Costa, Oswaldo Luiz do Valle
Results: Displaying 10 of 35 on page 1 of 4
Name
Title
Area
Document
Colleges
Year
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
Results: Displaying 10 of 35 on page 1 of 4