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André Alves Portela Santos · Study
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Author
André Alves Portela Santos
11 works
· latest 2023
· 3 institutions
cluster: provisional
ORCID 0000-0001-6134-8930
Works
11 shown
Machine learning and fund characteristics help to select mutual funds with positive alpha
Journal of Financial Economics
·
2023
·
4 authors
·
Open access
115
citations
Novel hybrid model based on echo state neural network applied to the prediction of stock price return volatility
Expert Systems with Applications
·
2021
·
4 authors
·
Open access
108
citations
Lotka’s law for the Brazilian scientific output published in journals
Journal of Information Science
·
2018
·
6 authors
25
citations
The Brazilian scientific output published in journals: A study based on a large CV database
Journal of Informetrics
·
2016
·
5 authors
·
Open access
35
citations
Can We Predict the Financial Markets Based on Google's Search Queries?
Journal of Forecasting
·
2016
·
4 authors
·
Open access
60
citations
Hedging against embarrassment
Journal of Economic Behavior & Organization
·
2015
·
4 authors
·
Open access
35
citations
Psychophysiological Correlates of the Disposition Effect
PLoS ONE
·
2013
·
5 authors
·
Open access
19
citations
Comparing univariate and multivariate models to forecast portfolio Value-at-Risk
LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas)
·
2013
·
3 authors
·
Open access
83
citations
Dynamic factor multivariate GARCH model
Computational Statistics & Data Analysis
·
2012
·
2 authors
34
citations
The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies
Journal of Business Ethics
·
2009
·
3 authors
·
Open access
237
citations
Computational intelligence approaches and linear models in case studies of forecasting exchange rates
Expert Systems with Applications
·
2006
·
3 authors
61
citations