No Centenário de Taylor

No-Arbitrage Taylor Rules with Switching Regimes

We develop a continuous-time regime-switching model for the term structure of interest rates, in which the spot rate follows the Taylor rule, and government bonds at different maturities are priced by no-arbitrage. We allow the coefficients of the Taylor rule and the dynamics of inflation and output gap to be regime-dependent. We estimate the model using government bond yields and find that the...

La falaise d’un polynôme de Taylor

Résumé On examine le phénomène de surconvergence de la suite des polynômes de Taylor associée à une fonction dont les singularités sur le cercle de convergence sont des pôles ou des ramifications. Le lieu de surconvergence associé à une suite extraite donnée cöıncide avec les zéros à l’extérieur du disque d’un polynôme d’interpolation de Lagrange qui se calcule directement à partir de la foncti...

Análise de Padrões de Propagação no Twitter

As a consequence of the popularization of the social networks, analyzing the information propagation in such networks has become a relevant task in several scenarios. Propagation patterns support the understanding of phenomena such as opinion formation and the emergence leaders in social networks. In this paper we present a methodology for propagation analysis on Twitter, the most popular micro...

Richard N . Taylor Web - Based De Complex Inform

Want to launch a virtual enterprise using the Web as your technology infrastructure? First learn what's missing from today's Web architecture and which extensions are needed for large-scale collaboration. T he WorldWide Web connects islands of information, along with the people seeking that information, from within corporate intranets and across the global Internet, easily and effectively. Shar...

Rafael Lorente de No, 1946