High Frequency Market
Mostrando 1-12 de 41 artigos, teses e dissertações.
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1. Parthenocarpy induction and reduction of seeds in fruits of 'Nadorcott' mandarin
ABSTRACT Mandarins commercialization at international market requires seedless fruit production in addition to its ideal organoleptic and visual quality. The objective of the work was to evaluate the efficiency of applications of gibberellic acid and of copper sulfate during anthesis in reducing the number of seeds and in the productive behavior of the 'Nado
Revista Ceres. Publicado em: 2022
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2. HIGH-ORDER MULTIVARIATE MARKOV CHAIN APPLIED IN DOW JONES AND IBOVESPA INDEXES
ABSTRACT In this paper we analyzed the probabilities of transitions of state between Ibovespa and Dow Jones indexes using High-order Multivariate Markov Chain. While the stock market may be profitable, the existence of risks can lead to large losses. A mathematical model capable of considering different sources can aid in decision making. This model can work
Pesqui. Oper.. Publicado em: 09/05/2019
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3. LIQUIDITY COSTS IN EMERGING CORN FUTURES MARKETS
ABSTRACT Objective: The present study estimates the liquidity cost of the corn future contract traded on B3 (formerly BM&FBovespa) and compare it to the CME corn future contract, through five implicit bid-ask spread measures. Originality/value: The market microstructure approach, with its focus on high frequency data, reveals characteristics of the emergin
RAM, Rev. Adm. Mackenzie. Publicado em: 2017-12
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4. Low cost system to measure active power in electrosurgical units
Abstract Introduction: The real-time measurement of active power delivered to patients during the electrosurgical act is still an engineering challenge. Besides, there is no electrosurgical unit on the market capable of doing it according to the normative requirement. Methods This work presents the design of an electronic structure capable to probe the ele
Res. Biomed. Eng.. Publicado em: 09/11/2017
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5. Performance evaluation of nebulizers based on aerodynamic droplet diameter characterization using the Direct Laminar Incidence (DLI)
Abstract Introduction Optical microscope images can be useful to evaluate nebulizers considering the size of droplets produced by these devices. From this perspective, the proposed method was compared to the classic concept of Mass Median Aerodynamic Diameter (MMAD) for the ideal droplet size between 0.5-5.5 µm. Methods We tested a sample of five home neb
Res. Biomed. Eng.. Publicado em: 29/06/2017
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6. Realized volatility: evidence from Brazil
Using intraday data for the most actively traded stocks on the São Paulo Stock Market (BOVESPA) index, this study considers two recently developed models from the literature on the estimation and prediction of realized volatility: the Heterogeneous Autoregressive Model of Realized Volatility (HAR-RV), developed by Corsi (2009), and the Mixed Data Sampling m
Publicado em: 09/11/2012
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7. EMPIRICAL ANALYSIS OF BRAZILIAN CENTRAL BANK¿S FOREIGN EXCHANGE INTERVENTIONS USING HIGH FREQUENCY DATA / ANÁLISE EMPÍRICA DAS INTERVENÇÕES CAMBIAIS DO BANCO CENTRAL DO BRASIL USANDO DADOS DE ALTA FREQUÊNCIA
The goal of this dissertation is to investigate the existence of abnormal returns in U.S. dollar futures contract maturing in the first moments near to the realization of exchange auctions by the Central Bank of Brazil. On the occasion of a positive response to the first question, we evaluated the persistence of these returns that ultimately describe how fas
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 09/04/2012
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8. Algoritmos de negociação com dados de alta frequência / Algorithmic Trading with high frequency data
Em nosso trabalho analisamos os dados provenientes da BM&F Bovespa, a bolsa de valores de São Paulo, no período de janeiro de 2011, referentes aos índices: BOVESPA (IND), o mini índice BOVESPA (WIN) e a taxa de câmbio (DOL). Estes dados são de alta frequência e representam vários aspectos da dinâmica das negociações. No conjunto de valores encontr
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 20/03/2012
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9. Some aspects of chicken behavior and welfare
Brazil is the world leader in broiler production and export. It achieved this position mainly to its excellent supply chain structure and climate, which favor poultry and grain production throughout its territory. Although Brazilian egg production is not as important as broiler production, this segment presents great potential of increasing its share in the
Rev. Bras. Cienc. Avic.. Publicado em: 2012-09
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10. Dados de alta frequência : averiguando o impacto de microestrutura de mercado e sazonalidade intradiária na detecção de saltos e estimação da variação quadrática
Neste trabalho, visamos mostrar as características usuais dos dados de alta frequência, bem como utilizar modelagem não paramétrica para estimar a variância/volatilidade para esses dados. Após uma revisão sobre microestrutura de mercado, sazonalidade intradiária, variação quadrática e saltos, utilizamos os dados da PETR4 para estimar a variância
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 2012
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11. Structure-borne transmissibility evaluation through modeling and analysis of aircraft vibration dampers
Abstract In the aircraft industry a great practical relevance is given to the extensive use of vibration dampers between fuselage and interior panels. The proper representation of these isolators in computer models is of vital importance for the accurate evaluation of the vibration transmission paths for interior noise prediction. In general, simplified mode
J. Aerosp. Technol. Manag.. Publicado em: 2011-08
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12. Estudo tecnológico para beneficiamento do carvão da camada Bonito, SC
The coal from Barro Branco seam, which is widely used, is situated in the southern Brazil, State of Santa Catarina, and it is reaching depletion. The remaining coal from Bonito seam in the same region is less known and is characterized by the high percentage of near-gravity material and ash content. This peculiarity makes it difficult to treat in the current
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 2011