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Acurácia de previsões para vazão em redes: um comparativo entre ARIMA, GARCH e RNA
(Universidade Federal de PernambucoUFPEBrasilPrograma de Pos Graduacao em Ciencia da Computacao, 2016)
A behavioral analysis of the volatility of interbank interest rates in developed and emerging countries
(Universidad ESAN. ESAN EdicionesPE, 2017-06-01)
Purpose – This paper aims to analyse the volatility of the fixed income market from 11 countries (Brazil, Russia, India, China, South Africa, Argentina, Chile, Mexico, USA, Germany and Japan) from January 2000 to December ...
A behavioral analysis of the volatility of interbank interest rates in developed and emerging countries
(Universidad ESAN. ESAN EdicionesPE, 2017-06-01)
Purpose – This paper aims to analyse the volatility of the fixed income market from 11 countries (Brazil, Russia, India, China, South Africa, Argentina, Chile, Mexico, USA, Germany and Japan) from January 2000 to December ...
A dinâmica da taxa de câmbio no Brasil face às operações swap (2002-2015)
(Universidade Federal de UbelândiaBrasilPrograma de Pós-graduação em Economia, 2016)
Betas y correlaciones dinámicas del sector Oil & Gas en Colombia 2014-2021 : una aproximación GARCH multivariada
(Universidad EAFITMaestría en Administración FinancieraEscuela de Economía y FinanzasBogotá, 2021)
The objective of this document was to test the constancy of the coefficients under the framework of Fama and French, through the methodology of multivariate auto-regression models of conditioned heteroscedasticity that ...
Análisis comparativo de técnicas (IMA) para determinar capitales mínimos regulados por Basilea, ante crisis en mercados emergentes
(Facultad de Finanzas, Gobierno y Relaciones Internacionales, 2014-12-20)
Una alternativa sugerida por normas de Basilea para estimar el Valor en Riesgo (VaR) como medida del riesgo de mercado es el método de modelos internos (IMA), que permite a las instituciones reguladas calcularlo utilizando ...
Pattern representations for classifying (non-)metric (non-)vectorial data with applications in Structural Health Monitoring and geotechnical/natural-hazard engineering
(Universidad Nacional de ColombiaManizales - Ingeniería y Arquitectura - Doctorado en Ingeniería - AutomáticaDepartamento de Ingeniería Eléctrica y ElectrónicaFacultad de Ingeniería y ArquitecturaManizales, ColombiaUniversidad Nacional de Colombia - Sede Manizales, 2022)
Nowadays, data-driven modelling in structural and geo-engineering problems using Statistical Pattern Recognition and Machine Learning provides powerful and more versatile tools within a predictive framework. In contrast ...