publicaciones

Título Añoorden ascendente
A nonparametric predictive regression model using partitioning estimators based on Taylor expansions. 2023
Functional coefficient quantile regression model with time-varying loadings. 2023
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
Optimal Characteristic Portfolios 2022
Hedging demand in long-term currency carry trade asset allocation problems. 2022
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
Analysis of Bitcoin prices using market and sentiment variables. 2021
Optimal portfolio allocation using option implied information. 2021
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

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