Listagem Produção Intelectual em Bases Externas por Assunto "Markov, Processos de"

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Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching

Rotta, Pedro Nielsen; Pereira, Pedro L. Valls
2016

Over the last decades, the transmissions of international financial events have been the subject of many academic studies focused on multivariate volatility models. This study evaluates the financial contagion between stock ...
A estrutura dos bancos comerciais brasileiros nos próximos 10 anos: um exemplo do emprego dos processos de Markov no marketing bancário

Meirelles, Antonio Chagas
1974-02-01
Shock fluctuations for the Hammersley process

Pimentel, Leandro P. R.; Souza, Marcio W. A. de
2017-01

We consider the Hammersley interacting particle system starting from a shock initial profile with densities (). The microscopic shock is taken as the position of a second-class particle initially at the origin, and the ...
The value of (bounded) memory in a changing world

Monte, Daniel; Said, Maher
2014-05

This paper explores the value of memory in decision making in dynamic environments. We examine the decision problem faced by an agent with bounded memory who receives a sequence of signals from a partially observable Markov ...