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Leandro Maciel
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Evolving granular analytics for interval time series forecasting
L Maciel, R Ballini, F Gomide
Granular Computing 1, 213-224, 2016
1022016
Evolving fuzzy systems for pricing fixed income options
L Maciel, A Lemos, F Gomide, R Ballini
Evolving Systems 3, 5-18, 2012
652012
Cryptocurrencies value‐at‐risk and expected shortfall: Do regime‐switching volatility models improve forecasting?
L Maciel
International Journal of Finance & Economics 26 (3), 4840-4855, 2021
582021
Enhanced evolving participatory learning fuzzy modeling: an application for asset returns volatility forecasting
L Maciel, F Gomide, R Ballini
Evolving Systems 5, 75-88, 2014
552014
Design a neural network for time series financial forecasting: Accuracy and robustness analysis
LS Maciel, R Ballini
Anales do 9º Encontro Brasileiro de Finanças, Sao Pablo, Brazil, 2008
512008
Evolving possibilistic fuzzy modeling for realized volatility forecasting with jumps
L Maciel, R Ballini, F Gomide
IEEE Transactions on Fuzzy Systems 25 (2), 302-314, 2016
482016
Neural networks applied to stock market forecasting: An empirical analysis
LS Maciel, R Ballini
Journal of the Brazilian Neural Network Society 8 (1), 3-22, 2010
442010
Evolving fuzzy-GARCH approach for financial volatility modeling and forecasting
L Maciel, F Gomide, R Ballini
Computational Economics 48, 379-398, 2016
392016
Technical analysis based on high and low stock prices forecasts: Evidence for Brazil using a fractionally cointegrated VAR model
L Maciel
Empirical Economics 58 (4), 1513-1540, 2020
292020
Evolving hybrid neural fuzzy network for realized volatility forecasting with jumps
R Rosa, L Maciel, F Gomide, R Ballini
2014 IEEE Conference on Computational Intelligence for Financial Engineering …, 2014
282014
A fuzzy inference system modeling approach for interval-valued symbolic data forecasting
L Maciel, R Ballini
Knowledge-Based Systems 164, 139-149, 2019
242019
A hybrid fuzzy GJR-GARCH modeling approach for stock market volatility forecasting
L Maciel
Advances in Financial Risk Management: Corporates, Intermediaries and …, 2013
202013
MIMO evolving functional fuzzy models for interest rate forecasting
L Maciel, F Gomide, R Ballini
2012 IEEE Conference on Computational Intelligence for Financial Engineering …, 2012
192012
Impacto dos contratos futuros do Ibovespa na volatilidade dos índices de ações no Brasil: uma análise na crise do subprime
L Maciel, RLF Silveira, I Luna, R Ballini
Estudos Econômicos (São Paulo) 42, 801-825, 2012
182012
An evolving possibilistic fuzzy modeling approach for value-at-risk estimation
L Maciel, R Ballini, F Gomide
Applied Soft Computing 60, 820-830, 2017
172017
Volatility persistence and inventory effect in grain futures markets: evidence from a recursive model
RLF da Silveira, L dos Santos Maciel, FL Mattos, R Ballini
Revista de Administração 52 (4), 403-418, 2017
172017
Recursive possibilistic fuzzy modeling
L Maciel, F Gomide, R Ballini
2014 IEEE Symposium on Evolving and Autonomous Learning Systems (EALS), 9-16, 2014
162014
Exchange rate forecasting using echo state networks for trading strategies
L Maciel, F Gomide, D Santos, R Ballini
2014 IEEE Conference on Computational Intelligence for Financial Engineering …, 2014
162014
Bubble detection in Bitcoin and Ethereum and its relationship with volatility regimes
R Diniz, D de Prince, L Maciel
Journal of Economic Studies 50 (3), 429-447, 2022
152022
Simplified evolving rule-based fuzzy modeling of realized volatility forecasting with jumps
L Maciel, F Gomide, R Ballini, R Yager
2013 IEEE Conference on Computational Intelligence for Financial Engineering …, 2013
152013
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