Publicaciones en colaboración con investigadores/as de Universidad de León (3)

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. Stock market simulation using support vector machines

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