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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.
(2014-02-17)
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 ...
Extraction of keywords from texts: an exploratory study using noun phrases
(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 ...
Representação de documentos multimídia: dos metadados às anotações semânticas
(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 ...
Specifying ubiquitous systems through the algebra of contextualized ontologies
(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 ...
Uma análise dos leilões de partilha de produção do pré-sal através de simulação computacional
(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 ...
OpenWordNet-PT: an open brazilian wordnet for reasoning
(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 ...
Interatividade e usabilidade nas bibliotecas digitais no processo ensino-aprendizagem
(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 ...
Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise
(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 ...









