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Observações atípicas em alta dimensão
(Universidade Federal de São Carlos, 2022-09-15)
Outliers and heteroskedastic noise are two common situations in Statistics. Nowadays the amount
of generated data is very high and for this reason it is possible to find high dimensional data
(the dimension d is just as ...
Bayesian inference for term structure models
(Universidade Federal de São Carlos, 2022-06-09)
We explore recent advances in Bayesian methods in order to estimate the Vasicek, CIR and
dynamic Nelson-Siegel (DNS) models for term structure of interest rates. The models are
specified as state space time series. The ...
Redes neurais para grafos e suas aplicações aos sistemas complexos
(Universidade Federal de São Carlos, 2022-04-08)
Complex systems are composed of several components that interact with each other. A natural
approach for these types of systems is to use mathematical graph abstraction. In different
contexts in the real world, it is ...