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Gabriel Vasconcelos

Universidade Federal de Uberlândia (per OpenAlex) · ORCID · OpenAlex

11 papers in scope · 9 published · 3 on the econ.EM arXiv · 569 citations · h-index 7 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Mehmet Caner Agostino Capponi Mihailo Stojnic
  2. Mehmet Caner
  3. Maurizio Daniele
  4. Agostino Capponi
  5. Marcelo C. Medeiros
  6. Zifeng Zhao
  7. Yuri Fonseca
  8. Rafael Alves
  9. Ruy M. Ribeiro
  10. Diego S. de Brito
  11. Ali Habibnia
  12. Jalal Etesami
  13. Yutong Chao
  14. Resat Gökhan
  15. Christis Katsouris
  16. Jingyi Huang
  17. Rohit Kumar
  18. Xiaofeng Shao
  19. Matthew Harding
  20. Feiyu Jiang

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

(4 of 11)

Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models
published2022 · Journal of Econometrics · 19 citations · first circulated 2020
with Mehmet Caner, Marcelo C. Medeiros, Marcelo Medeiros
Paper profile Journal of Econometrics arXiv:2002.01800
Managers versus Machines: Do Algorithms Replicate Human Intuition in Credit Ratings?
working paper2022 · arXiv · 2 citations
with Matthew Harding
Paper profile arXiv arXiv:2202.04218
Short-term Covid-19 forecast for latecomers
published2021 · International Journal of Forecasting · 3 citations
with Marcelo C. Medeiros, Alexandre Street, Davi Valladão, Eduardo Zilberman
Paper profile International Journal of Forecasting arXiv:2004.07977
Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods
published2019 · Journal of Business and Economic Statistics · 369 citations · first circulated 2018
with Marcelo C. Medeiros, Álvaro Veiga, Eduardo Zilberman, Marcelo Madeiros
Journal of Business and Economic Statistics
Measuring the aggregate effects of the Brazilian Development Bank on investment
published2018 · The North American Journal of Economics and Finance · 21 citations
with Ricardo de Menezes Barboza
The North American Journal of Economics and Finance
BooST: Boosting Smooth Trees for Partial Effect Estimation in Nonlinear Regressions
working paper2018 · arXiv · 5 citations
with Yuri Fonseca, Marcelo C. Medeiros, Alvaro Veiga
Paper profile arXiv arXiv:1808.03698
Real-time inflation forecasting with high-dimensional models: The case of Brazil
published2017 · International Journal of Forecasting · 98 citations
with Marcio García, Marcelo C. Medeiros
International Journal of Forecasting
Mitigating wind exposure with zero-cost collar insurance
published2016 · Renewable Energy · 7 citations
with Gláucia Fernandes, Leonardo Lima Gomes, Luiz Eduardo Teixeira Brandão
Renewable Energy
Forecasting Brazilian Inflation with High-Dimensional Models
published2016 · Brazilian Review of Econometrics · 17 citations
with Marcelo C. Medeiros, Eduardo Freitas
Brazilian Review of Econometrics
Forecasting macroeconomic variables in data-rich environments
published2015 · Economics Letters · 23 citations
with Marcelo C. Medeiros
Economics Letters
Seleção Paramétrica de Portfólios: Avaliação e Comparação com Portfólios de Markowitz
published2014 · Brazilian Review of Finance · 5 citations
with Marcelo C. Medeiros, Artur M. Passos
Brazilian Review of Finance

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.