Renato A. Aguiar

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In this paper empirical tests for the analysis of overreaction and underreaction hypothesis in the American stock market are presented. For these tests a new methodology based on the fuzzy clustering means algorithm is proposed. Such methodology is strongly connected with two heuristics of behavioral finance: representativeness and anchoring. The proposed(More)
This paper aims to present a comparison between different controllers to be used in a dynamic model of a quadcopter platform. The controllers assumed in this work are an ITAE tuned PID, a classic LQR controller and a PID tuned with a LQR loop. The results were obtained through simulations for 10 different attitudes of the quadcopter, however, in this paper(More)
The aim of this paper is to investigate the trend of the return of a portfolio formed randomly or for any specific technique. The approach is made using two techniques fuzzy: fuzzy c-means (FCM) algorithm and the fuzzy transform, where the rules used in the fuzzy transform arise from the application of the FCM algorithm. The results show that the proposed(More)
The aim of this paper is to investigate the trend of the return of a portfolio formed randomly or for any specific technique. The approach is made using two techniques fuzzy: fuzzy c-means (FCM) algorithm and the fuzzy transform, where the rules used at fuzzy transform arise from the application of the FCM algorithm. The results show that the proposed(More)
In this paper empirical tests for the overreaction and underreaction hypothesis in the Brazilian stock market are presented. For these tests, due to the complexity of these phenomena, a new model based on the fuzzy set theory is proposed. It is shown that such model is strongly connected with two heuristics of behavioral finance: representativeness and(More)
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