54 resultados para equilibrium asset pricing models with latent variables
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Data were collected and analysed from seven field sites in Australia, Brazil and Colombia on weather conditions and the severity of anthracnose disease of the tropical pasture legume Stylosanthes scabra caused by Colletotrichum gloeosporioides. Disease severity and weather data were analysed using artificial neural network (ANN) models developed using data from some or all field sites in Australia and/or South America to predict severity at other sites. Three series of models were developed using different weather summaries. of these, ANN models with weather for the day of disease assessment and the previous 24 h period had the highest prediction success, and models trained on data from all sites within one continent correctly predicted disease severity in the other continent on more than 75% of days; the overall prediction error was 21.9% for the Australian and 22.1% for the South American model. of the six cross-continent ANN models trained on pooled data for five sites from two continents to predict severity for the remaining sixth site, the model developed without data from Planaltina in Brazil was the most accurate, with >85% prediction success, and the model without Carimagua in Colombia was the least accurate, with only 54% success. In common with multiple regression models, moisture-related variables such as rain, leaf surface wetness and variables that influence moisture availability such as radiation and wind on the day of disease severity assessment or the day before assessment were the most important weather variables in all ANN models. A set of weights from the ANN models was used to calculate the overall risk of anthracnose for the various sites. Sites with high and low anthracnose risk are present in both continents, and weather conditions at centres of diversity in Brazil and Colombia do not appear to be more conducive than conditions in Australia to serious anthracnose development.
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STATEMENT OF PROBLEM: Despite careful procedures, master stone dies may be damaged during laboratory procedures. The dentist routinely adjusts castings because the marginal fit of casting is not as accurate as on the dies. PURPOSE: This study evaluated the technique of internal adjustment of castings with use of duplicated stone dies and a disclosing agent to improve marginal fit discrepancy. MATERIAL AND METHODS: Thirty-two nickel-chromium copings were fabricated and simulated standard clinical and laboratory procedures with 2 variables: tooth preparation convergence angles of 6 and 18 degrees, with or without internal relief. Master stone dies and their duplicates were selected for coping construction and internal adjustment, respectively. A specimen positioning device was coupled with a Toolmakers microscope to allow reproducibility of measurements. Each coping was evaluated at 8 locations of its marginal perimeter, before and after internal adjustment. RESULTS: Marginal fit discrepancy of copings were significantly reduced with an internal adjustment technique (mean > 52%) for all experimental groups. Tooth preparations with greater convergence and internally relieved castings recorded a better marginal fit. CONCLUSION: The casting internal adjustment technique with use of duplicated stone dies and a disclosing agent substantially reduced marginal fit discrepancy.
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An inclusive search is presented for new heavy particle pairs produced in √s=7 TeV proton-proton collisions at the LHC using 4.7±0.1 fb -1 of integrated luminosity. The selected events are analyzed in the 2D razor space of MR, an event-by-event indicator of the heavy particle mass scale, and R, a dimensionless variable related to the missing transverse energy. The third-generation sector is probed using the event heavy-flavor content. The search is sensitive to generic supersymmetry models with minimal assumptions about the superpartner decay chains. No excess is observed in the number of events beyond that predicted by the standard model. Exclusion limits are derived in the CMSSM framework as well as for simplified models. Within the CMSSM parameter space considered, gluino masses up to 800 GeV and squark masses up to 1.35 TeV are excluded at 95% confidence level depending on the model parameters. The direct production of pairs of top or bottom squarks is excluded for masses as high as 400 GeV. © 2013 CERN.
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Pós-graduação em Agronomia (Energia na Agricultura) - FCA
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Pós-graduação em Agronomia (Energia na Agricultura) - FCA
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Considering the importance of spatial issues in transport planning, the main objective of this study was to analyze the results obtained from different approaches of spatial regression models. In the case of spatial autocorrelation, spatial dependence patterns should be incorporated in the models, since that dependence may affect the predictive power of these models. The results obtained with the spatial regression models were also compared with the results of a multiple linear regression model that is typically used in trips generation estimations. The findings support the hypothesis that the inclusion of spatial effects in regression models is important, since the best results were obtained with alternative models (spatial regression models or the ones with spatial variables included). This was observed in a case study carried out in the city of Porto Alegre, in the state of Rio Grande do Sul, Brazil, in the stages of specification and calibration of the models, with two distinct datasets.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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O objetivo deste trabalho foi analizar a distribuição espacial da compactação do solo e a influência da umidade do solo na resistência à penetração. Esta última variável foi descrita pelo índice de cone. O solo estudado foi Nitossolo e os dados de índice de cone foram obtidos usando um penetrômetro. A resistência do solo foi avaliada a 5 profundidades diferentes, 0-10 cm, 10-20 cm, 20-30 cm, 30-40 cm e mais de 40 cm, porém o conteúdo de umidade do solo foi medido a 0-20 cm e 20-40 cm. As condições hídricas do solo variaram nas diferentes amostragems. Os coeficientes de variação para o índice de cone foram 16,5% a 45,8% e os do conteúdo de umidade do solo variaram entre 8,96% e 21,38%. Os resultados sugeriram elevada correlação entre a resistência do solo, estimada pelo índice de cone e a profundidade do solo. Sem embargo, a relação esperada com a umidade do solo não foi apreciada. Observou-se dependência espacial em 31 de 35 séries de dados de índice de cone e umidade do solo. Esta dependência foi ajustada por modelos exponenciais com efeito pepita variável de 0 a 90% o valor do patamar. em séries de dados o comportamento foi aleatório. Portanto, a técnica das distâncias inversas foi utilizada para cartografar a distribuição das variáveis que não tiveram estrutura espacial. Na krigagem constatou-se uma suavização dos mapas comparados com esses das distâncias inversas. A krigagem indicadora foi utilizada para cartografar a variabilidade espacial do índice de cone e recomendar melhor manejo do solo.
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A neural network model for solving constrained nonlinear optimization problems with bounded variables is presented in this paper. More specifically, a modified Hopfield network is developed and its internal parameters are completed using the valid-subspace technique. These parameters guarantee the convergence of the network to the equilibrium points. The network is shown to be completely stable and globally convergent to the solutions of constrained nonlinear optimization problems. A fuzzy logic controller is incorporated in the network to minimize convergence time. Simulation results are presented to validate the proposed approach.
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The ability of neural networks to realize some complex nonlinear function makes them attractive for system identification. This paper describes a novel method using artificial neural networks to solve robust parameter estimation problems for nonlinear models with unknown-but-bounded errors and uncertainties. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach.