Nesta dissertação discutiremos modelos e métodos de soluções de programação estocástica para resolver problemas de ALM em fundos de pensão. Apresentaremos o modelo de (Drijver et al.), baseado na programação estocástica ...

Seismic risk assesment is crucial to make better decisions about engineering structures and loss mitigation. It involves, mainly, the evaluation of seismic hazard. Seismic hazard assesment is the computation of probability ...

The ectoparasitic mite Varroa destructor that parasitize honey bees has become a global problem. Although this mite is unlikely to, by itself, cause the mortality of hives, it plays an important role as a vector for many ...

The combined use of algorithms for topic discovery in document collections with topic flow visualization techniques allows the exploration of thematic patterns in long corpus. In this task, those patterns could be revealed ...

Outliers are observations that appear to be inconsistent with the others. Also called atypical, extreme or aberrant values, these inconsistencies can be caused, for instance, by political changes or economic crises, ...

Pair trading is an old and well-known technique among traders. In this paper, we discuss an important element not commonly debated in Brazil: the cointegration between pairs, which would guarantee the spread stability. We ...