Marcelo C. Medeiros
Pontifícia Universidade Católica do Rio de Janeiro
H-index: 32
Latin America-Brazil
Top articles of Marcelo C. Medeiros
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Machine Learning Advances for Time Series Forecasting | Journal of Economic Surveys | Ricardo P. Masini Marcelo C. Medeiros Eduardo F. Mendes | 2023 |
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 |
Bridging factor and sparse models | The Annals of Statistics | Jianqing Fan Ricardo P Masini Marcelo C Medeiros | 2023/8 |
Forecasting large realized covariance matrices: The benefits of factor models and shrinkage | Journal of Financial Econometrics | Rafael P Alves Diego S de Brito Marcelo C Medeiros Ruy M Ribeiro | 2023/5/11 |
Modeling the evolution of deaths from infectious diseases with functional data models: The case of COVID‐19 in Brazil | Statistics in medicine | Julian AA Collazos Ronaldo Dias Marcelo C Medeiros | 2023/3/30 |
Counterfactual analysis and inference with nonstationary data | Journal of Business & Economic Statistics | Ricardo Masini Marcelo C Medeiros | 2022/1/2 |
From zero to hero: Realized partial (co) variances | Journal of Econometrics | Tim Bollerslev Marcelo C Medeiros Andrew J Patton Rogier Quaedvlieg | 2022/12/1 |
Global inflation forecasting: Benefits from machine learning methods | Marcelo C Medeiros Erik Christian Montes Schütte Tobias Skipper Soussi | 2022 | |
Forecasting with machine learning methods | Marcelo C Medeiros | 2022/9/8 | |
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction | Journal of the American Statistical Association | Jianqing Fan Ricardo P. Masini Marcelo C. Medeiros | 2022 |
Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations | Journal of Time Series Analysis | Ricardo P Masini Marcelo C Medeiros Eduardo F Mendes | 2022 |
Jumps in stock prices: New insights from old data | Journal of Financial Markets | James A Johnson Marcelo C Medeiros Bradley S Paye | 2022/9/1 |
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 |
The Impacts of Mobility on Covid-19 Dynamics: Using Soft and Hard Data | arXiv preprint arXiv:2110.00597 | Leonardo Martins Marcelo C Medeiros | 2021/10/1 |
Supplementary Material for Counterfactual Analysis with Artificial Controls: Inference, High Dimensions and Nonstationarity | Ricardo Masini Marcelo C Medeiros | 2021/8/2 | |
The Proper Use of Google Trends in Forecasting Models | arXiv preprint arXiv:2104.03065 | Marcelo C Medeiros Henrique F Pires | 2021/4/7 |
Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach | Iuri H. Ferreira Marcelo C. Medeiros | 2021/12 | |
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 |
Counterfactual analysis with artificial controls: Inference, high dimensions, and nonstationarity | Journal of the American Statistical Association | Ricardo Masini Marcelo C Medeiros | 2021/10/2 |
Lockdown effects in US states: an artificial counterfactual approach | arXiv preprint arXiv:2009.13484 | Carlos B Carneiro Iúri H Ferreira Marcelo C Medeiros Henrique F Pires Eduardo Zilberman | 2020/9/28 |
Co-Authors
