Álvaro Veiga

发表

A Combinatorial Approach to Piecewise Linear Time Series Analysis

M. Resende, M. Medeiros, Álvaro Veiga, 2002 .

Comparing variable selection techniques for linear regression: LASSO and Autometrics

Álvaro Veiga, Camila Epprecht, D. Guégan, 2013 .

Modelling multiple regimes in financial volatility with a flexible coefficient GARCH model

M. Medeiros, Álvaro Veiga, M. C. Medeiros, 2004 .

Diagnostic Checking in a Flexible Nonlinear Time Series Model

Marcelo C. Medeiros, Alvaro Veiga, M. Medeiros, 2003 .

A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model

M. Medeiros, Álvaro Veiga, Marcelo Fernandes, 2016 .

A (semi-)parametric functional coefficient autoregressive conditional duration model

M. Medeiros, Álvaro Veiga, Marcelo Fernandes, 2013 .

Exploiting low-rank structure in semidefinite programming by approximate operator splitting

Álvaro Veiga, Mario Souto, J. Garcia, 2018, Optimization.

ESTIMATION AND ASYMPTOTIC THEORY FOR A NEW CLASS OF MIXTURE MODELS

Marcelo C. Medeiros, Eduardo F. Mendes, Alvaro Veiga, 2007 .

Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans

Álvaro Veiga, C. Fernandes, César Neves, 2016 .

Shewhart control charts for dispersion adjusted for parameter estimation

Eugenio K. Epprecht, Ronald J. M. M. Does, Marit Schoonhoven, 2017 .

DEPARTAMENTO DE ECONOMIA PUC-RIO TEXTO PARA DISCUSSÃO N. 486 MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH MODEL

M. Medeiros, Álvaro Veiga, A. Bstract, 2006 .

Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints

Davi Michel Valladão, Alvaro Veiga, Álvaro Veiga, 2017 .

Optimum Allocation and Risk Measure in an Asset Liability Management Model for a Pension Fund Via Multistage Stochastic Programming and Bootstrap

Álvaro Veiga, D. Valladão, 2008 .

Evaluating the Forecasting Performance of GARCH Models Using White's Reality Check *

M. Medeiros, Álvaro Veiga, L. Souza, 2005 .

Nonparametric Estimation of Risk-Neutral Distribution via the Empirical Esscher Transform

Álvaro Veiga, Manoel Pereira, 2018, Brazilian Review of Finance.

Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods

Gabriel F. R. Vasconcelos, M. Medeiros, Álvaro Veiga, 2019, Journal of Business & Economic Statistics.

Forecasting Longevity Gains Using a Seemingly Unrelated Time Series Model

Álvaro Veiga, C. Fernandes, César Neves, 2015 .

A Linear Stochastic Programming Model for Optimal Leveraged Portfolio Selection

Álvaro Veiga, A. Street, Davi Michel Valladão, 2017, Computational Economics.

Stochastic Long-Term Hydrothermal Scheduling With Parameter Uncertainty in Autoregressive Streamflow Models

Bernardo Bezerra, Mario Pereira, Luiz Augusto Barroso, 2017, IEEE Transactions on Power Systems.

Ecological Inference: A Structured Comparison of the Goodman Regression, the Truncated Normal, and the Binomial–Beta Hierarchical Methods for Ecological Inference

Álvaro Veiga, Rogerio Silva de Mattos, 2004 .

Tree-structured smooth transition regression models

Marcelo C. Medeiros, Alvaro Veiga, Joel Corrêa da Rosa, 2008, Comput. Stat. Data Anal..

Three-structured smooth transition regression models based on CART algorithm

Marcelo C. Medeiros, Alvaro Veiga, Álvaro Veiga, 2003 .

Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics

Dominique Guégan, Camila Epprecht, Álvaro Veiga, 2019, Commun. Stat. Simul. Comput..

MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL

Marcelo C. Medeiros, Alvaro Veiga, Álvaro Veiga, 2009, Econometric Theory.

Nonparametric Estimation of Risk-Neutral Distribution via the Empirical Esscher Transform ( Estimação

Álvaro Veiga, Manoel Pereira, 2018 .

Are There Multiple Regimes in Financial Volatility

Álvaro Veiga, M. C. Medeiros, 2002 .

A hybrid linear-neural model for time series forecasting

Marcelo C. Medeiros, Alvaro Veiga, Álvaro Veiga, 2000, IEEE Trans. Neural Networks Learn. Syst..

A flexible coefficient smooth transition time series model

Marcelo C. Medeiros, Alvaro Veiga, Álvaro Veiga, 2005, IEEE Transactions on Neural Networks.

A Linear Stochastic Programming Model for Optimal Leveraged Portfolio Selection

Alexandre Street, Álvaro Veiga, Álvaro Veiga, 2018 .

A multistage linear stochastic programming model for optimal corporate debt management

Alvaro Veiga, Geraldo Veiga, Davi Michel Valladão, 2014, Eur. J. Oper. Res..

Reducing sampling costs in multivariate SPC with a double-dimension T2 control chart

Francisco Aparisi, Eugenio K. Epprecht, Omar Ruiz, 2013 .

Piecewise Linear Time Series Estimation with GRASP

Mauricio G. C. Resende, Marcelo C. Medeiros, Alvaro Veiga, 2001, Comput. Optim. Appl..

Evaluating the Predictability of Stock Market Returns via STARX-Tree Models

Camila Epprecht, Alvaro Veiga, Álvaro Veiga, 2012 .

Periodic Copula Autoregressive Model Designed to Multivariate Streamflow Time Series Modelling

Guilherme Armando de Almeida Pereira, Álvaro Veiga, Álvaro Veiga, 2019, Water Resources Management.

Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data

Álvaro Veiga, L. Souza, 2006 .

Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics

Álvaro Veiga, Camila Epprecht, D. Guégan, 2019, Commun. Stat. Simul. Comput..

Investigating Optimal Regimes for Prediction in the Stock Market

Marley Vellasco, Rodrigo Corbelli, Álvaro Veiga, 2020, 2020 IEEE Congress on Evolutionary Computation (CEC).

State Space Arch: Forecasting Volatility with a Stochastic Coefficient Model

Álvaro Veiga, C. Fernandes, M. C. Medeiros, 1998 .

Spatial R-vine copula for streamflow scenario simulation

Claudia Czado, Guilherme Pereira, Alvaro Veiga, 2016, 2016 Power Systems Computation Conference (PSCC).