Publicaciones (52) Publicaciones de ARGIMIRO ALEJANDRO ARRATIA QUESADA

2023

  1. Estimated Covid-19 burden in Spain: ARCH underreported non-stationary time series

    BMC medical research methodology, Vol. 23, Núm. 1, pp. 75

  2. How to Keep Your Portfolio Close in Risk and Diversification to a Desired Benchmark

    Computational Economics

  3. Identifying bias in network clustering quality metrics

    PeerJ Computer Science, Vol. 9

  4. What to Do with Your Sentiments in Finance

    Communications in Computer and Information Science

  5. clustAnalytics: An R Package for Assessing Stability and Significance of Communities in Networks

    R Journal, Vol. 15, Núm. 2, pp. 134-144

2022

  1. On Flows of Neural Ordinary Differential Equations That Are Solutions of Lotka-Volterra Dynamical Systems

    Frontiers in Artificial Intelligence and Applications

  2. The Assessment of Clustering on Weighted Network with R Package clustAnalytics

    Frontiers in Artificial Intelligence and Applications

  3. Towards and Efficient Algorithm for Computing the Reduced Mutual Information

    Frontiers in Artificial Intelligence and Applications

  4. Tracking a Well Diversified Portfolio with Maximum Entropy in the Mean

    Mathematics, Vol. 10, Núm. 4

2021

  1. Clustering assessment in weighted networks

    PeerJ Computer Science, Vol. 7, pp. 1-27

  2. Cumulated burden of COVID-19 in Spain from a Bayesian perspective

    European Journal of Public Health, Vol. 31, Núm. 4, pp. 917-920

  3. Predicciones financieras basadas en análisis de sentimiento de textos y minería de opiniones

    Nuevos métodos de predicción económica con datos masivos (Fundación de las Cajas de Ahorros (FUNCAS)), pp. 137-162

  4. Sentiment analysis of financial news: Mechanics and statistics

    Data Science for Economics and Finance: Methodologies and Applications (Springer International Publishing), pp. 195-216

2020

  1. American and exotic options in a market with frictions

    European Journal of Finance, Vol. 26, Núm. 2-3, pp. 179-199

  2. An Evaluation of Equity Premium Prediction Using Multiple Kernel Learning with Financial Features

    Neural Processing Letters, Vol. 52, Núm. 1, pp. 117-134

  3. Convolutional Neural Networks, Image Recognition and Financial Time Series Forecasting

    Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

  4. Deep and Wide Neural Networks Covariance Estimation

    Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

  5. Estimating the real burden of disease under a pandemic situation: The SARS-CoV2 case

    PLoS ONE, Vol. 15, Núm. 12 December

  6. Portfolio Optimization in Incomplete Markets and Price Constraints Determined by Maximum Entropy in the Mean

    Computational Economics, Vol. 56, Núm. 4, pp. 929-952

2019

  1. On the efficacy of stop-loss rules in the presence of overnight gaps

    Quantitative Finance, Vol. 19, Núm. 11, pp. 1857-1873