Asset allocation is important for diversifying risk and realizing gains in the financial market. It involves decisions taken under uncertainty based on statistical methods. Returns on financial assets generally present ...

This research proposes a comparative analysis of some conditional volatility models for the calculation of Value-at-Risk (VaR) applied to the main financial series of the crypto-currencies market. Conditional volatility ...

This thesis explores the intersections between quantum computing, quantum physics and machine learning. In the three fields, estimating probability distributions plays a central role. In the case of quantum computing and ...