We employ the Bayesian framework to define a cointegration measure aimed to represent long term relationships between time series. For visualization of these relationships we introduce a dissimilarity matrix and a map based on the sorting points into neighborhoods (SPIN) technique, which has...

We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian S\~ao Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for inflation and a period spanning 15 years characterized by memoryless...

We analyse a period spanning 35 years of activity in the Sao Paulo Stock Exchange Index (IBOVESPA) and show that the Heston model with stochastic volatility is capable of explaining price fluctuations for time scales ranging from 5 minutes to 100 days with a single set of parameters. We also...

Moral Foundation Theory states that groups of different observers may rely on partially dissimilar sets of moral foundations, thereby reaching different moral valuations. The use of functional imaging techniques has revealed a spectrum of cognitive styles with respect to the differential...

We employ the Bayesian framework to define a cointegration measure aimed to represent long term relationships between time series. For visualization of these relationships we introduce a dissimilarity matrix and a map based on the Sorting Points Into Neighborhoods (SPIN) technique, which has...

The generalization ability of Hebbian Boolean perceptrons can be improved by a kind of feedback mechanism in which the student net judges the difficulty of a new example from its previous experience. It is shown that by giving a higher weight to the hard examples both generalization and learning...

We study the dynamics of the adoption of new products by agents with continuous opinions and discrete actions (CODA). The model is such that the refusal in adopting a new idea or product is increasingly weighted by neighbor agents as evidence against the product. Under these rules, we study the...

We propose a method, Temperature Integration, which allows an efficient calculation of free energy differences between two systems of interest, with the same degrees of freedom, which may have rough energy landscapes. The method is based on calculating, for each single system, the difference...

We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter quantified by the mutual information. We define the information...