Takip et
Gabriel Vasconcelos
Gabriel Vasconcelos
Bank BOCOM BBM
bocombbm.com.br üzerinde doğrulanmış e-posta adresine sahip
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Forecasting inflation in a data-rich environment: the benefits of machine learning methods
MC Medeiros, GFR Vasconcelos, Á Veiga, E Zilberman
Journal of Business & Economic Statistics 39 (1), 98-119, 2021
3922021
Real-time inflation forecasting with high-dimensional models: The case of Brazil
MGP Garcia, MC Medeiros, GFR Vasconcelos
International Journal of Forecasting 33 (3), 679-693, 2017
1492017
Measuring the aggregate effects of the Brazilian Development Bank on investment
R de Menezes Barboza, GFR Vasconcelos
The North American Journal of Economics and Finance 47, 223-236, 2019
392019
Forecasting macroeconomic variables in data-rich environments
MC Medeiros, GFR Vasconcelos
Economics Letters 138, 50-52, 2016
282016
Forecasting brazilian inflation with high-dimensional models
MC Medeiros, G Vasconcelos, E Freitas
Brazilian Review of Econometrics 36 (2), 223-254, 2016
262016
Boost: Boosting smooth trees for partial effect estimation in nonlinear regressions
Y Fonseca, M Medeiros, G Vasconcelos, A Veiga
arXiv preprint arXiv:1808.03698, 2018
182018
Short-term Covid-19 forecast for latecomers
MC Medeiros, A Street, D Valladão, G Vasconcelos, E Zilberman
International journal of forecasting 38 (2), 467-488, 2022
172022
Arco: An R package to estimate artificial counterfactuals
YR Fonseca, RP Masini, MC Medeiros, GFR Vasconcelos
172018
Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models
M Caner, M Medeiros, GFR Vasconcelos
Journal of Econometrics 235 (2), 393-417, 2023
142023
Penalized time series regression
AB Kock, M Medeiros, G Vasconcelos
Macroeconomic Forecasting in the Era of Big Data: Theory and Practice, 193-228, 2020
112020
Parametric portfolio selection: Evaluating and comparing to markowitz portfolios
MC Medeiros, AM Passos, GFR Vasconcelos
Revista Brasileira de Finanças 12 (2), 257-284, 2014
102014
Mitigating wind exposure with zero-cost collar insurance
G Fernandes, L Gomes, G Vasconcelos, L Brandão
Renewable Energy 99, 336-346, 2016
92016
Predicting mortality from credit reports
G De Giorgi, M Harding, GFR Vasconcelos
Financial Planning Review 4 (4), e1135, 2021
82021
Heterogeneity in the effects of food vouchers on nutrition among low-income adults: a quantile regression analysis
JS White, G Vasconcelos, M Harding, MM Carroll, CD Gardner, S Basu, ...
American Journal of Health Promotion 35 (2), 279-283, 2021
82021
A proposal of reformulation of hydropower sales contracts in the Brazilian electricity sector
G Fernandes, L Brandão, L Gomes, G Vasconcelos
Energy: Expectations and Uncertainty, 39th IAEE International Conference …, 2016
62016
Mitigating wind exposure with (lower and upper bound) collars-type insurance
G Fernandes, L Gomes, G Vasconcelos, L Brandão
Real Options Conference, Athens, 2015
32015
Managers versus Machines: Do Algorithms Replicate Human Intuition in Credit Ratings?
M Harding, GFR Vasconcelos
arXiv preprint arXiv:2202.04218, 2022
22022
Residual based nodewise regression in factor models with ultra-high dimensions: Analysis of mean-variance portfolio efficiency and estimation of out-of-sample and constrained …
M Caner, MC Medeiros, GFR Vasconcelos
Texto para discussão, 2021
22021
Sharpe Ratio in High Dimensions: Cases of Maximum Out of Sample, Constrained Maximum, and Optimal Portfolio Choice
M Caner, M Medeiros, GFR Vasconcelos
22020
Precificaçao de ativos levando em conta os momentos superiores das distribuiçoes de retornos: a derivaçao do omega capital asset pricing model (ocapm)
GFR Vasconcelos, FFC Perobelli, M de Toledo Vieira
Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st …, 2014
22014
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