Zobrazeno 1 - 10
of 70
pro vyhledávání: '"Alvaro Veiga"'
Publikováno v:
Journal of Retailing. 97:715-725
Forecasting is one of the fundamental inputs to support planning decisions in retail chains. Frequently, forecasting systems in retail are based on Gaussian models, which may be highly unrealistic when considering daily retail data. In addition, the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c80f7cc890b12d970ab26a401a44fe61
https://doi.org/10.1016/j.jretai.2021.05.003
https://doi.org/10.1016/j.jretai.2021.05.003
Publikováno v:
Water Resources Management. 33:3417-3431
It is a challenge to develop models that can represent the stochastic behaviour of rivers and basins. Currently used streamflow models were constructed under rigid hypotheses. Hence, these models are limited in their ability to represent nonlinear de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::28b0aea07ca3f4070e565d74fa9c4c92
https://doi.org/10.1007/s11269-019-02308-6
https://doi.org/10.1007/s11269-019-02308-6
Publikováno v:
Communications in Statistics - Simulation and Computation. 50:103-122
In this paper we compare two approaches of model selection methods for linear regression models: classical approach - Autometrics (automatic general-to-specific selection) — and statistical learning - LASSO (l1-norm regularization) and adaLASSO (ad
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::127d84e4ac7cbd1d1819f61099b5e290
https://doi.org/10.1080/03610918.2018.1554104
https://doi.org/10.1080/03610918.2018.1554104
Autor:
Sérgio Colcher, Antonio José G. Busson, Alvaro Veiga, Paulo R. C. Mendes, Álan L. V. Guedes, Daniel de Sousa Moraes
Publikováno v:
WebMedia
Many recent works have successfully applied some types of Convolutional Neural Networks (CNNs) to reduce the noticeable distortion resulting from the lossy JPEG compression technique. Most of them are built upon the processing made on the spatial dom
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::152b1e4d69abefa77fbbc8beb8903527
https://doi.org/10.1145/3428658.3430966
https://doi.org/10.1145/3428658.3430966
Autor:
Alvaro Veiga, Álan L. V. Guedes, Sérgio Colcher, Antonio José G. Busson, Daniel de Sousa Moraes, Paulo R. C. Mendes
Publikováno v:
ISM
Recent works have successfully applied some types of Convolutional Neural Networks (CNNs) to reduce the noticeable distortion resulting from the lossy JPEG/MPEG compression technique. Most of them are built upon the processing made on the spatial dom
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0448cd17be11c94ff089285d2f16161d
http://arxiv.org/abs/2010.05760
http://arxiv.org/abs/2010.05760
Publikováno v:
CEC
Forecasting stock prices in the market its known to be an extremely difficult task, where even the predictability of the series itself is a controversial matter. The present study investigates the existence of periods within the series more suitable
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fc2bd2b6d41cb871741435fcf7c6a14a
https://doi.org/10.1109/cec48606.2020.9185496
https://doi.org/10.1109/cec48606.2020.9185496
Publikováno v:
Insurance: Mathematics and Economics. 77:177-188
Open private pension schemes are subject to risk-based regulation. In this context, asset and liability management (ALM) frameworks for pension plan operators are increasingly based on multistage stochastic programming (MSP). The significant advances
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f45210c577924ca12c5280d576664ccd
https://doi.org/10.1016/j.insmatheco.2017.09.022
https://doi.org/10.1016/j.insmatheco.2017.09.022
Publikováno v:
Electric Power Systems Research. 152:9-17
Operational strategies of the Brazilian Electric Sector have direct impacts on operating costs, energy prices, planning the expansion of the system, etc. These decisions are taken under a high level of uncertainty, as the future availability of water
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::635dda5d288438858bb8681aa96f3ae7
https://doi.org/10.1016/j.epsr.2017.06.017
https://doi.org/10.1016/j.epsr.2017.06.017
Publikováno v:
Stochastic Environmental Research and Risk Assessment. 32:833-842
Synthetic streamflow data is vital for the energy sector, as it feeds stochastic optimisation models that determine operational policies. Considered scenarios should differ from each other, but be the same from a statistical point of view, i.e., the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1511e9488d3a0417b915a3bec3ffe9af
https://doi.org/10.1007/s00477-017-1411-2
https://doi.org/10.1007/s00477-017-1411-2
Publikováno v:
Computational Economics. 51:1021-1032
The literature of portfolio optimization is extensive and covers several important aspects of the asset allocation problem. However, previous works consider simplified linear borrowing cost functions that leads to suboptimal allocations. This paper a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3df61c7aa038b139e4b63f908f6ba4d1
https://doi.org/10.1007/s10614-017-9656-x
https://doi.org/10.1007/s10614-017-9656-x