Hugo Gobato Souto

HAN University of Applied Sciences

Netherlands

  • HAN University of Applied Sciences

SCHOLARLY PAPERS

5

DOWNLOADS

783

TOTAL CITATIONS

12

Scholarly Papers (5)

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1.

TSMixer and Realized Volatility Prediction

Number of pages: 46 Posted: 18 Feb 2024
Hugo Gobato Souto and Storm Koert Heuvel
HAN University of Applied Sciences and Leiden University - Department of Mathematics and Computer Science
Downloads 277 (239,737)
Citation 3

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TSMixer, Realized Volatility, Time Series Forecasting, Neural Networks

2.

TimesNet for Realized Volatility Prediction

Number of pages: 58 Posted: 20 Dec 2023
Hugo Gobato Souto
HAN University of Applied Sciences
Downloads 198 (332,839)
Citation 2

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TimesNet, Realized Volatility, Time Series Forecasting, Neural Networks

3.

NHITS for Forecasting Stock Realized Volatility

Number of pages: 59 Posted: 08 Dec 2023
Hugo Gobato Souto
HAN University of Applied Sciences
Downloads 168 (386,187)
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NHITS, Realized Volatility, Time Series Forecasting, Neural Networks

4.

Augmented HAR

Number of pages: 10 Posted: 25 Jul 2023
Hugo Gobato Souto, Joshua Blackmon and Amir Moradi
HAN University of Applied Sciences, HAN University of Applied Sciences and HAN University of Applied Sciences
Downloads 81 (663,830)
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Neural Networks, Realized Volatility Forecasting, Time-Series Data Augmentation.

5.

Application of Persistent Homology in Forecasting Realized Volatility

Number of pages: 19 Posted: 29 Jun 2023
Hugo Gobato Souto
HAN University of Applied Sciences
Downloads 59 (789,476)
Citation 3

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Neural Networks, NBEATSx, Realized Volatility Forecasting, Topological Data Analysis (TDA), Persistent Homology (PH).