Itens para a visualização no momento 1-10 of 127
A machine learning approach to dengue forecasting: comparing LSTM, Random Forest and Lasso
We used the Infodengue database of incidence and weather time-series, to train predictive models for the weekly number of cases of dengue in 790 cities of Brazil. To overcome a limitation in the length of time-series ...
Learning about corruption: a statistical framework for working with audit reports
Quantitative studies aiming to disentangle public corruption eﬀects often emphasize the lack of objective information in this research area. The CGU Random Audits Anti-Corruption Program, based on extensive and unadvertised ...
Modelagem probabilística da dinâmica da Zika usando modelos hierárquicos bayesianos
The Zika virus (ZIKV) is a pathogen of the family Flaviviridae, transmitted in Brazil mainly by the mosquito Aedes aegypti and in less extent by sexual relations. In addition to symptoms common to dengue and chikungunya, ...
Functional Itô calculus, path-dependence and the computation of Greeks
(Elsevier Science Bv, 2017-12)
Dupire's functional Ito calculus provides an alternative approach to the classical Malliavin calculus for the computation of sensitivities, also called Greeks, of path-dependent derivatives prices. In this paper, we introduce ...
Watchdogs in our midst: how presidents monitor coalitions in Brazil's multiparty presidential regime
When delegating governing tasks to a coalition partner, the president would like to give a minister ample administrative powers to be able to effectively accomplish the political mission. Due to information asymmetries, ...
On the numerical methods for the Heston model
In this thesis we revisit numerical methods for the simulation of the Heston model’sEuropean call. Specifically, we study the Euler, the Kahl-Jackel an two versions of theexact algorithm schemes. To perform this task, ...
Uma simulação do espalhamento do Zika vírus na Flórida
Some cases of Zika occurred in the southern states of the USA bordering on the Gulf of Mexico (Florida, Louisiana & Texas) because these states have a suitable hot & wet climate and the vector, Aedes Aegyptus mosquitos. ...
Ensaios em matemática aplicada: estimação e trajetórias bootstrap de oferta de sangue e estudo de desempenho de extensões do algoritmo de Programação Dinâmica Dual Estocástica
We study two topics of applied mathematics. The first topic is devoted to the estimation of blood supply time series and the generation of simulated trajectories. The main goal is to contribute to the literature of stock ...
Projetos de Pesquisa Aplicada - Destaques de 2016
(Rede de Pesquisa e Conhecimento Aplicado, 2017-09)
Técnicas de processamento de linguagem natural aplicadas às ciências sociais
A enorme quantidade de documentos disponíveis atualmente representa um grande potencial de avanço para as Ciências Políticas. Ao mesmo tempo essa riqueza de informações gera um problema, pois não é mais possível que ...