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Distribuição alfa estável aplicada a risco de mercado
The aim of this work is to analyze the use of alpha stable distribution modeling of financial series returns applied to the calculation of Value at Risk for market risk management. Besides used in many theories, the normal ...
Ensaios sobre mercados artificiais com dois ativos utilizando algoritmos genéticos
Agent-Based Modelling is an approach for complex systems used to search for answers beginning with the analisis and construction of small components and their interactions. The observed results of the simulations are ...