Alvaro Veiga

MaRDI QIDQ191779zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods Journal of Business and Economic Statistics	2024-10-11	Paper
Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and autometrics Communications in Statistics. Simulation and Computation	2022-06-21	Paper
A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model Econometric Reviews	2022-06-03	Paper
Exploiting low-rank structure in semidefinite programming by approximate operator splitting Optimization	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 North American Actuarial Journal	2019-05-28	Paper
Forecasting longevity gains using a seemingly unrelated time series model Journal of Forecasting	2018-10-12	Paper
Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints Insurance Mathematics & Economics	2017-11-23	Paper
A multistage linear stochastic programming model for optimal corporate debt management European Journal of Operational Research	2015-02-04	Paper
MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL Econometric Theory	2010-04-08	Paper
Tree-structured smooth transition regression models Computational Statistics and Data Analysis	2009-06-12	Paper
Diagnostic Checking in a Flexible Nonlinear Time Series Model Journal of Time Series Analysis	2004-03-16	Paper
Piecewise linear time series estimation with GRASP Computational Optimization and Applications	2001-07-22	Paper

Research outcomes over time

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