Marcelo C. Medeiros

Publication Activity (10 Years)

Years Active: 2000-2023
Publications (10 Years): 7

Top Topics

Randomized Trees

Financial Time Series

Top Venues

Publications

Rafael Alves, Diego S. de Brito, Marcelo C. Medeiros, Ruy M. Ribeiro
Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage. CoRR (2023)
Marcelo C. Medeiros, Henrique F. Pires
The Proper Use of Google Trends in Forecasting Models. CoRR (2021)
Jianqing Fan, Ricardo P. Masini, Marcelo C. Medeiros
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction. CoRR (2020)
Claudio C. Flores, Marcelo C. Medeiros
-Greedy Heuristics. CoRR (2020)
Ricardo P. Masini, Marcelo C. Medeiros, Eduardo F. Mendes
Machine Learning Advances for Time Series Forecasting. CoRR (2020)
Yuri R. Fonseca, Ricardo M. Prates, Marcelo C. Medeiros, Gabriel F. R. Vasconcelos
ArCo: An R package to Estimate Artificial Counterfactuals. R J. 10 (1) (2018)
Yuri R. Fonseca, Marcelo C. Medeiros, Gabriel F. R. Vasconcelos, Álvaro Veiga
BooST: Boosting Smooth Trees for Partial Effect Estimation in Nonlinear Regressions. CoRR (2018)
Manabu Asai, Michael McAleer, Marcelo C. Medeiros
Modelling and forecasting noisy realized volatility. Comput. Stat. Data Anal. 56 (1) (2012)
José Luis Aznarte, Marcelo C. Medeiros, José Manuel Benítez
Linearity testing for fuzzy rule-based models. Fuzzy Sets Syst. 161 (13) (2010)
José Luis Aznarte, Marcelo C. Medeiros, José Manuel Benítez
Testing for Remaining Autocorrelation of the residuals in the Framework of Fuzzy Rule-Based Time Series Modelling. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 18 (4) (2010)
Joel Corrêa da Rosa, Álvaro Veiga, Marcelo C. Medeiros
Tree-structured smooth transition regression models. Comput. Stat. Data Anal. 52 (5) (2008)
Marcelo C. Medeiros, Álvaro Veiga
A flexible coefficient smooth transition time series model. IEEE Trans. Neural Networks 16 (1) (2005)
Marcelo C. Medeiros, Mauricio G. C. Resende, Álvaro Veiga
Piecewise Linear Time Series Estimation with GRASP. Comput. Optim. Appl. 19 (2) (2001)
Marcelo C. Medeiros, Álvaro Veiga, Carlos Eduardo Pedreira
Modeling exchange rates: smooth transitions, neural networks, and linear models. IEEE Trans. Neural Networks 12 (4) (2001)
Marcelo C. Medeiros, Álvaro Veiga
A hybrid linear-neural model for time series forecasting. IEEE Trans. Neural Networks Learn. Syst. 11 (6) (2000)