Browsing by Advisor "Moura, Maria Sílvia de Assis"

Now showing items 1-8 of 8

    • Long and short por cointegração aplicado ao mercado acionário brasileiro 

      Cardoso, Clézio Lopes (Universidade Federal de São Carlos, UFSCar, , Câmpus São Carlos, 06/09/2023)
      In this article, we conduct a detailed analysis of the long and short investment strategy with cointegration in the Brazilian stock market. We explore the correlation between pairs of stocks and propose a trading approach ...

    • Análise e previsão de séries temporais via Facebook Prophet 

      Borges, Mateus Penteado (Universidade Federal de São Carlos, UFSCar, , Câmpus São Carlos, 29/01/2024)
      Forecasting is an estimate or projection of what may happen in the future based on information and data available from the past and present. In other words, it is an attempt to make an informed guess about what is likely ...

    • Negrifeminicídio: O feminicídio de mulheres negras no estado de São Paulo 

      Carvalho, Alicia Scordamaia de (Universidade Federal de São Carlos, UFSCar, , Câmpus São Carlos, 20/01/0022)
      Violence against women and racism are extremely important issues that must be addressed with great care and seriousness. In this work, they will be presented together: the violent deaths of white and black women and their ...

    • Modelos de volatilidade estatística 

      Ishizawa, Danilo Kenji (Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, , 22/08/2008)
      In the financial market usually notices are taken of the shares sequentially over the time in order to characterize them a time series. However, the major interest is to forecast the behavior of these shares. Motivated by ...

    • Modelos de séries temporais com coeficientes variando no tempo 

      Souza, Leandro Teixeira Lopes de (Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, , 26/02/2009)
      In this work they are presented extensions of Auto Regressive and Auto Regressive Conditional Heteroscedasticity models with coefficients varying in time. These coefficients have been used as models for non stationary real ...

    • Análise técnica e família GARCH para séries temporais financeiras 

      Cerri, Rafael Augusto (Universidade Federal de São Carlos, UFSCar, , Câmpus São Carlos, 29/09/2024)
      The stock market is an environment where people buy and sell stocks and financial assets, becoming shareholders of companies with the aim of making profits through dividends and stock appreciation. Today, living off income ...

    • Avaliação do poder de testes de raíz unitária em séries temporais AR(1) de diferentes comprimentos 

      Sousa, Thiago Reis de (Universidade Federal de São Carlos, UFSCar, , Câmpus São Carlos, 09/09/2024)
      The study of time series is essential in various fields, such as economics and social sciences, as it aids in understanding and predicting phenomena over time. A crucial aspect is the stationarity of the series, which can ...

    • Perspectivas pód-Pandemia de COVID-19: Previsão do desemprego no Brasil com o méttodo de Holt-Winters 

      Silva, Adriana Eva Fernandes da (Universidade Federal de São Carlos, UFSCar, , Câmpus São Carlos, 13/08/2024)
      This study aims to analyze the impact of the COVID-19 pandemic on unemployment rates, with a special focus on the gender gap. Using time series methods, we will focus our attention on understanding how the pandemic has ...