# Artigos - Matemática Aplicada - IBILCE

URI Permanente para esta coleçãohttps://hdl.handle.net/11449/22177

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ItemArtigo A review of artificial intelligence quality in forecasting asset prices(2023-01-01) Barboza, Flavio ; Nunes Silva, Geraldo ; Augusto Fiorucci, José ; Universidade Federal de Uberlândia (UFU) ; Universidade Estadual Paulista (UNESP) ; University of Brasilia (UnB)Researchers and practitioners globally, from a range of perspectives, acknowledge the difficulty in determining the value of a financial asset. This subject is of utmost importance due to the numerous participants involved and its impact on enhancing market structure, function, and efficiency. This paper conducts a comprehensive review of the academic literature to provide insights into the reasoning behind certain conventions adopted in financial value estimation, including the implementation of preprocessing techniques, the selection of relevant inputs, and the assessment of the performance of computational models in predicting asset prices over time. Our analysis, based on 109 studies sourced from 10 databases, reveals that daily forecasts have achieved average error rates of less than 1.5%, while monthly data only attain this level in optimal circumstances. We also discuss the utilization of tools and the integration of hybrid models. Finally, we highlight compelling gaps in the literature that provide avenues for further research.ItemArtigo Learning label diffusion maps for semi-automatic segmentation of lung CT images with COVID-19(2023-02-14) Bruzadin, Aldimir ; Boaventura, Maurílio ; Colnago, Marilaine ; Negri, Rogério Galante ; Casaca, Wallace ; Universidade Estadual Paulista (UNESP) ; Universidade de São Paulo (USP)Deep Learning (DL) has become one of the key approaches for dealing with many challenges in medical imaging, which includes lung segmentation in Computed Tomography (CT). The use of seeded segmentation methods is another effective approach to get accurate partitions from complex CT images, as they give users autonomy, flexibility and easy usability when selecting specific targets for measurement purposes or pharmaceutical interventions. In this paper, we combine the accuracy of deep contour leaning with the versatility of seeded segmentation to yield a semi-automatic framework for segmenting lung CT images from patients affected by COVID-19. More specifically, we design a DL-driven approach that learns label diffusion maps from a contour detection network integrated with a label propagation model, used to diffuse the seeds over the CT images. Moreover, the trained model induces the diffusion of the seeds by only taking as input a marked CT-scan, segmenting hundreds of CT slices in an unsupervised and recursive way. Another important trait of our framework is that it is capable of segmenting lung structures even in the lack of well-defined boundaries and regardless of the level of COVID-19 infection. The accuracy and effectiveness of our learned diffusion model are attested to by both qualitative as well as quantitative comparisons involving several user-steered segmentations methods and eight CT data sets containing different types of lesions caused by COVID-19.ItemArtigo A New Multi-Filter Framework for Texture Image Representation Improvement Using Set of Pattern Descriptors to Fingerprint Liveness Detection(2022-01-01) Contreras, Rodrigo Colnago ; Nonato, Luis Gustavo ; Boaventura, Maurilio ; Boaventura, Ines Aparecida Gasparotto ; Santos, Francisco Lledo Dos ; Zanin, Rodrigo Bruno ; Viana, Monique Simplicio ; Universidade de São Paulo (USP) ; Universidade Estadual Paulista (UNESP) ; Faculty of Architecture and Engineering ; Universidade Federal de São Carlos (UFSCar)The use of user recognition and authentication systems has become very common and is part of everyday routines for many people, guaranteeing access to the automatic teller machines, entrance to the gym or even to smartphones. Among all the biometrics that can be analyzed in this type of system, the fingerprint is the most considered due to the ease of collection, the uniqueness of each user, and the large amount of solid theories and computational libraries available in the scientific literature. However, in recent years, the falsification of these biometrics with synthetic materials, known as spoofing, has become a real threat to these systems. To circumvent these effects without the addition of hardware devices, techniques based on the analysis of texture pattern descriptors were developed. In this work, we propose a new framework based on steps of data augmentation, image processing and replication, and feature fusion and reduction. The method has as main objective to improve the ability of classifiers, or sets of classifiers, to recognize life in fingerprints. Furthermore, it is proposed a generalization of vector representation of patterns described in matrix form from the systematic use of sets of mapping functions. All the proposed material was analyzed on the well-established benchmark of the Liveness Detection competition of the 2009, 2011, 2013 and 2015 editions, presenting an average accuracy of 97.77% and being a competitive strategy in relation to the other techniques that make up the state of the art of specialized literature.ItemArtigo RTS: Expert advisor for reaction trend system[Formula presented](2022-08-01) Fiorucci, Jose Augusto ; Silva, Geraldo Nunes ; Barboza, Flavio ; University of Brasília (UnB) ; Universidade Estadual Paulista (UNESP) ; Universidade Federal de Uberlândia (UFU)An empirical strategy, proposed by Wilder (1978), operates in any market conditions based on 4 action points calculated from historical prices. Here, we developed an upgraded system by improving the calculus of these points through a statistical volatility model. To sum up, GARCH quantiles replace the fixed values in these points and the operational logic remains as the original methodology for initiating and closing positions. The aim of this paper is to show how to use the implemented R code that estimates these action points in combination with the RTS Expert Advisor.ItemArtigo A necessary and sufficient condition for the stability of interval difference equation via interval Lyapunov equation(2022-01-01) Campos, José Renato ; Assunção, Edvaldo ; Silva, Geraldo Nunes ; Lodwick, Weldon Alexander ; Leal, Ulcilea Alves Severino ; Science and Technology of São Paulo ; Universidade Estadual Paulista (UNESP) ; University of Colorado ; Federal University of Triângulo MineiroInterval difference equations can be used for modeling biological, economic, or physical systems that, due to lack of information or measurement errors in the input data from real-world applications, contain uncertainties. These types of systems are usually called uncertain systems. The stability analysis of those systems is of particular interest among the various properties of the uncertain systems. In this paper, we propose a necessary and sufficient condition for the stability of linear interval difference equation using single-level constrained interval arithmetic. The interval Lyapunov matrix equation is developed coupled with the interval Sylvester criterion. The stability analysis of the interval difference equation proposed here, using constrained interval arithmetic, is, to a certain degree, similar to the case in crisp environment. This similarity is of great advantage for the treatment of systems with uncertainty. We illustrate the application of the stability theory developed here with a variety of examples.ItemArtigo Reaction trend system with GARCH quantiles as action points[Formula presented](2022-07-15) Fiorucci, Jose Augusto ; Silva, Geraldo Nunes ; Barboza, Flavio ; 70910–900 ; Universidade Estadual Paulista (UNESP) ; Universidade Federal de Uberlândia (UFU)Most trading systems developed from technical indicators are designed to operate in either trending or non-trending markets but they are rarely useful for both markets. A reaction trend system allows operations in both markets. In this study, we improve the calculus of four action points using a statistical volatility model and then replace the action points with those derived from GARCH quantiles. Although the proposed system is more advanced, it maintains the same operational logic as the method proposed by Wilder. Empirical tests on various assets suggest that the novel method performs better. Finally, we compare the performance of our proposed system with previous studies that analysed assets in different markets and regions. Our system has been proven consistently competitive in all situations.ItemTrabalho apresentado em evento A New Multi-filter Framework with Statistical Dense SIFT Descriptor for Spoofing Detection in Fingerprint Authentication Systems(2021-01-01) Contreras, Rodrigo Colnago ; Nonato, Luis Gustavo ; Boaventura, Maurílio ; Boaventura, Inês Aparecida Gasparotto ; Coelho, Bruno Gomes ; Viana, Monique Simplicio ; Universidade de São Paulo (USP) ; Universidade Estadual Paulista (UNESP) ; New York University ; Universidade Federal de São Carlos (UFSCar)Fingerprint-based authentication systems represent what is most common in biometric authentication systems. Today’s simplest tasks, such as unlocking functions on a personal cell phone, may require its owner’s fingerprint. However, along with the advancement of this category of systems, have emerged fraud strategies that aim to guarantee undue access to illegitimate individuals. In this case, one of the most common frauds is that in which the impostor presents manufactured biometry, or spoofing, to the system, simulating the biometry of another user. In this work, we propose a new framework that makes two filtered versions of the fingerprint image in order to increase the amount of information that can be useful in the process of detecting fraud in fingerprint images. Besides, we propose a new texture descriptor based on the well-known dense Scale-Invariant Feature Transform (SIFT): the statistical dense SIFT, in which their descriptors are summarized using a set of signal processing functions. The proposed methodology is evaluated in benchmarks of two editions of LivDet competitions, assuming competitive results in comparison to techniques that configure the state of the art of the problem.ItemTrabalho apresentado em evento Sdre control applied to an electromechanical pendulum excited by a non-ideal motor(2013-01-01) Bueno, Atila Madureira ; Tusset, Angelo Marcelo ; Dos Santos, João Paulo Martins ; Tsuchida, Masayoshi ; Balthazar, José Manuel ; Universidade Estadual Paulista (UNESP) ; UTFPR-Ponta Grossa ; Air Force Academy (AFA)The dynamical behavior of an electromechanical pendulum system is analyzed by means of the classical perturbation theory. A frequency response model of the system is obtained, and the number of unstable poles are determined with the Routh-Hurwitz criterion. Numerical simulations show that the system presents nonlinear behavior such as hysteresis, with hard and soft characteristics, and the Sommerfeld effect in the resonance region. In order to keep the oscillations of the electromechanical system in a pre-defined amplitude range a control strategy is designed. The SDRE control strategy is used considering two control signals, a feedback control that tracks the system to a desired periodic orbit, and a nonlinear feedforward control that holds the system to that desired periodic orbit. Additionally, the robustness of the control technique is tested for parametric uncertainties. Numerical simulations show the efficiency of the control strategy. Copyright © 2013 by ASME.ItemArtigo New properties of the switching points for the generalized Hukuhara differentiability and some results on calculus ?(Elsevier B.V., 2021-02-01) Chalco-Cano, Y. ; Costa, T. M. ; Roman-Flores, H. ; Rufian-Lizana, A. ; Univ Tarapaca ; Universidade Estadual Paulista (Unesp) ; Univ SevilleThis article provides a new characterization of the switching points for generalized Hukuhara differentiability and shows that the set of all switching points is at most countable. Using these results, new properties in differential calculus, which generalize previous results, are presented. Then, generalizations of Ostrowski type inequalities for interval-valued functions using weaker assumption than previous results are obtained, and new numerical integration methods for interval-valued functions are established. (C) 2020 Elsevier B.V. All rights reserved.ItemArtigo A discrete weighted Markov-Bernstein inequality for sequences and polynomials(Elsevier B.V., 2021-01-01) Dimitrov, Dimitar K. ; Nikolov, Geno P. ; Universidade Estadual Paulista (Unesp) ; Sofia Univ St Kliment OhridskiFor parameters c is an element of(0,1) and beta > 0, let l(2)(c ,beta) be the Hilbert space of real functions defined on N (i.e., real sequences), for which parallel to f parallel to(2)(c,beta) := Sigma(infinity)(k=0)(beta)(k)/k! c(k)[f(k)](2) < infinity. We study the best (i.e., the smallest possible) constant gamma(n)(c,beta) in the discrete Markov-Bernstein inequality parallel to Delta P parallel to(c,beta) <= gamma(n)(c ,beta) parallel to P parallel to(c,beta), P is an element of P-n, where P-n is the set of real algebraic polynomials of degree at most n and Delta f(x) := f(x+1)-f(x). We prove that (i) gamma(n)(c, 1) <= 1 + 1/root c for every n is an element of N and lim(n ->infinity) gamma(n)(c, 1) = 1+1/root c; (ii) For every fixed c is an element of(0,1), gamma(n)(c, beta) is a monotonically decreasing function of beta in (0,infinity); (iii) For every fixed c is an element of(0,1) and beta > 0, the best Markov-Bernstein constants gamma(n)(c,beta) are bounded uniformly with respect to n. A similar Markov-Bernstein inequality is proved for sequences, and a relation between the best Markov-Bernstein constants gamma(n)(c, beta) and the smallest eigenvalues of certain explicitly given Jacobi matrices is established. (c) 2020 Elsevier Inc. All rights reserved.ItemArtigo A weak maximum principle for optimal control problems with mixed constraints under a constant rank condition(2020-09-01) Andreani, Roberto ; de Oliveira, Valeriano Antunes ; Pereira, Jamielli Tomaz ; Silva, Geraldo Nunes ; Universidade Estadual de Campinas (UNICAMP) ; Universidade Estadual Paulista (Unesp)Necessary optimality conditions for optimal control problems with mixed state-control equality constraints are obtained. The necessary conditions are given in the form of a weak maximum principle and are obtained under (i) a new regularity condition for problems with mixed linear equality constraints and (ii) a constant rank type condition for the general non-linear case. Some instances of problems with equality and inequality constraints are also covered. Illustrative examples are presented.ItemTrabalho apresentado em evento A Framework for the Sustainable Control and Optimization of Resources in Agriculture(2019-12-01) Pereira, Fernando Lobo ; Pena, Ismael ; Silva, Geraldo Nunes ; Faculty of Electrical Engineering ; Universidade Estadual Paulista (Unesp)This article concerns the issue of optimizing strategies of resources management in Agriculture. The increasing human population, and the anthropogenic environmental impacts resulting from the current agricultural food production practice raise tremendous challenges as the latter constitutes a huge threat to the overarching goal of eliminating hunger from the Earth's face. The contribution of this article consists in showing the stability and convergence of a bi-level optimization based control architecture to de-conflict the short-term profit-seeking goals of each agricultural production unit with the long-term goal of attaining the collective environmental equilibrium required to preserve the necessary food production efficiency level. Given the complexity of any realistic scenario, we consider a very simple context clarifying the core mathematical issues of a bi-level control architecture previously proposed by the authors that, under reasonable assumptions, generates control strategies ensuring the asymptotic convergence to an environmentally healthy equilibrium while ensuring the economic (and, thus, social) short term sustainability.ItemArtigo A Constant Rank Constraint Qualification in Continuous-Time Nonlinear Programming(2020-01-01) do Monte, Moisés Rodrigues Cirilo ; de Oliveira, Valeriano Antunes ; Universidade Federal de Uberlândia (UFU) ; Universidade Estadual Paulista (Unesp)The paper addresses continuous-time nonlinear programming problems with equality and inequality constraints. First and second order necessary optimality conditions are obtained under a constant rank type constraint qualification. The first order necessary conditions are of Karush-Kuhn-Tucker type.ItemArtigo Complementary Romanovski–Routh Polynomials, Orthogonal Polynomials on the Unit Circle, and Extended Coulomb Wave Functions(2020-03-01) Martínez-Finkelshtein, A. ; Silva Ribeiro, L. L. ; Sri Ranga, A. ; Tyaglov, M. ; Baylor University ; Universidade Estadual Paulista (Unesp) ; Shanghai Jiao Tong UniversityIn a recent paper (Martínez-Finkelshtein et al. in Proc Am Math Soc 147:2625–2640, 2019) some interesting results were obtained concerning complementary Romanovski–Routh polynomials, a class of orthogonal polynomials on the unit circle and extended regular Coulomb wave functions. The class of orthogonal polynomials here are generalization of the class of circular Jacobi polynomials. In the present paper, in addition to looking at some further properties of the complementary Romanovski–Routh polynomials and associated orthogonal polynomials on the unit circle, behaviour of the zeros of these extended Coulomb wave functions are also studied.ItemTrabalho apresentado em evento A Framework for the Sustainable Control and Optimization of Resources in Agriculture(Ieee, 2019-01-01) Pereira, Fernando Lobo ; Pena, Ismael ; Silva, Geraldo Nunes ; IEEE ; Univ Porto ; Universidade Estadual Paulista (Unesp)This article concerns the issue of optimizing strategies of resources management in Agriculture. The increasing human population, and the anthropogenic environmental impacts resulting from the current agricultural food production practice raise tremendous challenges as the latter constitutes a huge threat to the overarching goal of eliminating hunger from the Earth's face. The contribution of this article consists in showing the stability and convergence of a bi-level optimization based control architecture to de-conflict the short-term profit-seeking goals of each agricultural production unit with the long-term goal of attaining the collective environmental equilibrium required to preserve the necessary food production efficiency level. Given the complexity of any realistic scenario, we consider a very simple context clarifying the core mathematical issues of a bi-level control architecture previously proposed by the authors that, under reasonable assumptions, generates control strategies ensuring the asymptotic convergence to an environmentally healthy equilibrium while ensuring the economic (and, thus, social) short term sustainability.ItemTrabalho apresentado em evento Linear Integral Equations with Discontinuous Kernels and the Representation of Operators on Regulated Functions on Time Scales(Springer, 2013-01-01) Barbanti, Luciano ; Damasceno, Berenice Camargo ; Silva, Geraldo Nunes ; Anderson Braz Federson, Marcia Cristina ; Pinelas, S. ; Chipot, M. ; Dosla, Z. ; Universidade Estadual Paulista (Unesp) ; Universidade de São Paulo (USP)We present here the linear Cauchy-Stieltjes integral on regulated functions with values in Banach spaces on time scales and represent a linear operator on the space of the regulated functions by means of an appropriate kernel in the integral.ItemTrabalho apresentado em evento A New Sufficient Condition for Optimal Impulsive Control Problems(Ieee, 2012-01-01) Oliveira, Valeriano A. de ; Silva, Geraldo N. ; Pereira, Fernando Lobo ; IEEE ; Universidade Estadual Paulista (Unesp) ; Univ PortoIn this article we introduce the concept of MP-pseudoinvexity for general nonlinear impulsive optimal control problems whose dynamics are specified by measure driven control equations. This is a general paradigm in that, both the absolutely continuous and singular components of the dynamics depend on both the state and the control variables. The key result consists in showing the sufficiency for optimality of the MP-pseudoinvexity. It is proved that, if this property holds, then every process satisfying the maximum principle is an optimal one. This result is obtained in the context of a proper solution concept that will be presented and discussed.ItemTrabalho apresentado em evento Necessary Conditions of Optimality for State Constrained Infinite Horizon Differential Inclusions(Ieee, 2011-01-01) Pereira, Fernando Lobo ; Silva, Geraldo Nunes da ; IEEE ; Univ Porto ; Universidade Estadual Paulista (Unesp)This article presents and discusses necessary conditions of optimality for infinite horizon dynamic optimization problems with inequality state constraints and set inclusion constraints at both endpoints of the trajectory. The cost functional depends on the state variable at the final time, and the dynamics are given by a differential inclusion. Moreover, the optimization is carried out over asymptotically convergent state trajectories. The novelty of the proposed optimality conditions for this class of problems is that the boundary condition of the adjoint variable is given as a weak directional inclusion at infinity. This improves on the currently available necessary conditions of optimality for infinite horizon problems.ItemArtigo Electrostatic Problems with a Rational Constraint and Degenerate Lame Equations(Springer, 2020-04-01) Dimitrov, Dimitar K. ; Shapiro, Boris ; Universidade Estadual Paulista (Unesp) ; Stockholm UnivIn this note we extend the classical relation between the equilibrium configurations of unit movable point charges in a plane electrostatic field created by these charges together with some fixed point charges and the polynomial solutions of a corresponding Lame differential equation. Namely, we find similar relation between the equilibrium configurations of unit movable charges subject to a certain type of rational or polynomial constraint and polynomial solutions of a corresponding degenerate Lame equation, see details below. In particular, the standard linear differential equations satisfied by the classical Hermite and Laguerre polynomials belong to this class. Besides these two classical cases, we present a number of other examples including some relativistic orthogonal polynomials and linear differential equations satisfied by those.ItemArtigo WRONSKIANS OF FOURIER AND LAPLACE TRANSFORMS(Amer Mathematical Soc, 2019-09-15) Dimitrov, Dimitar K. ; Xu, Yuan ; Universidade Estadual Paulista (Unesp) ; Univ OregonAssociated with a given suitable function, or a measure, on R, we introduce a correlation function so that the Wronskian of the Fourier transform of the function is the Fourier transform of the corresponding correlation function, and the same holds for the Laplace transform. We obtain two types of results. First, we show that Wronskians of the Fourier transform of a non-negative function on R are positive definite functions and that the Wronskians of the Laplace transform of a nonnegative function on R+ are completely monotone functions. Then we establish necessary and sufficient conditions in order that a real entire function, defined as a Fourier transform of a positive kernel K, belongs to the Laguerre-Polya class, which answers an old question of Polya. The characterization is given in terms of a density property of the correlation kernel related to K, via classical results of Laguerre and Jensen and employing Wiener's L-1 Tauberian theorem. As a consequence, we provide a necessary and sufficient condition for the Riemann hypothesis in terms of a density of the translations of the correlation function related to the Riemann xi-function.