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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
902016
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
482014
Groec: combination method via generalized rolling origin evaluation
JA Fiorucci, F Louzada
International Journal of Forecasting 36 (1), 105-109, 2020
182020
The optimised theta method
JA Fioruci, TR Pellegrini, F Louzada, F Petropoulos
arXiv preprint arXiv:1503.03529, 2015
182015
Forectheta: forecasting time series by theta models
JA Fiorucci, F Louzada, B Yiqi
R package version 2, 2016
112016
Bayesdccgarch-an implementation of multivariate GARCH DCC models
JA Fioruci, RS Ehlers, F Louzada
arXiv preprint arXiv:1412.2967, 2014
82014
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
Reaction trend system with GARCH quantiles as action points
JA Fiorucci, GN Silva, F Barboza
Expert Systems with Applications 198, 116750, 2022
52022
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
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
32018
Modelagem de volatilidade via modelos GARCH com erros assimétricos: abordagem Bayesiana
JA Fioruci
Dissertação. USP-São Carlos, 2012
32012
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
22024
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
22023
BayesDccGarch: The Bayesian dynamic conditional correlation GARCH model
JA Fiorucci, RS Ehlers, F Louzada
22020
Time series forecasting: advances on Theta method
JA Fiorucci
Universidade Federal de São Carlos, 2016
22016
RTS: Expert advisor for reaction trend system
JA Fiorucci, GN Silva, F Barboza
Software Impacts 13, 100331, 2022
12022
Package ‘forecTheta’
JA Fiorucci, F Louzada, B Yiqi, MJA Fiorucci
12016
Parametric quantile autoregressive moving average models with exogenous terms applied to Walmart sales data
A Dasilva, H Saulo, R Vila, JA Fiorucci, S Pal
arXiv preprint arXiv:2206.00132, 2022
2022
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