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...
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...
Investment decision making in a defined benefit pension fund plan: an approach via...
Filtering and Identification of Markov jump linear systems with unobserved mode of...
Discrete-time, continuous state-space ctochastic optimal control applied to deri...
Multi-period mean-variance portfolio selection problem with intermediate constra...
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