| Models for optimising the theta method and their relationship to state space models JA Fiorucci, TR Pellegrini, F Louzada, F Petropoulos, AB Koehler International journal of forecasting 32 (4), 1151-1161, 2016 | 94 | 2016 |
| Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions JA Fioruci, RS Ehlers, MG Andrade Filho Journal of Applied Statistics 41 (2), 320-331, 2014 | 48 | 2014 |
| Groec: combination method via generalized rolling origin evaluation JA Fiorucci, F Louzada International Journal of Forecasting 36 (1), 105-109, 2020 | 18 | 2020 |
| The optimised theta method JA Fioruci, TR Pellegrini, F Louzada, F Petropoulos arXiv preprint arXiv:1503.03529, 2015 | 18 | 2015 |
| Forectheta: forecasting time series by theta models JA Fiorucci, F Louzada, B Yiqi R package version 2, 2016 | 11 | 2016 |
| Bayesdccgarch-an implementation of multivariate GARCH DCC models JA Fioruci, RS Ehlers, F Louzada arXiv preprint arXiv:1412.2967, 2014 | 8 | 2014 |
| Heuristics for minimizing the maximum within-clusters distance JA Fioruci, F Toledo, MCV Nascimento Pesquisa Operacional 32, 497-522, 2012 | 8 | 2012 |
| Um algoritmo de negociação automatizado baseado em uma análise gráfica, pode apresentar um bom resultado? AM Carvalho, F Barboza, JA Fiorucci Revista Eniac Pesquisa 9 (1), 129-150, 2020 | 6 | 2020 |
| Reaction trend system with GARCH quantiles as action points JA Fiorucci, GN Silva, F Barboza Expert Systems with Applications 198, 116750, 2022 | 5 | 2022 |
| The exponential Poisson logarithmic distribution JA Fioruci, B Yiqi, F Louzada, VG Cancho Communications in Statistics-Theory and Methods 45 (9), 2556-2575, 2016 | 4 | 2016 |
| Package ‘bayesDccGarch’ JA Fiorucci, RS Ehlers, F Louzada, MJA Fiorucci Technical Report. Available at http://cran. r-project. org/web/packages …, 2016 | 4 | 2016 |
| Estimation and influence diagnostics for zero-inflated hyper-Poisson regression model: full Bayesian analysis VG Cancho, B Yiqi, JA Fiorucci, GDC Barriga, DK Dey Communications in Statistics-Theory and Methods 47 (11), 2741-2759, 2018 | 3 | 2018 |
| Modelagem de volatilidade via modelos GARCH com erros assimétricos: abordagem Bayesiana JA Fioruci Dissertação. USP-São Carlos, 2012 | 3 | 2012 |
| Parametric quantile autoregressive moving average models with exogenous terms A Dasilva, H Saulo, R Vila, JA Fiorucci, S Pal Statistical Papers 65 (3), 1613-1643, 2024 | 2 | 2024 |
| A review of artificial intelligence quality in forecasting asset prices F Barboza, G Nunes Silva, J Augusto Fiorucci Journal of Forecasting 42 (7), 1708-1728, 2023 | 2 | 2023 |
| BayesDccGarch: The Bayesian dynamic conditional correlation GARCH model JA Fiorucci, RS Ehlers, F Louzada | 2 | 2020 |
| Time series forecasting: advances on Theta method JA Fiorucci Universidade Federal de São Carlos, 2016 | 2 | 2016 |
| RTS: Expert advisor for reaction trend system JA Fiorucci, GN Silva, F Barboza Software Impacts 13, 100331, 2022 | 1 | 2022 |
| Package ‘forecTheta’ JA Fiorucci, F Louzada, B Yiqi, MJA Fiorucci | 1 | 2016 |
| Comparing Term Structure Estimation Techniques: An Exercise with Brazilian Data M Stivali, JA Fiorucci, RY Matsushita Instituto de Pesquisa Econômica Aplicada (Ipea), 2024 | | 2024 |
Francisco LouzadaUniversidade de São PauloVerified email at icmc.usp.br
