Publications dans lesquelles il/elle collabore avec Rafael Rosillo Camblor (6)


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

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


  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


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

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