interpolation
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Análise do impacto da divulgação de fiscalizações públicas no crescimento econômico dos municípios brasileiros
The disclosure of inspection findings by public control bodies has the potential to cause impacts on public management. Since there was a gap in the economic consequences of these control bodies, this research used the Brazilian case to verify the extent to which the effect of the disclosure of inspection reports affects local governments’ economic dynamics. Using data from Brazilian...
...We excluded outliers and linear interpolation data because STN technicians gave information about the existence of errors and inaccuracies in the data declared by municipal adm ... -
A Bayesian nonparametric approach to option pricing.
... choice of training data made the training points more evenly spread out across the curve and made most predictions take the form of interpolation. We think that this setting resembles the situation faced in applications where we always have the data for some very liquid options spread across ...
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Income tax on PGBL and VGBL pension plans: analysis of progressive and regressive forms of taxation.
...Life table: BR-EMS male or female survival 2015 (SUSEP Memorandum 515/2015), monthly by exponential interpolation in the annual probabilities of death. Charge rate: [c.sub.e] = 0%, [c.sub.e] = 0% (without front and back loading) Management fee: a = 1.0% p.a. ...
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Functional data analysis for Brazilian term structure of interest rate.
...More specifically, we use cubic spline interpolation to obtain monthly yield curves. After that, the curves form the set of dependent variables in a functional linear regression model with the ...
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Métodos polinómicos como estimadores para la recaudación fiscal: caso aplicado al impuesto sobre nóminas en quintana roo, México
En México, los importes por conceptos de impuestos son analizados, discutidos y aprobados por las Cámaras de Diputados con al menos doce meses de anticipación al ejercicio fiscal que aplican, lo que en consecuencia, hace posible complementar una serie de tiempo conformada por recaudación fiscal acontecida en ejercicios pasados, con la expectativa futurapara un ejercicio aun no concluido, por...
...@6 Bibliografía. @@6.1 Libros y revistas. BARBOSU, Dan. A Note on the Bivariate Lagrange Interpolation Polynomials. American Journal of Applied Sciences, v. 5, n. 12, p. 1750-1753, 2008. BOGGIO, Juan Bautista; GUILLÉN, Rodrigo; LAGUNAS, Sergio; ... -
Nonparametric option pricing under Beta-t-GARCH process with dynamic conditional score.
...Hagan, P. and West, G. (2006). Interpolation methods for yield curve construction, Applied Mathematical Finance 13(2): 89-129. Haley, R. and Walker, T. (2010). Alternative tilts for ...
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Inflation and Stock Returns at B3/Inflacao e Retornos de Acoes na B3.
...(14) The dataset is from ANBIMA (Brazilian Financial and Capital Markets Association). We use the Svensson (1994) interpolation model to construct the term structure for nominal and real yields. The variable for the breakeven inflation rate is defined as the difference between ...
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Analysis: Falling inflation expectations are off Central Bank’s horizon
... projections of the period.The market projection is well above the informal target for the period, of 3.18%, calculated from the interpolation of the 2023 (3.25%) and 2024 (3%) goals. The Central Bank, however, estimates inflation at 3.5%. Last week, Mr. Campos Neto said that this spread ...
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Por um triunfo do direito científico de F. K. von SAVIGNY: cláusulas gerais, uniformização de jurisprudência e súmula vinculante (acerca de um eventual paralelo relativo ao judge-made law do sistema de origem anglo-americana)
...Ils taxèrent d’interpolation tout ce qui était inconciliable au point que presque toutes les règles du Digeste encoururent ce reproche jusqu’au début du XX siécle. Mais, ...
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Sensemaking of Financial Institution Actors in the Adoption and Elaboration of Integrated Reporting.
...We understand that changes in the matrix call for revisions in the approach and connectivity of information, with interpolation with continuity (property 5). We also observed that the concept of materiality (or material topics), during the period in which the interviews were ...
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Estimation of VIX futures through Gaussian factor models.
...We define [V.sub.t,T] as the price at time t of a future contract with maturity T. [V.sub.t,T] is obtained as a linear interpolation between two successive monthly contracts which expire immediately before and after T. That is. [Please download the PDF to view the mathematical ...
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Oscillations around a plateau: deaths by homicide in brazil ? 1979-2013 / Oscilações em torno de um planalto: mortes violentas por homicídio no brasil - 1979-2013
This text focuses on the analysis on homicide/assault rates in Brazil over three decades: 1979-2013. It disaggregates the information by area – Great Regions - in Brazil and provides separate statistics for young adults and young adult males, the most vulnerable group. Rates are calculated as the ratio of registered deaths by causes from the Ministry of Health and the population estimated by the...
...For non-census years, population at risk is estimated by linear interpolation of data by sex and age groups counted in census years (IBGE 1982, 1996, 2001, 2011). It must be noted that the analysis of the years previous to 1979 ... -
Ten Good Practices in Environmental Constitutionalism: Structure, Text and Justiciability
...Here too, the more work is done by the text, the less need for judicial interpretation and interpolation. All of this assumes what is perhaps the most significant determinant of the efficacy of constitutional environmental provisions: that they exist ...
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Comparing the prediction accuracy of LSTM and arima models for time-series with permanent fluctuation
In developing countries with an unstable economic system, permanent fluctuation in historical data is always a concern. Recognizing dependency and independency of variables are vague and proceeding a reliable forecast model is more complex than other countries. Although linearization of nonlinear multivariate economic time-series to predict, may give a result, the nature of data which shows...
...Function (tanh) distributes gradients. Hence prevents vanishing or exploding. Then, the next step goes to interpolation (like RNN) between the current state and the previous state. . ܥ ௧ ൌ ݂ ௧ כ ܥ ௧ିଵ ܥ . ሚ ௧ כ ݅ ௧ . is about how ... -
Giving flexibility to the Nelson-Siegel class of term structure models.
...Hence, to overcome this problem, some interpolation method is necessary, which leads to the estimation of the yield curve. Basically, the literature on term structure interpolation can be separated in ...
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RESOLUÇÃO Nº 615, DE 8 DE ABRIL DE 2021
...A36.7.3 The values listed in table A36-4 are to be used when calculating the equations listed in section A36.7.2. A term of quadratic interpolation is to be used where necessary. Section A36.8 [Reserved] Section A36.9 Adjustment of Airplane Flight Test Results. A36.9.1 When certification test ...
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Pricing Asian interest rate options with a three-factor HJM model.
.... The ID-Future database yields allow extracting forward rates by cubic spline interpolation to fixed maturities for all trading days. For each fixed time to maturity, a reference bond is a zero coupon bond with the same time to maturity. We ...
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Geracao de cenarios de estresse para curva de juros.
...1997. Scenario Simulation: Theory and Methodology. Finance and Stochastics, 1, 43-67. . Kahalé, Nabil. 2004. An Arbitrage-Free Interpolation of Volatilities. Risk Magazine, 17, 102-106. . Koenker, Roger, & Xiao, Zhijie. 2002. Inference on the Quantile Regression Process. Econometrica, 70, ...
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Generación de escenarios de estrés de tipos de interés
Este artigo descreve uma aplicacao da classe de modelos Heath-Jarrow-Morton na geracao de cenarios de estresse para a estrutura a termo da taxa de juros. Por meio da analise de componentes principais consegue-se reduzir a dimensao do problema e criar uma ponte entre a informacao que um especialista possui para definir cenarios, informacao geralmente de dimensao baixa, e a robustez do modelo Heath-
...1997. Scenario Simulation: Theory and Methodology. Finance and Stochastics , 1 , 43–67. . Kahalé, Nabil. 2004. An Arbitrage-Free Interpolation of Volatilities. Risk Magazine , ... -
Concursos - Ministério Público
...ANEXO II. BIBLIOGRAFIA. Livros:. ATKINSON, K. An Introduction to Numerical Analysis. 2nd. ed. New York: John Wiley, 1991. DAVIS, P. J. Interpolation and Approximation. New York:. Blaisdell Publ. Company, 1963. HORN, R. A.; JOHNSON, C. R. Matrix Analysis. 2nd ed. Cam-. bridge: Cambridge Univ. ...
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Recovering Risk-Neutral Densities from Brazilian interest rate options.
...It consists of implied volatility computation and the interpolation of the volatilities' curve against the strike price. This approach comprises the following steps: . 1) Implied volatility computation by Black's ...
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BEC - Bolsa Eletrônica de Compras - Secretaria de Gestão e Governo Digital
...ANEXO II. BIBLIOGRAFIA. Livros:. ATKINSON, K. An Introduction to Numerical Analysis. 2nd. ed. New York: John Wiley, 1991. DAVIS, P. J. Interpolation and Approximation. New York:. Blaisdell Publ. Company, 1963. HORN, R. A.; JOHNSON, C. R. Matrix Analysis. 2nd ed. Cam-. bridge: Cambridge Univ. ...
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Concursos - Universidade de SÓo Paulo
...in optimization problems;. 3. - Topology Optimization (TO) concepts: interpolation. material model in TO, complexity control techniques in TO, Linear. and Quadratic Programming Methods ;. 4. - Surface and solid modeling techniques: ...
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Concursos - Universidade Estadual Paulista
...ANEXO II. BIBLIOGRAFIA. Livros:. ATKINSON, K. An Introduction to Numerical Analysis. 2nd. ed. New York: John Wiley, 1991. DAVIS, P. J. Interpolation and Approximation. New York:. Blaisdell Publ. Company, 1963. HORN, R. A.; JOHNSON, C. R. Matrix Analysis. 2nd ed. Cam-. bridge: Cambridge Univ. ...
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Concursos - Universidade Estadual Paulista
...ANEXO II. BIBLIOGRAFIA. Livros:. ATKINSON, K. An Introduction to Numerical Analysis. 2nd. ed. New York: John Wiley, 1991. DAVIS, P. J. Interpolation and Approximation. New York:. Blaisdell Publ. Company, 1963. HORN, R. A.; JOHNSON, C. R. Matrix Analysis. 2nd ed. Cam-. bridge: Cambridge Univ. ...