2 resultados para equilibrium asset pricing models with latent variables
em Repositório Institucional da Universidade de Aveiro - Portugal
Resumo:
When studying a biological regulatory network, it is usual to use boolean network models. In these models, boolean variables represent the behavior of each component of the biological system. Taking in account that the size of these state transition models grows exponentially along with the number of components considered, it becomes important to have tools to minimize such models. In this paper, we relate bisimulations, which are relations used in the study of automata (general state transition models) with attractors, which are an important feature of biological boolean models. Hence, we support the idea that bisimulations can be important tools in the study some main features of boolean network models.We also discuss the differences between using this approach and other well-known methodologies to study this kind of systems and we illustrate it with some examples.
Resumo:
The study of forest re activity, in its several aspects, is essencial to understand the phenomenon and to prevent environmental public catastrophes. In this context the analysis of monthly number of res along several years is one aspect to have into account in order to better comprehend this tematic. The goal of this work is to analyze the monthly number of forest res in the neighboring districts of Aveiro and Coimbra, Portugal, through dynamic factor models for bivariate count series. We use a bayesian approach, through MCMC methods, to estimate the model parameters as well as to estimate the common latent factor to both series.