Concepedia

Hugo Gobato Souto

HG

8

Publications

119

Citations

8

H-Index

2023

Active since

Affiliations

HAN University of Applied Sciences(Current)

Hugo Gobato Souto is an author at HAN University of Applied Sciences specializing in engineering, asset pricing, and business.

Top concepts

FinanceBusinessEngineeringForecastingData ScienceAsset PricingVolatility ModelingQuantitative FinanceFinancial EngineeringStatistics

Publications per year

2023–2024

8

Publications

8

Introducing NBEATSx to realized volatility forecasting

Hugo Gobato Souto, Amir Moradi · Expert Systems with Applications · 2023 · 24 citations · Full text

Topological tail dependence: Evidence from forecasting realized volatility

Hugo Gobato Souto · The Journal of Finance and Data Science · 2023 · 17 citations · Full text

Volatility Modeling, Topological Tail Dependence, Engineering +12

Forecasting realized volatility through financial turbulence and neural networks

Hugo Gobato Souto, Amir Moradi · Economics and Business Review/The Poznań University of Economics Review · 2023 · 16 citations · Full text

Low-volatility Stocks, Robust Forecasts, Volatility Modeling +13

A novel loss function for neural network models exploring stock realized volatility using Wasserstein Distance

Hugo Gobato Souto, Amir Moradi · Decision Analytics Journal · 2023 · 15 citations · Full text

Volatility Modeling, Engineering, Machine Learning +16

Can transformers transform financial forecasting?

Hugo Gobato Souto, Amir Moradi · China Finance Review International · 2024 · 15 citations

Rows per page

1–5 of 8