ReP USP - Resultado da busca

Artigo de periodico
The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing (2022)
Arismendi-Zambrano, Juan ; Belitsky, Vladimir ; Sobreiro, Vinicius Amorim; Kimura, Herbert
Source: Journal of Financial Stability. Unidade: IME
Subjects: POLÍTICA DE PREÇO, ESTATÍSTICA APLICADA
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ABNT
ARISMENDI-ZAMBRANO, Juan et al. The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing. Journal of Financial Stability, v. 58, 2022Tradução . . Disponível em: https://doi.org/10.1016/j.jfs.2021.100969. Acesso em: 12 nov. 2024.
APA
Arismendi-Zambrano, J., Belitsky, V., Sobreiro, V. A., & Kimura, H. (2022). The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing. Journal of Financial Stability, 58. doi:10.1016/j.jfs.2021.100969
NLM
Arismendi-Zambrano J, Belitsky V, Sobreiro VA, Kimura H. The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing [Internet]. Journal of Financial Stability. 2022 ; 58[citado 2024 nov. 12 ] Available from: https://doi.org/10.1016/j.jfs.2021.100969
Vancouver
Arismendi-Zambrano J, Belitsky V, Sobreiro VA, Kimura H. The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing [Internet]. Journal of Financial Stability. 2022 ; 58[citado 2024 nov. 12 ] Available from: https://doi.org/10.1016/j.jfs.2021.100969
Artigo de periodico
RNA polymerase interactions and elongation rate (2019)
Belitsky, Vladimir ; Schutz, G. M
Source: Journal of Theoretical Biology. Unidade: IME
Subjects: RNA POLIMERASES, MODELOS PARA PROCESSOS ESTOCÁSTICOS
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ABNT
BELITSKY, Vladimir e SCHUTZ, G. M. RNA polymerase interactions and elongation rate. Journal of Theoretical Biology, v. 462, p. 370-380, 2019Tradução . . Disponível em: https://doi.org/10.1016/j.jtbi.2018.11.025. Acesso em: 12 nov. 2024.
APA
Belitsky, V., & Schutz, G. M. (2019). RNA polymerase interactions and elongation rate. Journal of Theoretical Biology, 462, 370-380. doi:10.1016/j.jtbi.2018.11.025
NLM
Belitsky V, Schutz GM. RNA polymerase interactions and elongation rate [Internet]. Journal of Theoretical Biology. 2019 ; 462 370-380.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1016/j.jtbi.2018.11.025
Vancouver
Belitsky V, Schutz GM. RNA polymerase interactions and elongation rate [Internet]. Journal of Theoretical Biology. 2019 ; 462 370-380.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1016/j.jtbi.2018.11.025
Artigo de periodico
Stationary RNA polymerase fluctuations during transcription elongation (2019)
Belitsky, Vladimir ; Schutz, G. M
Source: Physical Review E. Unidade: IME
Subjects: TEORIA DA PROBABILIDADE, PROCESSOS DE MARKOV
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ABNT
BELITSKY, Vladimir e SCHUTZ, G. M. Stationary RNA polymerase fluctuations during transcription elongation. Physical Review E, v. 99, n. 1, p. 1-10, 2019Tradução . . Disponível em: https://doi.org/10.1103/physreve.99.012405. Acesso em: 12 nov. 2024.
APA
Belitsky, V., & Schutz, G. M. (2019). Stationary RNA polymerase fluctuations during transcription elongation. Physical Review E, 99( 1), 1-10. doi:10.1103/physreve.99.012405
NLM
Belitsky V, Schutz GM. Stationary RNA polymerase fluctuations during transcription elongation [Internet]. Physical Review E. 2019 ; 99( 1): 1-10.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1103/physreve.99.012405
Vancouver
Belitsky V, Schutz GM. Stationary RNA polymerase fluctuations during transcription elongation [Internet]. Physical Review E. 2019 ; 99( 1): 1-10.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1103/physreve.99.012405
Artigo de periodico
Duality, supersymmetry and non-conservative random walks (2019)
Belitsky, Vladimir ; Schutz, G. M
Source: Journal of Statistical Mechanics: Theory and Experiment. Unidade: IME
Subjects: MECÂNICA ESTATÍSTICA, DINÂMICA ESTOCÁSTICA
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ABNT
BELITSKY, Vladimir e SCHUTZ, G. M. Duality, supersymmetry and non-conservative random walks. Journal of Statistical Mechanics: Theory and Experiment, v. 2019, n. 5, p. 1-17, 2019Tradução . . Disponível em: https://doi.org/10.1088/1742-5468/ab14d6. Acesso em: 12 nov. 2024.
APA
Belitsky, V., & Schutz, G. M. (2019). Duality, supersymmetry and non-conservative random walks. Journal of Statistical Mechanics: Theory and Experiment, 2019( 5), 1-17. doi:10.1088/1742-5468/ab14d6
NLM
Belitsky V, Schutz GM. Duality, supersymmetry and non-conservative random walks [Internet]. Journal of Statistical Mechanics: Theory and Experiment. 2019 ; 2019( 5): 1-17.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1088/1742-5468/ab14d6
Vancouver
Belitsky V, Schutz GM. Duality, supersymmetry and non-conservative random walks [Internet]. Journal of Statistical Mechanics: Theory and Experiment. 2019 ; 2019( 5): 1-17.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1088/1742-5468/ab14d6
Artigo de periodico
Self-duality and shock dynamics in the n-species priority ASEP (2018)
Belitsky, Vladimir ; Schutz, G. M
Source: Stochastic Processes and their Applications. Unidade: IME
Subjects: ESTATÍSTICA E PROBABILIDADE, PROCESSOS ESTOCÁSTICOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
BELITSKY, Vladimir e SCHUTZ, G. M. Self-duality and shock dynamics in the n-species priority ASEP. Stochastic Processes and their Applications, v. 128, n. 4, p. 1165-1207, 2018Tradução . . Disponível em: https://doi.org/10.1016/j.spa.2017.07.003. Acesso em: 12 nov. 2024.
APA
Belitsky, V., & Schutz, G. M. (2018). Self-duality and shock dynamics in the n-species priority ASEP. Stochastic Processes and their Applications, 128( 4), 1165-1207. doi:10.1016/j.spa.2017.07.003
NLM
Belitsky V, Schutz GM. Self-duality and shock dynamics in the n-species priority ASEP [Internet]. Stochastic Processes and their Applications. 2018 ; 128( 4): 1165-1207.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1016/j.spa.2017.07.003
Vancouver
Belitsky V, Schutz GM. Self-duality and shock dynamics in the n-species priority ASEP [Internet]. Stochastic Processes and their Applications. 2018 ; 128( 4): 1165-1207.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1016/j.spa.2017.07.003
Artigo de periodico
Quantum algebra symmetry of the ASEP with second-class particles (2015)
Belitsky, Vladimir ; Schütz, Gunter M
Source: Journal of Statistical Physics. Unidade: IME
Subjects: MECÂNICA ESTATÍSTICA, PROCESSOS ESTOCÁSTICOS ESPECIAIS
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ABNT
BELITSKY, Vladimir e SCHÜTZ, Gunter M. Quantum algebra symmetry of the ASEP with second-class particles. Journal of Statistical Physics, v. No 2015, n. 4, p. 821-842, 2015Tradução . . Disponível em: https://doi.org/10.1007/s10955-015-1363-1. Acesso em: 12 nov. 2024.
APA
Belitsky, V., & Schütz, G. M. (2015). Quantum algebra symmetry of the ASEP with second-class particles. Journal of Statistical Physics, No 2015( 4), 821-842. doi:10.1007/s10955-015-1363-1
NLM
Belitsky V, Schütz GM. Quantum algebra symmetry of the ASEP with second-class particles [Internet]. Journal of Statistical Physics. 2015 ; No 2015( 4): 821-842.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1007/s10955-015-1363-1
Vancouver
Belitsky V, Schütz GM. Quantum algebra symmetry of the ASEP with second-class particles [Internet]. Journal of Statistical Physics. 2015 ; No 2015( 4): 821-842.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1007/s10955-015-1363-1
Artigo de periodico
Self-duality for the two-component asymmetric simple exclusion process (2015)
Belitsky, Vladimir ; Schutz, Gunter M
Source: Journal of Mathematical Physics. Unidade: IME
Subjects: MECÂNICA ESTATÍSTICA, PROCESSOS ESTOCÁSTICOS ESPECIAIS
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ABNT
BELITSKY, Vladimir e SCHUTZ, Gunter M. Self-duality for the two-component asymmetric simple exclusion process. Journal of Mathematical Physics, v. 56, n. 8, p. [20 ], 2015Tradução . . Disponível em: https://doi.org/10.1063/1.4929663. Acesso em: 12 nov. 2024.
APA
Belitsky, V., & Schutz, G. M. (2015). Self-duality for the two-component asymmetric simple exclusion process. Journal of Mathematical Physics, 56( 8), [20 ]. doi:10.1063/1.4929663
NLM
Belitsky V, Schutz GM. Self-duality for the two-component asymmetric simple exclusion process [Internet]. Journal of Mathematical Physics. 2015 ; 56( 8): [20 ].[citado 2024 nov. 12 ] Available from: https://doi.org/10.1063/1.4929663
Vancouver
Belitsky V, Schutz GM. Self-duality for the two-component asymmetric simple exclusion process [Internet]. Journal of Mathematical Physics. 2015 ; 56( 8): [20 ].[citado 2024 nov. 12 ] Available from: https://doi.org/10.1063/1.4929663
Trabalho de evento
Shocks and antishocks in the ASEP conditioned on a low current (2014)
Belitsky, Vladimir ; Schutz, Gunter M
Source: From particle systems to partial differential equations: particle systems and PDEs, Braga, Portugal, December 2012. Conference titles: Particle Systems and Partial Differential Equations. Unidade: IME
Subjects: EQUAÇÕES DIFERENCIAIS PARCIAIS, PROBABILIDADE, PROCESSOS ESTOCÁSTICOS, FÍSICA COMPUTACIONAL
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ABNT
BELITSKY, Vladimir e SCHUTZ, Gunter M. Shocks and antishocks in the ASEP conditioned on a low current. 2014, Anais.. Berlin: Springer, 2014. Disponível em: https://doi.org/10.1007/978-3-642-54271-8_3. Acesso em: 12 nov. 2024.
APA
Belitsky, V., & Schutz, G. M. (2014). Shocks and antishocks in the ASEP conditioned on a low current. In From particle systems to partial differential equations: particle systems and PDEs, Braga, Portugal, December 2012. Berlin: Springer. doi:10.1007/978-3-642-54271-8_3
NLM
Belitsky V, Schutz GM. Shocks and antishocks in the ASEP conditioned on a low current [Internet]. From particle systems to partial differential equations: particle systems and PDEs, Braga, Portugal, December 2012. 2014 ;[citado 2024 nov. 12 ] Available from: https://doi.org/10.1007/978-3-642-54271-8_3
Vancouver
Belitsky V, Schutz GM. Shocks and antishocks in the ASEP conditioned on a low current [Internet]. From particle systems to partial differential equations: particle systems and PDEs, Braga, Portugal, December 2012. 2014 ;[citado 2024 nov. 12 ] Available from: https://doi.org/10.1007/978-3-642-54271-8_3
Artigo de periodico
Antishocks in the ASEP with open boundaries conditioned on low current (2013)
Belitsky, Vladimir ; Schuetz, G. M
Source: Journal of Physics A - Mathematical and Theoretical. Unidade: IME
Assunto: PROCESSOS DE EXCLUSÃO
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ABNT
BELITSKY, Vladimir e SCHUETZ, G. M. Antishocks in the ASEP with open boundaries conditioned on low current. Journal of Physics A - Mathematical and Theoretical, v. 46, n. 29, 2013Tradução . . Disponível em: https://doi.org/10.1088/1751-8113/46/29/295004. Acesso em: 12 nov. 2024.
APA
Belitsky, V., & Schuetz, G. M. (2013). Antishocks in the ASEP with open boundaries conditioned on low current. Journal of Physics A - Mathematical and Theoretical, 46( 29). doi:10.1088/1751-8113/46/29/295004
NLM
Belitsky V, Schuetz GM. Antishocks in the ASEP with open boundaries conditioned on low current [Internet]. Journal of Physics A - Mathematical and Theoretical. 2013 ; 46( 29):[citado 2024 nov. 12 ] Available from: https://doi.org/10.1088/1751-8113/46/29/295004
Vancouver
Belitsky V, Schuetz GM. Antishocks in the ASEP with open boundaries conditioned on low current [Internet]. Journal of Physics A - Mathematical and Theoretical. 2013 ; 46( 29):[citado 2024 nov. 12 ] Available from: https://doi.org/10.1088/1751-8113/46/29/295004
Artigo de periodico
Microscopic Structure of Shocks and Antishocks in the ASEP Conditioned on Low Current (2013)
Belitsky, Vladimir ; Schuetz, G. M
Source: Journal of Statistical Physics. Unidade: IME
Assunto: TOPOLOGIA DIFERENCIAL
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ABNT
BELITSKY, Vladimir e SCHUETZ, G. M. Microscopic Structure of Shocks and Antishocks in the ASEP Conditioned on Low Current. Journal of Statistical Physics, v. 152, n. 1, p. 93-111, 2013Tradução . . Disponível em: https://doi.org/10.1007/s10955-013-0758-0. Acesso em: 12 nov. 2024.
APA
Belitsky, V., & Schuetz, G. M. (2013). Microscopic Structure of Shocks and Antishocks in the ASEP Conditioned on Low Current. Journal of Statistical Physics, 152( 1), 93-111. doi:10.1007/s10955-013-0758-0
NLM
Belitsky V, Schuetz GM. Microscopic Structure of Shocks and Antishocks in the ASEP Conditioned on Low Current [Internet]. Journal of Statistical Physics. 2013 ; 152( 1): 93-111.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1007/s10955-013-0758-0
Vancouver
Belitsky V, Schuetz GM. Microscopic Structure of Shocks and Antishocks in the ASEP Conditioned on Low Current [Internet]. Journal of Statistical Physics. 2013 ; 152( 1): 93-111.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1007/s10955-013-0758-0
Artigo de periodico
On the Bartlett spectrum of randomized Hawkes processes (2013)
Kelbert, Mark; Leonenko, Nikolai; Belitsky, Vladimir
Source: Mathematical Communications. Unidade: IME
Assunto: PROCESSOS ESTOCÁSTICOS PONTUAIS
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ABNT
KELBERT, Mark e LEONENKO, Nikolai e BELITSKY, Vladimir. On the Bartlett spectrum of randomized Hawkes processes. Mathematical Communications, v. 18, n. 2, p. 393-407, 2013Tradução . . Disponível em: http://www.mathos.unios.hr/mc/index.php/mc/article/view/83/100. Acesso em: 12 nov. 2024.
APA
Kelbert, M., Leonenko, N., & Belitsky, V. (2013). On the Bartlett spectrum of randomized Hawkes processes. Mathematical Communications, 18( 2), 393-407. Recuperado de http://www.mathos.unios.hr/mc/index.php/mc/article/view/83/100
NLM
Kelbert M, Leonenko N, Belitsky V. On the Bartlett spectrum of randomized Hawkes processes [Internet]. Mathematical Communications. 2013 ; 18( 2): 393-407.[citado 2024 nov. 12 ] Available from: http://www.mathos.unios.hr/mc/index.php/mc/article/view/83/100
Vancouver
Kelbert M, Leonenko N, Belitsky V. On the Bartlett spectrum of randomized Hawkes processes [Internet]. Mathematical Communications. 2013 ; 18( 2): 393-407.[citado 2024 nov. 12 ] Available from: http://www.mathos.unios.hr/mc/index.php/mc/article/view/83/100
Artigo de periodico
Social interactions, product differentiation and discontinuity of demand (2012)
Prado, Fernando Pigeard de Almeida; Belitsky, Vladimir ; Ferreira, Alex Luiz
Source: Journal of Mathematical Economics. Unidades: FFCLRP, IME, FEARP
Assunto: ECONOMIA MATEMÁTICA
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ABNT
PRADO, Fernando Pigeard de Almeida e BELITSKY, Vladimir e FERREIRA, Alex Luiz. Social interactions, product differentiation and discontinuity of demand. Journal of Mathematical Economics, v. 47, n. 4-5, p. 642-653, 2012Tradução . . Disponível em: https://doi.org/10.1016/j.jmateco.2011.09.003. Acesso em: 12 nov. 2024.
APA
Prado, F. P. de A., Belitsky, V., & Ferreira, A. L. (2012). Social interactions, product differentiation and discontinuity of demand. Journal of Mathematical Economics, 47( 4-5), 642-653. doi:10.1016/j.jmateco.2011.09.003
NLM
Prado FP de A, Belitsky V, Ferreira AL. Social interactions, product differentiation and discontinuity of demand [Internet]. Journal of Mathematical Economics. 2012 ; 47( 4-5): 642-653.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1016/j.jmateco.2011.09.003
Vancouver
Prado FP de A, Belitsky V, Ferreira AL. Social interactions, product differentiation and discontinuity of demand [Internet]. Journal of Mathematical Economics. 2012 ; 47( 4-5): 642-653.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1016/j.jmateco.2011.09.003
Artigo de periodico
Social interactions, product differentiation and discontinuity of demand (2011)
Prado, Fernando Pigeard de Almeida; Belitsky, Vladimir ; Ferreira, Alex Luiz
Source: Journal of Mathematical Economics. Unidades: FEARP, FFCLRP, IME
Subjects: ESTATÍSTICA, CONSUMIDOR, PRODUTOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
PRADO, Fernando Pigeard de Almeida e BELITSKY, Vladimir e FERREIRA, Alex Luiz. Social interactions, product differentiation and discontinuity of demand. Journal of Mathematical Economics, v. 47, n. 4-5, p. 642-653, 2011Tradução . . Disponível em: https://doi.org/10.1016/j.jmateco.2011.09.003. Acesso em: 12 nov. 2024.
APA
Prado, F. P. de A., Belitsky, V., & Ferreira, A. L. (2011). Social interactions, product differentiation and discontinuity of demand. Journal of Mathematical Economics, 47( 4-5), 642-653. doi:10.1016/j.jmateco.2011.09.003
NLM
Prado FP de A, Belitsky V, Ferreira AL. Social interactions, product differentiation and discontinuity of demand [Internet]. Journal of Mathematical Economics. 2011 ; 47( 4-5): 642-653.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1016/j.jmateco.2011.09.003
Vancouver
Prado FP de A, Belitsky V, Ferreira AL. Social interactions, product differentiation and discontinuity of demand [Internet]. Journal of Mathematical Economics. 2011 ; 47( 4-5): 642-653.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1016/j.jmateco.2011.09.003
Artigo de periodico
Microscopic position and structure of a shock in CA 184 (2011)
Belitsky, Vladimir ; Schutz, G. M
Source: Journal of Physics. A. Mathematical and Theoretical. Unidade: IME
Assunto: DINÂMICA TOPOLÓGICA
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ABNT
BELITSKY, Vladimir e SCHUTZ, G. M. Microscopic position and structure of a shock in CA 184. Journal of Physics. A. Mathematical and Theoretical, v. 44, 2011Tradução . . Disponível em: https://doi.org/10.1088/1751-8113/44/44/445003. Acesso em: 12 nov. 2024.
APA
Belitsky, V., & Schutz, G. M. (2011). Microscopic position and structure of a shock in CA 184. Journal of Physics. A. Mathematical and Theoretical, 44. doi:10.1088/1751-8113/44/44/445003
NLM
Belitsky V, Schutz GM. Microscopic position and structure of a shock in CA 184 [Internet]. Journal of Physics. A. Mathematical and Theoretical. 2011 ; 44[citado 2024 nov. 12 ] Available from: https://doi.org/10.1088/1751-8113/44/44/445003
Vancouver
Belitsky V, Schutz GM. Microscopic position and structure of a shock in CA 184 [Internet]. Journal of Physics. A. Mathematical and Theoretical. 2011 ; 44[citado 2024 nov. 12 ] Available from: https://doi.org/10.1088/1751-8113/44/44/445003
Artigo de periodico
Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market (2011)
Belitsky, Vladimir ; Pereira, Antônio Luiz ; Prado, Fernando Pigeard de Almeida
Source: Stochastics and Dynamics. Unidades: IME, FFCLRP
Subjects: SISTEMAS DINÂMICOS, CADEIAS DE MARKOV, ANÁLISE GLOBAL
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
BELITSKY, Vladimir e PEREIRA, Antônio Luiz e PRADO, Fernando Pigeard de Almeida. Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market. Stochastics and Dynamics, v. 11, n. 4, p. 715-752, 2011Tradução . . Disponível em: https://doi.org/10.1142/S0219493711003462. Acesso em: 12 nov. 2024.
APA
Belitsky, V., Pereira, A. L., & Prado, F. P. de A. (2011). Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market. Stochastics and Dynamics, 11( 4), 715-752. doi:10.1142/S0219493711003462
NLM
Belitsky V, Pereira AL, Prado FP de A. Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market [Internet]. Stochastics and Dynamics. 2011 ; 11( 4): 715-752.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1142/S0219493711003462
Vancouver
Belitsky V, Pereira AL, Prado FP de A. Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market [Internet]. Stochastics and Dynamics. 2011 ; 11( 4): 715-752.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1142/S0219493711003462
Trabalho de evento
A non-linear model of limit order book dynamics (2011)
Belitsky, Vladimir ; Suhov, Yuri; Vvedenskaya, Nikita
Source: Proceedings. Conference titles: International Symposium on Information Theory - ISIT. Unidade: IME
Subjects: PROCESSOS DE MARKOV, MODELOS MATEMÁTICOS, MODELOS NÃO LINEARES
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ABNT
BELITSKY, Vladimir e SUHOV, Yuri e VVEDENSKAYA, Nikita. A non-linear model of limit order book dynamics. 2011, Anais.. Piscataway: IEEE, 2011. Disponível em: https://doi.org/10.1109/ISIT.2011.6033738. Acesso em: 12 nov. 2024.
APA
Belitsky, V., Suhov, Y., & Vvedenskaya, N. (2011). A non-linear model of limit order book dynamics. In Proceedings. Piscataway: IEEE. doi:10.1109/ISIT.2011.6033738
NLM
Belitsky V, Suhov Y, Vvedenskaya N. A non-linear model of limit order book dynamics [Internet]. Proceedings. 2011 ;[citado 2024 nov. 12 ] Available from: https://doi.org/10.1109/ISIT.2011.6033738
Vancouver
Belitsky V, Suhov Y, Vvedenskaya N. A non-linear model of limit order book dynamics [Internet]. Proceedings. 2011 ;[citado 2024 nov. 12 ] Available from: https://doi.org/10.1109/ISIT.2011.6033738
Artigo de periodico
Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents (2009)
Schütz, Gunter M.; Prado, Fernando Pigeard de Almeida; Harris, Rosemary J.; Belitsky, Vladimir
Source: Physica A. Unidades: FFCLRP, IME
Subjects: COMPORTAMENTO COLETIVO, PREÇOS, DEMANDA, MODELOS MATEMÁTICOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
SCHÜTZ, Gunter M. et al. Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents. Physica A, v. 388, n. 19, p. 4126-4144, 2009Tradução . . Disponível em: https://doi.org/10.1016/j.physa.2009.06.025. Acesso em: 12 nov. 2024.
APA
Schütz, G. M., Prado, F. P. de A., Harris, R. J., & Belitsky, V. (2009). Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents. Physica A, 388( 19), 4126-4144. doi:10.1016/j.physa.2009.06.025
NLM
Schütz GM, Prado FP de A, Harris RJ, Belitsky V. Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents [Internet]. Physica A. 2009 ; 388( 19): 4126-4144.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1016/j.physa.2009.06.025
Vancouver
Schütz GM, Prado FP de A, Harris RJ, Belitsky V. Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents [Internet]. Physica A. 2009 ; 388( 19): 4126-4144.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1016/j.physa.2009.06.025
Relatorio tecnico
Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market (2009)
Belitsky, Vladimir ; Pereira, Antônio Luiz ; Prado, Fernando Pigeard de Almeida
Unidades: IME, FFCLRP
Assunto: PROCESSOS ESTOCÁSTICOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
BELITSKY, Vladimir e PEREIRA, Antônio Luiz e PRADO, Fernando Pigeard de Almeida. Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market. . São Paulo: IME-USP. Disponível em: https://repositorio.usp.br/directbitstream/3348146d-18ba-4bb7-b460-4ed0c1b20f13/1813178.pdf. Acesso em: 12 nov. 2024. , 2009
APA
Belitsky, V., Pereira, A. L., & Prado, F. P. de A. (2009). Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market. São Paulo: IME-USP. Recuperado de https://repositorio.usp.br/directbitstream/3348146d-18ba-4bb7-b460-4ed0c1b20f13/1813178.pdf
NLM
Belitsky V, Pereira AL, Prado FP de A. Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market [Internet]. 2009 ;[citado 2024 nov. 12 ] Available from: https://repositorio.usp.br/directbitstream/3348146d-18ba-4bb7-b460-4ed0c1b20f13/1813178.pdf
Vancouver
Belitsky V, Pereira AL, Prado FP de A. Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market [Internet]. 2009 ;[citado 2024 nov. 12 ] Available from: https://repositorio.usp.br/directbitstream/3348146d-18ba-4bb7-b460-4ed0c1b20f13/1813178.pdf
Trabalho de evento-resumo periodico
Collapse at interest (2006)
Aspandiiarov, S; Belitsky, Vladimir ; Pechersky, Eugene
Source: Insurance: Mathematics and Economics. Conference titles: Congress on Insurance Mathematics and Economics. Unidade: IME
Assunto: GRANDES DESVIOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
ASPANDIIAROV, S e BELITSKY, Vladimir e PECHERSKY, Eugene. Collapse at interest. Insurance: Mathematics and Economics. Amsterdam: Instituto de Matemática e Estatística, Universidade de São Paulo. Disponível em: https://doi.org/10.1016/j.insmatheco.2006.10.005. Acesso em: 12 nov. 2024. , 2006
APA
Aspandiiarov, S., Belitsky, V., & Pechersky, E. (2006). Collapse at interest. Insurance: Mathematics and Economics. Amsterdam: Instituto de Matemática e Estatística, Universidade de São Paulo. doi:10.1016/j.insmatheco.2006.10.005
NLM
Aspandiiarov S, Belitsky V, Pechersky E. Collapse at interest [Internet]. Insurance: Mathematics and Economics. 2006 ; 39( 3): 406.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1016/j.insmatheco.2006.10.005
Vancouver
Aspandiiarov S, Belitsky V, Pechersky E. Collapse at interest [Internet]. Insurance: Mathematics and Economics. 2006 ; 39( 3): 406.[citado 2024 nov. 12 ] Available from: https://doi.org/10.1016/j.insmatheco.2006.10.005
Relatorio tecnico
An implicit measure of tail dependence and its application for identification of the change of dependence between assets in market booms and crashes (2006)
Panzieri Filho, Adonirio; Belitsky, Vladimir ; Rocha, Paulo Ricardo Magalhães; Prado, Fernando Pigeard de Almeida
Unidades: IME, FFCLRP
Assunto: ESTATÍSTICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
PANZIERI FILHO, Adonirio et al. An implicit measure of tail dependence and its application for identification of the change of dependence between assets in market booms and crashes. . São Paulo: IME-USP. Disponível em: https://repositorio.usp.br/directbitstream/2cd60594-e211-4cbc-b409-c13c3d75921d/1556203.pdf. Acesso em: 12 nov. 2024. , 2006
APA
Panzieri Filho, A., Belitsky, V., Rocha, P. R. M., & Prado, F. P. de A. (2006). An implicit measure of tail dependence and its application for identification of the change of dependence between assets in market booms and crashes. São Paulo: IME-USP. Recuperado de https://repositorio.usp.br/directbitstream/2cd60594-e211-4cbc-b409-c13c3d75921d/1556203.pdf
NLM
Panzieri Filho A, Belitsky V, Rocha PRM, Prado FP de A. An implicit measure of tail dependence and its application for identification of the change of dependence between assets in market booms and crashes [Internet]. 2006 ;[citado 2024 nov. 12 ] Available from: https://repositorio.usp.br/directbitstream/2cd60594-e211-4cbc-b409-c13c3d75921d/1556203.pdf
Vancouver
Panzieri Filho A, Belitsky V, Rocha PRM, Prado FP de A. An implicit measure of tail dependence and its application for identification of the change of dependence between assets in market booms and crashes [Internet]. 2006 ;[citado 2024 nov. 12 ] Available from: https://repositorio.usp.br/directbitstream/2cd60594-e211-4cbc-b409-c13c3d75921d/1556203.pdf

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