7 citations · 30 across the 13 of their papers we have counts for
5 papers · 1 filter
Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach
Iuri H. Ferreira, Marcelo C. Medeiros
In this paper we examine the relation between market returns and volatility measures through machine learning methods in a high-frequency environment. We implement a minute-by-minu…
The Impacts of Mobility on Covid-19 Dynamics: Using Soft and Hard Data
Leonardo Martins, Marcelo C. Medeiros
This paper has the goal of evaluating how changes in mobility has affected the infection spread of Covid-19 throughout the 2020-2021 years. However, identifying a "clean" causal re…
Modeling the Evolution of Infectious Diseases with Functional Data Models: The Case of COVID-19 in Brazil
Julian A. A. Collazos, Ronaldo Dias, Marcelo C. Medeiros
In this paper, we apply statistical methods for functional data to explain the heterogeneity in the evolution of number of deaths of Covid-19 over different regions. We treat the c…
The Proper Use of Google Trends in Forecasting Models
Marcelo C. Medeiros, Henrique F. Pires
It is widely known that Google Trends have become one of the most popular free tools used by forecasters both in academics and in the private and public sectors. There are many pap…
Bridging factor and sparse models
Jianqing Fan, Ricardo Masini, Marcelo C. Medeiros
Factor and sparse models are two widely used methods to impose a low-dimensional structure in high-dimensions. However, they are seemingly mutually exclusive. We propose a lifting…