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Jayme Garcia Arnal Barbedo
Pest management is among the most important activities in a farm. Monitoring all different species visually may not be effective, especially in large properties. Accordingly, considerable research effort has been spent towards the development of effectiv...
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Jayme Garcia Arnal Barbedo and Guilherme Barros Castro
Deep learning architectures like Convolutional Neural Networks (CNNs) are quickly becoming the standard for detecting and counting objects in digital images. However, most of the experiments found in the literature train and test the neural networks usin...
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Jayme Garcia Arnal Barbedo
Unmanned aerial vehicles (UAVs) are becoming a valuable tool to collect data in a variety of contexts. Their use in agriculture is particularly suitable, as those areas are often vast, making ground scouting difficult, and sparsely populated, which means...
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Claudio Henrique Barbedo,Octávio Bessada Lion,Jose Valentim Machado Vicente
Pág. 9 - 23
Pricing interest rate derivatives is a challenging task that has attracted the attention of many researchers in recent decades. Portfolio and risk managers, policymakers, traders and more generally all market participants are looking for valuable informa...
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Ronny Kim Woo,José Valentim Machado Vicente,Claudio Henrique Barbedo
Pág. p. 485 - 501
The implied volatility is certainly an interesting indicator to help get a sense of the market, because it represents the amount of expected volatility the market is pricing. In over-the-counter exchange rate option, whose trading is volatility oriented,...
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Alan Cosme Rodrigues da Silva,Claudio Henrique da Silveira Barbedo,Gustavo Silva Araújo,Myrian Beatriz Eiras das Neves
Pág. pp. 97 - 118
The purpose of this paper is to analyze backtesting methodologies of VaR, focusing on aspects as suitability to volatile markets and limited data set. We verify, from regulatory standpoint, tests to complement the Basel traffic light results, using simul...
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Claudio H. da S. Barbedo,Gustavo S. Araújo,João Maurício S. Moreira,Ricardo S. Maia Clemente
Pág. pp. 223 - 249
This paper examines capital requirement for financial institutions in order to cover market risk stemming from exposure to foreign currencies. The models examined belong to two groups according to the approach involved: standardized and internal models. ...
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