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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
31

Arbitragem nos mercados financeiros: uma proposta bayesiana de verificação / Arbitrage in financial markets: a Bayesian approach for verification

Fernando Valvano Cerezetti 20 May 2013 (has links)
Hipóteses precisas são características naturais das teorias econômicas de determinação do valor ou preço de ativos financeiros. Nessas teorias, a precisão das hipóteses assume a forma do conceito de equilíbrio ou da não arbitragem. Esse último possui um papel fundamental nas teorias de finanças. Sob certas condições, o Teorema Fundamental do Apreçamento de Ativos estabelece um sistema único e coerente para valorização dos ativos em mercados não arbitrados, valendo-se para tal das formulações para processos de martingal. A análise da distribuição estatística desses ativos financeiros ajuda no entendimento de como os participantes se comportam nos mercados, gerando assim as condições para se arbitrar. Nesse sentido, a tese defendida é a de que o estudo da hipótese de não arbitragem possui contrapartida científica, tanto do lado teórico quanto do empírico. Utilizando-se do modelo estocástico Variância Gama para os preços dos ativos, o teste Bayesiano FBST é implementado com o intuito de se verificar a existência da arbitragem nos mercados, potencialmente expressa nos parâmetros destas densidades. Especificamente, a distribuição do Índice Bovespa é investigada, com os parâmetros risco-neutros sendo estimados baseandose nas opções negociadas no Segmento de Ações e no Segmento de Derivativos da BM&FBovespa. Os resultados aparentam indicar diferenças estatísticas significantes em alguns períodos de tempo. Até que ponto esta evidência é a expressão de uma arbitragem perene nesses mercados ainda é uma questão em aberto. / Precise hypotheses are natural characteristics of the economic theories for determining the value or prices of financial assets. Within these theories the precision is expressed in terms of equilibrium and non-arbitrage hypotheses. The former concept plays an essential role in the theories of finance. Under certain conditions, the Fundamental Theorem of Asset Pricing establishes a coherent and unique asset pricing framework in non-arbitraged markets, grounded on martingales processes. Accordingly, the analysis of the statistical distributions of financial assets can assist in understanding how participants behave in the markets, and may or may not engender conditions to arbitrage. On this regard, the dissertation proposes that the study of non-arbitrage hypothesis has a scientific counterparty, theoretically and empirically. Using a variance gamma stochastic model for prices, the Bayesian test FBST is conducted to verify the presence of arbitrage potentially incorporated on these densities parameters. Specifically, the Bovespa Index distribution is investigated, with risk neutral parameters estimated based on options traded in the Equities Segment and the Derivatives Segment at the BM&FBovespa Exchange. Results seem to indicate significant statistical differences at some periods of time. To what extent this evidence is actually the expression of a perennial arbitrage between the markets still is an open question.
32

Využití dat z výnosového monitoru sklízecí mlátičky Claas Lexion pro diferencované hnojení základními prvky pomocí stroje Terra Gator 8103. / Data assimilation from the performance monitor picking threshing-machine CLAAS LEXION for the differential gear fertilization elements by the help of machinery Terra Gator 8103.

MEZERA, Tomáš January 2009 (has links)
Agriculture is the basic of the life cycle activities mankind and significant in a way work landscape. Picking threshing-machine equipment GPS to us offer high accurate data. This data with then further working odd exploited with for resulting fertilization basic nutriment. At the same time we shall completely worked with information on economy company. Record is then better economies odd largely smaller negative impact on environment.
33

Avaliação do uso de observáveis coletadas com receptores de navegação pessoal para determinação de coordenadas em linhas base curtas / Evaluation of the use of observable collected with receivers, personal navigation coordinates to determine base lines short

Cláudio Bielenki Júnior 12 December 2008 (has links)
Nas últimas décadas o uso de equipamentos para posicionamento, principalmente os receptores de navegação pessoal, ganhou relativa importância, e a aquisição desses receptores aumentou consideravelmente. Estes receptores, entretanto, não foram desenvolvidos para trabalhos que exijam acurácia, pois estimam e armazenam as posições com precisão e acurácia da ordem de 03-15 m, com 95% de probabilidade, não armazenam os dados de código e fase e não possuem antenas com centro de fase determinado. Com a disponibilização do protocolo de transmissão dos dados destes receptores, foram desenvolvidos alguns programas para, estando conectados ao receptor por meio de hardware e software, extrair e registrar as observações de navegação (código CA e fase da portadora). Desta forma, o uso de receptores de navegação pessoal para medições de coordenadas com boa acurácia, em linhas base curtas, pode tornar-se uma grande alternativa para área de mensuração com aplicações na Engenharia de Transportes. O alto custo de outras técnicas frente à proposta deste trabalho à uma das grandes dificuldades encontradas para uma maior acurácia nos trabalhos geodésicos aplicados aos transportes. Neste trabalho procurou-se analisar o processamento de dados da fase portadora L1 e código CA, coletados com receptores de navegação pessoal,obtidos por meio de softwares auxiliares, levando-se em consideração a algumas variáveis como a distância entre as estações, o tempo de rastreio, softwares de processamento e diferentes equipamentos. Os resultados obtidos promissores confirmando as vantagens de armazenamento das observáveis dos receptores de navegação pessoal para o seu posterior pré-processamento para a obtenção de coordenadas acuradas em linhas bases curtas. / In recent decades the use of equipment for positioning, particularly the personal navigation receivers gained relative importance, and the acquisition of these receivers has increased considerably. These eceivers, however, were not developed for task that requiring accuracy, because it estimate and store positions with precision and accuracy of the order of 03 to 15 meters, with 95% probability, do not store the code and carrier phase data and have no determined Xntennae center stage. With the provision of the protocol for data transmission of these receivers have been developed some programs and is connected to the receiver by way of hardware and software, extract and record the navigation observable (CA code and carrier phase). Thus, the use of the navigation eceivers staff to measurements of coordinates with good accuracy, based on short baselines, can become a great alternative to main measurement in Transport Engineering applications. The high cost of other technologies front to the proposal in this work is one of the difficulties found for a greater accuracy in the applied transports geodesic works. In this research it is looked to analyze the data processing of the L1 carrying phase and CA code collected with the aid of specific software, taking itself consideration changeable as in the baseline between the stations, the observation time, software and different equipments. The results was promising, confirming the benefits of storage observable from the personal navigation receivers for further post-processing to obtain accurate coordinates in short baselines.
34

Avaliação do uso de observáveis coletadas com receptores de navegação pessoal para determinação de coordenadas em linhas base curtas / Evaluation of the use of observable collected with receivers, personal navigation coordinates to determine base lines short

Bielenki Júnior, Cláudio 12 December 2008 (has links)
Nas últimas décadas o uso de equipamentos para posicionamento, principalmente os receptores de navegação pessoal, ganhou relativa importância, e a aquisição desses receptores aumentou consideravelmente. Estes receptores, entretanto, não foram desenvolvidos para trabalhos que exijam acurácia, pois estimam e armazenam as posições com precisão e acurácia da ordem de 03-15 m, com 95% de probabilidade, não armazenam os dados de código e fase e não possuem antenas com centro de fase determinado. Com a disponibilização do protocolo de transmissão dos dados destes receptores, foram desenvolvidos alguns programas para, estando conectados ao receptor por meio de hardware e software, extrair e registrar as observações de navegação (código CA e fase da portadora). Desta forma, o uso de receptores de navegação pessoal para medições de coordenadas com boa acurácia, em linhas base curtas, pode tornar-se uma grande alternativa para área de mensuração com aplicações na Engenharia de Transportes. O alto custo de outras técnicas frente à proposta deste trabalho à uma das grandes dificuldades encontradas para uma maior acurácia nos trabalhos geodésicos aplicados aos transportes. Neste trabalho procurou-se analisar o processamento de dados da fase portadora L1 e código CA, coletados com receptores de navegação pessoal,obtidos por meio de softwares auxiliares, levando-se em consideração a algumas variáveis como a distância entre as estações, o tempo de rastreio, softwares de processamento e diferentes equipamentos. Os resultados obtidos promissores confirmando as vantagens de armazenamento das observáveis dos receptores de navegação pessoal para o seu posterior pré-processamento para a obtenção de coordenadas acuradas em linhas bases curtas. / In recent decades the use of equipment for positioning, particularly the personal navigation receivers gained relative importance, and the acquisition of these receivers has increased considerably. These eceivers, however, were not developed for task that requiring accuracy, because it estimate and store positions with precision and accuracy of the order of 03 to 15 meters, with 95% probability, do not store the code and carrier phase data and have no determined Xntennae center stage. With the provision of the protocol for data transmission of these receivers have been developed some programs and is connected to the receiver by way of hardware and software, extract and record the navigation observable (CA code and carrier phase). Thus, the use of the navigation eceivers staff to measurements of coordinates with good accuracy, based on short baselines, can become a great alternative to main measurement in Transport Engineering applications. The high cost of other technologies front to the proposal in this work is one of the difficulties found for a greater accuracy in the applied transports geodesic works. In this research it is looked to analyze the data processing of the L1 carrying phase and CA code collected with the aid of specific software, taking itself consideration changeable as in the baseline between the stations, the observation time, software and different equipments. The results was promising, confirming the benefits of storage observable from the personal navigation receivers for further post-processing to obtain accurate coordinates in short baselines.
35

Přenos přesného času a stabilní frekvence optickou sítí / Transmission of accurate time and stable frequency through the optical network

Girt, Lukáš January 2018 (has links)
Diploma thesis focuses on the theoretical analysis of precise time and stable frequency transfer. It describes what time and frequency is, their properites and options of their generation. Next part deals with different possibilities of time and frequency transfer especially using fiber optics. In the practical part equipment for analysing effects of temperature changes on precise time transfer is puted into operation. Arduino platform is used for monitoring temperature changes on fiber. For testing of frequency stability in variable temperature conditions of environmental chamber device is created using highly coherent laser.
36

Senzorová síť WirelessHART / WirelessHART sensor node

Řežucha, Tomáš January 2018 (has links)
The master’s thesis is focused on building WirelessHART node demo and on a description of WirelessHART standard, which is used in wireless sensor networks. Out of the comprehensive WirelessHART specifications firstly, the two lowest layers of OSI networking model are described: physical and data link layer. Secondly, burst mode and device variables are described to provide necessary information for data publishing in the network. The mote is assembled according to hardware and software requirements of WirelessHART demo system. The node is complemented by its firmware and PC application demonstrating its features in a user-friendly manner.
37

Autokompenzace ofsetu operačního zesilovače pro přesná měření / Autocompensation of operational amplifier offset for precise measurement

Prášek, David January 2009 (has links)
This work deals with the problems of the design of two stage operational amplifier with automatic offset compensation for precise measurement. Full design operational amplifier is aimed at appropriate realization in technology CMOS07 with usage Cadence design environment. The goal of the design is minimum offset value as well as the adherence to the parameters of the operational amplifier which are introduced in submission of the thesis.
38

Určení vertikálních posunů objektu kolejí JAMU v Brně / Vertical Displacement Measurements at JAMU dorm in Brno

Dörrer, Tomáš January 2013 (has links)
The subject of the diploma thesis is a height measurement done within several time periods, in order to detect vertical displacements of an object of dormitories of JAMU on Novobranska street in Brno. The thesis includes selection of the method and its accuracy verification and also processing of the measurements and suitable interpretation of achieved results.
39

Geodetické měření posunů a deformací mostu "Gagarin" / Geodetic Deformation Measurements of "Gagarin" Bridge.

Kováč, Michal January 2013 (has links)
The content of this master´s thesis is a geodetic measuring of movements and deformations of skeleton and underwork of „Gagarin“ railway bridge during the seventh period and processing of the data got. This was done by comparison of the movements according to the fifth and sixth period. The work includes also the calibration of appliance used. The results involve figures of the movements with their graphic interpretation and calibration sheets of the appliance.
40

Gravimetrická měření a opakovaná nivelace na polygonu Tetčice / Gravity measurements at Tetčice polygon

Bitalová, Katarína January 2014 (has links)
This master's thesis deals with measurements of highs and gravity of points polygon located in village Tetčice, through which is crossing a eastern fault of Boskovice furrow. With repeated measurement should be proved effect to high levels of groundwater. Repeated measurements are realized in the range 2 stages. In thesis is in detail described calculation complete Bouguer gravity anomaly and their quantitative interpretation. From the gravimetric of dates is created map of complete Bouguer gravity anomaly and interpretative profile through Boskovice furrow. Interpretative profile has localized fault, whose tectonic activity belong to possible factors level movement in the village. Level measurements meets the requirement of precise levelling. The results of the measurements are compared and discussed with the previous stages of the research.

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