← All authors Eduardo Horta Universidade Federal do Rio Grande do Sul (per OpenAlex) · ORCID · OpenAlex
15 papers in scope · 14 published · 2 on the econ.EM arXiv · 140 citations · h-index 4 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Eduardo Schirmer Finn Emmanuel Guerre Marcelo Fernandes David M. Kaplan Xin Liu Tomasz Serafin Songnian Chen Yundong Tu Chaohua Dong Junlong Feng Luciano I. de Castro Bin Peng Yuan Liao Le-Yu Chen Youngki Shin Sokbae Lee Myung Hwan Seo Jean-Jacques Forneron Antonio F. Galvao Jiti Gao Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 15)
Global Variable Selection for Quantile Regression
published 2025 · Revista Colombiana de Estadística
with Tais Loureiro Bellini, Gabriela Bettella Cybis
Conditional Mode: An Approach via Smoothed Quantile Regression
published 2025 · Revista Colombiana de Estadística
with Artur Matia Ongaratto
Optimization model for banking Asset Liability Management
published 2025 · The Quarterly Review of Economics and Finance
with Henrique Rosset Ferreira, Marcelo Monteiro Teixeira, Tiago Pascoal Filomena, Guilherme Kirch, Daniel Vancin
working paper 2024 · arXiv
Imunização de carteira de crédito
published 2024 · Brazilian Review of Finance
with Boris Mar Barcelos, Tiago Pascoal Filomena
The limitations of comonotonic additive risk measures: a literature review
published 2024 · Decisions in Economics and Finance · first circulated 2022
with Samuel Solgon Santos, Marcelo Brutti Righi
Product disintegrations: A law of large numbers via conditional independence
published 2024 · Statistics & Probability Letters · 1 citations · first circulated 2023
with Luísa Borsato, Rafael Rigão Souza
A note on the induction of comonotonic additive risk measures from acceptance sets
published 2024 · Statistics & Probability Letters · first circulated 2023
with Samuel Solgon Santos, Marlon Ruoso Moresco, Marcelo Brutti Righi
Minkowski deviation measures
published 2022 · Statistics & Risk Modeling · 4 citations
with Marlon Ruoso Moresco, Marcelo Brutti Righi
Previsão de volatilidade a tempo discreto: Uma abordagem via regressão quantílica
published 2020 · Brazilian Review of Finance
with Víctor Henriques Oliveira
Home advantage and away goals rule: An analysis from Brazil Cup
published 2020 · Journal of Sports Analytics · 5 citations
with Alice Paul Waquil, Jean Carlo Moraes
published 2019 · Journal of Business and Economic Statistics · 111 citations
Dynamics of financial returns densities: A functional approach applied to the Bovespa intraday index
published 2017 · International Journal of Forecasting · 19 citations
with Flávio Augusto Ziegelmann
Conjugate processes: Theory and application to risk forecasting
published 2017 · Stochastic Processes and their Applications
with Flávio Augusto Ziegelmann
Identifying the spectral representation of Hilbertian time series
published 2016 · Statistics & Probability Letters
with Flávio Augusto Ziegelmann
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