSTRUCTURE OF BRAZILIAN FX MARKET: COMPARISON OF THE SPOT AND FUTURES MARKETS
O objetivo deste trabalho é comparar o mercado à vista e futuro de câmbio no Brasil, buscando identificar em qual dos mercados se dá a formação da taxa de câmbio. Analisa-se o funcionamento do mercado cambial no seu nível micro, isto é, nas suas instituições e nas assimetrias dos seus participantes, através da abordagem da microestrutura. Utiliza
Publicado em: 2008
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18. PREVISÃO DE ESTOQUE DE PEÇAS ELETRÔNICAS SOBRESSALENTES / STOCK FORECASTING FOR ELETRONICS SPARE PARTS
There is a consensus that time series model is not appropriate in forecasting replacement parts. However most of market used forecasting tools are time series models. This work presents Poisson distribution as an alternative to forecast replacement parts on electronic equipments. From basic stock management notions, using time series and trust concepts of re
Publicado em: 2007
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19. Modelagem econométrico-financeira de uma empresa baseada em vetores auto-regressivos : uma aplicação à Petrobás S.A.
The paper reports efforts towards developing and estimating a Vector Autoregressive (VAR) econometric model representing the financial statements of a firm. Although the model can be generalized to represent the financial statements of any firm, the study was carried out as a case study, where the chosen firm is the largest Brazilian firm: Petrobrás S/A. Th
Publicado em: 2007
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20. O comportamento da demanda e suas implicações na gestão de operações: um estudo de caso de uma empresa de eletrodomésticos.
The high competitiveness imposed by the current market characterized by the global competition and by consumer requirements, have been causing more complexity in the enterprise management. Because of that, the increase in the diversity of products offered to the market, and the availability of these products at the precise time and number, have become import
Publicado em: 2006
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21. O uso de redes neurais artificiais na previsÃo de tendÃncias no mercado de aÃÃes
Stock markets are considered a high return investment option, dominated by uncertainty and volatility. The forecast of the movement of that market is a difficult task, because is influenced by many economical, political and even psychological factors. The traditional statistical methods and the known analysis (technical and fundamental) are not capable to id
Publicado em: 2006
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22. SeleÃÃo de modelos de previsÃo baseada em informaÃÃes de desempenho
A time series is defined as a sequence of observations, which are ordered in time. There are several real problems that can be represented as time series, such as the monthly water consumption, registered during a month; or the values of a financial application, measured during a week. The use of time series forecasting can occur in several areas, as the fin
Publicado em: 2006
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23. An operational policy for the mid term hydrothermal scheduling of the Brazilian interconnected power system / Uma politica operativa a usinas individualizadas para o planejamento da operação energetica do sistema interligado nacional
This work presents an operational policy for the mid term hydrothermal scheduling of the Brazilian Interconnected Power System (BIPS) based on the individual representation of the hydro and thermo power plants, the detailed representation of the plants? features and the indirect representation of the inflow stochasticity through a forecasting model. These ch
Publicado em: 2006
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24. TERM STRUCTURE OF INTEREST RATES AND MACROECONOMIC DYNAMICS IN BRAZIL / ESTRUTURA A TERMO DA TAXA DE JUROS E DINÂMICA MACROECONÔMICA NO BRASIL
There is a close relationship between macroeconomic variables and the term structure of interest rates in Brazil. We characterize this relationship using the recent macro-finance approach adapted to the case of an emerging market economy.We find that (i) the yield curve have additional information about future economic growth; (ii) the forecasting power is i
Publicado em: 2006