11 resultados para Long memory stochastic process
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Physics Letters A, vol. 372; Issue 7
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Dissertation presented to obtain the Ph.D degree in Biochemisry, Biotechnology
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Nesta dissertação analisamos a forma como quatro obras literárias contemporâneas se podem constituir como espaço cultural de memória histórico-política das décadas que em Portugal e Espanha se seguiram à implantação dos regimes democráticos. O trabalho incide na análise de Os Memoráveis, de Lídia Jorge, Novembro, de Jaime Nogueira Pinto, Las leyes de la frontera, de Javier Cercas, e Romanticismo, de Manuel Longares. Procede-se à análise comparativa dos quatro romances e à forma como cada um problematiza dois períodos fundamentais da história recente dos dois países. São também tratadas as questões relacionadas com o diálogo entre o conhecimento histórico e literário, o lado fictício e imaginário da história e a contribuição da memória para a reconstrução dos processos históricos. Procura-se também entender de que forma a literatura se constitui como uma forma de reflexão catártica e crítica, como suscita a problematização do momento presente, e que marcas pessoais e/ou autobiográficas os autores deixam transparecer nas suas obras.
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This thesis applied real options analysis to the valuation of an offshore oil exploration project, taking into consideration the several options typically faced by the management team of these projects. The real options process is developed under technical and price uncertainties, where it is considered that the mean reversion stochastic process is more adequate to describe the movement of oil price throught time. The valuation is realized to two case scenarios, being the first a simplified approach to develop the intuition of the used concepts, and the later a more complete cases that is resolved using both the binomial and trinomial processes to describe oil price movement. Real options methodology demonstrated to be capable of assessing and valuing the projects options, and of overcoming common capital budgeting methodologies flexibility limitation. The added value of the application of real options is evident, but so is the method's increased complexity, which adversely influence its widespread implementation.
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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do Grau de Mestre em Engenharia Informática.
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This research computes an Equilibrium Labor Share using a VECM for a panel of 19 countries, analyzes what determines the speed at which the labor share adjusts towards that equilibrium and decomposes this adjustment in terms of real wages and employment. Results suggest that the speed at which a country adjusts decreases with employment protection legislation and labor taxes. Most countries’ labor shares adjustment is made through real wages changes instead of changing employment, suggesting that wage moderation policies may play an important role on the adjustment process without harming employment. Keywords: Equilibrium
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This research computes an Equilibrium Labor Share using a VECM for a panel of 19 countries, analyzes what determines the speed at which the labor share adjusts towards that equilibrium and decomposes this adjustment in terms of real wages and employment. Results suggest that the speed at which a country adjusts decreases with employment protection legislation and labor taxes. Most countries’ labor shares adjustment is made through real wages changes instead of changing employment, suggesting that wage moderation policies may play an important role on the adjustment process without harming employment.
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Dissertação para obtenção do Grau de Doutor em Bioengenharia
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Dissertação para obtenção do Grau de Mestre em Engenharia Química e Bioquímica
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Dissertação para obtenção do Grau de Mestre em Engenharia Informática
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The next pages will describe my experience and results of making connections between cognitive sciences and art; the transformations of my memories being the object of study and motivation for this process of self-discovery. The human body reacts according to innumerable neural functions and external stimuli. Neurons respond to the evocation of experienced events, building virtual images, map-like constellations sometimes fulfilled by imagination, desires or knowledge promoting in this way their constant reshaping. This document offers an insight into my recollections as matter. As matter these recollections take on different states and I hope to give you a better sense of my personal voice using my experience with glass to explore this transformation and accompanying my journey with lectures and scientific readings about the mind functions.