Fernando A. B. Sabino da Silva
6 SlideShares 12 Followers 2 Followings
Personal Information
Organization / Workplace
Porto Alegre Area, Brazil Brazil
Occupation
Professor of Empirical Finance, Econometrics, Statistics, and Data Science. Department of Economics.
Industry
Consulting / Advisory
Website
www.ufrgs.br/ecompfin
About
Currently. I'm the assistant coordinator of e-CompFin - Center for Research in Data Science, Economics, and Finance. Activity: We are developing a system -- e-Vidence -- to computationally implement economic models for data prediction without human intervention. To provide the best real-time estimates of several economic variables, we combine predictive and causal inference techniques, with and without the use of machine learning tools.
Contact Details
Tags
s&p 500 regressão linear matriz chapéu hat matrix diagnosticos de selecao do modelo regressão linear múltipla transformações diagnosticos diagnosticos de observações influentes statistical arbitrage. quantitative strategies distance long-short copula pairs trading text mining. sentiment analysis machine learning big data wccvar scenarios risk management mixed copula linear programming gaussian copula finance asset allocation cointegração phillips-perron var impulso resposta kpss decomposição da variância adf cointegration vecm dickey-fuller box and jenkins wolf decomposition estacionariedade stationarity seasonal arima arma arimax armax sarima decomposição de wolf arima
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Presentations

(3)

Pairs Trading: Optimizing via Mixed Copula versus Distance Method for S&P 500 Assets

5 years ago • 765 Views

Big Data, Machine Learning e Text Mining em Economia: Estudos Recentes e Análise de Sentimento do BACEN

5 years ago • 363 Views

Robust Portfolio Optimization with Multivariate Copulas: A Worst-Case CVaR Approach

5 years ago • 844 Views

Documents

(3)

Modelos (S)ARIMA e extensões

8 years ago • 3738 Views

Vetores Autoregressivos

8 years ago • 9023 Views

Introdução à Regressão Linear

5 years ago • 2307 Views

Likes

(1)

Machine Learning by Analogy

Colleen Farrelly • 8 years ago
Personal Information
Organization / Workplace
Porto Alegre Area, Brazil Brazil
Occupation
Professor of Empirical Finance, Econometrics, Statistics, and Data Science. Department of Economics.
Industry
Consulting / Advisory
Website
www.ufrgs.br/ecompfin
About
Currently. I'm the assistant coordinator of e-CompFin - Center for Research in Data Science, Economics, and Finance. Activity: We are developing a system -- e-Vidence -- to computationally implement economic models for data prediction without human intervention. To provide the best real-time estimates of several economic variables, we combine predictive and causal inference techniques, with and without the use of machine learning tools.
Tags
s&p 500 regressão linear matriz chapéu hat matrix diagnosticos de selecao do modelo regressão linear múltipla transformações diagnosticos diagnosticos de observações influentes statistical arbitrage. quantitative strategies distance long-short copula pairs trading text mining. sentiment analysis machine learning big data wccvar scenarios risk management mixed copula linear programming gaussian copula finance asset allocation cointegração phillips-perron var impulso resposta kpss decomposição da variância adf cointegration vecm dickey-fuller box and jenkins wolf decomposition estacionariedade stationarity seasonal arima arma arimax armax sarima decomposição de wolf arima
See more