Publications

Titlesort descending Year
A nonparametric predictive regression model using partitioning estimators based on Taylor expansions. 2023
An analysis of price discovery between Bitcoin futures and spot prices 2019
An empirical analysis of terrorism and stock market spillovers: The case of Spain. 2021
Analysis of Bitcoin prices using market and sentiment variables. 2021
Differences between short and long term risk aversion: an optimal asset allocation perspective 2019
Environmental Engel Curves: a neural network approach 2022
Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models. 2022
Extremely Randomized Neural Networks for constructing prediction intervals. 2021
Financial integration in the United Arab States stock markets 2019
Functional coefficient quantile regression model with time-varying loadings. 2023
Granger causality detection in high-dimensional systems using feedforward neural networks. 2021
Hedging demand in long-term currency carry trade asset allocation problems. 2022
Modeling the spread of COVID-19 in New York City 2021
Neural network models for empirical finance. 2020
Optimal asset allocation using a combination of implied and historical information. 2020
Optimal Characteristic Portfolios 2022
Optimal portfolio allocation and asset centrality revisited 2021
Optimal portfolio allocation using option implied information. 2021
Optimal portfolio choices using financial leverage. 2020
Portfolio Selection in Quantile Utility Models 2022

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