1. Testing the consumption-based CAPM using the stochastic discount factor

Abstract This article investigates the problem of optimal intertemporal consumption in the CCAPM setup from a new empirical perspective. The econometric analysis is based on use of the equality between the stochastic discount factor (SDF) and the marginal rate of intertemporal substitution of consumption, which in the CCAPM is equivalent to the Euler equatio

Revista Brasileira de Economia. Publicado em: 2022

2. Characterization of Otto Chips by Particle Swarm Optimization

Abstract Recently a surface plasmon resonance (SPR) optical sensor, based on the Otto configuration — the Otto chip — has been developed. One essential step in the quality control of the fabrication process is characterization of the active region of several devices in a batch. Characterization is done by measuring the angular spectrum of the optical re

J. Microw. Optoelectron. Electromagn. Appl.. Publicado em: 2021-03

3. THE EM ALGORITHM FOR STANDARD STOCHASTIC FRONTIER MODELS

ABSTRACT The Expectation-Maximization (EM) algorithm is developed for the stochastic frontier models most used in practice with cross-section data. The resulting algorithms can be easily programmed into a computer and are shown to be worthy alternatives to general-purpose optimization routines currently used. The algorithms for the half normal and the expone

Pesqui. Oper.. Publicado em: 02/12/2019

4. Direct sequencing of blocks in stochastic models with multi-mines and multi-destinations

Abstract Mining Scheduling is the one that maximizes profit from mining over time. By means of computational methods, the deposit is discretized in blocks and algorithms are used to consummate this objective. The methods that are widely known nowadays for mining scheduling optimization of a discrete block model were based on graph theory, and among those mos

REM, Int. Eng. J.. Publicado em: 16/09/2019

5. STOCHASTIC DISCRETE LOT-SIZING WITH LEAD TIMES FOR FUEL SUPPLY OPTIMIZATION

ABSTRACT We address the problem of expected cost minimization of meeting the uncertain fuel demand during a time planning horizon, where supply is provided by selecting discrete shipments with lead times. Due to uncertainty and the passage of time, corrective actions can be taken such as cancellation and postponement on supply of shipments with associated co

Pesqui. Oper.. Publicado em: 09/05/2019

6. A Model Updating Method for Plate Elements Using Particle Swarm Optimization (PSO), Modeling the Boundary Flexibility, Including Uncertainties on Material and Dimensional Properties

Abstract It is a well-known fact that, in a real engineering situation, fixtures are not ideally stiff, so numerical simulations using them are unlikely to present results that are consistent with the experimental ones. The present paper intends to describe a model updating methodology inserting translational and rotational springs in order to better represe

Lat. Am. j. solids struct.. Publicado em: 22/10/2018

7. Analysis of a tuned liquid column damper in non-linear structures subjected to seismic excitations

Abstract The behavior of the tuned liquid column damper (TLCD) is analyzed in the control of non-linear structures subjected to random seismic excitations. The structure is modeled as a system of one degree of freedom with incursion in the non-linear range. The Bouc-Wen hysteretic model is used to model the non-linear behavior of the structure. A stationary

Lat. Am. j. solids struct.. Publicado em: 19/07/2018

8. Modal Parameter Extraction of a Huge Four Stage Centrifugal Compressor Using Operational Modal Analysis Method

Abstract In recent years, modal analysis has become one of the essential methods for modification and optimization of dynamic characteristics of engineering structures. This is the first published study to identify modal parameters of a complex four-stage centrifugal compressor using Operational Modal Analysis (OMA). Vibrational response was measured contin

Lat. Am. j. solids struct.. Publicado em: 03/05/2018

9. Updating Finite Element Model Using Stochastic Subspace Identification Method and Bees Optimization Algorithm

Abstract This study investigates the application of operational modal analysis along with bees optimization algorithm for updating the finite element model of structures. Bees algorithm applies instinctive behavior of honeybees as they look for nectar of flowers. The parameters that needed to be updated are uncertain parameters such as geometry and material

Lat. Am. j. solids struct.. Publicado em: 26/04/2018

10. PERFORMANCE COMPARISON OF SCENARIO-GENERATION METHODS APPLIED TO A STOCHASTIC OPTIMIZATION ASSET-LIABILITY MANAGEMENT MODEL

ABSTRACT In this paper, we provide an empirical discussion of the differences among some scenario tree-generation approaches for stochastic programming. We consider the classical Monte Carlo sampling and Moment matching methods. Moreover, we test the Resampled average approximation, which is an adaptation of Monte Carlo sampling and Monte Carlo with naive al

Pesqui. Oper.. Publicado em: 2018-04

11. A Stochastic Reliability Model for Application in a Multidisciplinary Optimization of a Low Pressure Turbine Blade Made of Titanium Aluminide

Abstract Currently, there are a lot of research activities dealing with gamma titanium aluminide (γ-TiAl) alloys as new materials for low pressure turbine (LPT) blades. Even though the scatter in mechanical properties of such intermetallic alloys is more distinctive as in conventional metallic alloys, stochastic investigations on γ -TiAl alloys are very ra

Lat. Am. j. solids struct.. Publicado em: 2016-12

12. A three-stage stochastic optimization model for the Brazilian biodiesel supply chain

Abstract The Brazilian program for biodiesel use highlights the production of biodiesel from castor seeds. Biodiesel is a non-polluting energy source that has the potential to promote prosperity by creating jobs in poor regions of Brazil. However, the infrastructure, logistics, and proper facilities are lacking. A variety of approaches to optimizing the biod

Prod.. Publicado em: 25/07/2016