Concepedia

Marcelo C. Medeiros

MC

Statistics

Publications

44

Citations

2.1K

H-Index

24

Active since

1997

Affiliations

Pontifícia Universidade Católica do Rio de Janeiro(Current)

Fundação Getulio Vargas

Erasmus University Rotterdam

Princeton University

Escola de Economia de São Paulo

Marcelo C. Medeiros is an author at Pontifícia Universidade Católica do Rio de Janeiro specializing in engineering, business, and statistics.

Top concepts

EngineeringStatisticsBusinessForecastingEconometricsFinancePredictive AnalyticsEconomicsData ScienceTime Series Econometrics

Publications per year

1997–2023

44

Publications

44

Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods

Marcelo C. Medeiros, Gabriel Vasconcelos, Álvaro Veiga et al. · Journal of Business and Economic Statistics · 2019 · 340 citations · Full text

Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data

Lacir Jorge Soares, Marcelo C. Medeiros · International Journal of Forecasting · 2008 · 219 citations

Economics, Engineering, Smart Grid +14

A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries

Michael McAleer, Marcelo C. Medeiros · Journal of Econometrics · 2008 · 176 citations

Stochastic Calculus, Stochastic Dynamical System, Long Memory +3

Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice

Laurent Callot, Anders Kock, Marcelo C. Medeiros · Journal of Applied Econometrics · 2016 · 102 citations · Full text

Realized Covariance Matrices, Asset Allocation, Portfolio Management +19

The Benefits of Bagging for Forecast Models of Realized Volatility

Eric Hillebrand, Marcelo C. Medeiros · Econometric Reviews · 2010 · 93 citations

Forecasting Methodology, Volatility Modeling, Engineering +17

1–5 of 44