Buscar
Mostrando ítems 1-10 de 1184
Automatic model selection for forecasting Brazilian stock returns
(2015-03-27)
This study aims to contribute on the forecasting literature in stock return for emerging markets. We use Autometrics to select relevant predictors among macroeconomic, microeconomic and technical variables. We develop ...
SVR-FFS: A novel forward feature selection approach for high-frequency time series forecasting using support vector regression
(Elsevier, 2020)
n this paper, we propose a novel support vector regression (SVR) approach for time series analysis. An efficient forward feature selection strategy has been designed for dealing with high-frequency time series with multiple ...
Automatic model selection for forecasting Brazilian stock returns
(2015-08-07)
This study aims to contribute on the forecasting literature in stock return for emerging markets. We use Autometrics to select relevant predictors among macroeconomic, microeconomic and technical variables. We develop ...
Explaining Commodity Prices by a Cointegrated Time Series-Cross Section Model
(Physica-Verlag, 2015-06)
This paper analyzes idiosyncratic and common determinants of commodity prices by adopting a time series-cross section approach. Different from the previous empirical literature, we allow for long-run and short-run effects, ...
Deviations from covered interest parity: the role played by fundamentals, financial and political turmoils and market frictions
(2019-05)
Recent works for mature markets on covered interest parity suggest that deviations are mean reverting but persistent particularly after 2008 crisis (Du et al., 2018). Our study aims to contribute to the literature by ...
Automatic speech-to-text transcription in an ecuadorian radio broadcast context
(SPRINGER VERLAG, 2017-09-19)
A key element to enable the analysis and accessing to radio broadcast content is the development of automatic speech-to-text systems. The building of these systems has been possible given the current available of different ...