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Filtros : "Journal of Risk and Financial Management" Limpar

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  • Artigo de periodico

    Machine learning for enhanced credit risk assessment: an empirical approach (2023)

    Suhadolnik, Nicolas ; Ueyama, Jó ; Silva, Sergio da

    Source: Journal of Risk and Financial Management. Unidade: ICMC

    Subjects: APRENDIZADO COMPUTACIONAL, RISCO, CRÉDITO

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    • ABNT

      SUHADOLNIK, Nicolas e UEYAMA, Jó e SILVA, Sergio da. Machine learning for enhanced credit risk assessment: an empirical approach. Journal of Risk and Financial Management, v. 16, p. 1-21, 2023Tradução . . Disponível em: https://doi.org/10.3390/jrfm16120496. Acesso em: 28 abr. 2024.

    • APA

      Suhadolnik, N., Ueyama, J., & Silva, S. da. (2023). Machine learning for enhanced credit risk assessment: an empirical approach. Journal of Risk and Financial Management, 16, 1-21. doi:10.3390/jrfm16120496

    • NLM

      Suhadolnik N, Ueyama J, Silva S da. Machine learning for enhanced credit risk assessment: an empirical approach [Internet]. Journal of Risk and Financial Management. 2023 ; 16 1-21.[citado 2024 abr. 28 ] Available from: https://doi.org/10.3390/jrfm16120496

    • Vancouver

      Suhadolnik N, Ueyama J, Silva S da. Machine learning for enhanced credit risk assessment: an empirical approach [Internet]. Journal of Risk and Financial Management. 2023 ; 16 1-21.[citado 2024 abr. 28 ] Available from: https://doi.org/10.3390/jrfm16120496

  • Artigo de periodico

    COVID-19 mortality and economic losses: the role of policies and structural conditions (2022)

    Wang, Weichen; Gurgone, Andrea ; Martínez, Humberto; Góes, Maria Cristina Barbieri ; Gallo, Ettore ; Kerényi, Ádam; Turco, Enrico Maria ; Coburger, Carla; Andrade, Pêdra Daricléa Santos

    Source: Journal of Risk and Financial Management. Unidade: ICMC

    Subjects: ECONOMIA, COVID-19, ANÁLISE DE REGRESSÃO E DE CORRELAÇÃO

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    • ABNT

      WANG, Weichen et al. COVID-19 mortality and economic losses: the role of policies and structural conditions. Journal of Risk and Financial Management, v. 15, p. 1-28, 2022Tradução . . Disponível em: https://doi.org/10.3390/jrfm15080354. Acesso em: 28 abr. 2024.

    • APA

      Wang, W., Gurgone, A., Martínez, H., Góes, M. C. B., Gallo, E., Kerényi, Á., et al. (2022). COVID-19 mortality and economic losses: the role of policies and structural conditions. Journal of Risk and Financial Management, 15, 1-28. doi:10.3390/jrfm15080354

    • NLM

      Wang W, Gurgone A, Martínez H, Góes MCB, Gallo E, Kerényi Á, Turco EM, Coburger C, Andrade PDS. COVID-19 mortality and economic losses: the role of policies and structural conditions [Internet]. Journal of Risk and Financial Management. 2022 ; 15 1-28.[citado 2024 abr. 28 ] Available from: https://doi.org/10.3390/jrfm15080354

    • Vancouver

      Wang W, Gurgone A, Martínez H, Góes MCB, Gallo E, Kerényi Á, Turco EM, Coburger C, Andrade PDS. COVID-19 mortality and economic losses: the role of policies and structural conditions [Internet]. Journal of Risk and Financial Management. 2022 ; 15 1-28.[citado 2024 abr. 28 ] Available from: https://doi.org/10.3390/jrfm15080354

  • Artigo de periodico

    Transfer entropy approach for portfolio Optimization: an empirical approach for CESEE markets (2021)

    Škrinjarić, Tihana; Quintino, Derick David ; Ferreira, Paulo

    Source: Journal of Risk and Financial Management. Unidade: ESALQ

    Subjects: AÇÕES, ENTROPIA, MERCADO FINANCEIRO, PORTFÓLIOS

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    • ABNT

      ŠKRINJARIĆ, Tihana e QUINTINO, Derick David e FERREIRA, Paulo. Transfer entropy approach for portfolio Optimization: an empirical approach for CESEE markets. Journal of Risk and Financial Management, v. 14, p. 1-12, 2021Tradução . . Disponível em: https://doi.org/10.3390/jrfm14080369. Acesso em: 28 abr. 2024.

    • APA

      Škrinjarić, T., Quintino, D. D., & Ferreira, P. (2021). Transfer entropy approach for portfolio Optimization: an empirical approach for CESEE markets. Journal of Risk and Financial Management, 14, 1-12. doi:10.3390/jrfm14080369

    • NLM

      Škrinjarić T, Quintino DD, Ferreira P. Transfer entropy approach for portfolio Optimization: an empirical approach for CESEE markets [Internet]. Journal of Risk and Financial Management. 2021 ; 14 1-12.[citado 2024 abr. 28 ] Available from: https://doi.org/10.3390/jrfm14080369

    • Vancouver

      Škrinjarić T, Quintino DD, Ferreira P. Transfer entropy approach for portfolio Optimization: an empirical approach for CESEE markets [Internet]. Journal of Risk and Financial Management. 2021 ; 14 1-12.[citado 2024 abr. 28 ] Available from: https://doi.org/10.3390/jrfm14080369

  • Artigo de periodico

    Forecasting the term structure of interest rates with dynamic constrained smoothing B-splines (2020)

    Mineo, Eduardo ; Alencar, Airlane Pereira ; Moura, Marcelo; Fabris, Antonio Elias

    Source: Journal of Risk and Financial Management. Unidade: IME

    Subjects: ECONOMIA MATEMÁTICA, ANÁLISE DE SÉRIES TEMPORAIS

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    • ABNT

      MINEO, Eduardo et al. Forecasting the term structure of interest rates with dynamic constrained smoothing B-splines. Journal of Risk and Financial Management, v. 13, n. 4, 2020Tradução . . Disponível em: https://doi.org/10.3390/jrfm13040065. Acesso em: 28 abr. 2024.

    • APA

      Mineo, E., Alencar, A. P., Moura, M., & Fabris, A. E. (2020). Forecasting the term structure of interest rates with dynamic constrained smoothing B-splines. Journal of Risk and Financial Management, 13( 4). doi:10.3390/jrfm13040065

    • NLM

      Mineo E, Alencar AP, Moura M, Fabris AE. Forecasting the term structure of interest rates with dynamic constrained smoothing B-splines [Internet]. Journal of Risk and Financial Management. 2020 ; 13( 4):[citado 2024 abr. 28 ] Available from: https://doi.org/10.3390/jrfm13040065

    • Vancouver

      Mineo E, Alencar AP, Moura M, Fabris AE. Forecasting the term structure of interest rates with dynamic constrained smoothing B-splines [Internet]. Journal of Risk and Financial Management. 2020 ; 13( 4):[citado 2024 abr. 28 ] Available from: https://doi.org/10.3390/jrfm13040065

  • Artigo de periodico

    Parsimonious heterogeneous ARCH models for high frequency modeling (2020)

    Ruilova, Juan Carlos; Morettin, Pedro Alberto

    Source: Journal of Risk and Financial Management. Unidade: IME

    Subjects: ANÁLISE DE DADOS, ANÁLISE DE SÉRIES TEMPORAIS

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    • ABNT

      RUILOVA, Juan Carlos e MORETTIN, Pedro Alberto. Parsimonious heterogeneous ARCH models for high frequency modeling. Journal of Risk and Financial Management, v. 13, n. 2, 2020Tradução . . Disponível em: https://doi.org/10.3390/jrfm13020038. Acesso em: 28 abr. 2024.

    • APA

      Ruilova, J. C., & Morettin, P. A. (2020). Parsimonious heterogeneous ARCH models for high frequency modeling. Journal of Risk and Financial Management, 13( 2). doi:10.3390/jrfm13020038

    • NLM

      Ruilova JC, Morettin PA. Parsimonious heterogeneous ARCH models for high frequency modeling [Internet]. Journal of Risk and Financial Management. 2020 ; 13( 2):[citado 2024 abr. 28 ] Available from: https://doi.org/10.3390/jrfm13020038

    • Vancouver

      Ruilova JC, Morettin PA. Parsimonious heterogeneous ARCH models for high frequency modeling [Internet]. Journal of Risk and Financial Management. 2020 ; 13( 2):[citado 2024 abr. 28 ] Available from: https://doi.org/10.3390/jrfm13020038

  • Artigo de periodico

    Hierarchical transmuted log-logistic model: a subjective bayesian analysis (2018)

    Santos, Carlos A. dos; Granzotto, Daniele C. T; Tomazella, Vera L. D.; Louzada, Francisco

    Source: Journal of Risk and Financial Management. Unidade: ICMC

    Subjects: INFERÊNCIA BAYESIANA, MODELOS PARA PROCESSOS ESTOCÁSTICOS, DISTRIBUIÇÕES (PROBABILIDADE), VEROSSIMILHANÇA, REGRESSÃO LOGÍSTICA, ANÁLISE DE SOBREVIVÊNCIA

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    • ABNT

      SANTOS, Carlos A. dos et al. Hierarchical transmuted log-logistic model: a subjective bayesian analysis. Journal of Risk and Financial Management, v. 11, n. 1, p. 1-12, 2018Tradução . . Disponível em: https://doi.org/10.3390/jrfm11010013. Acesso em: 28 abr. 2024.

    • APA

      Santos, C. A. dos, Granzotto, D. C. T., Tomazella, V. L. D., & Louzada, F. (2018). Hierarchical transmuted log-logistic model: a subjective bayesian analysis. Journal of Risk and Financial Management, 11( 1), 1-12. doi:10.3390/jrfm11010013

    • NLM

      Santos CA dos, Granzotto DCT, Tomazella VLD, Louzada F. Hierarchical transmuted log-logistic model: a subjective bayesian analysis [Internet]. Journal of Risk and Financial Management. 2018 ; 11( 1): 1-12.[citado 2024 abr. 28 ] Available from: https://doi.org/10.3390/jrfm11010013

    • Vancouver

      Santos CA dos, Granzotto DCT, Tomazella VLD, Louzada F. Hierarchical transmuted log-logistic model: a subjective bayesian analysis [Internet]. Journal of Risk and Financial Management. 2018 ; 11( 1): 1-12.[citado 2024 abr. 28 ] Available from: https://doi.org/10.3390/jrfm11010013

  • Artigo de periodico

    Negative binomial Kumaraswamy-G cure rate regression model (2018)

    D'Andrea, Amanda; Rocha, Ricardo; Tomazella, Vera; Louzada, Francisco

    Source: Journal of Risk and Financial Management. Unidade: ICMC

    Subjects: INFERÊNCIA BAYESIANA, DISTRIBUIÇÕES (PROBABILIDADE), DISTRIBUIÇÃO BINOMIAL, REGRESSÃO LOGÍSTICA, ANÁLISE DE SOBREVIVÊNCIA

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    • ABNT

      D'ANDREA, Amanda et al. Negative binomial Kumaraswamy-G cure rate regression model. Journal of Risk and Financial Management, v. 11, n. Ja 2018, p. 1-14, 2018Tradução . . Disponível em: https://doi.org/10.3390/jrfm11010006. Acesso em: 28 abr. 2024.

    • APA

      D'Andrea, A., Rocha, R., Tomazella, V., & Louzada, F. (2018). Negative binomial Kumaraswamy-G cure rate regression model. Journal of Risk and Financial Management, 11( Ja 2018), 1-14. doi:10.3390/jrfm11010006

    • NLM

      D'Andrea A, Rocha R, Tomazella V, Louzada F. Negative binomial Kumaraswamy-G cure rate regression model [Internet]. Journal of Risk and Financial Management. 2018 ; 11( Ja 2018): 1-14.[citado 2024 abr. 28 ] Available from: https://doi.org/10.3390/jrfm11010006

    • Vancouver

      D'Andrea A, Rocha R, Tomazella V, Louzada F. Negative binomial Kumaraswamy-G cure rate regression model [Internet]. Journal of Risk and Financial Management. 2018 ; 11( Ja 2018): 1-14.[citado 2024 abr. 28 ] Available from: https://doi.org/10.3390/jrfm11010006
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