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Jose Augusto Fiorucci
Jose Augusto Fiorucci
Professor de Estatística, Universidade de Brasília
Verified email at unb.br
Title
Cited by
Cited by
Year
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
1012016
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
522014
Groec: combination method via generalized rolling origin evaluation
JA Fiorucci, F Louzada
International Journal of Forecasting 36 (1), 105-109, 2020
192020
The optimised theta method
JÊA Fioruci, TR Pellegrini, F Louzada, F Petropoulos
arXiv preprint arXiv:1503.03529, 2015
192015
Forectheta: forecasting time series by theta models
JA Fiorucci, F Louzada, B Yiqi
R package version 2, 2016
122016
Bayesdccgarch-an implementation of multivariate GARCH DCC models
JA Fioruci, RS Ehlers, F Louzada
arXiv preprint arXiv:1412.2967, 2014
92014
Reaction trend system with GARCH quantiles as action points
JA Fiorucci, GN Silva, F Barboza
Expert Systems with Applications 198, 116750, 2022
82022
Heuristics for minimizing the maximum within-clusters distance
JA Fioruci, F Toledo, MCV Nascimento
Pesquisa Operacional 32, 497-522, 2012
82012
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
62020
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
42018
The exponential Poisson logarithmic distribution
JA Fioruci, B Yiqi, F Louzada, VG Cancho
Communications in Statistics-Theory and Methods 45 (9), 2556-2575, 2016
42016
Package ‘bayesDccGarch’
JA Fiorucci, RS Ehlers, F Louzada, MJA Fiorucci
Technical Report. Available at http://cran. r-project. org/web/packages …, 2016
42016
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
32024
RTS: Expert advisor for reaction trend system
JA Fiorucci, GN Silva, F Barboza
Software Impacts 13, 100331, 2022
32022
Modelagem de volatilidade via modelos GARCH com erros assimétricos: abordagem Bayesiana
JA Fioruci
Dissertação. USP-São Carlos, 2012
32012
BayesDccGarch: The Bayesian dynamic conditional correlation GARCH model
JA Fiorucci, RS Ehlers, F Louzada
22020
Time series forecasting: advances on Theta method
JA Fiorucci
Thesis of Doctor Degree in Statistics, May, 2016
22016
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
12023
Portfolio Selection with Minimum Investment Constraints
GN Silva, DEG Lima, DA Carvalho, ES Teixeira, F Louzada, F Barboza, ...
Mathematics in Industry Reports (MIIR), 1-18, 2023
12023
Package ‘forecTheta’
JA Fiorucci, F Louzada, B Yiqi, MJA Fiorucci
12016
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