Alvaro Veiga
Scholar

Alvaro Veiga

Google Scholar ID: DlS-0DwAAAAJ
Professor Associado, Departamento de Engenharia Elétrica, PUC-Rio
Non linear/non gaussian statistical modelsQuantitative FinancesHigh DimensionalStochastic OptimisationRenewable Energy
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Citations & Impact
All-time
Citations
980
 
H-index
14
 
i10-index
19
 
Publications
20
 
Co-authors
23
list available
Publications
1 items
Structural breaks detection and variable selection in dynamic linear regression via the Iterative Fused LASSO in high dimension
2025
Cited
0
Co-authors
6 total
Marcelo C. Medeiros
Marcelo C. Medeiros
Professor, Department of Economics, The University of Illinois at Urbana-Champaign
Alexandre Street
Alexandre Street
Electrical Engineering Department of the Pontifical Catholic University of Rio de Janeiro (PUC-Rio)
Mauricio G. C. Resende
Mauricio G. C. Resende
University of Washington
Hélio Côrtes Vieira Lopes
Hélio Côrtes Vieira Lopes
Pontifícia Universidade Católica do Rio de Janeiro
Claudia Czado
Claudia Czado
Associate Professor for Applied Mathematical Statistics
Dário Augusto Borges Oliveira
Dário Augusto Borges Oliveira
Professor at Getulio Vargas Foundation