Publicações

Rochman, Ricardo; Junior, William Eid. The performance of equity funds-of-funds in Brazil - A multimethod analysis. Brazilian Review of Finance, v. 22, n. 4 (2024) 

DOI: https://doi.org/10.12660/rbfin.v22n4.2024.92333 

https://periodicos.fgv.br/rbfin/article/view/92333 

MATSUMOTO, Elia Yathie et al. Using Naïve Models to Improve US Dollar Exchange Rate Trend Prediction. In: XXIV Encontro Brasileiro de Finanças - Universidade Tecnológica Federal do Paraná (UTFPR), 2024. Disponível em: https://doity.com.br/anais/24ebfin/trabalho/353185

Código: https://codeocean.com/capsule/0312666/tree 

SILVA, M. L. F. da .; TEIXEIRA, M. A. C.; FRANCISCO, E. de R. O uso de dados pessoais no combate à COVID-19: alcances e limites das experiências do Brasil e da União Europeia. Revista de Gestão dos Países de Língua Portuguesa, Rio de Janeiro, v. 21, n. 2, p. 107–123, 2022. DOI: 10.12660/rgplp.v21n2.2022.85223. 

Disponível em: https://periodicos.fgv.br/rgplp/article/view/85223

TOGNERI, Rodrigo et al. Data-driven water need estimation for IoT-based smart irrigation: A survey. Expert Systems with Applications, p. 120194, 2023.  https://www.sciencedirect.com/science/article/abs/pii/S0957417423006966

Felizardo, Leonardo Kanashiro, Elia Matsumoto, and Emilio Del-Moral-Hernandez. "Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise." 2022 International Joint Conference on Neural Networks (IJCNN). IEEE, 2022. 

https://ieeexplore.ieee.org/abstract/document/9892333/

Felizardo, L. K., Paiva, F. C. L., de Vita Graves, C., Matsumoto, E. Y., Costa, A. H. R., Del-Moral-Hernandez, E., & Brandimarte, P. (2022).: A supervised approach to the cryptocurrency market. Expert Systems with Applications, 202, 117259. 

https://www.sciencedirect.com/science/article/abs/pii/S0957417422006339

MATSUMOTO, Elia Yathie et al. Forecasting US dollar exchange rate movement with computational models and human behavior. Expert Systems with Applications, v. 194, p. 116521, 2022. 

https://www.sciencedirect.com/science/article/abs/pii/S0957417422000227

DOI: https://doi.org/10.1016/j.eswa.2022.116521

Código compartilhado: https://codeocean.com/capsule/6317685/tree/v3 

ANDRADE, Rafael de Godoy Oliveira; DE CAMPOS PINTO, Afonso. Relevância das diferenças entre contratos futuros e a termo. Brazilian Review of Finance, v. 19, n. 3, p. 1-30, 2021. 

https://periodicos.fgv.br/rbfin/article/view/54979

ZUPPINI, Marcela Sousa; DE CAMPOS PINTO, Afonso; MATSUMOTO, Élia Yathie. Apreçamento de debêntures ilíquidas combinando técnicas de aprendizado não supervisionado e supervisionado. Brazilian Review of Finance, v. 19, n. 4, p. 1-27, 2021. 

https://periodicos.fgv.br/rbfin/article/view/81860

Credit Portfolio Selection: a Bounded Knapsack Problem solved Using Multi-Objective Genetic Algorithm - Conference: 7th International Young Finance Scholars ConferencAt: Online, Andre William Bortolin Bordignon, Elia Yathie Matsumoto, Flavio Almeida de Magalhães Cipparrone (2021).

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.The Value of Features: An Analysis over Fundamental Variables for Stock Movement Predictions  - Conference: 7th International Young Finance Scholars ConferencAt: Online, Frederico Benite Neto, Elia Yathie Matsumoto, Afonso de Campos Pinto (2021).

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