Hugo Gobato Souto

Publication Activity (10 Years)

Years Active: 2024-2024
Publications (10 Years): 5

Top Topics

Financial Time Series

Top Venues

Expert Syst. Appl.

Publications

Hugo Gobato Souto
Charting new avenues in financial forecasting with TimesNet: The impact of intraperiod and interperiod variations on realized volatility prediction. Expert Syst. Appl. 255 (2024)
Hugo Gobato Souto, Amir Moradi
Yang & Zhang's realized volatility: Automated estimation in Python. Softw. Impacts 19 (2024)
Hugo Gobato Souto, Amir Moradi
Introducing NBEATSx to realized volatility forecasting. Expert Syst. Appl. 242 (2024)
Hugo Gobato Souto, Amir Moradi
Wasserstein distance loss function for financial time series deep learning. Softw. Impacts 20 (2024)
Hugo Gobato Souto, Ismail Baris, Storm Koert Heuvel, Amir Moradi
FinTDA: Python package for estimating market change through persistent homology diagrams. Softw. Impacts 20 (2024)