Listagem Produção Intelectual em Bases Externas por Assunto "Modelos matemáticos"
Itens para a visualização no momento 1-4 of 4
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Approximate prediction-based control method for nonlinear oscillatory systems with applications to chaotic systems
2018The approximate Prediction-Based Control method (aPBC) is the continuous-time version of the well-known Prediction-Based Chaos Control method applied to stabilize periodic orbits of nonlinear dynamical systems. The method ... -
Change detection via affine and quadratic detectors
2018The goal of the paper is to develop a specific application of the convex optimization based hypothesis testing techniques developed in A. Juditsky, A. Nemirovski, “Hypothesis testing via affine detectors,” Electronic Journal ... -
A class of convex preferences without concave representation
2010-03-01I show that continuous convex preference relations that have affine indifference curves do not have a concave representation if there are two indifference curves that are not parallel. In other words a preference relation ... -
Modeling and forecasting of realized volatility: evidence from Brazil
2011-12-02Using intraday data for the most actively traded stocks of BOVESPA, this work has considered tworecently developed models in the literature of the estimation and forecasting of realized volatility; TheHeterogeneous ...





