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210.261  Articles
1 of 21.027 pages  |  10  records  |  more records»
This article aims to identify profitable trading strategies based on the effects of leads and lags between the spot and futures equity markets in Brazil, using high frequency data. To achieve this objective and based on historical data of the Bovespa and ... see more

Proteins in aqueous solution are complex systems that are made of many interacting and non-interacting elements whose behavior can be predictable upon the application of non-linear models. The aim of this study was to show that this complex system behaves... see more

Wind generators are exposed to numerous destructive forces such as lightning and are therefore vulnerable to these phenomena. To evaluate the transient behavior of a wind power plant during direct and indirect strikes, modeling of all relevant components ... see more

Ultra-high-frequency (UHF) partial discharge (PD) online monitoring is an effective way to inspect potential faults and insulation defects in power transformers. The construction of UHF PD online monitoring system is a challenge because of the high-freque... see more

The objective of this study is the analysis of the sensitivity of the statistical This study focuses on the analysis of the sensitivity of the statistical models of extremes according to the climatic context. It was based on annual maximum daily rainfall ... see more

According to model projections, increases in the frequency and intensity of heatwaves are expected all over the world. This study analyzed, for the first time, the effect of heatwaves events on long-term surface latent (LE) and sensible heat fluxes (H) fr... see more

With the rise of the Big Data paradigm new tasks for prediction models appeared. In addition to the volume problem of such data sets nonlinearity becomes important, as the more detailed data sets contain also more comprehensive information, e.g. about non... see more

The goal of this paper is twofold. First, using five of the most actively traded stocks in the Brazilian financial market, this paper shows that the normality assumption commonly used in the risk management area to describe the distributions of returns st... see more

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