Mossoró
Brazil
http://www.ufersa.edu.br
Federal Rural University of Semi-Arid - UFERSA
Text Regression, Supervised Machine Learning, Elastic Net, Central Bank Communication, Forecasting, Real Time
VaR, GARCH, Monte Carlo Simulation
CAPM, Multivariate GARCH, Dynamic betas
Textual data, quantile regression, factor model, density forecast, portfolio analysis.
Stochastic Volatility Model, Kalman Filter, Vale
territory, FAP, agricultural trading, collective organization
Economic uncertainty, Dictionary, Sentiment analysis.
