Buscar
Mostrando ítems 1-10 de 12653
Introducing additional factors for the Brazilian market in the fama-french five-factor asset pricing model
(2016-08-23)
This dissertation is aimed at evaluating the risk-return relationship of stocks by incrementing the Fama and French five-factor model (F. FAMA and R. FRENCH, 2015) with two new variables. This was done by creating a ...
The potential for machine learning algorithms to improve and reduce the cost of 3-dimensional printing for surgical planning
(Taylor and Francis Ltd, 2018)
Validation of the Geriatric Oral Health Assessment Index in complete denture wearers
(2015)
To perform a validation of the Geriatric Oral Health Assessment Index (GOHAI) for complete denture wearers and present a proposal for estimation of perceived oral health. This is a cross-sectional study with non-probabilistic ...
A Catalytic Effectiveness Factor for a Microbial Electrolysis Cell Biofilm Model
(Editorial MDPI, 2022)
The aim of this work is to propose a methodology to obtain an effectiveness factor for biofilm in a microbial electrolysis cell (MEC) system and use it to reduce a partial differential equation (PDE) biofilm MEC model to ...
Modelo de cinco fatores Fama-French: teste no mercado brasileiro
(2019-07-18)
Este trabalho aplicou o modelo de cinco fatores de Fama e Frech (2015), com adaptações as características locais do mercado acionário brasileiro, para analisar a relevância de cada fator e seu poder explicativo para o ...
Comparison of factor-analytic and reduced rank models for test-day milk yield in Gyr dairy cattle (Bos indicus)
(2013-09-27)
We analyzed 46,161 monthly test-day records of milk production from 7453 first lactations of crossbred dairy Gyr (Bos indicus) x Holstein cows. The following seven models were compared: standard multivariate model (M10), ...
Comparison of factor-analytic and reduced rank models for test-day milk yield in Gyr dairy cattle (Bos indicus)
(2013-09-27)
We analyzed 46,161 monthly test-day records of milk production from 7453 first lactations of crossbred dairy Gyr (Bos indicus) x Holstein cows. The following seven models were compared: standard multivariate model (M10), ...
Does curvature enhance forecasting?
(Banco Central do Brasil, 2008)
In this paper, we analyze the importance of curvature term structure movements on forecasts of interest rates. An extension of the exponential three-factor Diebold and Li (2006) model is proposed, where a fourth factor ...