Results 31 to 40 of about 7,920 (199)
PIB brasileiro como carteira de mercado eficiente no modelo CAPM
Revista Contemporânea de Contabilidade, 2021 No mercado financeiro, nota-se a existência de períodos em que há divergência entre os dados macroeconômicos (PIB, desemprego) e os dados do mercado acionário, principalmente os índices de ações.
Victor Fontes Teixeira +2 more
doaj +1 more source
, 2005 We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian S\~ao Paulo Stock Exchange Index (IBOVESPA).
Barndorff-Nielsen +27 more
core +2 more sources
Building portfolios of stocks in the S\~ao Paulo Stock Exchange using Random Matrix Theory [PDF]
, 2013 By using Random Matrix Theory, we build covariance matrices between stocks of the BM&F-Bovespa (Bolsa de Valores, Mercadorias e Futuros de S\~ao Paulo) which are cleaned of some of the noise due to the complex interactions between the many stocks and the
Bruscato, Adriana +2 more
core +1 more source
Stock market and macroeconomic variables: evidence for Brazil
Revista Catarinense da Ciência Contábil, 2020 This article analyzes the influence of macroeconomic variables on the stock market. The analysis of this theme is crucial in the current economic context given the severe crisis and the continued growth of the stock market.
Luan Vinicius Bernardelli +1 more
doaj +1 more source
Expert Systems, Volume 43, Issue 5, May 2026.ABSTRACT Understanding financial behaviour, particularly in the stock market, has attracted significant interest in recent years due to advancements in artificial intelligence and its impact on the global economy. The field of stock market prediction, which explores the interaction between finance and computer science to create predictive models, aims ...
Jair O. González +4 more
wiley +1 more source
Gestão & Produção, 2012 O presente estudo propõe uma análise comparativa de dez modelos de volatilidade para o cálculo do Value-at-Risk (VaR) para carteira teórica do Ibovespa, considerando a presença de memória longa na série temporal dos seus retornos diários.
Luiz Eduardo Gaio +1 more
doaj +1 more source
Gender, Work &Organization, Volume 33, Issue 3, Page 1082-1098, May 2026.ABSTRACT Women remain significantly underrepresented in positions on boards of directors in Brazil and worldwide. Accordingly, in this study, we conduct a longitudinal analysis of the progress of female participation on companies' boards of directors (BD) and executive boards (EB).
Claudia Emiko Yoshinaga +2 more
wiley +1 more source
Modeling Investor Behavior Using Machine Learning: Mean‐Reversion and Momentum Trading Strategies
Complexity, Volume 2019, Issue 1, 2019., 2019 We model investor behavior by training machine learning techniques with financial data comprising more than 13,000 investors of a large bank in Brazil over 2016 to 2018. We take high‐frequency data on every sell or buy operation of these investors on a daily basis, allowing us to fully track these investment decisions over time. We then analyze whether
Thiago Christiano Silva +3 more
wiley +1 more source
O IMPACTO DOS CICLOS POLÍTICOS NOS RETORNOS E NA VOLATILIDADE DO IBOVESPA
Estudo & Debate, 2019 O presente artigo tem como objetivo investigar se os ciclos políticos influenciam os retornos e a volatilidade do Ibovespa, índice da bolsa de São Paulo.
André Locatelli +2 more
doaj +1 more source
Financial Time Series Uncertainty: A Review of Probabilistic AI Applications
Journal of Economic Surveys, Volume 40, Issue 2, Page 915-953, April 2026.ABSTRACT Probabilistic machine learning models offer a distinct advantage over traditional deterministic approaches by quantifying both epistemic uncertainty (stemming from limited data or model knowledge) and aleatoric uncertainty (due to inherent randomness in the data), along with full distributional forecasts.
Sivert Eggen +4 more
wiley +1 more source