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Risk Measures Theory: a comprehensive surveyTeoria de Medidas de Risco: uma revisão abrangente
(Lociedade Brasileira de Finanças, 2014)
Modelo logístico aplicado a risco de crédito de uma cooperativa do sistema financeiro
(Universidade do Vale do Rio dos Sinos, 2013-11-21)
This paper has as its theme the measurement of the individual credit risk. It approaches the theories linked to risk, risk measures, the Basel agreement and the financial crisis started in 2007, in the United States. It ...
Modelo logístico aplicado a risco de crédito de uma cooperativa do sistema financeiro
(Universidade do Vale do Rio dos Sinos, 2013-11-21)
This paper has as its theme the measurement of the individual credit risk. It approaches the theories linked to risk, risk measures, the Basel agreement and the financial crisis started in 2007, in the United States. It ...
A model of medium term exchange rate forecast in an open economy: the case of the mexican peso
(Universidad Nacional Autónoma de MéxicoMX, 2014)
Keynes (1930) and Samuelson (1965) proposals open the possibility of matching predictability and efficiency, as evidenced by the seminal study by Fisher (1930). Recent findings suggest that the foreign exchange market ...
A model of medium term exchange rate forecast in an open economy: the case of the mexican peso
(Universidad Nacional Autónoma de MéxicoMX, 2014)
Keynes (1930) and Samuelson (1965) proposals open the possibility of matching predictability and efficiency, as evidenced by the seminal study by Fisher (1930). Recent findings suggest that the foreign exchange market ...
Learning and forecasts about option returns through the volatility risk premium
(Elsevier, 2017)
We use learning in an equilibrium model to explain the puzzling predictive power of the volatility risk premium ( V RP) for option returns. In the model, a representative agent fol- lows a rational Bayesian learning process ...
A Note on Forecasting Daily Peruvian Stock Market Volatility Risk Using Intraday Returns
(Pontificia Universidad Católica del Perú. Fondo EditorialPE, 2020)
Combinação seletiva de métodos para previsão de demanda a curtíssimo prazo em tempo real
(Universidade Federal de Santa MariaBREngenharia ElétricaUFSMPrograma de Pós-Graduação em Engenharia Elétrica, 2015-03-06)
In transforming the current electricity network, in a so called smart grid, demand forecasting
is relevant to processes such as demand management, demand response, distributed
generation, among others. For consumers, the ...
Avaliação da utilização de redes neurais para previsão do risco de inundação em áreas urbanas na cidade de Curitiba/PR
(Universidade Tecnológica Federal do ParanáCuritibaBrasilPrograma de Pós-Graduação em Engenharia CivilUTFPR, 2021-07-28)
Soil impermeabilization, the reduction of green areas, the absence of maintenance in sewers and the lack of palliative measures relating to high levels of precipitation have caused countless cases of floods. Therefore, It ...