Mateus Nagata

Universidade de Brasília — Brazil

Economics, Econometrics and Finance · Social Sciences

3h-index138citations7works0.02yr avg
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Research Topics

Stochastic processes and financial applications(3), Financial Risk and Volatility Modeling(3), COVID-19 epidemiological studies(3), Complex Systems and Time Series Analysis(3), Stochastic processes and statistical mechanics(2)

Publications7 total

Retrodicting with the truncated Lévy flight
Communications in Nonlinear Science and Numerical Simulation·2022· 3 cited
The duration of historical pandemics
Communications in Nonlinear Science and Numerical Simulation·2022
Predicting the past with the truncated Lévy flight
Figshare·2022Open Access
Retrodicting with the Truncated Lévy Flight
SSRN Electronic Journal·2022Open Access
Understanding COVID-19 in Brazil: Socioeconomic Impacts, Statistical Analysis and Future Challenges
Studies in systems, decision and control·2021
Bypassing the truncation problem of truncated Lévy flights
Physica A Statistical Mechanics and its Applications·2020· 6 cited
An empirical overview of nonlinearity and overfitting in machine learning using COVID-19 data
Chaos Solitons & Fractals·2020· 129 citedOpen Access

Frequent Co-authors

Raul Matsushita(5), Sérgio Da Silva(5), Yaohao Peng(2), Pedro Brom(2), Regina Da Fonseca(1), Alex Rodrigues do Nascimento(1), Igor Ferreira do Nascimento(1), João Gabriel de Moraes Souza(1), Tatsuya Nagata(1), Pedro Henrique Melo Albuquerque(1), Herbert Kimura(1)