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Trends in Computational and Applied Mathematics最新文献

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A Maximização da Assimetria na Seleção de Carteiras de Investimento e a Generalização do Modelo para Momentos Ímpares de Ordem Superior 投资组合选择中的不对称性最大化及高阶奇矩模型的推广
Trends in Computational and Applied Mathematics Pub Date : 2023-07-20 DOI: 10.5540/tcam.2023.024.03.00411
P. R. Martins, P. S. Nunes, C. Vasconcellos
{"title":"A Maximização da Assimetria na Seleção de Carteiras de Investimento e a Generalização do Modelo para Momentos Ímpares de Ordem Superior","authors":"P. R. Martins, P. S. Nunes, C. Vasconcellos","doi":"10.5540/tcam.2023.024.03.00411","DOIUrl":"https://doi.org/10.5540/tcam.2023.024.03.00411","url":null,"abstract":". This paper presents a general model to portfolio selection based on maximizing a higher-order odd moment when the first two moments are fixed, considering a risk-free asset, and allowing short sales. We deduce geometric properties from their solutions and also propose a generalization to the Markowitz Mean-Variance model by minimizing a higher-order even moment subject to a fixed return","PeriodicalId":291172,"journal":{"name":"Trends in Computational and Applied Mathematics","volume":"94 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139357462","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The Sooner Strict Public Health Strategies are Applied the Lower the Peak of the Epidemic: the SARS-CoV-2 Case 越早采取严格的公共卫生策略，疫情高峰就越低：SARS-CoV-2 案例
Trends in Computational and Applied Mathematics Pub Date : 2023-07-20 DOI: 10.5540/tcam.2023.024.03.00575
J. G. Villavicencio‐Pulido, I. Barradas, F. Saldaña, C. NILA LUÉVANO
{"title":"The Sooner Strict Public Health Strategies are Applied the Lower the Peak of the Epidemic: the SARS-CoV-2 Case","authors":"J. G. Villavicencio‐Pulido, I. Barradas, F. Saldaña, C. NILA LUÉVANO","doi":"10.5540/tcam.2023.024.03.00575","DOIUrl":"https://doi.org/10.5540/tcam.2023.024.03.00575","url":null,"abstract":"An epidemiological model is proposed to analyze the COVID-19 epidemics when control interventions are being applied to reduce the speed of the disease. The analyzed model includes parameters that describe control strategies such as behavioral changes of susceptible individuals to reduce the transmission of the disease, rates of diagnosis of the infectious individuals, and other control measures as cleaning and disinfection of contaminated environments. The proposed model is calibrated using Bayesian statistics and the official cumulative confirmed cases forCOVID-19 in Mexico. We show which public health strategies contribute the most to the variation of $R_0$. A central result is the fact that the peak of the epidemics can drastically be changed depending on the time when the control strategies are introduced.","PeriodicalId":291172,"journal":{"name":"Trends in Computational and Applied Mathematics","volume":"36 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139357405","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Minimum Vector Control Intensity to Get a Stable Fixed Point in a Mosquito Dynamic Model 蚊子动态模型稳定不动点的最小矢量控制强度
Trends in Computational and Applied Mathematics Pub Date : 2023-07-20 DOI: 10.5540/tcam.2023.024.03.00521
F. H. Kawahama, L. B. Santos, P. Cirilo, L. F. Souza, E. Macau
{"title":"Minimum Vector Control Intensity to Get a Stable Fixed Point in a Mosquito Dynamic Model","authors":"F. H. Kawahama, L. B. Santos, P. Cirilo, L. F. Souza, E. Macau","doi":"10.5540/tcam.2023.024.03.00521","DOIUrl":"https://doi.org/10.5540/tcam.2023.024.03.00521","url":null,"abstract":"Vector-borne diseases are a cause of concern all around the world, especially in Brazil. In the past few years, the Brazilian health system faced recurrent epidemics such as Dengue and Malaria as well as new cases of Chikungunya, Zika and Yellow Fever. Vector control continues to be one of the most important counter measures against these types of diseases. Mathematical models are important tools for planning vector control strategies. In this work we present an approach in order to calculate what is the minimum vector control intensity to obtain stability in a simple population’s dynamics model of mosquitoes.We combined numerical simulations with analytic results. Transcritical bifurcations appear in our analysis considering different control’s parameters values for the eggs, larvae, pupae and adults mosquitoes populations. A discussion about combined strategies of vector control was also showed.","PeriodicalId":291172,"journal":{"name":"Trends in Computational and Applied Mathematics","volume":"96 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132681338","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Análise do Torque de Pressão de Radiação Solar e do Torque Aerodinâmico com Dados Simulados do Satélite CBERS 利用CBERS卫星模拟数据分析太阳辐射压力转矩和空气动力转矩
Trends in Computational and Applied Mathematics Pub Date : 2023-07-20 DOI: 10.5540/tcam.2023.024.03.00475
G. A. X. Ribeiro, B. G. Cordeiro, R. Garcia, H. Kuga
{"title":"Análise do Torque de Pressão de Radiação Solar e do Torque Aerodinâmico com Dados Simulados do Satélite CBERS","authors":"G. A. X. Ribeiro, B. G. Cordeiro, R. Garcia, H. Kuga","doi":"10.5540/tcam.2023.024.03.00475","DOIUrl":"https://doi.org/10.5540/tcam.2023.024.03.00475","url":null,"abstract":"Palavras-chave: torque de press˜ao de radiac¸˜ao solar, torque aerodinˆamico, sat´elite CBERS","PeriodicalId":291172,"journal":{"name":"Trends in Computational and Applied Mathematics","volume":"299 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134539562","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On the Preconditioned Delayed Weighted Gradient Method 关于预条件延迟加权梯度法
Trends in Computational and Applied Mathematics Pub Date : 2023-07-20 DOI: 10.5540/tcam.2023.024.03.00437
R. Aleixo, H. Lara Urdaneta
{"title":"On the Preconditioned Delayed Weighted Gradient Method","authors":"R. Aleixo, H. Lara Urdaneta","doi":"10.5540/tcam.2023.024.03.00437","DOIUrl":"https://doi.org/10.5540/tcam.2023.024.03.00437","url":null,"abstract":"In this article a preconditioned version of the Delayed Weighted Gradient Method (DWGM) is presented and analyzed.  In addition to the convergence, some nice properties as  the A- orthogonality of the current transformed gradient with all the previous gradient vectors as well as finite convergence are demonstrated. Numerical experimentation is also offered, exposing the benefits of preconditioning.","PeriodicalId":291172,"journal":{"name":"Trends in Computational and Applied Mathematics","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123193118","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Combinatorial Bijection between Ordered Trees and Lattice Paths 有序树与点阵路径的组合双射
Trends in Computational and Applied Mathematics Pub Date : 2023-07-20 DOI: 10.5540/tcam.2023.024.03.00427
L. Rocha, E. Spreafico
{"title":"A Combinatorial Bijection between Ordered Trees and Lattice Paths","authors":"L. Rocha, E. Spreafico","doi":"10.5540/tcam.2023.024.03.00427","DOIUrl":"https://doi.org/10.5540/tcam.2023.024.03.00427","url":null,"abstract":"This work presents a combinatorial bijection between the set of lattice paths and the set of ordered trees, both counted by the central coefficients of the expansion of the trinomial (1+x+x^2)^n. Moreover, using a combinatorial interpretation of Catalan numbers, we establish a new set of ordered trees counted by a new sequence.","PeriodicalId":291172,"journal":{"name":"Trends in Computational and Applied Mathematics","volume":"183 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123315094","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Downside Risk Aplicado a Carteiras de Ações Brasileiras Durante Período Pandêmico da COVID-19 COVID-19大流行期间巴西股票投资组合的下行风险
Trends in Computational and Applied Mathematics Pub Date : 2023-07-20 DOI: 10.5540/tcam.2023.024.03.00557
C. M. Freitas, Y. V. Santiago, S. M. S. Carvalho, Sílvia Maria
{"title":"Downside Risk Aplicado a Carteiras de Ações Brasileiras Durante Período Pandêmico da COVID-19","authors":"C. M. Freitas, Y. V. Santiago, S. M. S. Carvalho, Sílvia Maria","doi":"10.5540/tcam.2023.024.03.00557","DOIUrl":"https://doi.org/10.5540/tcam.2023.024.03.00557","url":null,"abstract":". Objective of this paper is the formation and optimization of investment port-folios with shares traded on B3 and based on the theory of diversification of the Markowitz model and on Quadratic Programming. The minimization of the portfolio risk was considered by the Downside Risk system, modeled and implemented computationally. The data collection period began in 2020, the year in which there was a global economic crisis due to the Sars-CoV-2 pandemic and consequent isolation measures that profoundly affected the economy. Three portfolios were formed that performed between January 2021 and March 2022 and showed better-than-expected results compared to the percentage change in the Ibovespa.","PeriodicalId":291172,"journal":{"name":"Trends in Computational and Applied Mathematics","volume":"42 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130294183","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Stochastic Modeling of a Measles Outbreak in Brazil 巴西麻疹暴发的随机模型
Trends in Computational and Applied Mathematics Pub Date : 2023-07-20 DOI: 10.5540/tcam.2023.024.03.00459
M. Lau, Z. G. Arenas
{"title":"Stochastic Modeling of a Measles Outbreak in Brazil","authors":"M. Lau, Z. G. Arenas","doi":"10.5540/tcam.2023.024.03.00459","DOIUrl":"https://doi.org/10.5540/tcam.2023.024.03.00459","url":null,"abstract":"Development of mathematical models and its numerical implementations are essential tools in epidemiological modeling. Susceptible-Infected-Recovered (SIR) compartmental model, proposed by Kermack and McKendrick, in 1927, is a widely used deterministic model which serves as a basis for more involved mathematical models. In this work, we consider two stochastic versions of the SIR model for analysing a measles outbreak in Ilha Grande, Rio de Janeiro, in 1976; Continuous Time Markov Chain and Stochastic Differential Equations.  The SIR Continuous Time Markov Chain model is used to extract specific information from the measles outbreak, obtaining results in excellent agreement with the reported epidemic values. Numerical simulations are performed in Python.","PeriodicalId":291172,"journal":{"name":"Trends in Computational and Applied Mathematics","volume":"56 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134493888","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Metaheuristic Approach to Parameter Estimation of a Flexible Parametric Mixture Cure Rate Model with Interval-Censored Data 区间截尾数据下柔性参数混合固化率模型参数估计的元启发式方法
Trends in Computational and Applied Mathematics Pub Date : 2023-07-20 DOI: 10.5540/tcam.2023.024.03.00535
P. Borges, M. Campos
{"title":"A Metaheuristic Approach to Parameter Estimation of a Flexible Parametric Mixture Cure Rate Model with Interval-Censored Data","authors":"P. Borges, M. Campos","doi":"10.5540/tcam.2023.024.03.00535","DOIUrl":"https://doi.org/10.5540/tcam.2023.024.03.00535","url":null,"abstract":"A flexible parametric mixture cure model, called bi-lognormal cure rate model or simply BLN model, is defined and studied. The BLN model can be effectively used to analyze survival dataset in the presence of long-term survivors, especially when the dataset presents the underlying phenomenon of latent competing risks or when there is evidence that a bimodal hazard function is appropriated to described it, which are advantages over other cure rate models found in the literature. We discuss the maximum likelihood estimation for the model parameters considering interval-censored data through the differential evolution algorithm that is a nature-inspired computing metaheuristic used for global optimization of functions defined in multidimensional spaces. This approach is also used because the likelihood function of the model is multimodal and the direct application of gradient methods in this case is not ideal, since such methods are local search methods with a high chance of getting stuck at a local maximum when the starting point is chosen outside the basin of attraction of a global maximum. In addition, a simulation study was implemented to compare the performance of differential evolution algorithm with the performance of the Newton-Raphson algorithm in terms of bias, root mean square error, and the coverage probability of the asymptotic confidence intervals for the parameters. Finally, an application of the BLN model to real data is presented to illustrate that it can provide a better fit than other mixture cure rate models.","PeriodicalId":291172,"journal":{"name":"Trends in Computational and Applied Mathematics","volume":"270 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116546783","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Grafos de Emparelhamento de Arestas 边配对图
Trends in Computational and Applied Mathematics Pub Date : 2023-05-24 DOI: 10.5540/tcam.2023.024.02.00377
H. Silva, C. Mendes de Jesus, J. Coelho
{"title":"Grafos de Emparelhamento de Arestas","authors":"H. Silva, C. Mendes de Jesus, J. Coelho","doi":"10.5540/tcam.2023.024.02.00377","DOIUrl":"https://doi.org/10.5540/tcam.2023.024.02.00377","url":null,"abstract":". ABSTRACT. In this work we propose a new technique to verify if a graph corresponds to some edge pairing. For that, we propose the use of what we call parallel graph; a graph where each edge is divided into two oriented half-edges. This graph associates a word with a given pairing, so that operations on the words can be used to determine the equivalence between two pairings. The relationship between the word and the vertices of the pairing is determined by a proposed algorithm called vertex rain. Finally, we determine the relationship between the vertex length and the associated word.","PeriodicalId":291172,"journal":{"name":"Trends in Computational and Applied Mathematics","volume":"216 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122884079","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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