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...
A mean-field approach for the optimal control of discrete-time linear systems with...
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
Allocation in investment funds using downside risk metrics
Atrial fibrillation automatic detection through Markov models
Formation static output control of linear multi-agent systems with hidden Markov...
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