Marcelo C. Medeiros

According to our database, Marcelo C. Medeiros authored at least 14 papers between 2000 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage.

Rafael Alves, Diego S. de Brito, Marcelo C. Medeiros, Ruy M. Ribeiro

CoRR, 2023

2021

The Proper Use of Google Trends in Forecasting Models.

Marcelo C. Medeiros, Henrique F. Pires

CoRR, 2021

2020

Machine Learning Advances for Time Series Forecasting.

Ricardo P. Masini, Marcelo C. Medeiros, Eduardo F. Mendes

CoRR, 2020

Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction.

Jianqing Fan, Ricardo P. Masini, Marcelo C. Medeiros

CoRR, 2020

2018

ArCo: An R package to Estimate Artificial Counterfactuals.

Yuri R. Fonseca, Ricardo M. Prates, Marcelo C. Medeiros, Gabriel F. R. Vasconcelos

R J., 2018

BooST: Boosting Smooth Trees for Partial Effect Estimation in Nonlinear Regressions.

Yuri R. Fonseca, Marcelo C. Medeiros, Gabriel F. R. Vasconcelos, Álvaro Veiga

CoRR, 2018

2012

Modelling and forecasting noisy realized volatility.

Manabu Asai, Michael McAleer, Marcelo C. Medeiros

Comput. Stat. Data Anal., 2012

2010

Testing for Remaining Autocorrelation of the residuals in the Framework of Fuzzy Rule-Based Time Series Modelling.

José Luis Aznarte, Marcelo C. Medeiros, José Manuel Benítez

Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2010

Linearity testing for fuzzy rule-based models.

José Luis Aznarte, Marcelo C. Medeiros, José Manuel Benítez

Fuzzy Sets Syst., 2010

2008

Tree-structured smooth transition regression models.

Joel Corrêa da Rosa, Álvaro Veiga, Marcelo C. Medeiros

Comput. Stat. Data Anal., 2008

2005

A flexible coefficient smooth transition time series model.

Marcelo C. Medeiros, Álvaro Veiga

IEEE Trans. Neural Networks, 2005

2001

Modeling exchange rates: smooth transitions, neural networks, and linear models.

Marcelo C. Medeiros, Álvaro Veiga, Carlos Eduardo Pedreira

IEEE Trans. Neural Networks, 2001

Piecewise Linear Time Series Estimation with GRASP.

Marcelo C. Medeiros, Mauricio G. C. Resende, Álvaro Veiga

Comput. Optim. Appl., 2001

2000

A hybrid linear-neural model for time series forecasting.

Marcelo C. Medeiros, Álvaro Veiga

IEEE Trans. Neural Networks Learn. Syst., 2000