Výsledky vyhledávání - "Alves Rafael A"

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Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage

Autor: Alves, Rafael, de Brito, Diego S., Medeiros, Marcelo C., Ribeiro, Ruy M.

We propose a model to forecast large realized covariance matrices of returns, applying it to the constituents of the S\&P 500 daily. To address the curse of dimensionality, we decompose the return covariance matrix using standard firm-level factors (

Externí odkaz: http://arxiv.org/abs/2303.16151

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Quantum Register Algebra: the mathematical language for quantum computing

Autor: Hrdina, Jaroslav, Hildenbrand, Dietmar, Návrat, Aleš, Steinmetz, Christian, Alves, Rafael, Lavor, Carlile Campos, Vašík, Petr, Eryganov, Ivan

We introduce Quantum Register Algebra (QRA) as an efficient tool for quantum computing. We show the direct link between QRA and Dirac formalism. We present GAALOP (Geometric Algebra Algorithms Optimizer) implementation of our approach. Using the QRA

Externí odkaz: http://arxiv.org/abs/2208.02608

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Akademický článek

Modulation of slug flow characteristics observed in three-phase solid-liquid-gas flow measurements

Autor: Cavalli, Stella ^a, Alves, Rafael F. ^a, Bassani, Carlos L. ^b, Marcelino Neto, Moisés A. ^a, Sum, Amadeu K. ^{c, ⁎}, Morales, Rigoberto E.M. ^{a, ⁎}

Publikováno v: In Chemical Engineering Science 5 December 2024 300

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Misspecification Tests on Models of Random Graphs

Autor: Duarte, Denise, Alves, Rafael Honório Pereira

A class of models that have been widely used are the exponential random graph (ERG) models, which form a comprehensive family of models that include independent and dyadic edge models, Markov random graphs, and many other graph distributions, in addi

Externí odkaz: http://arxiv.org/abs/2202.01825

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