Alvaro Veiga

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Marcelo C. MedeirosProfessor, Department of Economics, Pontifical Catholic University of Rio de JaneiroAdresse e-mail validée de econ.puc-rio.br
Alexandre StreetElectrical Engineering Department of the Pontifical Catholic University of Rio de Janeiro (PUC-Rio)Adresse e-mail validée de ele.puc-rio.br
Raul Queiroz FeitosaProfessor at Pontifical Catholic University of Rio de Janeiro, Dept Electrical Engineering, BrazilAdresse e-mail validée de ele.puc-rio.br
Davi Michel ValladãoIndustrial Engineering Department, Pontifical Catholic University of Rio de Janeiro (PUC-Rio)Adresse e-mail validée de puc-rio.br
Luiz Augusto Nobrega BarrosoCEO of PSR; Associated Researcher of Comillas UniversityAdresse e-mail validée de comillas.edu
Carlos Eduardo ThomazProfessor of Statistical Pattern Recognition, FEIAdresse e-mail validée de fei.edu.br
stephen mackoUniversity of VirginiaAdresse e-mail validée de virginia.edu
Renato S. CarreiraDepartment of Chemistry, PUC-RioAdresse e-mail validée de puc-rio.br
Mauricio G. C. ResendeAmazon.com and University of WashingtonAdresse e-mail validée de amazon.com
Bruno FanzeresPontifícia Universidade Católica do Rio de JaneiroAdresse e-mail validée de puc-rio.br
Delberis LimaProfessor de Engenharia Elétrrica, Pontifícia Universidade Católica do Rio de Janeiro, PUC-RioAdresse e-mail validée de ele.puc-rio.br
Hélio Côrtes Vieira LopesPontifícia Universidade Católica do Rio de JaneiroAdresse e-mail validée de puc-rio.br
Yves GrenierProfessor, Signal Processing, Télécom ParistechAdresse e-mail validée de telecom-paristech.fr
Carlos Eduardo PedreiraProfessor, UFRJAdresse e-mail validée de ufrj.br
Mario SoutoApplied Scientist at AmazonAdresse e-mail validée de amazon.com
Marcelo FernandesSao Paulo School of Economics, FGVAdresse e-mail validée de fgv.br
Claudia CzadoAssociate Professor for Applied Mathematical StatisticsAdresse e-mail validée de ma.tum.de
Adriana Haddad NudiProfessora Adjunto 2, Departamento de Química, PUC-RioAdresse e-mail validée de puc-rio.br
Dário Augusto Borges OliveiraGuest Professor at Technical University MunichAdresse e-mail validée de tum.de
Eduardo Fonseca MendesAssistant Professor at Fundação Getulio VargasAdresse e-mail validée de fgv.br

Suivre

Alvaro Veiga

Professor Associado, Departamento de Engenharia Elétrica, PUC-Rio

Adresse e-mail validée de ele.puc-rio.br

Non linear/non gaussian statistical models Quantitative Finances High Dimensional Stochastic Optimisation Renewable Energy


Titre Trier par citations Trier par année Trier par titre	Citée par Citée par	Année
Changes in the sedimentary organic carbon pool of a fertilized tropical estuary, Guanabara Bay, Brazil: an elemental, isotopic and molecular marker approach RS Carreira, ALR Wagener, JW Readman, TW Fileman, SA Macko, ... Marine Chemistry 79 (3-4), 207-227, 2002	215	2002
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	129	2021
A hybrid linear-neural model for time series forecasting MC Medeiros, Á Veiga IEEE Transactions on Neural Networks 11 (6), 1402-1412, 2000	94	2000
A flexible coefficient smooth transition time series model MC Medeiros, Á Veiga IEEE transactions on neural networks 16 (1), 97-113, 2005	80	2005
Modeling exchange rates: smooth transitions, neural networks, and linear models MC Medeiros, Á Veiga, CE Pedreira IEEE Transactions on Neural Networks 12 (4), 755-764, 2001	78	2001
Modeling multiple regimes in financial volatility with a flexible coefficient GARCH (1, 1) model MC Medeiros, A Veiga Econometric Theory 25 (1), 117-161, 2009	75	2009
Second generation of “Miranda procedure” for C P violation in Dalitz studies of B (and D and τ) decays I Bediaga, J Miranda, AC dos Reis, II Bigi, A Gomes, JMO Goicochea, ... Physical Review D 86 (3), 036005, 2012	58	2012
Diagnostic checking in a flexible nonlinear time series model MC Medeiros, A Veiga Journal of Time Series Analysis 24 (4), 461-482, 2003	48	2003
Design of radial basis function network as classifier in face recognition using eigenfaces CE Thomaz, RQ Feitosa, A Veiga Proceedings 5th Brazilian Symposium on Neural Networks (Cat. No. 98EX209 …, 1998	46	1998
Shewhart control charts for dispersion adjusted for parameter estimation R Goedhart, MM da Silva, M Schoonhoven, EK Epprecht, S Chakraborti, ... IISE Transactions 49 (8), 838-848, 2017	40	2017
Validation of Ucides cordatus as a bioindicator of oil contamination and bioavailability in mangroves by evaluating sediment and crab PAH records AH Nudi, ALR Wagener, E Francioni, A de Lemos Scofield, CB Sette, ... Environment International 33 (3), 315-327, 2007	36	2007
Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics C Epprecht, D Guegan, Á Veiga, J Correa da Rosa Communications in Statistics-Simulation and Computation 50 (1), 103-122, 2021	34*	2021
Tree-structured smooth transition regression models JC Da Rosa, A Veiga, MC Medeiros Computational Statistics & Data Analysis 52 (5), 2469-2488, 2008	30	2008
Fostering wind power penetration into the Brazilian forward-contract market A Street, DA Lima, Á Veiga, B Fânzeres, L Freire, B Amaral 2012 IEEE Power and Energy Society General Meeting, 1-8, 2012	27	2012
A combinatorial approach to piecewise linear time series analysis MC Medeiros, A Veiga, MGC Resende Journal of Computational and graphical Statistics 11 (1), 236-258, 2002	26	2002
Otimização de entropia: implementação computacional dos princípios Maxent e Minxent RS Mattos, Á Veiga Pesquisa Operacional 22 (1), 37-59, 2002	25	2002
Risk constrained contracting strategies of renewable portfolios F Ralston, S Granville, M Pereira, LA Barroso, A Veiga 2010 7th International Conference on the European Energy Market, 1-7, 2010	24	2010
A flexible coefficient smooth transition time series model MC Medeiros, A Veiga Stockholm School of Economics, Working Paper Series in Economics and Finance 360, 2000	24	2000
PAR (p)-vine copula based model for stochastic streamflow scenario generation G Pereira, A Veiga Stochastic environmental research and risk assessment 32 (3), 833-842, 2018	23	2018
Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints TB Duarte, DM Valladão, Á Veiga Insurance: Mathematics and Economics 77, 177-188, 2017	22	2017

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