Publications by the researcher in collaboration with Rafael Rosillo Camblor (6)

2016

  1. Optimal Prediction Periods for New and Old Volatility Indexes in USA and German Markets

    Computational Economics, Vol. 47, Núm. 4, pp. 527-549

2014

  1. Predictive capacity of VIX and VDAX in relation to the first maturity

    Proceedings of the 2014 International Conference on Artificial Intelligence, ICAI 2014 - WORLDCOMP 2014

  2. Forecasting DAX 30 using support vector machines and VDAX

    Computational Intelligence Techniques for Trading and Investment (Taylor and Francis), pp. 177-191

  3. The effectiveness of the combined use of VIX and support vector machines on the prediction of sandp 500

    Neural Computing and Applications, Vol. 25, Núm. 2, pp. 321-332

  4. Stock market simulation using support vector machines

    Journal of Forecasting, Vol. 33, Núm. 6, pp. 488-500

2012

  1. Trading system based on support vector machines in the S&P500 index

    Proceedings of the 2012 International Conference on Artificial Intelligence, ICAI 2012