9 resultados para review-tutkimus
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Proceedings of the Chemistry and Conservation Science
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European Journal of Operational Research, nº 73 (1994)
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Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação
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This is a short summary of some aspects of structural change models, and is not intended to be comprehensive survey or review. Many important works have been left out. Also, the presentation was not intended to be rigorous nor general. It’s main purpose is only to focus on some recent developments in this area and motivate the reader to learn more.
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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics
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The continued increase in availability of economic data in recent years and, more importantly, the possibility to construct larger frequency time series, have fostered the use (and development) of statistical and econometric techniques to treat them more accurately. This paper presents an exposition of structural time series models by which a time series can be decomposed as the sum of a trend, seasonal and irregular components. In addition to a detailled analysis of univariate speci fications we also address the SUTSE multivariate case and the issue of cointegration. Finally, the recursive estimation and smoothing by means of the Kalman filter algorithm is described taking into account its different stages, from initialisation to parameter s estimation.
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The formulation and use of lime mortars with ceramic particles has, in the past, been a very common technique. Knowledge of such used techniques and materials is fundamental for the successful rehabilitation and conservation of the built heritage. The durability that these mortars have shown encourages the study of the involved mechanisms, so that they may be adapted to the current reality. The considerable amount of waste from old ceramics factories which is sent for disposal might present an opportunity for the production of reliable improved lime mortars. In this paper a number of studies that characterize old building mortars containing ceramic fragments are reviewed. The most important research undertaken on laboratory prepared mortars with several heat treated clays types is presented, specifically with incorporated ceramic waste. Some studies on the pozzolanicity of heat treated clays are examined and the heating temperatures that seem most likely to achieve pozzolanicity are presented. It was verified that some heating temperatures currently used by ceramic industries might correspond to the temperatures that will achieve pozzolanicity.
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A revista Arquitectura foi criada em Portugal em 1927 e publicou‑se até 1939. Em 1948 foi comprada por um grupo de arquitectos denominado ICAT (Iniciativas Culturais Arte e Técnica) que, até 1957, a edita como um meio de divulgação da arquitectura moderna, sob a orientação decisiva de Francisco Keil do Amaral. O número 57/58, de Janeiro/Fevereiro de 1957, é o primeiro a ser editado por uma nova geração de arquitectos, que procurava exprimir as tendências de revisão do Movimento Moderno que começavam a dominar o debate internacional, e o número seguinte é o primeiro da 3.ª série. Na viragem dos anos 50 para os anos 60 as revistas Architectural Review e Casabella protagonizavam o debate arquitectónico na Europa. Neste artigo, a partir da leitura de alguns textos chave de Carlos Duarte e Nuno Portas publicados nos primeiros números da 3.ª série da revista portuguesa, é analisada a influência que tiveram as duas principais publicações internacionais sobre os editores de Arquitectura.
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Since the financial crisis, risk based portfolio allocations have gained a great deal in popularity. This increase in popularity is primarily due to the fact that they make no assumptions as to the expected return of the assets in the portfolio. These portfolios implicitly put risk management at the heart of asset allocation and thus their recent appeal. This paper will serve as a comparison of four well-known risk based portfolio allocation methods; minimum variance, maximum diversification, inverse volatility and equally weighted risk contribution. Empirical backtests will be performed throughout rising interest rate periods from 1953 to 2015. Additionally, I will compare these portfolios to more simple allocation methods, such as equally weighted and a 60/40 asset-allocation mix. This paper will help to answer the question if these portfolios can survive in a rising interest rate environment.