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Results 1-10 of 11.
Year of PublicationTitleAuthor(s)
2021The proper use of Google Trends in forecasting modelsMedeiros, Marcelo C.; Pires, Henrique
2020Regularized estimation of high-dimensional vector autoregressions with weakly dependent innovationsMasini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F.
2021Jumps in stock prices: New insights from old dataJohnson, James A.; Medeiros, Marcelo C.; Paye, Bradley S.
2021Short-term Covid-19 forecast for latecomersMedeiros, Marcelo C.; Street, Alexandre; Valladão, Davi; Vasconcelos, Gabriel; Zilberman, Eduardo
2020Online action learning in high dimensions: A new exploration rule for contextual et-greedy heuristicsFlores, Claudio C.; Medeiros, Marcelo C.
2020Machine learning advances for time series forecastingMasini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F.
2021Residual based nodewise regression in factor models with ultra-high dimensions: Analysis of mean-variance portfolio efficiency and estimation of out-of-sample and constrained maximum Sharpe ratiosCaner, Mehmet; Medeiros, Marcelo C.; Vasconcelos, Gabriel F. R.
2020Do we exploit all information for counterfactual analysis? Benefits of factor models and idiosyncratic correctionFan, Jianqing; Masini, Ricardo; Medeiros, Marcelo C.
2021Bridging factor and sparse modelsFan, Jianqing; Masini, Ricardo; Medeiros, Marcelo C.
2021Lockdown effects in US states: an artificial counterfactual approachCarneiro, Carlos B.; Ferreira, Iuri H.; Medeiros, Marcelo C.; Pires, Henrique F.; Zilberman, Eduardo