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Costa, Oswaldo Luiz do Valle

  
 
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Dynamic mean-variance portfolio selection with Markov regime switching
Principal component analysis over the implied volatility dynamic and its correlation...
Algorithms for the solution of robust quadratic optimal control problems with re...
Linear systems with Markov jumps and multiplicative noises: the constrained total...
Kalman type filter and robust filter to linear filter to linear systems subject to...
A neural network approach for Back Litterman model investor views
Atrial fibrillation automatic detection through Markov models
Cooperative multi-robot simultaneous localization and mapping
Mean-variance multiperiod optimization with no-shorting constraints in risk asse...
Discrete-time jump linear systems with Markov chain in a general state space
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