Newton Carneiro Affonso da Costa

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Artificial neural networks and fuzzy systems, have gradually established themselves as a popular tool in approximating complicated nonlinear systems and time series forecasting. This paper investigates the hypothesis that the nonlinear mathematical models of multi-layer perceptron and radial basis function neural networks and the Takagi–Sugeno (TS) fuzzy(More)
This paper is a historical companion to a previous one, in which it was studied the so-called abstract Galois theory as formulated by the Portuguese mathematician José Sebastião e Silva (see da Costa, Rodrigues (2007)). Our purpose is to present some applications of abstract Galois theory to higher-order model theory, to discuss Silva's notion of(More)
Let us consider informally a theory T (deductive system). We say that T is trivial (or overcomplete) if all formulas of T are theorems of T ; otherwise, we say that T is non-trivial (or not overcomplete). T is inconsistent if it has a negation symbol and there are, at least, two theorems of T such that one is the negation of the other; if this is not the(More)
JEL classification: G11 G14 Keywords: Disposition effect Investor experience Artificial stock market Framed field experiment a b s t r a c t We examine whether investing experience can dampen the disposition effect, that is, the fact that investors seem to hold on to their losing stocks to a greater extent than they hold on to their winning stocks. To do(More)
Palavras-chaves: mercados emergentes; integração versus segmentação; modelos de precificação internacionais. A A A A ABSTRACT BSTRACT BSTRACT BSTRACT BSTRACT Many recent works have presented evidences about the existence of links between the stock markets of Brazil and Argentina. However the existence of links between two markets does not mean that they are(More)
A A A A ABSTRACT BSTRACT BSTRACT BSTRACT BSTRACT This work investigates mutual fund performance through data envelopment analysis. The data envelopment analysis has shown to be a powerful tool in the evaluation of investment performance when investor's expected utility function contains multiple attributes. Besides the traditional attributes risk and return(More)
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