Bibliografias temáticas / Spread

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Literatura científica selecionada sobre o tema "Spread"

Autor: Grafiati
Publicado: 4 de junho de 2021
Última modificação: 7 de setembro de 2023

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Artigos de revistas sobre o assunto "Spread"

1

Slweya, Hlengani. "SPREAD UNIFORMITIES AND UNIFORM SPREADS". Quaestiones Mathematicae 24, n.º 2 (junho de 2001): 157–63. http://dx.doi.org/10.1080/16073606.2001.9639203.

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O'DONOGHUE, BRENDAN, MATTHEW PEACOCK, JACKY LEE e LUCA CAPRIOTTI. "A SPREAD-RETURN MEAN-REVERTING MODEL FOR CREDIT SPREAD DYNAMICS". International Journal of Theoretical and Applied Finance 17, n.º 03 (maio de 2014): 1450017. http://dx.doi.org/10.1142/s0219024914500174.

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In this paper, we propose a novel, analytically tractable, one-factor stochastic model for the dynamics of credit default swap (CDS) spreads and their returns, which we refer to as the spread-return mean-reverting (SRMR) model. The SRMR model can be seen as a hybrid of the Black–Karasinski model on spreads and the Ornstein–Uhlenbeck model on spread returns, and is able to capture empirically observed properties of CDS spreads and returns, including spread mean-reversion, heavy tails of the return distribution, and return autocorrelations. Although developed for modeling CDS spreads, the SRMR model has applications for many other stochastic processes with similar empirical properties, including more general rate processes.
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Kudratovna, Yarmukhamedova Mahbuba. "COVID INFECTION AND SPREAD". European International Journal of Multidisciplinary Research and Management Studies 02, n.º 11 (1 de novembro de 2022): 39–41. http://dx.doi.org/10.55640/eijmrms-02-11-11.

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Current evidence suggests that the virus spreads mainly between people who are in close contact with each other, for example at a conversational distance. The virus can spread from an infected person’s mouth or nose in small liquid particles when they cough, sneeze, speak, sing or breathe. Another person can then contract the virus when infectious particles that pass through the air are inhaled at short range (this is often called short-range aerosol or short-range airborne transmission) or if infectious particles come into direct contact with the eyes, nose, or mouth (droplet transmission).
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Lazebnik, Teddy, e Uri Ital. "Bounding Pandemic Spread by Heat Spread". OALib 09, n.º 08 (2022): 1–13. http://dx.doi.org/10.4236/oalib.1109019.

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Henker, Thomas, e Martin Martens. "Spread decomposition with common spread components". International Journal of Managerial Finance 6, n.º 2 (6 de abril de 2010): 88–115. http://dx.doi.org/10.1108/17439131011032031.

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SHIMIZU, Shingo, Chikara NAGAI, Eiicti GENDA e Goro OBINATA. "A34 Reliability of Prevention of Disability and Diagnostic Index of Spread Flatness and Spresd Angle for Spread Foot". Proceedings of the Symposium on sports and human dynamics 2011 (2011): 190–93. http://dx.doi.org/10.1299/jsmeshd.2011.190.

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Desai, Prathamesh S., e C. Fred Higgs. "Spreading Process Maps for Powder-Bed Additive Manufacturing Derived from Physics Model-Based Machine Learning". Metals 9, n.º 11 (31 de outubro de 2019): 1176. http://dx.doi.org/10.3390/met9111176.

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The powder bed additive manufacturing (AM) process is comprised of two repetitive steps—spreading of powder and selective fusing or binding the spread layer. The spreading step consists of a rolling and sliding spreader which imposes a shear flow and normal stress on an AM powder between itself and an additively manufactured substrate. Improper spreading can result in parts with a rough exterior and porous interior. Thus it is necessary to develop predictive capabilities for this spreading step. A rheometry-calibrated model based on the polydispersed discrete element method (DEM) and validated for single layer spreading was applied to study the relationship between spreader speeds and spread layer properties of an industrial grade Ti-6Al-4V powder. The spread layer properties used to quantify spreadability of the AM powder, i.e., the ease with which an AM powder spreads under a set of load conditions, include mass of powder retained in the sampling region after spreading, spread throughput, roughness of the spread layer and porosity of the spread layer. Since the physics-based DEM simulations are computationally expensive, physics model-based machine learning, in the form of a feed forward, back propagation neural network, was employed to interpolate between the highly nonlinear results obtained by running modest numbers of DEM simulations. The minimum accuracy of the trained neural network was 96%. A spreading process map was generated to concisely present the relationship between spreader speeds and spreadability parameters.
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Leibowitz, Martin L., Stanley Kogelman e Lawrence N. Bader. "Spread Immunization". Journal of Investing 4, n.º 3 (31 de agosto de 1995): 49–56. http://dx.doi.org/10.3905/joi.4.3.49.

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Whelan, G. V., James F. Kenney, Edmund Hogan, Gerald Morgan, Michael Richter e Róisín Ní Mheara. "Medieval Spread". Books Ireland, n.º 187 (1995): 169. http://dx.doi.org/10.2307/20623135.

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Leibowitz, Martin L., William S. Krasker e Ardavan Nozari. "Spread duration". Journal of Portfolio Management 16, n.º 3 (30 de abril de 1990): 46–53. http://dx.doi.org/10.3905/jpm.1990.409272.

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Teses / dissertações sobre o assunto "Spread"

1

Hrečka, Marek. "Obchodování futures spread". Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-198251.

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The purpose of the thesis is to identify factors that affect the profitability and risk of trading futures calendar spreads. The basic characteristics of futures and trading calendar spreads with seasonal time frames are described in the first part of the thesis. The selected factors such as the correlation of short-term and long-term seasonal patterns, the trading in the extreme, the trading single or multiple crops, the width of the seasonal window, the win probability, the length of backtested period and intermarket vs. intramarket spreads are analyzed from the perspective of profitability and risk in the second part. A summary of the results is contained in the conclusion.
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Khaleghi, Farideh. "Spread spectrum fiber LANs". Thesis, University of Ottawa (Canada), 1992. http://hdl.handle.net/10393/7600.

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In this thesis, a hybrid scheme is proposed for the purpose of suppressing the effect of external modulation and/or laser nonlinearities in Subcarrier Multiplexing (SCM) fiber optic communications systems. Hybrid CDMA/FDMA combines two schemes in such a way that the resulting hybrid network is robust against interference and is much more spectrally efficient than a CDMA system. Several possible architectures for the hybrid CDMA/FDMA subcarrier fiber optic Local Area Network (LAN) are introduced. These networks utilize CDMA and SCM, an asynchronous multiple access scheme with no waiting time. Direct Sequence Spread Spectrum Multiple Access (DS/SSMA), the most common form of CDMA in which each user is assigned a particular code sequence which modulates the carrier along with digital data, is employed. It is shown that by using the code sequence sets for which the shift-and-add property holds, the Intermodulation Products (IMPs) and harmonics have a similar interference-like effect as the non-matching sequences. Owing to the fact that shift-and-add property holds for conventional spreading sequences, i.e., Gold, Kasami and maximal-length sequences, the suppression of nonlinearity distortion is evaluated. An average error probability performance evalution of the selected configuration for a transceiver pair is presented. In analysis of the system, we assume the interference term arising from other users is gaussian distributed. The results are compared to that obtained from exact evaluation of interference distribution using the Gauss Quadrature Rule integration (GQR) method. We compare the performance of this scheme for two different code sequence sets (N = 127 Gold and N = 255 Kasami codes) and determine that there is a significant advantage in deploying the N = 255 Kasami codes. We also present some preliminary experimental results on the proposed LAN implementation as well as the transmission performance. The results show great promise.
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Montgomery, Robert D. "Spread spectrum frequency management". Thesis, Monterey, California. Naval Postgraduate School, 1989. http://hdl.handle.net/10945/26263.

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de, Rioja Victor Lopez, Joaquim Fort e Neus Isern. "Spread of virus infections". Universitätsbibliothek Leipzig, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-198089.

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Tikkinen, N. (Nina). "Euribor basis swap spread". Master's thesis, University of Oulu, 2014. http://urn.fi/URN:NBN:fi:oulu-201406241775.

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The aim of the study is to investigate the factors affecting Euribor basis swap spreads. Variables are divided into three component; liquidity risk, credit risk, and macroeconomic and monetary policy. The Euribor basis swap was close to zero basis points, but during the early phases of the latest financial crises the spreads jumped. In empirical part of the study, the stationarity of the variables is tested. In the next step, Phillips-Ouliaris (P-O) co-integration test is tested to get 5 combinations that co-integrates with Euribor basis swap spread 3 month versus 12 month with 5 years to maturity. Thirdly, long-run equilibrium for the Models with Engle-Granger test is applied. Out of the five Models, picked in P-O, only three had long-run equilibrium. From the three long-run equilibrium Models the regression residuals are saved and estimated short-term equilibrium with Error Correction Model. At the end, Ordinary Least Square method with Newey-West corrections with the three co-integrated Models is tested. The variables for liquidity risk component are Open Market Operations, Aggregate Liquidity Factors, Deposit Facility, and Governing Council Meeting day -dummy. The variables for the credit risk component are Eurobond yield and Bank Credit Default Swap spread. The variables for the macroeconomic and monetary policy component are Euro Overnight-Index Average and exchange rate. The results show that the biggest determinants for the Euribor basis swap spread 3m vs 12m 5y are Open Market Operations, Meeting day, Eurobond yield 5y, Bank CDS, EONIA, and exchange rate of China.
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Fiche, Marcelo Estrela. "Spread bancário no Brasil". reponame:Repositório Institucional da UnB, 2015. http://dx.doi.org/10.26512/2015.10.T.19981.

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Tese (doutorado)—Universidade de Brasília, Departamento de Economia, Brasília, 2015.
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Os componentes que respondem pelo elevado spread bancário no Brasil tem sido alvo de diversas análises nos últimos anos. As mudanças ocorridas no sistema financeiro brasileiro e o aumento da participação dos bancos públicos na economia provocaram elevação na concentração bancária no país. A maior parte das analises realizadas, buscando explicações para a formação do spread brasileiro, foram a partir de variações ex-ante, como sugere o nome, a partir das expectativas das instituições financeiras no momento da concessão do crédito, isto é, antes do resultado efetivo. Neste trabalho, os determinantes do spread bancário ex-post foram medidos pela margem financeira real dos principais bancos responsáveis pela intermediação financeira na economia brasileira, selecionando todas as instituições atuantes no Brasil com carteira comercial ativas no período analisado, 2000 a 2013 trimestralmente, chegando a um total de 149 instituições.
The components that are responsible for high banking spread in Brazil has been the subject of numerous analyses in recent years. The changes in the Brazilian financial system and increased participation of public banks in the economy caused increase in Bank concentration in the country. Most of the analyses carried out, seeking explanations for the formation of the Brazilian spread, were from ex-ante variations, as the name suggests, from the expectations of the financial institutions at the time of the granting of credit, that is, before the actual result. The determinants of banking spread were measured by the ex-post financial margin of leading banks responsible for financial intermediation in the Brazilian economy, selecting all the institutions operating in Brazil with active trading portfolio in the analysis period, 2000 to 2013 on a quarterly basis, reaching a total of 149 institutions.
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de, Rioja Victor Lopez, Joaquim Fort e Neus Isern. "Spread of virus infections". Diffusion fundamentals 24 (2015) 11, S. 1, 2015. https://ul.qucosa.de/id/qucosa%3A14525.

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Safonov, Dmitrij. "Besivystančių europos šalių skolos vertybinių popierių pajamingumų pokyčių analizė bei prognozavimas". Master's thesis, Lithuanian Academic Libraries Network (LABT), 2010. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20100622_150500-94666.

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Darbe atlikta detali aktualių straipsnių, nagrinėjančių įvairių veiksnių įtaka skolos vertybinių popierių pajamingumui, apžvalga. Išskirti keli pagrindiniai pajamingumo pokyčius lemiantys veiksniai: likvidumas, kredito rizika bei bendra makroekonominė padėtis. Siekiant įvertinti nagrinėjamų veiksnių įtaką skolos vertybinių popierių pajamingumo pokyčiams, sukurti vektorinės autoregresijos modeliai skolos vertybinių popierių portfeliams, apibendrinantiems skirtingas skolos vertybinių popierių klases. Palyginus modeliavimo rezultatus, pateikiamos baigiamojo darbo išvados. Darbą sudaro 18 dalių: įvadas, tikslas, uždaviniai, aktualumas, literatūros apžvalga, pagrindiniai skolos vertybinių popierių rinką charakterizuojantys rodikliai, statistiniai metodai, modelio aprašymas, kintamujų aprašymas bei transformacijos, statistinė analizė, trendo išskyrimas, stacionarumo patikrinimas, modeliavimas, modelių palyginimas bei scenarijų analizė, išvados, literatūros sąrašas.
A brief survey of relevant researches on different factors’ impact on bonds’ yields is provided in master thesis. Several main factors were identified: liquidity, credit risk and macroeconomic environment. In order to measure the impact of distinguished factors on the yields’ changes vector autoregressive models for fixed income securities portfolios, generalizing different asset classes, were created. The modeling results are described and analyzed, conclusions are made Structure: introduction, goal, task, relevance, literature overview, the main indicators of sixed income securities market, statistical methods, models’ describtion, variables’ description and transformations, statistical analysis, elimination of the trend, stacionarity check, modeling, models’ comparison and scenario analysis, conclusions, references.
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Raghuram, Avinash. "Experimental Analysis of Post-Impact Drop Spread Behavior and Prediction of Maximum Spread Factor". University of Cincinnati / OhioLINK, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1377868179.

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Knudsen, Kenneth W. "Empirisk undersøgelse af bid-ask-spreadet = Empirical study of the bid-ask spread /". Aarhus : Institut for Økonomi, Aarhus Universitet, 2009. http://mit.econ.au.dk/Library/Specialer/2009/20041126.pdf.

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Livros sobre o assunto "Spread"

1

Jensen, Greg, ed. Spread Trading. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119198444.

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Ertner, Dirk. Spread Cheat. Berlin, Heidelberg: Springer Berlin Heidelberg, 2018. http://dx.doi.org/10.1007/978-3-662-58125-4.

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Buck, Paul. Spread wide. Paris: Dis Voir, 2004.

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Hunter, E. J. Desert spread. New York: Zebra Books, 1993.

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Gentry, Buck. Savage spread. New York: Zebra Books, 1991.

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6

Teske, Milton E. Spread factor regression SPREAD, version 2.0: User manual. Davis, CA: USDA Forest Service Forest Pest Management, 1992.

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7

Spread the word. New York: Times Books, 1999.

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8

Rhoads, Russell, ed. Option Spread Trading. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119200307.

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Saliba, Anthony J., Joseph C. Corona e Karen E. Johnson. Option Spread Strategies. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2010. http://dx.doi.org/10.1002/9781118531631.

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Phillips, Charles O. Practical spread spectrum. Laguna Hills CA: Aegean Park Press, 1993.

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Capítulos de livros sobre o assunto "Spread"

1

Monk, J. Donald. "Spread". In Cardinal Functions on Boolean Algebras, 89–93. Basel: Birkhäuser Basel, 1990. http://dx.doi.org/10.1007/978-3-0348-6381-0_12.

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Gooch, Jan W. "Spread". In Encyclopedic Dictionary of Polymers, 692–93. New York, NY: Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4419-6247-8_11070.

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Weik, Martin H. "spread". In Computer Science and Communications Dictionary, 1643. Boston, MA: Springer US, 2000. http://dx.doi.org/10.1007/1-4020-0613-6_17995.

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Hui, Cang, Pietro Landi, Henintsoa Onivola Minoarivelo e Andriamihaja Ramanantoanina. "Spread". In Ecological and Evolutionary Modelling, 25–40. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-92150-1_2.

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Monk, J. Donald. "Spread". In Cardinal Invariants on Boolean Algebras, 175–80. Basel: Birkhäuser Basel, 1996. http://dx.doi.org/10.1007/978-3-0346-0334-8_14.

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Monk, J. Donald. "Spread". In Cardinal Invariants on Boolean Algebras, 405–20. Basel: Springer Basel, 2014. http://dx.doi.org/10.1007/978-3-0348-0730-2_14.

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Gyllström, Björn. "Spread". In State-Administered Rural Change, 26–97. London: Routledge, 2023. http://dx.doi.org/10.4324/9781003385929-2.

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Ertner, Dirk. "Einleitung". In Spread Cheat, 1–4. Berlin, Heidelberg: Springer Berlin Heidelberg, 2018. http://dx.doi.org/10.1007/978-3-662-58125-4_1.

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Ertner, Dirk. "Belegen". In Spread Cheat, 101–6. Berlin, Heidelberg: Springer Berlin Heidelberg, 2018. http://dx.doi.org/10.1007/978-3-662-58125-4_10.

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Ertner, Dirk. "Tastatur". In Spread Cheat, 109–15. Berlin, Heidelberg: Springer Berlin Heidelberg, 2018. http://dx.doi.org/10.1007/978-3-662-58125-4_11.

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Trabalhos de conferências sobre o assunto "Spread"

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Huang, Pengfei, Mubbasir Kapadia e Norman I. Badler. "SPREAD". In the 12th ACM SIGGRAPH/Eurographics Symposium. New York, New York, USA: ACM Press, 2013. http://dx.doi.org/10.1145/2485895.2485911.

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Rossi, Maria-Evgenia G., Fragkiskos D. Malliaros e Michalis Vazirgiannis. "Spread it Good, Spread it Fast". In WWW '15: 24th International World Wide Web Conference. New York, NY, USA: ACM, 2015. http://dx.doi.org/10.1145/2740908.2742736.

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Wang, Xinrui, Yulu Song e Xiaohui Wang. "Being's Spread". In MM '22: The 30th ACM International Conference on Multimedia. New York, NY, USA: ACM, 2022. http://dx.doi.org/10.1145/3503161.3549960.

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Fuchs, Jean-Jacques. "Spread representations". In 2011 45th Asilomar Conference on Signals, Systems and Computers. IEEE, 2011. http://dx.doi.org/10.1109/acssc.2011.6190120.

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Wang, Sheng, Xiaobo Zhou, Ziqi Wang e Ming Zhang. "Please spread". In the 2012 workshop. New York, New York, USA: ACM Press, 2012. http://dx.doi.org/10.1145/2390131.2390140.

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Hennelly, Bryan M., John B. McDonald, John T. Sheridan, Unnikrishnan Gopinathan, Damien P. Kelly, Bahram Javidi, Thomas J. Naughton, Jón Atli Benediktsson, Bahram Javidi e Karl S. Gudmundsson. "Spread Space Spread Spectrum Technique for Secure Multiplexing". In 6TH INTERNATIONAL WORKSHOP ON INFORMATION OPTICS (WIO'07). AIP, 2007. http://dx.doi.org/10.1063/1.2812289.

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Manganiello, Felice, Elisa Gorla e Joachim Rosenthal. "Spread codes and spread decoding in network coding". In 2008 IEEE International Symposium on Information Theory - ISIT. IEEE, 2008. http://dx.doi.org/10.1109/isit.2008.4595113.

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Khirallah, Chadi, Vladimir Stankovic, Lina Stankovic e Dimitris Poutouris. "Network Spread Coding". In 2008 Fourth Workshop on Network Coding, Theory, and Applications. IEEE, 2008. http://dx.doi.org/10.1109/netcod.2008.4476171.

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Raza, Agha Ali, Roni Rosenfeld, Farhan ul Haq, Zain Tariq e Umar Saif. "Spread and sustainability". In the 3rd ACM Symposium. New York, New York, USA: ACM Press, 2013. http://dx.doi.org/10.1145/2442882.2442927.

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Miller, Gary L., Todd Phillips e Donald R. Sheehy. "Beating the spread". In the 27th annual ACM symposium. New York, New York, USA: ACM Press, 2011. http://dx.doi.org/10.1145/1998196.1998252.

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Relatórios de organizações sobre o assunto "Spread"

1

Cohen, Randolph, Christopher Polk e Tuomo Vuolteenaho. The Value Spread. Cambridge, MA: National Bureau of Economic Research, abril de 2001. http://dx.doi.org/10.3386/w8242.

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McCormick, Norman J. Beam Spread Analysis. Fort Belvoir, VA: Defense Technical Information Center, setembro de 2001. http://dx.doi.org/10.21236/ada624997.

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Whalen C. e S. Y. Zhang. Linac Beam Momentum Spread. Office of Scientific and Technical Information (OSTI), junho de 1996. http://dx.doi.org/10.2172/1132434.

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Silvester, J. A., e A. Polydoros. Adaptive Spread Spectrum Networks. Fort Belvoir, VA: Defense Technical Information Center, setembro de 1987. http://dx.doi.org/10.21236/ada187154.

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Pursley, Michael B., e Dilip V. Sarwate. Spread Spectrum Radio Networks. Fort Belvoir, VA: Defense Technical Information Center, outubro de 1987. http://dx.doi.org/10.21236/ada188914.

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Rehm, Ronald G., Anthony Hamins, Howard R. Baum, Kevin B. McGrattan e David D. Evans. Community-scale fire spread. Gaithersburg, MD: National Institute of Standards and Technology, 2002. http://dx.doi.org/10.6028/nist.ir.6891.

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7

Mankowski, Adam M. Direct Sequence Spread Spectrum. Fort Belvoir, VA: Defense Technical Information Center, agosto de 2000. http://dx.doi.org/10.21236/ada387171.

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DE Solorzano, Carlos O. Mechanisms of Intraductal Tumor Spread. Fort Belvoir, VA: Defense Technical Information Center, agosto de 2001. http://dx.doi.org/10.21236/ada396893.

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9

Gupta, S. C., e S. S. Soliman. Spread Spectrum Mobile Radio Communications. Fort Belvoir, VA: Defense Technical Information Center, fevereiro de 1987. http://dx.doi.org/10.21236/ada179446.

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Gupta, S. C. Spread Spectrum Mobile Radio Communications. Fort Belvoir, VA: Defense Technical Information Center, setembro de 1987. http://dx.doi.org/10.21236/ada187487.

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