Jose Augusto Fiorucci
Jose Augusto Fiorucci
Professor de Estatística, Universidade de Brasília
Verified email at unb.br
Title
Cited by
Cited by
Year
Models for optimising the theta method and their relationship to state space models
JA Fiorucci, TR Pellegrini, F Louzada, F Petropoulos, AB Koehler
International journal of forecasting 32 (4), 1151-1161, 2016
362016
Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions
JA Fioruci, RS Ehlers, MG Andrade Filho
Journal of Applied Statistics 41 (2), 320-331, 2014
302014
The optimised theta method
JA Fioruci, TR Pellegrini, F Louzada, F Petropoulos
arXiv preprint arXiv:1503.03529, 2015
112015
Forectheta: forecasting time series by theta models
JA Fiorucci, F Louzada, B Yiqi
R package version 2, 2016
82016
Heuristics for minimizing the maximum within-clusters distance
JA Fioruci, F Toledo, MCV Nascimento
Pesquisa Operacional 32, 497-522, 2012
82012
Groec: combination method via generalized rolling origin evaluation
JA Fiorucci, F Louzada
International Journal of Forecasting 36 (1), 105-109, 2020
52020
The exponential Poisson logarithmic distribution
JA Fioruci, B Yiqi, F Louzada, VG Cancho
Communications in Statistics-Theory and Methods 45 (9), 2556-2575, 2016
42016
Package ‘bayesDccGarch’
JA Fiorucci, RS Ehlers, F Louzada, MJA Fiorucci
Technical Report. Available at http://cran. r-project. org/web/packages …, 2016
32016
Estimation and influence diagnostics for zero-inflated hyper-Poisson regression model: full Bayesian analysis
VG Cancho, B Yiqi, JA Fiorucci, GDC Barriga, DK Dey
Communications in Statistics-Theory and Methods 47 (11), 2741-2759, 2018
22018
Bayesdccgarch-an implementation of multivariate GARCH DCC models
JA Fioruci, RS Ehlers, F Louzada
arXiv preprint arXiv:1412.2967, 2014
22014
Modelagem de volatilidade via modelos GARCH com erros assimétricos: abordagem Bayesiana
JA Fioruci
Dissertação. USP-São Carlos, 2012
22012
Análise da eficiência do mercado de ações brasileiro em alta frequência
AWO Leite
2020
Modelagem de volatilidade no mercado de opções
ARS Cunha
2020
Um algoritmo de negociação automatizado baseado em uma análise gráfica, pode apresentar um bom resultado?
AM Carvalho, F Barboza, JA Fiorucci
REVISTA ENIAC PESQUISA 9 (1), 129-150, 2020
2020
Package ‘forecTheta’
JA Fiorucci, F Louzada, B Yiqi, MJA Fiorucci
2016
Time series forecasting: advances on Theta method
JA Fiorucci
Universidade Federal de São Carlos, 2016
2016
Bayesian Approach of the Exponential Poisson Logarithmic Model
JA Fioruci, B Yiqi, F Louzada, VG Cancho
Interdisciplinary Bayesian Statistics, 253-262, 2015
2015
HEURISTICS FOR THE MINIMIZATION OF THE MAXIMUM WITHIN-CLUSTERS DISTANCE PROBLEM
JA Fioruci, FMB Toledo, MCV Nascimento
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