An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets. - Betina Fernandes; Alexandre Street; Davi Michel Valladão; Cristiano Fernandes (Eur. J. Oper. Res., 2016)

Estimation, Forecasting, and Anomaly Detection for Nonstationary Streams Using Adaptive Estimation. - Henrique Hoeltgebaum; Niall M. Adams; Cristiano Fernandes (IEEE Trans. Cybern., 2022)

Lumpy and intermittent retail demand forecasts with score-driven models. - Rodrigo Sarlo; Cristiano Fernandes; Denis Borenstein (Eur. J. Oper. Res., 2023)

Assessing the Optimistic Bias in the Natural Inflow Forecasts: A Call for Model Monitoring in Brazil. - Arthur Brigatto; Alexandre Street; Cristiano Fernandes; Davi Michel Valladão; Guilherme Bodin; Joaquim Dias Garcia (CoRR, 2024)