Portfolio selection is one of the most concerns of any investor and the goal is to distribute the
capital in different assets in such a way that it has the highest rate of return with considering …

The most dramatic changes in modern shipping occurred with the application of new
industrial-age technologies to oceanic transportation. In metal-hulled and engine-powered …

The struggle between sail and steam is a long-standing theme in economic history. But this
technological competition story has only partly tackled, since most studies have appreciated …

A nonparametric method is presented in order to estimate the expected time to cross a
threshold on the basis of two assumptions, a Markovian property and stationarity. An …

Time Inhomogeneous Multivariate Markov Chains: Detecting and Testing Multiple Structural
Breaks Occurring at Unknown Bruno Damá Page 1 REM WORKING PAPER SERIES Time …

The focus of this paper is to develop a semi-parallel control method using an inversion of
identification model of a magnetorheological (MR) fluid damper along with a smart predictor …

This thesis aims to estimate the macroeconomic impact of the policies and actions of
Brazilian President Jair Bolsonaro on the country's Gross Domestic Product (GDP) using the …

This article proposes a new generalization of the Multivariate Markov Chains (MMC) model.
The future values of a Markov chain commonly depend on only the past values of the chain …

In this work, we introduce a facilitate r th-order multivariate Markov chains (FM-MC r) model
for mm correlated sequences of categorical data consisting of ss possible states, which …

The predictability of the cryptocurrency market is a current and highly researched topic.
However, the cross-market influences on the returns of the cryptocurrencies would benefit …