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)

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)

Probability of informed trading: a Bayesian approach. - Leonardo Bosque; Pedro Henrique Melo Albuquerque; Yaohao Peng; Cibele Da-Silva; Eduardo Yoshio Nakano (Int. J. Appl. Decis. Sci., 2020)

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)

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)