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Yaohao Peng
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The best of two worlds: Forecasting high frequency volatility for cryptocurrencies and traditional currencies with Support Vector Regression
Y Peng, PHM Albuquerque, JMC de Sá, AJA Padula, MR Montenegro
Expert Systems with Applications 97, 177-192, 2018
300*2018
An empirical overview of nonlinearity and overfitting in machine learning using COVID-19 data
Y Peng, MH Nagata
Chaos, Solitons & Fractals 139, 110055, 2020
1352020
Na era das máquinas, o emprego é de quem? Estimação da probabilidade de automação de ocupações no Brasil
PH Albuquerque, CAPB Saavedra, RL de Morais, PF Alves, Y Peng
Texto para Discussão, 2019
762019
Machine learning algorithms for fraud prediction in property insurance: Empirical evidence using real-world microdata
MK Severino, Y Peng
Machine Learning with Applications 5, 100074, 2021
732021
Feature selection and deep neural networks for stock price direction forecasting using technical analysis indicators
Y Peng, PHM Albuquerque, H Kimura, CAPB Saavedra
Machine Learning with Applications 5, 100060, 2021
652021
Between nonlinearities, complexity, and noises: an application on portfolio selection using kernel principal component analysis
Y Peng, PHM Albuquerque, IF do Nascimento, JVF Machado
Entropy 21 (4), 376, 2019
302019
Non-linear interactions and exchange rate prediction: Empirical evidence using support vector regression
P Yaohao, PHM Albuquerque
Applied Mathematical Finance 26 (1), 69-100, 2019
302019
Efficiency of the Brazilian credit unions: A joint evaluation of economic and social goals
E Sousa de Abreu, H Kimura, LM Araújo Neto, Y Peng
Latin American Business Review 19 (2), 107-129, 2018
192018
Making the whole greater than the sum of its parts: A literature review of ensemble methods for financial time series forecasting
PHM Albuquerque, Y Peng, JPF Silva
Journal of Forecasting 41 (8), 1701-1724, 2022
172022
The robot from Ipanema goes working: estimating the probability of jobs automation in Brazil
PHM Albuquerque, CAPB Saavedra, RL de Morais, Y Peng
Latin American Business Review 20 (3), 227-248, 2019
162019
Os três tipos de aprendizado de máquina
H Honda, M Facure, P Yaohao
Brasília: lamfo, 2017
142017
O desafio do pareamento de grandes bases de dados: mapeamento de métodos de record linkage probabilístico e diagnóstico de sua viabilidade empírica
P Yaohao, LF Mation
Instituto de Pesquisa Econômica Aplicada (Ipea), 2018
122018
Mapping regional business opportunities using geomarketing and machine learning
MFF Oliveira, PHM Albuquerque, PY Hao, PA Henrique
Gestão & Produção 27, e4158, 2020
82020
Statistical analysis of the Chinese COVID-19 data with Benford’s law and clustering
Y Peng, MH Nagata
Laboratório de Aprendizado de Máquina em Finanças e Organizações (LAMFO), 2020
72020
Portfolio selection with support vector regression: multiple kernels comparison
PAMB Henrique, PHM Albuquerque, SSDF Marcelino, Y Peng
International Journal of Business Intelligence and Data Mining 18 (4), 395-410, 2021
52021
Probability of informed trading: a Bayesian approach
L Bosque, P Albuquerque, Y Peng, C Da-Silva, E Nakano
International Journal of Applied Decision Sciences 13 (2), 183-214, 2020
52020
Machine learning methods for financial forecasting and trading profitability: Evidence during the Russia–Ukraine war
Y Peng, JG de Moraes Souza
Revista de Gestão 31 (2), 152-165, 2024
22024
Are Fintechs worth investing? Case study for startup using real option theory
JCF Souza, JGDM Souza, PY Hao
International Journal of Development Research 11 (04), 45999-46007, 2021
22021
Stochastic volatility modelling in portfolio selection via sequential Monte Carlo simulation
IFD Nascimento, PHM Albuquerque, Y Peng
International Journal of Portfolio Analysis and Management 2 (3), 249-267, 2021
22021
Survey on-demand: a versatile scientific article automated inquiry method using text mining applied to asset liability management
IFD Nascimento, PHDM Albuquerque, Y Peng
International Journal of Business Intelligence and Data Mining 18 (3), 261-290, 2021
22021
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