Publications

Title Yearsort descending
An analysis of price discovery between Bitcoin futures and spot prices 2019
Differences between short and long term risk aversion: an optimal asset allocation perspective 2019
Tests of Asset Pricing with time-varying factor loads 2019
Financial integration in the United Arab States stock markets 2019
Neural network models for empirical finance. 2020
Optimal asset allocation using a combination of implied and historical information. 2020
Uncovering the distribution of option implied risk aversion 2020
Optimal portfolio choices using financial leverage. 2020
Extremely Randomized Neural Networks for constructing prediction intervals. 2021
The size effect as a lottery 2021
An empirical analysis of terrorism and stock market spillovers: The case of Spain. 2021
Granger causality detection in high-dimensional systems using feedforward neural networks. 2021
Volatility spillover between economic sectors in financial crisis prediction: Evidence spanning the great financial crisis and Covid-19 pandemic. 2021
Analysis of Bitcoin prices using market and sentiment variables. 2021
Optimal portfolio allocation using option implied information. 2021
Modeling the spread of COVID-19 in New York City 2021
Optimal portfolio allocation and asset centrality revisited 2021
Environmental Engel Curves: a neural network approach 2022
Portfolio Selection in Quantile Utility Models 2022
Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models. 2022

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