Stochastic Behavior
Mostrando 1-12 de 125 artigos, teses e dissertações.
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1. Testing the consumption-based CAPM using the stochastic discount factor
Abstract This article investigates the problem of optimal intertemporal consumption in the CCAPM setup from a new empirical perspective. The econometric analysis is based on use of the equality between the stochastic discount factor (SDF) and the marginal rate of intertemporal substitution of consumption, which in the CCAPM is equivalent to the Euler equatio
Revista Brasileira de Economia. Publicado em: 2022
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2. A DISCRETE STOCHASTIC MODEL TO DETERMINE FOOD QUALITY BY USING SIMULATION: A STRAWBERRY CASE STUDY
ABSTRACT The agri-food supply chain (AFSC) sets a series of challenges in the production, storage, distribution, and transportation processes, as the market's requirements for fresh food combine food quality and safety attributes. This research suggests a discrete event modeling to study the behavior of food quality in all supply chains (SCs) in terms of tem
Eng. Agríc.. Publicado em: 2020-12
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3. BEHAVIOR OF BROILERS UNDER THE INFLUENCE OF LED LIGHTING AND MICROMETEOROLOGICAL ELEMENTS
ABSTRACT The objective of this research was to analyze the differences between the food behaviors observed under the factors of production environment, sex and lighting system, using stochastic tools of multivariate analysis. As for the thermal characteristics of the environment, air temperature (T, °C), enthalpy (H, kJ kg-1), and black globe temperature an
Eng. Agríc.. Publicado em: 2020-06
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4. Temporal Behavior of Tree Communities in Different Soil Classes
ABSTRACT The objective of this work was to evaluate if the soil heterogeneity expressed by the different soil classes would condition tree communities with different dynamic behaviors. The data were collected from 25 plots sized 20 × 20 (400 m²), 10 of them with Inceptisols, 9 with Ultisols, 5 with Entisols B and 1 with Entisols A. All individuals with DBH
Floresta Ambient.. Publicado em: 23/09/2019
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5. BOVESPA: Stochastic or Deterministic?
Abstract We aim to present an interdisciplinary way of showing the subject determinism versus stochasticity; and write the text in such a way that this subject can be treated from the point of view of physics teaching. We approach the technical part of this work intuitively and later we present this question in a more formal way. When the trajectory of a dyn
Rev. Bras. Ensino Fís.. Publicado em: 13/11/2018
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6. Lessons and perspectives for applications of stochastic models in biological and cancer research
The effects of randomness, an unavoidable feature of intracellular environments, are observed at higher hierarchical levels of living matter organization, such as cells, tissues, and organisms. Additionally, the many compounds interacting as a well-orchestrated network of reactions increase the difficulties of assessing these systems using only experiments.
Clinics. Publicado em: 21/09/2018
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7. Analysis of a tuned liquid column damper in non-linear structures subjected to seismic excitations
Abstract The behavior of the tuned liquid column damper (TLCD) is analyzed in the control of non-linear structures subjected to random seismic excitations. The structure is modeled as a system of one degree of freedom with incursion in the non-linear range. The Bouc-Wen hysteretic model is used to model the non-linear behavior of the structure. A stationary
Lat. Am. j. solids struct.. Publicado em: 19/07/2018
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8. Updating Finite Element Model Using Stochastic Subspace Identification Method and Bees Optimization Algorithm
Abstract This study investigates the application of operational modal analysis along with bees optimization algorithm for updating the finite element model of structures. Bees algorithm applies instinctive behavior of honeybees as they look for nectar of flowers. The parameters that needed to be updated are uncertain parameters such as geometry and material
Lat. Am. j. solids struct.. Publicado em: 26/04/2018
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9. Temporal assessment of microbial communities in soils of two contrasting mangroves
ABSTRACT Variations in microbial communities promoted by alterations in environmental conditions are reflected in similarities/differences both at taxonomic and functional levels. Here we used a natural gradient within mangroves from seashore to upland, to contrast the natural variability in bacteria, cyanobacteria and diazotroph assemblages in a pristine ar
Braz. J. Microbiol.. Publicado em: 2018-03
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10. PERIODIC REVIEW SYSTEM FOR INVENTORY REPLENISHMENT CONTROL FOR A TWO-ECHELON LOGISTICS NETWORK UNDER DEMAND UNCERTAINTY: A TWO-STAGE STOCHASTIC PROGRAMING APPROACH
ABSTRACT Here, we propose a novel methodology for replenishment and control systems for inventories of two-echelon logistics networks using a two-stage stochastic programming, considering periodic review and uncertain demands. In addition, to achieve better customer services, we introduce a variable rationing rule to address quantities of the item in short.
Pesqui. Oper.. Publicado em: 2017-08
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11. Uncertainty analysis of a flexible rotor supported by fluid film bearings
AbstractThis paper is dedicated to the analyses of the effect of uncertain parameters on the dynamic behavior of a flexible rotor containing two rigid discs and supported by two fluid film bearings. A stochastic method has been extensively used to model uncertain parameters, i.e., the so-called Monte Carlo simulation. However, in the present contribution, th
Lat. Am. j. solids struct.. Publicado em: 2015-08
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12. Sexual behavior of the digger wasp Sphex ingens Smith (Hymenoptera, Sphecidae)
A species' mating system depends on its spatial distribution and temporal availability of mating opportunities, as well as on the resources that create these opportunities. In addition, for many species, courtship is driven by specific behaviors that precede and follow copulation. Although Sphex ingens is a taxonomically well known species of digger wasp, it
Rev. Bras. entomol.. Publicado em: 2015-06