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Low discrepancy sequences failing Poissonian pair correlations
(Birkhauser Verlag Ag, 2019-08)
M. Levin defined a real number x that satisfies that the sequence of the fractional parts of (2nx)n≥1 are such that the first N terms have discrepancy O((log N) 2/ N) , which is the smallest discrepancy known for this kind ...
M. Levin’s construction of absolutely normal numbers with very low discrepancy
(American Mathematical Society, 2017-03)
Among the currently known constructions of absolutely normal numbers, the one given by Mordechay Levin in 1979 achieves the lowest discrepancy bound. In this work we analyze this construction in terms of computability and ...
Construção de superfícies de volatilidade a partir da calibração do Modelo GARCH-SVNIG
(2021-06-03)
A precificação de opções é um constante desafio enfrentado pelo mercado financeiro, devido à dificuldade de modelar adequadamente a dinâmica dos preços dos ativos financeiros. Atualmente, os participantes do mercado utilizam ...
New models for the evolution of post-asymptotic giant branch stars and central stars of planetary nebulae
(EDP Sciences, 2016-03)
Context. The post-asymptotic giant branch (AGB) phase is arguably one of the least understood phases of the evolution of low- and intermediate- mass stars. The two grids of models presently available are based on outdated ...
Extreme learning machine with a deterministic assignment of hidden weights in two parallel layers.
Extreme learning machine (ELM) is a machine learning technique based on competitive single-hidden layer feedforward neural network (SLFN). However, traditional ELM and its variants are only based on random assignment of ...
Mersenne twister and friends
(Wolfram Demonstration Project, 2013)
Mersenne twister and friends
(Wolfram Demonstration Project, 2016)