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Modeling the portfolio selection problem with constraint programming
(Springer Verlag, 2013)
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2010-03-29)
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ...
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2011-01-27)
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ...
lme4GS: an R-Package for Genomic Selection
(Frontiers, 2021)
Seleção de covariância para o modelo grafo gaussiano via reversible jump
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2023-02-24)
The purpose of the Graphical Gaussian model is to find the covariance structure that represents the relationship between random variables, whose joint distribution is a multivariate normal. This is a tool used to modeling ...
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 ...
Comparison of selective genotyping strategies for prediction of breeding values in a population undergoing selection
(Amer Soc Animal Science, 2012-12-01)
Genomewide marker information can improve the reliability of breeding value predictions for young selection candidates in genomic selection. However, the cost of genotyping limits its use to elite animals, and how such ...
Selection Of Representative Models For Decision Analysis Under Uncertainty
(PERGAMON-ELSEVIER SCIENCE LTDOXFORD, 2016)
Selection Of Representative Models For Decision Analysis Under Uncertainty
(Pergamon-Elsevier Science LTDOxford, 2016)