Publications en collaboration avec des chercheurs 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