André Alves Portela Santos

The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies

Javier Gil‐Bazo, Pablo Ruiz‐Verdú, André Alves Portela Santos · Journal of Business Ethics · 2009 · 227 citations · Full text

Financial Management, Ethical Investment, Fund Management +7

Novel hybrid model based on echo state neural network applied to the prediction of stock price return volatility

Gabriel Trierweiler Ribeiro, André Alves Portela Santos, Viviana Cocco Mariani et al. · Expert Systems with Applications · 2021 · 106 citations · Full text

Intelligent Forecasting, Novel Hybrid Model, Forecasting

Comparing univariate and multivariate models to forecast portfolio Value-at-Risk

André Alves Portela Santos, Francisco J. Nogales, Esther Ruiz · LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas) · 2013 · 89 citations · Full text

Machine learning and fund characteristics help to select mutual funds with positive alpha

Victor DeMiguel, Javier Gil‐Bazo, Francisco J. Nogales et al. · Journal of Financial Economics · 2023 · 86 citations · Full text

Machine Learning, Portfolio Management, Data Science +16

A RBF neural network model with GARCH errors: Application to electricity price forecasting

Leandro dos Santos Coelho, André Alves Portela Santos · Electric Power Systems Research · 2010 · 76 citations

Forecasting Methodology, Economics, Economic Forecasting +10