Person:191779

Available identifiers

zbMath Open veiga.alvaroMaRDI QIDQ191779

List of research outcomes

Publication	Date of Publication	Type
Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics	2022-06-21	Paper
A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model	2022-06-03	Paper
Exploiting low-rank structure in semidefinite programming by approximate operator splitting	2022-02-21	Paper
Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans	2019-05-28	Paper
Forecasting Longevity Gains Using a Seemingly Unrelated Time Series Model	2018-10-12	Paper
Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints	2017-11-23	Paper
A multistage linear stochastic programming model for optimal corporate debt management	2015-02-04	Paper
MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL	2010-04-08	Paper
Tree-structured smooth transition regression models	2009-06-12	Paper
Diagnostic Checking in a Flexible Nonlinear Time Series Model	2004-03-16	Paper
Piecewise linear time series estimation with GRASP	2001-07-22	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Alvaro Veiga