ProfessorsProfessors of Pontifícia Universidade Católica do Rio de JaneiroAlvaro Veiga

Alvaro Veiga

Pontifícia Universidade Católica do Rio de Janeiro

H-index: 23

Latin America-Brazil

About Alvaro Veiga

Alvaro Veiga, With an exceptional h-index of 23 and a recent h-index of 13 (since 2020), a distinguished researcher at Pontifícia Universidade Católica do Rio de Janeiro, specializes in the field of Non linear/non gaussian statistical models, Quantitative Finances, High Dimensional, Stochastic Optimisation, Renewable Energy.

His recent articles reflect a diverse array of research interests and contributions to the field:

Do non-linearity and non-Gaussianity truly matter in streamflow forecasting? A comparative study between PAR (p) and vine copula for Brazilian streamflow time series

Nonparametric option pricing under Beta-t-GARCH process with dynamic conditional score

Modeling the equilibrium in the free and regulated markets in the context of power sector liberalization: A MOPEC approach

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

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

A score-driven model of short-term demand forecasting for retail distribution centers

Forecasting inflation in a data-rich environment: the benefits of machine learning methods

Investigating Optimal Regimes for Prediction in the Stock Market

Alvaro Veiga Information

University	Pontifícia Universidade Católica do Rio de Janeiro
Position	Professor Associado Departamento de Engenharia Elétrica
Citations(all)	1815
Citations(since 2020)	774
Cited By	1982
hIndex(all)	23
hIndex(since 2020)	13
i10Index(all)	38
i10Index(since 2020)	18
Email	Access Email
University Profile Page	Pontifícia Universidade Católica do Rio de Janeiro
Google Scholar	View Google Scholar Profile

Alvaro Veiga Skills & Research Interests

Non linear/non gaussian statistical models

Quantitative Finances

High Dimensional

Stochastic Optimisation

Renewable Energy

Top articles of Alvaro Veiga

Title	Journal	Author(s)	Publication Date
Do non-linearity and non-Gaussianity truly matter in streamflow forecasting? A comparative study between PAR (p) and vine copula for Brazilian streamflow time series	Environmental Monitoring and Assessment	Guilherme Armando de Almeida Pereira Álvaro de Lima Veiga Filho	2024/5
Nonparametric option pricing under Beta-t-GARCH process with dynamic conditional score	Brazilian Review of Finance	Manoel F de S Pereira Alvaro Veiga	2023/9/4
Modeling the equilibrium in the free and regulated markets in the context of power sector liberalization: A MOPEC approach		Álvaro de Lima Veiga Filho	2022/4
Exploiting low-rank structure in semidefinite programming by approximate operator splitting	Optimization	Mario Souto Joaquim D Garcia Álvaro Veiga	2022/1/2
Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics	Communications in Statistics-Simulation and Computation	Camila Epprecht Dominique Guegan Álvaro Veiga Joel Correa da Rosa	2021/1/2
A score-driven model of short-term demand forecasting for retail distribution centers	Journal of Retailing	Henrique Hoeltgebaum Denis Borenstein Cristiano Fernandes Álvaro Veiga	2021/12/1
Forecasting inflation in a data-rich environment: the benefits of machine learning methods	Journal of Business & Economic Statistics	Marcelo C Medeiros Gabriel FR Vasconcelos Álvaro Veiga Eduardo Zilberman	2021/1/2
Investigating Optimal Regimes for Prediction in the Stock Market		Rodrigo Corbelli Marley Vellasco Álvaro Veiga	2020/7/19