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Filtros : "BOLSA DE VALORES" "Holanda" Removido: "2024" Limpar

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  • Artigo de periodico

    Order book mid-price movement inference by CatBoost classifier from convolutional feature maps (2022)

    Bileki, Guilherme Augusto ; Barboza, Flavio Luiz de Moraes ; Silva, Luis Henrique Claudino ; Bonato, Vanderlei

    Source: Applied Soft Computing. Unidade: ICMC

    Subjects: APRENDIZADO COMPUTACIONAL, REDES NEURAIS, BOLSA DE VALORES, PREÇO DE AÇÕES

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    • ABNT

      BILEKI, Guilherme Augusto et al. Order book mid-price movement inference by CatBoost classifier from convolutional feature maps. Applied Soft Computing, v. 116, p. 1-13, 2022Tradução . . Disponível em: https://doi.org/10.1016/j.asoc.2021.108274. Acesso em: 18 out. 2024.

    • APA

      Bileki, G. A., Barboza, F. L. de M., Silva, L. H. C., & Bonato, V. (2022). Order book mid-price movement inference by CatBoost classifier from convolutional feature maps. Applied Soft Computing, 116, 1-13. doi:10.1016/j.asoc.2021.108274

    • NLM

      Bileki GA, Barboza FL de M, Silva LHC, Bonato V. Order book mid-price movement inference by CatBoost classifier from convolutional feature maps [Internet]. Applied Soft Computing. 2022 ; 116 1-13.[citado 2024 out. 18 ] Available from: https://doi.org/10.1016/j.asoc.2021.108274

    • Vancouver

      Bileki GA, Barboza FL de M, Silva LHC, Bonato V. Order book mid-price movement inference by CatBoost classifier from convolutional feature maps [Internet]. Applied Soft Computing. 2022 ; 116 1-13.[citado 2024 out. 18 ] Available from: https://doi.org/10.1016/j.asoc.2021.108274

  • Artigo de periodico

    Stock market trend detection and automatic decision-making through a network-based classification model (2021)

    Colliri, Tiago Santos ; Liang, Zhao

    Source: Natural Computing. Unidades: FFCLRP, ICMC

    Subjects: REDES COMPLEXAS, APRENDIZADO COMPUTACIONAL, RECONHECIMENTO DE PADRÕES, BOLSA DE VALORES

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    • ABNT

      COLLIRI, Tiago Santos e LIANG, Zhao. Stock market trend detection and automatic decision-making through a network-based classification model. Natural Computing, v. 20, n. 4, p. 791-804, 2021Tradução . . Disponível em: https://doi.org/10.1007/s11047-020-09829-9. Acesso em: 18 out. 2024.

    • APA

      Colliri, T. S., & Liang, Z. (2021). Stock market trend detection and automatic decision-making through a network-based classification model. Natural Computing, 20( 4), 791-804. doi:10.1007/s11047-020-09829-9

    • NLM

      Colliri TS, Liang Z. Stock market trend detection and automatic decision-making through a network-based classification model [Internet]. Natural Computing. 2021 ; 20( 4): 791-804.[citado 2024 out. 18 ] Available from: https://doi.org/10.1007/s11047-020-09829-9

    • Vancouver

      Colliri TS, Liang Z. Stock market trend detection and automatic decision-making through a network-based classification model [Internet]. Natural Computing. 2021 ; 20( 4): 791-804.[citado 2024 out. 18 ] Available from: https://doi.org/10.1007/s11047-020-09829-9

  • Artigo de periodico

    Measurement and analyses of biodiversity conservation actions of corporations listed in the Brazilian stock exchange s corporate sustainability index (2018)

    Reale, Ricardo; Magro, Teresa Cristina; Ribas, Luiz César

    Source: Journal of Cleaner Production. Unidade: ESALQ

    Subjects: BIODIVERSIDADE, BOLSA DE VALORES, MUDANÇA CLIMÁTICA, SUSTENTABILIDADE

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    • ABNT

      REALE, Ricardo e MAGRO, Teresa Cristina e RIBAS, Luiz César. Measurement and analyses of biodiversity conservation actions of corporations listed in the Brazilian stock exchange s corporate sustainability index. Journal of Cleaner Production, v. 70, p. 14-24, 2018Tradução . . Disponível em: https://doi.org/10.1016/j.jclepro.2017.09.123. Acesso em: 18 out. 2024.

    • APA

      Reale, R., Magro, T. C., & Ribas, L. C. (2018). Measurement and analyses of biodiversity conservation actions of corporations listed in the Brazilian stock exchange s corporate sustainability index. Journal of Cleaner Production, 70, 14-24. doi:10.1016/j.jclepro.2017.09.123

    • NLM

      Reale R, Magro TC, Ribas LC. Measurement and analyses of biodiversity conservation actions of corporations listed in the Brazilian stock exchange s corporate sustainability index [Internet]. Journal of Cleaner Production. 2018 ; 70 14-24.[citado 2024 out. 18 ] Available from: https://doi.org/10.1016/j.jclepro.2017.09.123

    • Vancouver

      Reale R, Magro TC, Ribas LC. Measurement and analyses of biodiversity conservation actions of corporations listed in the Brazilian stock exchange s corporate sustainability index [Internet]. Journal of Cleaner Production. 2018 ; 70 14-24.[citado 2024 out. 18 ] Available from: https://doi.org/10.1016/j.jclepro.2017.09.123

  • Artigo de periodico

    Quantitative analysis of feasibility of hydrous ethanol futures contracts in Brazil (2013)

    Quintino, Derick David; David, Sérgio Adriani

    Source: Energy Economics. Unidade: FZEA

    Subjects: ENERGIA, INDÚSTRIA SUCRO-ALCOOLEIRA, ETANOL, BOLSA DE VALORES

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    • ABNT

      QUINTINO, Derick David e DAVID, Sérgio Adriani. Quantitative analysis of feasibility of hydrous ethanol futures contracts in Brazil. Energy Economics, v. 40, p. 927-935, 2013Tradução . . Disponível em: https://doi.org/10.1016/j.eneco.2013.07.027. Acesso em: 18 out. 2024.

    • APA

      Quintino, D. D., & David, S. A. (2013). Quantitative analysis of feasibility of hydrous ethanol futures contracts in Brazil. Energy Economics, 40, 927-935. doi:10.1016/j.eneco.2013.07.027

    • NLM

      Quintino DD, David SA. Quantitative analysis of feasibility of hydrous ethanol futures contracts in Brazil [Internet]. Energy Economics. 2013 ; 40 927-935.[citado 2024 out. 18 ] Available from: https://doi.org/10.1016/j.eneco.2013.07.027

    • Vancouver

      Quintino DD, David SA. Quantitative analysis of feasibility of hydrous ethanol futures contracts in Brazil [Internet]. Energy Economics. 2013 ; 40 927-935.[citado 2024 out. 18 ] Available from: https://doi.org/10.1016/j.eneco.2013.07.027

  • Artigo de periodico

    Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months (2006)

    Vicente, Renato ; Toledo, C M; Leite, V B P; Caticha, Nestor

    Source: Physica A - Statistical Mechanics and its Applications. Unidades: EACH, IF

    Subjects: MECÂNICA ESTATÍSTICA, MERCADO FINANCEIRO, BOLSA DE VALORES

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    • ABNT

      VICENTE, Renato et al. Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months. Physica A - Statistical Mechanics and its Applications, v. 361, n. 1, p. 272-288, 2006Tradução . . Disponível em: https://doi.org/10.1016/j.physa.2005.06.095. Acesso em: 18 out. 2024.

    • APA

      Vicente, R., Toledo, C. M., Leite, V. B. P., & Caticha, N. (2006). Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months. Physica A - Statistical Mechanics and its Applications, 361( 1), 272-288. doi:10.1016/j.physa.2005.06.095

    • NLM

      Vicente R, Toledo CM, Leite VBP, Caticha N. Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months [Internet]. Physica A - Statistical Mechanics and its Applications. 2006 ; 361( 1): 272-288.[citado 2024 out. 18 ] Available from: https://doi.org/10.1016/j.physa.2005.06.095

    • Vancouver

      Vicente R, Toledo CM, Leite VBP, Caticha N. Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months [Internet]. Physica A - Statistical Mechanics and its Applications. 2006 ; 361( 1): 272-288.[citado 2024 out. 18 ] Available from: https://doi.org/10.1016/j.physa.2005.06.095
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