Concepedia

Cristiano Fernandes

CF

19

Publications

587

Citations

14

H-Index

1989

Active since

Affiliations

Pontifícia Universidade Católica do Rio de Janeiro(Current)

Universidade Federal Fluminense

Universidade Federal do Rio Grande do Sul

Imperial College London

London School of Economics and Political Science

Cristiano Fernandes is an author at Pontifícia Universidade Católica do Rio de Janeiro specializing in business, management, and finance.

Top concepts

BusinessFinanceManagementStatisticsEngineeringEconomicsForecastingPredictive AnalyticsEconometricsAsset Pricing

Publications per year

1989–2022

19

Publications

19

Time Series Models for Count or Qualitative Observations

Andrew Harvey, Cristiano Fernandes · Journal of Business and Economic Statistics · 1989 · 232 citations

Count Data, Engineering, Data Science +14

Generating Joint Scenarios for Renewable Generation: The Case for Non-Gaussian Models With Time-Varying Parameters

Henrique Hoeltgebaum, Cristiano Fernandes, Alexandre Street · IEEE Transactions on Power Systems · 2018 · 37 citations

Engineering, Stochastic Simulation, Renewable Generation +19

An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets

Betina Fernandes, Alexandre Street, Davi Valladão et al. · European Journal of Operational Research · 2016 · 36 citations

Mathematical Programming, Loss Constraints, Portfolio Optimization +8

Decomposing and Simulating the Movements of Term Structures of Interest Rates in Emerging Eurobond Markets

Caio Almeida, Antonio Marcos Duarte, Cristiano Fernandes · The Journal of Fixed Income · 1998 · 35 citations

Monetary Policy, Economics, Term Structure Model +12

Time series models for insurance claims

Andrew Harvey, Cristiano Fernandes · Journal of the Institute of Actuaries · 1989 · 25 citations

Engineering, Health Insurance Design, Financial Time Series Analysis +13

Rows per page

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