Dr Aurelio F. Bariviera
Universitat Rovira i Virgili
Lecturer, Economics
Spain
My Publications
An analysis of high-frequency cryptocurrencies prices dynamics using permutation-inform...
Chaos An Interdisciplinary Journal of Nonlinear Science
July 2018
An alternative test based on ordinal patterns applied to stock returns
Econometrics
January 2018
This paper try to enhance credit scoring, by using machine learning techniques
January 2018
This letter studies the long memory behavior in bitcoin return and volatiliy.
Economics Letters
December 2017
We use ANN, in order to forecast stock market movements, using intraday prices.
November 2017
A first approach to bitcoin market
Physica A Statistical Mechanics and its Applications
October 2017
A simple and fast representation space for classifying complex time series
Physics Letters A
March 2017
Credit scoring using machine learning
Kybernetes
January 2017
Monitoring the informational efficiency of European corporate bond markets with dynamic...
Physica A Statistical Mechanics and its Applications
August 2016
Libor at crossroads: Stochastic switching detection using information theory quantifiers
Chaos Solitons & Fractals
July 2016
Efficient Market Hypothesis
Empirica
May 2016
LIBOR troubles: Anomalous movements detection based on maximum entropy
Physica A Statistical Mechanics and its Applications
May 2016
A permutation information theory tour through different interest rate maturities: the L...
Philosophical Transactions of The Royal Society A Mathematical Physical and Engineering...
November 2015
Thermodynamics of firms' growth
Journal of The Royal Society Interface
October 2015
The (in)visible hand in the Libor market: an information theory approach
The European Physical Journal B
August 2015
Obtaining Classification Rules Using LVQ+PSO: An Application to Credit Risk
January 2015
Revisiting the European sovereign bonds with a permutation-information-theory approach
The European Physical Journal B
December 2013
Efficiency and credit ratings: a permutation-information-theory analysis
Journal of Statistical Mechanics Theory and Experiment
August 2013
Face recognition based on fuzzy probabilistic SOM
June 2013
Risk Behavior of Stock Markets Before and After the Subprime Crisis
January 2013
On the efficiency of sovereign bond markets
Physica A Statistical Mechanics and its Applications
September 2012
A comparative analysis of the informational efficiency of the fixed income market in se...
Economics Letters
September 2012
THE EFFECT OF CHANGES OF THE HURST EXPONENT IN RETURN PREDICTABILITY: THE CASE OF THE D...
June 2012
The influence of liquidity on informational efficiency: The case of the Thai Stock Market
Physica A Statistical Mechanics and its Applications
November 2011
Revisiting the Efficient Market Hypothesis in the Thai Stock Market
SSRN Electronic Journal
January 2011