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    Souza, Renato Rocha (6)Bliman, Pierre-Alexandre (3)Rademaker, Alexandre (3)Antunes, Camilla (2)Crespo, Juliana Huther Albernaz (2)Dias, Guilherme Ataíde (2)Lima, Izabel França de (2)Paiva, Valeria de (2)Peters, Gareth W. (2)Rampazzo, Franco (2)... View More
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    Coelho, Flávio Codeço (23)Silva, Moacyr Alvim Horta Barbosa da (16)Saporito, Yuri Fahham (15)Mendes, Eduardo Fonseca (14)Souza, Renato Rocha (14)Sá, Asla Medeiros (8)Carvalho, Paulo Cezar P. (7)Cruz Cancino, Hugo Alexander de la (5)Guigues, Vincent Gérard Yannick (5)Rademaker, Alexandre (4)... View More
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FGV EMAp - Artigos [18]
FGV EMAp - Dissertações, Mestrado em Modelagem Matemática [79]

Dissertações do Mestrado da EMAp

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Pair trading in Bovespa with a quantitative approach: cointegration, Ornstein-Uhlenbeck equation and Kelly criterion. 

Teixeira, Ariel Amadeu Edwards (2014-02-17)
Examination Board: Gonçalves, Edson Daniel Lopes; Camargo, Sabrina; Azevedo, Rafael Moura
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 ...
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Extraction of keywords from texts: an exploratory study using noun phrases 

Souza, Renato Rocha; Raghavan, K. S. (2014)
The increasing use of Web for both scholarly publishing and information retrieval emphasizes the need for mechanisms to support efficient indexing and effective information retrieval. Manual indexing and knowledge ...
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Representação de documentos multimídia: dos metadados às anotações semânticas 

Silva, Daniela Lucas da; Rocha, Renato Souza (2014)
O artigo apresenta o resultado do estudo do estado da arte de iniciativas internacionais e nacionais que estão explorando o uso de ontologias e padrões de metadados para agregar conhecimento em anotações a fim de realizar ...
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Specifying ubiquitous systems through the algebra of contextualized ontologies 

Cafezeiro, Isabel; Viterbo, José; Rademaker, Alexandre; Haeusler, Edward Hermann; Endler, Markus (2014)
In this paper we present the algebra of contextualized ontologies and an approach to specify context-aware systems. The algebra is designed to support context moddeling and aims at the specification of modular and scalable ...
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Uma análise dos leilões de partilha de produção do pré-sal através de simulação computacional 

Almeida, André Silva (2013-12-19)
This work considers the application of computer simulation as a method of deepening the study of mechanisms for auctions applied in the allocation of oil exploitation rights in the pre-salt layer. The pre-salt layer is ...
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OpenWordNet-PT: an open brazilian wordnet for reasoning 

Paiva, Valeria de; Rademaker, Alexandre; Melo, Gerard de (COLING 2012, 2012-12-01)
Brazilian Portuguese needs a Wordnet that is open access, downloadable and changeable, so that it can be improved by the community interested in using it for knowledge representation and automated deduction. This kind of ...
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Interatividade e usabilidade nas bibliotecas digitais no processo ensino-aprendizagem 

Lima, Izabel França de; Souza, Renato Rocha; Dias, Guilherme Ataíde (2012)
Este estudo de revisão de literatura sobre interatividade e usabilidade nas bibliotecas digitais objetiva apresentá-las como ferramentas que podem auxiliar na construção do conhecimento numa concepção de educação mediada ...
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Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise 

Cruz Cancino, Hugo Alexander de la; Jimenez, Juan Carlos (2011-09-23)
There is a variety of strong Local Linearization (LL) schemes for the numerical integration of stochastic differential equations with additive noise, which differ with respect to the algorithm that is used in the numerical ...
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