Stochastic Analysis
Mostrando 1-12 de 307 artigos, teses e dissertações.
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1. Testing the consumption-based CAPM using the stochastic discount factor
Abstract This article investigates the problem of optimal intertemporal consumption in the CCAPM setup from a new empirical perspective. The econometric analysis is based on use of the equality between the stochastic discount factor (SDF) and the marginal rate of intertemporal substitution of consumption, which in the CCAPM is equivalent to the Euler equatio
Revista Brasileira de Economia. Publicado em: 2022
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2. Characterization of Otto Chips by Particle Swarm Optimization
Abstract Recently a surface plasmon resonance (SPR) optical sensor, based on the Otto configuration — the Otto chip — has been developed. One essential step in the quality control of the fabrication process is characterization of the active region of several devices in a batch. Characterization is done by measuring the angular spectrum of the optical re
J. Microw. Optoelectron. Electromagn. Appl.. Publicado em: 2021-03
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3. Governance and financial efficiency of Brazilian credit unions
Abstract Purpose This paper aims to evaluate the relation between governance and financial efficiency of credit unions in Brazil. The study shows how poor financial efficiency in credit unions may result from undesirable configurations in executive management and other variables related to governance. Design/methodology/approach The study develops an innov
RAUSP Manag. J.. Publicado em: 2020-09
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4. BEHAVIOR OF BROILERS UNDER THE INFLUENCE OF LED LIGHTING AND MICROMETEOROLOGICAL ELEMENTS
ABSTRACT The objective of this research was to analyze the differences between the food behaviors observed under the factors of production environment, sex and lighting system, using stochastic tools of multivariate analysis. As for the thermal characteristics of the environment, air temperature (T, °C), enthalpy (H, kJ kg-1), and black globe temperature an
Eng. Agríc.. Publicado em: 2020-06
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5. Effects of primary productivity on beta diversity of ecological communities
Resumo Objetivo Diversos fatores ecológicos afetam previsivelmente a diversidade beta - a dissimilaridade das comunidades entre locais ou através do tempo. Considerando o efeito da produtividade primária, existem divergências na literatura a respeito do tipo de relação que seria encontrada (positiva, negativa ou em formato de domo). Isto é relevante
Acta Limnol. Bras.. Publicado em: 21/10/2019
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6. Adaptive Filtration of Parameters of the UAV Movement Based on the TDOA-Measurement Sensor Networks
ABSTRACT: In modern conditions unmanned aerial vehicles (UAVs) generate new classes of threats, including their use for terrorist purposes. A feature of modern UAVs is the ability to perform sudden maneuvers and to keep the same position in the point in space. For the description of the UAV movement with various types of maneuver it is used a rectangular coo
J. Aerosp. Technol. Manag.. Publicado em: 26/08/2019
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7. Soil physical and hydraulic properties in the Donato stream basin, RS, Brazil. Part 2: Geostatistical simulation
RESUMO A simulação geoestatística tem sido a técnica mais promissora e utilizada para a análise de incertezas de propriedades físico-hidráulicas do solo com grande heterogeneidade espacial. Este estudo realizou uma análise estocástica da condutividade hidráulica saturada (Ksat) e dos parâmetros da curva de retenção de água no solo na bacia do a
Rev. bras. eng. agríc. ambient.. Publicado em: 12/08/2019
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8. Crescimento da PTF segundo tamanho de estabelecimentos rurais na região Sudeste, de 1985 a 2006
Resumo O objetivo deste estudo é medir o crescimento da Produtividade Total dos Fatores (PTF) segundo o tamanho dos estabelecimentos rurais na região Sudeste entre os censos agropecuários de 1985, 1995/96 e 2006, assim como decompor o crescimento da PTF em mudança tecnológica e na eficiência técnica. A metodologia está baseada na análise de fronteir
Rev. Econ. Sociol. Rural. Publicado em: 15/07/2019
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9. Grade uncertainty embedded in long term scheduling: stochastic mine planning
Abstract The inclusion of grade uncertainty for multivariate mineral deposits is of great importance for the correct management of subsequent decisions involved in mining planning. Mapping grade uncertainties allows maximization of profit and resource extraction. In this article, the co-simulation turning band algorithm is applied with the aim of predicting
REM, Int. Eng. J.. Publicado em: 2019-06
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10. MULTI-AGENT BASED MODELING APPLIED TO PORTFOLIO SELECTION IN THE DOOM-LOOP OF SOVEREIGN DEBT CONTEXT*
ABSTRACT This study explores the self-fulfilling dynamic between sovereign debt risk and rational choices of neutral, risk-seeking and risk-averse investors, with implications to the systemic risk emergence. The agent-based model parameterization includes investment strategy (randomly selected assets, stock exchange participation, economic segment, and techn
Pesqui. Oper.. Publicado em: 09/05/2019
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11. BOVESPA: Stochastic or Deterministic?
Abstract We aim to present an interdisciplinary way of showing the subject determinism versus stochasticity; and write the text in such a way that this subject can be treated from the point of view of physics teaching. We approach the technical part of this work intuitively and later we present this question in a more formal way. When the trajectory of a dyn
Rev. Bras. Ensino Fís.. Publicado em: 13/11/2018
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12. Analysis of a tuned liquid column damper in non-linear structures subjected to seismic excitations
Abstract The behavior of the tuned liquid column damper (TLCD) is analyzed in the control of non-linear structures subjected to random seismic excitations. The structure is modeled as a system of one degree of freedom with incursion in the non-linear range. The Bouc-Wen hysteretic model is used to model the non-linear behavior of the structure. A stationary
Lat. Am. j. solids struct.. Publicado em: 19/07/2018