Alvaro Veiga

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

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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