Current affiliation: Universitat Rovira i VirgiliSubject: EconomicsPrimary location: Spain
Published in:Journal of The Royal Society InterfacePublication date:2015-10-28
Published in:Philosophical Transactions of The Royal Society A Mathematical Physical and Engineering SciencesPublication date:2015-11-02
Published in:Journal of Statistical Mechanics Theory and ExperimentPublication date:2013-08-21
Published in:Physica A Statistical Mechanics and its ApplicationsPublication date:2012-09-01
Published in:Economics LettersPublication date:2012-09-01
Published in:The European Physical Journal BPublication date:2013-12-01
Published in:2013 Joint IFSA World Congress and NAFIPS Annual Meeting (IFSA/NAFIPS)Publication date:2013-06-01
Published in:Physica A Statistical Mechanics and its ApplicationsPublication date:2011-11-01
Published in:Modeling and Simulation in Engineering, Economics, and ManagementPublication date:2013-01-01
Published in:The European Physical Journal BPublication date:2015-08-01
Published in:Methods for Decision Making in an Uncertain EnvironmentPublication date:2012-06-12
Published in:Advances in Intelligent Systems and ComputingPublication date:2015-01-01
Published in:SSRN Electronic JournalPublication date:2011-01-01
Published in:Physica A Statistical Mechanics and its ApplicationsPublication date:2016-05-01
Published in:Chaos Solitons & FractalsPublication date:2016-07-01
Published in:Physica A Statistical Mechanics and its ApplicationsPublication date:2016-08-01
Published in:Physics Letters APublication date:2017-03-01
Published in:EmpiricaPublication date:2016-05-20
Published in:KybernetesPublication date:2017-01-09
This paper presents an improvement in credit scoring, using a large database. The main findings is that, using a model LVQ+PSO, we can reduce signi...
Published in:Physica A Statistical Mechanics and its ApplicationsPublication date:2017-10-01
Using intraday transactions, we study the long memory characteristics of the bitcoin market at different time scales.
Published in:Economics LettersPublication date:2017-12-01
Bitcoin is the most important cryptocurrency. There are thouthands of daily transactions worth several millons dollars. Consequently, a detailed st...
Published in:Complex Systems: Solutions and Challenges in Economics, Management and EngineeringPublication date:2017-11-01
We show that stock price movements (up and down) are imperfectly forecasted using Artificial Neural Networks. In spite of the fact that the forecas...
Published in:EconometricsPublication date:2018-01-19
This paper revisits the old day-of-the-week effect in stock markets. However, it does with a renowed vision, proposing a test based on ordinal patt...
Published in:Lecture Notes in Computer SciencePublication date:2018-01-01
The main idea is to guess which loan applicants will fulfill their obligations if loan is approved, using machine learning techniques. It uses big ...