Pedro Henrique Melo Albuquerque

Publication Activity (10 Years)

Years Active: 2017-2022
Publications (10 Years): 9

Top Topics

Kernel Principal Component Analysis

Portfolio Selection

Autoregressive Conditional Heteroscedasticity

Top Venues

Int. J. Bus. Intell. Data Min.

Commun. Stat. Simul. Comput.

Expert Syst. Appl.

Publications

Pedro Henrique Melo Albuquerque, Gustavo S. Monteiro
RMCriteria: a decision making support system package for R. Commun. Stat. Simul. Comput. 51 (6) (2022)
Igor Ferreira do Nascimento, Pedro Henrique Melo Albuquerque, Yaohao Peng
Survey on-demand: a versatile scientific article automated inquiry method using text mining applied to asset liability management. Int. J. Bus. Intell. Data Min. 18 (3) (2021)
Pedro Alexandre Moura Barros Henrique, Pedro Henrique Melo Albuquerque, Sarah Sabino De Freitas Marcelino, Yaohao Peng
Portfolio selection with support vector regression: multiple kernels comparison. Int. J. Bus. Intell. Data Min. 18 (4) (2021)
Leonardo Bosque, Pedro Henrique Melo Albuquerque, Yaohao Peng, Cibele Da-Silva, Eduardo Y. Nakano
Probability of informed trading: a Bayesian approach. Int. J. Appl. Decis. Sci. 13 (2) (2020)
Pedro Henrique Melo Albuquerque, Denis Ribeiro do Valle, Daijiang Li
Bayesian LDA for mixed-membership clustering analysis: The Rlda package. Knowl. Based Syst. 163 (2019)
Yaohao Peng, Pedro Henrique Melo Albuquerque, Igor Ferreira do Nascimento, João Victor Freitas Machado
Between Nonlinearities, Complexity, and Noises: An Application on Portfolio Selection Using Kernel Principal Component Analysis. Entropy 21 (4) (2019)
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)
Pedro Correia S. Bezerra, Pedro Henrique Melo Albuquerque
Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels. Comput. Manag. Sci. 14 (2) (2017)