1,928 research outputs found

    Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage

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    We propose a model to forecast large realized covariance matrices of returns, applying it to the constituents of the S\&P 500 daily. To address the curse of dimensionality, we decompose the return covariance matrix using standard firm-level factors (e.g., size, value, and profitability) and use sectoral restrictions in the residual covariance matrix. This restricted model is then estimated using vector heterogeneous autoregressive (VHAR) models with the least absolute shrinkage and selection operator (LASSO). Our methodology improves forecasting precision relative to standard benchmarks and leads to better estimates of minimum variance portfolios

    Multi-Temporal Built-Up Grids of Brazilian Cities: How Trends and Dynamic Modelling Could Help on Resilience Challenges?

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    This is the final version. Available on open access from MDPI via the DOI in this recordData Availability Statement: The data presented in this study are available on request from the corresponding author.The northeastern Brazilian region has been vulnerable to hydrometeorological extremes, especially droughts, for centuries. A combination of natural climate variability (most of the area is semi-arid) and water governance problems increases extreme events’ impacts, especially in urban areas. Spatial analysis and visualisation of possible land-use change (LUC) zones and trends (urban growth vectors) can be useful for planning actions or decision-making policies for sustainable development. The Global Human Settlement Layer (GHSL) produces global spatial information, evidence-based analytics, and knowledge describing Earth’s human presence. In this work, the GHSL built-up grids for selected Brazilian cities were used to generate urban models using GIS (geographic information system) technologies and cellular automata for spatial pattern simulations of urban growth. In this work, six Brazilian cities were selected to generate urban models using GIS technologies and cellular automata for spatial pattern simulations of urban sprawl. The main goal was to provide predictive scenarios for water management (including simulations) and urban planning in a region highly susceptible to extreme hazards, such as floods and droughts. The northeastern Brazilian cities’ analysis raises more significant challenges because of the lack of land-use change field data. Findings and conclusions show the potential of dynamic modelling to predict scenarios and support water sensitive urban planning, increasing cities’ coping capacity for extreme hazards

    Metodologia científica: determinação da atividade antioxidante total em frutas no sistema beta-caroteno/ácido linoléico.

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    Neste comunicado, são relatadas todas as informações necessárias para a determinação da atividade antioxidante total em frutas no sistema beta-caroteno/ácido linoléico, baseadas em adaptações/modificações feitas nos laboratórios da Embrpa Agroindústria Tropical.bitstream/CNPAT-2010/11963/1/cot-126.pd

    Desempenho de bezerros pantaneiros criados em pastagens nativas do Pantanal Sul-Mato-Grossense.

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    O objetivo deste experimento foi avaliar a influência do sexo, mês de nascimento e idade da vaca sobre o ganho de peso e a relação vaca/ bezerro de bovinos Pantaneiros mantidos em pastagens nativas do Pantanal Sul-Mato-Grossense. The aim of this trail was to evaluate the influence of gender, birth month and calf age on the calves weight gain and cow/calf ratio of Pantaneiro beef cattle raised on native pastures of Sul-Mato-Grossense Pantanal, Brazil

    Caracterização de uma amilase de sementes de Libidibia ferrea (Mart. ex. Tul.).

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    Caracterizar uma amilase de extratos aquosos de sementes de L. ferrea quanto à estabilidade térmica e massa molecular
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