Stock Selection
Mostrando 1-12 de 61 artigos, teses e dissertações.
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1. 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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2. An integrative approach-using field and laboratory data to characterize shell utilization and selection pattern by the hermit crab Pagurus criniticornis (Paguridae) from Anchieta Island, Brazil
Abstract The aim of this study was to characterize the pattern of gastropod shell occupation in the field and selection of shell size and type under laboratory conditions by the hermit crab Pagurus criniticornis (Dana, 1852), inhabiting the infralittoral area of Anchieta Island, São Paulo, Brazil. Hermit crabs were obtained monthly during 1999 by SCUBA divi
Nauplius. Publicado em: 09/09/2016
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3. SENTIMENT ANALYSIS FOR FINANCIAL NEWS ABOUT PETROBRAS COMPANY / CLASSIFICAÇÃO DE SENTIMENTO PARA NOTÍCIAS SOBRE A PETROBRAS NO MERCADO FINANCEIRO
A huge amount of information is available online, in particular regarding financial news. Current research indicate that stock news have a strong correlation to market variables such as trade volumes, volatility, stock prices and firm earnings. Here, we investigate a Sentiment Analysis problem for financial news. Our goal is to classify financial news as fav
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 01/07/2011
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4. Previsão de demanda de autopeças com redes neurais
This paper presents a methodology for forecasting demand parts based on Artificial Neural Networks (ANN). To validate it, we performed a comparative study on a reference work in the literature, which is based on exponential smoothing and moving average methods. The products are grouped into 10 categories according to proximity, resulting on 72 monthly observ
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 20/08/2010
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5. Predictability of equity models
In this study, we verify the existence of predictability in the Brazilian equity market. Unlike other studies in the same sense, which evaluate original series for each stock, we evaluate synthetic series created on the basis of linear models of stocks. Following Burgess (1999), we use the “stepwise regression” model for the formation of models of each s
Publicado em: 27/01/2009
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6. A study about the portfolio selection problem / Um estudo do problema de escolha de portfólio ótimo
The process of selecting a portfolio is a classical problem in finance, where the investor intends to invest money in the stock market in such way that a reasonable trade-off between expected return and risk is obtained. In general, the higher the expected return of the portfolio is, the higher his risk will be. In this work the single period portfolio optim
Publicado em: 2009
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7. O processo de criação do programa Universidade para Todos - PROUNI
From the end of the 80s, the Brazilian higher education experience strong growth, coming from the private sector, which would intensify further in the late 90th Higher education has become a lucrative business. With a drop in the number of students entering and strong competition, the number of idle places in private institutions of higher education reached
Publicado em: 2009
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8. Proposta de um modelo de planejamento agregado da produção numa usina de açúcar e álcool vinculado à flutuação de preços em mercados à vista e no mercado futuro. / A model of aggregate production planning in a sugar mill and alcohol linked the decisions of prices in future markets and present markets.
The objective of study this dissertation is to develop a model of aggregate production planning to support the decisions of management and board level of sugar and alcohol plants in regard to varieties of cane harvested each week, purchasing cane of nonsugar, the type of transport (own or outsourced) to use each week, the total cane processed per week for ta
Publicado em: 2009
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9. Revisitando o modelo de apreÃamento de ativos A La Carhart para o mercado acionÃrio brasileiro / Revisiting the model to the satisfaction of assets Carhart For the stock market brasileiro
This paper revisit the Asset Pricing Theory developed by Fama and French (1993) and Carhart (1997) to the Brazilian stock market, analyzing this market explanation power of the most traditional and relevant asset pricing models, the Capital Asset Pricing Model and the factor models which capture the size, book-to-market and momentum effects. The methodology
Publicado em: 2008
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10. Previsibilidade em modelos de ações / Predictability in stock models
In this paper, we check the predictability in the Brazilian stock market. Differently from many studies made in this area that deal with the original time series, we base our study in synthetic series constructed from linear models of stocks. According to Burgess (1999), we use the stepwise regression methodology in order to generate each stocks models. Then
Publicado em: 2008
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11. Um indicador de desempenho para seleção de ativos das empresas de celulose e papel no mercado financeiro
How to make decisions in the financial market in dynamic, turbulent, risky, complex and uncertain scenarios? This thesis explains a small fraction of that unstable market as offers answers to the pulp and paper assets selection in the São Paulo Stock Exchange - Bovespa. Thus, it is compared the pulp and paper companies performance in the period from January
Publicado em: 2008
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12. Estimativa do prêmio pelo risco país com a aplicação do modelo AEG / Brazilian country risk premium estimation applying the AEG valuation model
The increasing economic integration and capital mobility among countries lead investors to be more exposed to external risks. That grants relevance to the discussion on how to consider, in the cost of equitys estimation, premiums for additional risks of businesses performed in emergent markets. The existence of an additional risk in these markets is relative
Publicado em: 2008