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cond-mat.stat-mech2020★ 3 cited
Restricted Boltzmann Machine Flows and The Critical Temperature of Ising models
Rodrigo Veiga, Renato Vicente
We explore alternative experimental setups for the iterative sampling (flow) from Restricted Boltzmann Machines (RBM) mapped on the temperature space of square lattice Ising models…
cond-mat.stat-mech2004★ 3 cited
Common Underlying Dynamics in an Emerging Market: From Minutes to Months
Renato Vicente, Charles M. de Toledo, Vitor B. P. Leite +1
We analyse a period spanning 35 years of activity in the Sao Paulo Stock Exchange Index (IBOVESPA) and show that the Heston model with stochastic volatility is capable of explainin…