One of the most important informations in financial market is variability of an asset. Several models have been proposed in literature with a view of to evaluate this phenomenon. Among them we have the GARCH models. This ...

Em inúmeras situações práticas a relação entre uma variável resposta e uma ou mais covariáveis é curvada. Dentre as diversas formas de representar esta curvatura, Royston e Altman (1994) propuseram uma extensa famı́lia de ...

Perform comparative analysis between the Monte Carlo traditional method, and Monte Carlo Low discrepancy simulation, based on data from Hildebrand (2013). To achieve that, it was used Monte Carlo Simulation with low ...

Numerical methods are a subject that arouses interest everywhere, especially when using them with the intention of calculating integrals, so that their applications go beyond any frontier and reach a vast territory to be ...

The management of supply chain is essential to enhance competitiveness of industrial area. Through make to order systems in the metallurgic sector, the client's order lead the whole value stream chain, therefore the lead ...

We review the application of the Monte Carlo method to a discrete spin model and to a scalar field theory on the lattice with special emphasis on the Metropolis algorithm. Initially we consider an Ising spin model with long ...

With the difficulty and risk to define and predict the costs of transformation over a period of time, it is sought to apply every time more statistical/mathematical methods as a basis for decision-making. This work intends ...