Stochastic
Mostrando 1-12 de 1171 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. A DISCRETE STOCHASTIC MODEL TO DETERMINE FOOD QUALITY BY USING SIMULATION: A STRAWBERRY CASE STUDY
ABSTRACT The agri-food supply chain (AFSC) sets a series of challenges in the production, storage, distribution, and transportation processes, as the market's requirements for fresh food combine food quality and safety attributes. This research suggests a discrete event modeling to study the behavior of food quality in all supply chains (SCs) in terms of tem
Eng. Agríc.. Publicado em: 2020-12
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4. 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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5. 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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6. Hydroelectric Generators Competing in Cascades*
Abstract Hydroelectric generation is the main source of energy production in many countries. When firms operate in the same river, or in cascades, the output of an upstream firm is the input of its downstream rival. We build a dynamic stochastic duopoly model of competition in cascades and show that the decentralized market is inefficient when rain is freque
Rev. Bras. Econ.. Publicado em: 01/01/2020
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7. THE EM ALGORITHM FOR STANDARD STOCHASTIC FRONTIER MODELS
ABSTRACT The Expectation-Maximization (EM) algorithm is developed for the stochastic frontier models most used in practice with cross-section data. The resulting algorithms can be easily programmed into a computer and are shown to be worthy alternatives to general-purpose optimization routines currently used. The algorithms for the half normal and the expone
Pesqui. Oper.. Publicado em: 02/12/2019
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8. CAPACITATED LOT SIZING AND SCHEDULING WITH ORDER ACCEPTANCE AND DELIVERY TIME WINDOWS: MATHEMATICAL MODEL AND A MIP-BASED HEURISTIC
ABSTRACT This research addresses a lot sizing and scheduling problem inspired by a real-world production environment where the customers make advanced orders and the industry need to decide which orders will be accepted with the aim of maximizing the profit respecting the production capacity constraints. Orders are composed of different types of items which
Pesqui. Oper.. Publicado em: 02/12/2019
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9. Metafronteira de produção e eficiência técnica da carcinicultura nos estados do Ceará e Rio Grande do Norte
Resumo No Nordeste do Brasil, a carcinicultura tem alcançado nível elevado de eficiência técnica, porém, estes avanços não vêm acontecendo de forma homogênea entre os estados produtores. Este estudo tem como objetivo analisar as diferenças tecnológicas da produção de camarão cultivado existentes entre os dois maiores produtores nacionais deste
Rev. Econ. Sociol. Rural. Publicado em: 28/11/2019
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10. Eficiência técnica da produção de milho no estado de São Paulo: uma abordagem por metafronteira estocástica
Resumo O presente artigo analisou a eficiência técnica da produção paulista de milho, empregando a metodologia de metafronteira estocástica, com base nos microdados do Levantamento Censitário das Unidades de Produção Agropecuárias do estado de São Paulo, realizado pela Secretaria de Agricultura e Abastecimento, para o ano-safra 2007/08 e informaç�
Rev. Econ. Sociol. Rural. Publicado em: 28/11/2019
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11. 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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12. Produtividade e eficiência agrícola nos Países Africanos de Língua Oficial Portuguesa (Palop) e Timor-Leste
Resumo Os Países Africanos de Língua Oficial Portuguesa (Palop) e Timor-Leste são países em estágios iniciais de desenvolvimento com forte presença econômica do setor agrícola. O objetivo deste estudo é investigar a produtividade e eficiência agrícola desses países. Utilizou-se neste trabalho o procedimento da Fronteira Estocástica para estimar
Rev. Econ. Sociol. Rural. Publicado em: 30/09/2019