Graduation at Statistics from Universidade de São Paulo (2021). Has experience in Probability and Statistics, focusing on Statistics (Source: Lattes Curriculum)
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Stock prices usually behave as random walks and ARMA-APARCH models are usually fitted to the log returns due to their heterocesdasticity. Forecasts for different horizons with confidence intervals will be based on APARCH models and exponential smoothing techniques and, without intervals, using neural networks, as the LSTM. Such forecasts will be used to identify trends of growth and fall …
| 1 / 1 | Completed scholarships in Brazil |
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