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Jose Augusto Fiorucci
Jose Augusto Fiorucci
Professor de Estatística, Universidade de Brasília
E-mail confirmado em unb.br
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Ano
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
782016
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
472014
Groec: combination method via generalized rolling origin evaluation
JA Fiorucci, F Louzada
International Journal of Forecasting 36 (1), 105-109, 2020
162020
The optimised theta method
JA Fioruci, TR Pellegrini, F Louzada, F Petropoulos
arXiv preprint arXiv:1503.03529, 2015
152015
Forectheta: forecasting time series by theta models
JA Fiorucci, F Louzada, B Yiqi
R package version 2, 2016
112016
Bayesdccgarch-an implementation of multivariate GARCH DCC models
JA Fioruci, RS Ehlers, F Louzada
arXiv preprint arXiv:1412.2967, 2014
92014
Heuristics for minimizing the maximum within-clusters distance
JA Fioruci, F Toledo, MCV Nascimento
Pesquisa Operacional 32, 497-522, 2012
82012
Reaction trend system with GARCH quantiles as action points
JA Fiorucci, GN Silva, F Barboza
Expert Systems with Applications 198, 116750, 2022
42022
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
42020
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
42016
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
32018
Modelagem de volatilidade via modelos GARCH com erros assimétricos: abordagem Bayesiana
JA Fioruci
Dissertação. USP-São Carlos, 2012
32012
BayesDccGarch: The Bayesian dynamic conditional correlation GARCH model
JA Fiorucci, RS Ehlers, F Louzada
22020
A review of artificial intelligence quality in forecasting asset prices
F Barboza, G Nunes Silva, J Augusto Fiorucci
Journal of Forecasting 42 (7), 1708-1728, 2023
12023
Parametric quantile autoregressive moving average models with exogenous terms
A Dasilva, H Saulo, R Vila, JA Fiorucci, S Pal
Statistical Papers, 1-31, 2023
12023
RTS: Expert advisor for reaction trend system
JA Fiorucci, GN Silva, F Barboza
Software Impacts 13, 100331, 2022
12022
Package ‘forecTheta’
JA Fiorucci, F Louzada, B Yiqi, MJA Fiorucci
12016
Time series forecasting: advances on Theta method
JA Fiorucci
Universidade Federal de São Carlos, 2016
12016
Parametric quantile autoregressive moving average models with exogenous terms applied to Walmart sales data
A Dasilva, H Saulo, R Vila, JA Fiorucci, S Pal
arXiv preprint arXiv:2206.00132, 2022
2022
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Artigos 1–20