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Now showing items 101-110 of 156
O Modelo de Regressão Potência-Normal Logística, Cauchy, Normal e Gumbel para resposta no intervalo unitário
(Universidade Federal de São Carlos, 2020-07-17)
In this research a new statistical model is introduced to model data restricted in the continuous interval (0,1) . The new model is the composition of the power-normal distribution and the quantile of another family of ...
Conditional independence testing, two sample comparison and density estimation using neural networks
(Universidade Federal de São Carlos, 2020-08-03)
Given the vast amount of data available nowadays and the rapid increase of computational processing power, the field of machine learning and the so called algorithmic modeling have seen a recent surge in its popularity and ...
Modelos de Lévy de atividade infinita
(Universidade Federal de São Carlos, 2020-06-12)
In this work, we present a class of pure jump Lévy processes A, with internal filtration and
Itô-Lévy decomposition and we established an explicit forms for martingale representation,
main component of our process. ...
Modelo de mistura de regressão: uma abordagem bayesiana
(Universidade Federal de São Carlos, 2020-04-14)
In the current dissertation, we study the mixture regression models and present two Bayesian
methodologies for their estimation. The first one considers the number of components is known
and we propose the use of two ...
Métodos de Monte Carlo Hamiltoniano aplicados em modelos GARCH
(Universidade Federal de São Carlos, 2019-04-26)
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 ...
Análise de diagnóstico em modelos de regressão ZAGA e ZAIG
(Universidade Federal de São Carlos, 2016-03-10)
Residuals play an important role in checking model adequacy and in the identi cation of outliers and in uential observations. In this paper, we studied two class of residuals for the zero adjusted gamma regression model ...
Dois ensaios sobre precificação de ativos
(Universidade Federal de São Carlos, 2016-04-15)
Find fair (according to some criterion) prices for assets in financial markets is one of the most important pillars of Finance Theory. To accomplish this, the Asset Pricing Theory has a mathematical formulation, based ...
Inferência bayesiana em modelos de volatilidade estocástica usando métodos de Monte Carlo Hamiltoniano
(Universidade Federal de São Carlos, 2018-08-10)
This paper presents a study using Bayesian approach in stochastic volatility models for modeling
financial time series, using Hamiltonian Monte Carlo methods (HMC). We propose the use
of other distributions for the errors ...
Efficient bayesian methods for mixture models with genetic applications
(Universidade Federal de São Carlos, 2016-12-14)
We propose Bayesian methods for selecting and estimating di erent types of mixture models which are widely used in Genetics and Molecular Biology. We speci cally propose data-driven selection and estimation methods for a ...
Técnicas de classificação aplicadas a credit scoring: revisão sistemática e comparação
(Universidade Federal de São Carlos, 2015-12-18)
Nowadays the increasing amount of bank transactions and the increasing of data storage created a demand for risk evaluation associated with personal loans. It is very important for a company has a very good tools in credit ...