Zobrazeno 1 - 10
of 1 967
pro vyhledávání: '"Lopes, A. F."'
Autor:
Lopes, Rovan F., Tumelero, Milton A., de Araujo, Clodoaldo I. L., de Andrade, Antonio M. H., Mesquita, Fabiano, Carmo, Danusa, Colauto, F., Ortiz, W. A., Pureur, P.
The magnetic textures generated by a perpendicularly applied magnetic field at the ferromagnetic layer of $Co/Al_{2}O_{3}/Nb$ thin film heterostructures are investigated using magneto-optical imaging and micromagnetic simulations. It is observed that
Externí odkaz:
http://arxiv.org/abs/2410.18028
Flexible electrodes based on laser-induced graphene as an analytical platform to monitor amoxicillin
Autor:
de Souza, Cassiano Cunha, Carvalho, Mayane Sousa, de Oliveira, Wallace Burger Veríssimo, Lisboa, Thalles Pedrosa, Oliveira, Raylla Santos, Lopes, Osmando F., Muñoz, Rodrigo Alejandro Abarza, Matos, Maria Auxiliadora Costa, Matos, Renato Camargo
Publikováno v:
In Electrochimica Acta 20 December 2024 508
Autor:
Pires, Renata, Silva, Tiago P., Ribeiro, Cláudia, Costa, Luís, Matos, Cristina T., Costa, Paula, Lopes, Tiago F., Gírio, Francisco, Silva, Carla
Publikováno v:
In Algal Research December 2024 84
Autor:
Carvalho, Mayane S., Rocha, Raquel G., Nascimento, Amanda Beatriz, Araújo, Diele A.G., Paixão, Thiago R.L.C., Lopes, Osmando F., Richter, Eduardo M., Muñoz, Rodrigo A.A.
Publikováno v:
In Electrochimica Acta 1 December 2024 506
Autor:
LOPES, JORGE F. TEIXEIRA
Publikováno v:
Revista Portuguesa de Filosofia, 2023 Jan 01. 79(3), 1193-1220.
Externí odkaz:
https://www.jstor.org/stable/27262747
Autor:
Levy, Bruno P. C., Lopes, Hedibert F.
Time series momentum strategies are widely applied in the quantitative financial industry and its academic research has grown rapidly since the work of Moskowitz, Ooi and Pedersen (2012). However, trading signals are usually obtained via simple obser
Externí odkaz:
http://arxiv.org/abs/2106.08420
Autor:
Levy, Bruno P. C., Lopes, Hedibert F.
We propose a fast and flexible method to scale multivariate return volatility predictions up to high-dimensions using a dynamic risk factor model. Our approach increases parsimony via time-varying sparsity on factor loadings and is able to sequential
Externí odkaz:
http://arxiv.org/abs/2105.06584
Autor:
Levy, Bruno P. C., Lopes, Hedibert F.
In many fields where the main goal is to produce sequential forecasts for decision making problems, the good understanding of the contemporaneous relations among different series is crucial for the estimation of the covariance matrix. In recent years
Externí odkaz:
http://arxiv.org/abs/2101.04164
Autor:
Fava, Bruno, Lopes, Hedibert F.
The emergence of Big Data raises the question of how to model economic relations when there is a large number of possible explanatory variables. We revisit the issue by comparing the possibility of using dense or sparse models in a Bayesian approach,
Externí odkaz:
http://arxiv.org/abs/2009.14296
Autor:
Uribe, Paloma W., Lopes, Hedibert F.
In the present work, we consider variable selection and shrinkage for the Gaussian dynamic linear regression within a Bayesian framework. In particular, we propose a novel method that allows for time-varying sparsity, based on an extension of spike-a
Externí odkaz:
http://arxiv.org/abs/2009.14131