Yaohao Peng

Publication Activity (10 Years)

Years Active: 2018-2021
Publications (10 Years): 5

Top Topics

Autoregressive Conditional Heteroscedasticity

Kernel Principal Component Analysis

Support Vector Regression

High Frequencies

Top Venues

Int. J. Bus. Intell. Data Min.

Expert Syst. Appl.

Int. J. Appl. Decis. Sci.

Publications

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)
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)