Mariana Rosa Montenegro

Publication Activity (10 Years)

Years Active: 2017-2018
Publications (10 Years): 2

Top Topics

Support Vector Regression

Financial Time Series Forecasting

Forecasting Accuracy

High Frequencies

Top Venues

Expert Syst. Appl.

Algorithmic Finance

Publications

Yaohao Peng, Pedro Henrique Melo Albuquerque, Jader Martins Camboim de Sá, Ana Julia Akaishi Padula, Mariana Rosa Montenegro
The best of two worlds: Forecasting high frequency volatility for cryptocurrencies and traditional currencies with Support Vector Regression. Expert Syst. Appl. 97 (2018)
Mariana Rosa Montenegro, Pedro Henrique Melo Albuquerque
Wealth management: Modeling the nonlinear dependence. Algorithmic Finance 6 (1-2) (2017)