Zobrazeno 1 - 10
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pro vyhledávání: '"Lopes, P. 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
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
Autor:
Lopes, Lutiene F., Peña, Jully P., Tumelero, Milton A., Schaf, Jacob, Vieira, Valdemar N., Pureur, Paulo
Publikováno v:
Physics Letters A 383 (2019) 2519-2524
We report on magnetization experiments from which we obtain the field-induced kinetic energy density, $E_k$, in the superconducting phase of several Bi$_2$Sr$_2$CaCu$_2$O$_{8+\delta}$ single crystal samples. The kinetic energy magnitude changes accor
Externí odkaz:
http://arxiv.org/abs/2008.10674
Factor Analysis is a popular method for modeling dependence in multivariate data. However, determining the number of factors and obtaining a sparse orientation of the loadings are still major challenges. In this paper, we propose a decision-theoretic
Externí odkaz:
http://arxiv.org/abs/2006.11908
This work proposes dedicated hardware for an intelligent control system on Field Programmable Gate Array (FPGA). The intelligent system is represented as Takagi-Sugeno Fuzzy-PI controller. The implementation uses a fully parallel strategy associated
Externí odkaz:
http://arxiv.org/abs/2003.06420
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