Marcelo C. Medeiros

14 papers Journal 14
YearRankTypeTitle / Venue / Authors
2023 J jnl
Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage.
CoRR
Rafael Alves, Diego S. de Brito, Marcelo C. Medeiros, Ruy M. Ribeiro
2021 J jnl
The Proper Use of Google Trends in Forecasting Models.
CoRR
Marcelo C. Medeiros, Henrique F. Pires
2020 J jnl
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction.
CoRR
Jianqing Fan, Ricardo P. Masini, Marcelo C. Medeiros
2020 J jnl
Machine Learning Advances for Time Series Forecasting.
CoRR
Ricardo P. Masini, Marcelo C. Medeiros, Eduardo F. Mendes
2018 J jnl
ArCo: An R package to Estimate Artificial Counterfactuals.
R J.
Yuri R. Fonseca, Ricardo M. Prates, Marcelo C. Medeiros, Gabriel F. R. Vasconcelos
2018 J jnl
BooST: Boosting Smooth Trees for Partial Effect Estimation in Nonlinear Regressions.
CoRR
Yuri R. Fonseca, Marcelo C. Medeiros, Gabriel F. R. Vasconcelos, Álvaro Veiga
2012 J jnl
Modelling and forecasting noisy realized volatility.
Comput. Stat. Data Anal.
Manabu Asai, Michael McAleer, Marcelo C. Medeiros
2010 J jnl
Linearity testing for fuzzy rule-based models.
Fuzzy Sets Syst.
José Luis Aznarte, Marcelo C. Medeiros, José Manuel Benítez
2010 J jnl
Testing for Remaining Autocorrelation of the residuals in the Framework of Fuzzy Rule-Based Time Series Modelling.
Int. J. Uncertain. Fuzziness Knowl. Based Syst.
José Luis Aznarte, Marcelo C. Medeiros, José Manuel Benítez
2008 J jnl
Tree-structured smooth transition regression models.
Comput. Stat. Data Anal.
Joel Corrêa da Rosa, Álvaro Veiga, Marcelo C. Medeiros
2005 J jnl
A flexible coefficient smooth transition time series model.
IEEE Trans. Neural Networks
Marcelo C. Medeiros, Álvaro Veiga
2001 J jnl
Modeling exchange rates: smooth transitions, neural networks, and linear models.
IEEE Trans. Neural Networks
Marcelo C. Medeiros, Álvaro Veiga, Carlos Eduardo Pedreira
2001 J jnl
Piecewise Linear Time Series Estimation with GRASP.
Comput. Optim. Appl.
Marcelo C. Medeiros, Mauricio G. C. Resende, Álvaro Veiga
2000 J jnl
A hybrid linear-neural model for time series forecasting.
IEEE Trans. Neural Networks Learn. Syst.
Marcelo C. Medeiros, Álvaro Veiga