Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction. - Jianqing Fan; Ricardo P. Masini; Marcelo C. Medeiros (CoRR, 2020)

Machine Learning Advances for Time Series Forecasting. - Ricardo P. Masini; Marcelo C. Medeiros; Eduardo F. Mendes (CoRR, 2020)