Gabriel Vasconcelos
University of California, Irvine
H-index: 9
North America-United States
Top articles of Gabriel Vasconcelos
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
Sharpe ratio analysis in high dimensions: Residual-based nodewise regression in factor models | Journal of Econometrics | Mehmet Caner Marcelo Medeiros Gabriel FR Vasconcelos | 2023/8/1 |
Managers versus Machines: Do Algorithms Replicate Human Intuition in Credit Ratings? | arXiv preprint arXiv:2202.04218 | Matthew Harding Gabriel FR Vasconcelos | 2022/2/9 |
Short-term Covid-19 forecast for latecomers | International journal of forecasting | Marcelo C Medeiros Alexandre Street Davi Valladão Gabriel Vasconcelos Eduardo Zilberman | 2022/4/1 |
Predicting mortality from credit reports | Financial Planning Review | Giacomo De Giorgi Matthew Harding Gabriel FR Vasconcelos | 2021/12 |
Heterogeneity in the effects of food vouchers on nutrition among low-income adults: a quantile regression analysis | American Journal of Health Promotion | Justin S White Gabriel Vasconcelos Matthew Harding Mandy M Carroll Christopher D Gardner | 2021/2 |
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 |
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 … | Mehmet Caner Marcelo C Medeiros Gabriel FR Vasconcelos | 2021 | |
Sharpe Ratio in High Dimensions: Cases of Maximum Out of Sample, Constrained Maximum, and Optimal Portfolio Choice | Mehmet Caner Marcelo Medeiros Gabriel FR Vasconcelos | 2020/2/3 | |
Penalized time series regression | Macroeconomic Forecasting in the Era of Big Data: Theory and Practice | Anders Bredahl Kock Marcelo Medeiros Gabriel Vasconcelos | 2020 |