DSpace Collection:http://hdl.handle.net/10316/277622020-06-03T05:52:44Z2020-06-03T05:52:44ZO exemplar de «A Astronomia dos Lusíadas» sobre o qual trabalhou Luciano Pereira da SilvaTenreiro, Carloshttp://hdl.handle.net/10316/876862020-05-25T11:12:16Z2014-01-01T00:00:00ZTitle: O exemplar de «A Astronomia dos Lusíadas» sobre o qual trabalhou Luciano Pereira da Silva
Authors: Tenreiro, Carlos2014-01-01T00:00:00ZStratifying ideals and twisted productsSantana, Ana PaulaYudin, Ivanhttp://hdl.handle.net/10316/476682020-05-25T12:15:10Z2014-01-01T00:00:00ZTitle: Stratifying ideals and twisted products
Authors: Santana, Ana Paula; Yudin, Ivan2014-01-01T00:00:00ZChapter 37: Methodologies and Software for Derivative-Free OptimizationCustódio, Ana LuísaScheinberg, KatyaNunes Vicente, Luíshttp://hdl.handle.net/10316/457122019-06-01T18:38:54Z2017-01-01T00:00:00ZTitle: Chapter 37: Methodologies and Software for Derivative-Free Optimization
Authors: Custódio, Ana Luísa; Scheinberg, Katya; Nunes Vicente, Luís
Abstract: Derivative-free optimization (DFO) methods [502] are typically considered for the minimization/maximization of functions for which the corresponding derivatives neither are available for use nor can be directly approximated by numerical techniques. Constraints may be part of the problem definition, but, similar to the objective function, it is possible that their derivatives are not available. Problems of this type are common in engineering optimization, where the value of the functions is often computed by simulation and may be subject to statistical noise or other forms of inaccuracy. In fact, expensive function evaluations would prevent approximation of derivatives, and, even when computed, noise would make such approximations less reliable. In the past couple of decades, intense research has resulted in robust and efficient DFO methods, accompanied by convergence theory and numerical implementations.2017-01-01T00:00:00ZOn the Finite Dimensional Laws of Threshold GARCH ProcessesGonçalves, EsmeraldaLeite, JoanaMendes-Lopes, Nazaréhttp://hdl.handle.net/10316/448342019-06-01T18:38:55Z2013-01-01T00:00:00ZTitle: On the Finite Dimensional Laws of Threshold GARCH Processes
Authors: Gonçalves, Esmeralda; Leite, Joana; Mendes-Lopes, Nazaré
Abstract: In this chapter we establish bounds for the finite dimensional laws of a threshold GARCH process, X, with generating process Z. In this class of models the conditional standard deviation has different reactions according to the sign of past values of the process. So, we firstly find lower and upper bounds for the law of \left ({X}_{1}^{+},-{X}_{1}^{+},\ldots,{X}_{n}^{+},-{X}_{n}^{+}\right), in certain regions of R^{2n}, and use them to find bounds of the law of \left ({X}_{1},\ldots,{X}_{n}\right). Some of these bounds only depend on the parameters of the model and on the distribution function of the independent generating process, Z. An application of these bounds to control charts for time series is presented.2013-01-01T00:00:00Z