Information Analysis and Databases

Means to automate the fact replace the man in their job functions for a man and machines automatic mechanism, ie documentary specialists in computer and computers are the cornerstone of any modern system of documentation and information. From this point of view immediately raises the problem of deciding what resources should be applied to solve the specific problem in each specific case. We will not let alone to propose quick fixes or recipes in order to decide what to do in any case. The solution depends on repeat for each particular problem. What we want is to move some points that can serve as a basis for reflection to help find the best solution possible, once the problem is defined correctly. The first thing to do before starting any automated system project is to define exactly the domain you want to cover and assess with greater precision possible importance.

Effect of European Sovereign debt crisis on banks’ stock market performances: application to Portuguese data

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Benthic and substrate cover data derived from a time series of photo-transect surveys for the Eastern Banks, Moreton Bay Australia, 2004-2015

This paper describes seagrass species and percentage cover point-based field data sets derived from georeferenced photo transects. Annually or biannually over a ten year period (2004-2015) data sets were collected using 30-50 transects, 500-800 m in length distributed across a 142 km**2 shallow, clear water seagrass habitat, the Eastern Banks, Moreton Bay, Australia. Each of the eight data sets include seagrass property information derived from approximately 3000 georeferenced, downward looking photographs captured at 2-4 m intervals along the transects. Photographs were manually interpreted to estimate seagrass species composition and percentage cover (Coral Point Count excel; CPCe). Understanding seagrass biology, ecology and dynamics for scientific and management purposes requires point-based data on species composition and cover. This data set, and the methods used to derive it are a globally unique example for seagrass ecological applications. It provides the basis for multiple further studies at this site, regional to global comparative studies, and, for the design of similar monitoring programs elsewhere.

The level and quality of Value-at-Risk disclosure by commercial banks

In this paper we study both the level of Value-at-Risk (VaR) disclosure and the accuracy of the disclosed VaR figures for a sample of US and international commercial banks. To measure the level of VaR disclosures, we develop a VaR Disclosure Index that captures many different facets of market risk disclosure. Using panel data over the period 1996–2005, we find an overall upward trend in the quantity of information released to the public. We also find that Historical Simulation is by far the most popular VaR method. We assess the accuracy of VaR figures by studying the number of VaR exceedances and whether actual daily VaRs contain information about the volatility of subsequent trading revenues. Unlike the level of VaR disclosure, the quality of VaR disclosure shows no sign of improvement over time. We find that VaR computed using Historical Simulation contains very little information about future volatility.