publicaciones

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A nonparametric predictive regression model using partitioning estimators based on Taylor expansions. 2023
Functional coefficient quantile regression model with time-varying loadings. 2023
Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models. 2022
Optimal Characteristic Portfolios 2022
Hedging demand in long-term currency carry trade asset allocation problems. 2022
Environmental Engel Curves: a neural network approach 2022
Portfolio Selection in Quantile Utility Models 2022
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
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
Optimal portfolio choices using financial leverage. 2020
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

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