Pedro Henrique Melo Albuquerque

According to our database, Pedro Henrique Melo Albuquerque authored at least 9 papers between 2017 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

RMCriteria: a decision making support system package for R.

Pedro Henrique Melo Albuquerque, Gustavo S. Monteiro

Commun. Stat. Simul. Comput., 2022

2021

Survey on-demand: a versatile scientific article automated inquiry method using text mining applied to asset liability management.

Igor Ferreira do Nascimento, Pedro Henrique Melo Albuquerque, Yaohao Peng

Int. J. Bus. Intell. Data Min., 2021

Portfolio selection with support vector regression: multiple kernels comparison.

Pedro Alexandre Moura Barros Henrique, Pedro Henrique Melo Albuquerque, Sarah Sabino De Freitas Marcelino, Yaohao Peng

Int. J. Bus. Intell. Data Min., 2021

2020

Probability of informed trading: a Bayesian approach.

Leonardo Bosque, Pedro Henrique Melo Albuquerque, Yaohao Peng, Cibele Da-Silva, Eduardo Y. Nakano

Int. J. Appl. Decis. Sci., 2020

2019

Bayesian LDA for mixed-membership clustering analysis: The Rlda package.

Pedro Henrique Melo Albuquerque, Denis Ribeiro do Valle, Daijiang Li

Knowl. Based Syst., 2019

Between Nonlinearities, Complexity, and Noises: An Application on Portfolio Selection Using Kernel Principal Component Analysis.

Yaohao Peng, Pedro Henrique Melo Albuquerque, Igor Ferreira do Nascimento, João Victor Freitas Machado

Entropy, 2019

2018

The best of two worlds: Forecasting high frequency volatility for cryptocurrencies and traditional currencies with Support Vector Regression.

Yaohao Peng, Pedro Henrique Melo Albuquerque, Jáder Martins Camboim de Sá, Ana Julia Akaishi Padula, Mariana Rosa Montenegro

Expert Syst. Appl., 2018

2017

Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels.

Pedro Correia S. Bezerra, Pedro Henrique Melo Albuquerque

Comput. Manag. Sci., 2017

Wealth management: Modeling the nonlinear dependence.

Mariana Rosa Montenegro, Pedro Henrique Melo Albuquerque

Algorithmic Finance, 2017