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Search Results: 1 - 10 of 3064 matches for " Roberta Blass; "
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Persistence and mean reversion: analyzing sector indices for Brazil
Tabak, Benjamin Miranda;Staub, Roberta Blass;
Economia Aplicada , 2006, DOI: 10.1590/S1413-80502006000200003
Abstract: this paper contributes to the literature on testing the random walk hypothesis by examining a new data set for sector indices for the brazilian equity market, and employing a joint variance ratio test with customized percentiles. the rejection of the random walk hypothesis has implications for both practitioners and academics as most asset pricing models assume this hypothesis and most practitioners search for patterns in asset?s price history (implicitly refuting the random walk hypothesis). our paper suggests that we can price assets using this assumption, for the brazilian equity market.
Influência de variáveis contextuais em medidas n?o-paramétricas de eficiência: uma aplica??o com métodos de reamostragem
Souza, Mirian Oliveira de;Souza, Geraldo da Silva e;Staub, Roberta Blass;
Pesquisa Operacional , 2009, DOI: 10.1590/S0101-74382009000200003
Abstract: we evaluate three bootstrap techniques for the statistical analysis of a non parametric production model for which a dea measure of efficiency is potentially affected by a set of exogenous factors. the application of interest relates to the assessment of the significance of the contextual variables income generation, processes improvement, intensity of partnerships, type and size on the technical efficiencies of embrapa's research centers. it is concluded that the bootstrap of the maximum likelihood estimator provides the best fit from the point of view of pearson correlation between observed and predicted values and is the most informative in regard to the significance of the variables considered. with the exception of size all contextual variables are statistically significant. income generation, processes improvement and intensity of partnerships are all positively associated with technical efficiency.
Partitions and conservativity
Andreas Blass
Mathematics , 2015,
Abstract: We study the partition properties enjoyed by the "next best thing to a P-point'' ultrafilters introduced recently in joint work with Dobrinen and Raghavan. That work established some finite-exponent partition relations, and we now analyze the connections between these relations for different exponents and the notion of conservativity introduced much earlier by Phillips. In addition, we establish some infinite-exponent partition relations for these ultrafilters and also for sums of non-isomorphic selective ultrafilters indexed by selective ultrafilters.
Questions and answers -- a category arising in linear logic, complexity theory, and set theory
Andreas Blass
Mathematics , 1993,
Abstract: A category used by de Paiva to model linear logic also occurs in Vojtas's analysis of cardinal characteristics of the continuum. Its morphisms have been used in describing reductions between search problems in complexity theory. We describe this category and how it arises in these various contexts. We also show how these contexts suggest certain new multiplicative connectives for linear logic. Perhaps the most interesting of these is a sequential composition suggested by the set-theoretic application.
Ultrafilters: Where topological dynamics = algebra = combinatorics
Andreas Blass
Mathematics , 1993,
Abstract: We survey some connections between topological dynamics, semigroups of ultrafilters, and combinatorics. As an application, we give a proof, based on ideas of Bergelson and Hindman, of the Hales-Jewett partition theorem.
Cardinal Characteristics and the Product of Countably Many Infinite Cyclic Groups
Andreas Blass
Mathematics , 1992,
Abstract: Let P be the direct product of countably many copies of the additive group Z of integers. We study, from a set-theoretic point of view, those subgroups of P for which all homomorphisms to Z annihilate all but finitely many of the standard unit vectors. Specifically, we relate the smallest possible size of such a subgroup to several of the standard cardinal characteristics of the continuum. We also study some related properties and cardinals, both group-theoretic and set-theoretic. One of the set-theoretic properties and the associated cardinal are combinatorially natural, independently of any connection with algebra.
Simple Cardinal Characteristics of the Continuum
Andreas Blass
Mathematics , 1994,
Abstract: We classify many cardinal characteristics of the continuum according to the complexity, in the sense of descriptive set theory, of their definitions. The simplest characteristics (boldface Sigma^0_2 and, under suitable restrictions, Pi^0_2) are shown to have pleasant properties, related to Baire category. We construct models of set theory where (unrestricted) boldface Pi^0_2-characteristics behave quite chaotically and no new characteristics appear at higher complexity levels. We also discuss some characteristics associated with partition theorems and we present, in an appendix, a simplified proof of Shelah's theorem that the dominating number is less than or equal to the independence number.
Reductions Between Cardinal Characteristics of the Continuum
Andreas Blass
Mathematics , 1994,
Abstract: We discuss two general aspects of the theory of cardinal characteristics of the continuum, especially of proofs of inequalities between such characteristics. The first aspect is to express the essential content of these proofs in a way that makes sense even in models where the inequalities hold trivially (e.g., because the continuum hypothesis holds). For this purpose, we use a Borel version of Vojtas's theory of generalized Galois-Tukey connections. The second aspect is to analyze a sequential structure often found in proofs of inequalities relating one characteristic to the minimum (or maximum) of two others. Vojtas's max-min diagram, abstracted from such situations, can be described in terms of a new, higher-type object in the category of generalized Galois-Tukey connections. It turns out to occur also in other proofs of inequalities where no minimum (or maximum) is mentioned.
Is game semantics necessary?
Andreas Blass
Mathematics , 1993,
Abstract: We discuss the extent to which game semantics is implicit in the formalism of linear logic and in the intuitions underlying linear logic.
Seven Trees in One
Andreas Blass
Mathematics , 1994,
Abstract: Following a remark of Lawvere, we explicitly exhibit a particularly elementary bijection between the set T of finite binary trees and the set T^7 of seven-tuples of such trees. "Particularly elementary" means that the application of the bijection to a seven-tuple of trees involves case distinctions only down to a fixed depth (namely four) in the given seven-tuple. We clarify how this and similar bijections are related to the free commutative semiring on one generator X subject to X=1+X^2. Finally, our main theorem is that the existence of particularly elementary bijections can be deduced from the provable existence, in intuitionistic type theory, of any bijections at all.
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