Kurtosis
Mostrando 25-36 de 39 artigos, teses e dissertações.
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25. TEORIA DOS VALORES EXTREMOS: VALOR EM RISCO PARA ATIVOS DE RENDA-FIXA / EXTREME VALUE THEORY: VALUE AT RISK FOR FIXED-INCOME ASSETS
Since the 90 decade, the use of Value at Risk (VaR) methodology has been disseminated among both financial and non-financial institutions around the world, as a good practice in terms of risks management. In spite of the fact that it does not take into account one of the most important characteristics of financial assets returns distribution - fat tails (exc
Publicado em: 2006
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26. Construção de um índice de cointegração e utilização do modelo de regimes Markovianos de conversão para a identificação de risco e retorno: evidência a partir de ações na Bolsa de Valores de São Paulo
One of the most popular subjects in finance is about the search and the learning of the securities return generation process and originate with the publication of Bacheliers thesis, in 1900. In 1978, Jensen affirmed that, any strategy of business, that produces economic profits in a consistent way, discounted the risk, for a sufficient long period, observing
Publicado em: 2006
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27. Desempenho de crianças em testes sensoriais discriminativos e afetivos com escalas hibridas ilustradas. / The performance of children in discriminative and affective sensory tests with illustrated hybrid scales.
In both developed and emerging countries, children represent a significant part of the consumer market, a market which, due to globalization, has become extremely competitive and avid for novelties. As the number of products destined for the child food market increases and the role of the child in the decision to buy also increases, sensory evaluations carri
Publicado em: 2006
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28. AnÃlise comparativa em histograma da intensidade de fluorescÃncia de CD10 e CD19 em blastos leucÃmicos e hematogÃnias / Comparative analysis carried out through histograms of CD10 and CD19 fluorescence intensity in leukemic blasts and hematogones
Hematogones are normal immature cells from bone marrow that are responsible for the production of the immune systemâs B cell lineage. The acute lymphoblastic leukemia (ALL) of precursors B cells represents one type of neoplastic transformation of hematogones. Due to their high similarity there are risks of erroneous interpretation consequently making it nec
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 17/06/2005
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29. Statistical and wavelet analysis of the solar wind data
We perform statistical and wavelet analysis of three time series based on the solar wind velocity of the year 2000, the original time series and two filtered components. We use the Haar Wavelet Transform to separate this annual time-series into two parts, corresponding to high and low frequencies. We then calculate the kurtosis and skewness parameters for th
Brazilian Journal of Physics. Publicado em: 2005-09
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30. Growth, Production and Economic Analysis of Clonal Stands of Eucalyptus sp. in Agroforest Systems. / Crescimento,produÃÃo e anÃlise econÃmico de povoamentos Clonais de Eucalyptus sp, em sistemas agroflorestal.
The aims of the present study were to adjust models of productivity for a sawmill to test taper functions using segmented and non segmented polynomial models to estimate the profile of the treesâ trunk to prognosticate the present and future production of stands of eucalypt and to analyse the economic viability of a âagrossilvopastorilâ system with eucaly
Publicado em: 2005
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31. Universality classes of chaotic cellular automata
Cellular automata (CA) are discrete, spatially-homogeneous, locally-interacting dynamical systems of very simple construction, but which exhibit a rich intrinsic behavior. Even starting from disordered initial configurations, CA can evolve into ordered states with complex structures crystallized in space-time patterns. In this paper we concentrate on determi
Brazilian Journal of Physics. Publicado em: 2004-06
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32. Aplicações da expansão de Edgeworth à precificação de derivativos financeiros / Testing option pricing with the Edgeworth expansion
O Objetivo deste trabalho é usar uma ferramenta matemática conhecida como expansão de Edgeworth em conjunto com a moderna teoria de análise de derivativos financeiros que utilizam o método de precificação neutra ao risco. Tal expansão permite obter uma função densidade de probabilidade com assimetria e curtose arbitrárias a partir de uma densidade
Publicado em: 2003
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33. VALUE AT RISK A COMPARISON OF METHODS TO CHOOSE THE SAMPLE FRACTION IN TAIL INDEX ESTIMATION OF GENERALIZED EXTREME VALUE DISTRIBUTION / VALOR EM RISCO UMA COMPARAÇÃO ENTRE MÉTODOS DE ESCOLHA DA FRAÇÃO AMOSTRAL NA ESTIMAÇÃO DO ÍNDICE DE CAUDA DE DISTRIBUIÇÕES GEV
Value at Risk -VaR- is already part of the toolkit of financial analysts assessing market risk. In order to implement VaR it is needed to estimate low quantiles of the portfolio returns distribution. Traditional methodologies combine a normal conditional distribution together with ARCH type models to accomplish this goal. Albeit well succeed in evaluating ri
Publicado em: 2002
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34. Quantitative phase analysis in the assessment of coronary artery disease.
The phase image in radionuclide ventriculography shows the timing of ventricular contraction and is valuable in the detection of abnormalities induced by coronary artery disease. The image is usually interpreted subjectively, and in the present study a histogram of left ventricular phase values was used to make interpretation more objective. The left ventric
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35. Nonparametric approach to population pharmacokinetics in oncology patients receiving aminoglycoside therapy.
A nonparametric expectation maximization approach to the study of population pharmacokinetics is described for an aminoglycoside antibiotic. The method is used to explore population estimates for gentamicin clearance (liters per hour per creatinine clearance) and volume of distribution (liters per kilogram) in tumor patients. Joint and marginal probability d
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36. DNA Deformations near Charged Surfaces: Electron and Atomic Force Microscopy Views
DNA is a very important cell structural element, which determines the level of expression of genes by virtue of its interaction with regulatory proteins. We use electron (EM) and atomic force microscopy (AFM) to characterize the flexibility of double-stranded DNA (∼150–950 nm long) close to a charged surface. Automated procedures for the extraction of DN
The Biophysical Society.