ANA ALEJANDRA
CABAÑA NIGRO
Investigadora en el periodo 2003-2010
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Universitat Politècnica de Catalunya
Barcelona, EspañaPublicaciones en colaboración con investigadores/as de Universitat Politècnica de Catalunya (12)
2023
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Estimated Covid-19 burden in Spain: ARCH underreported non-stationary time series
BMC medical research methodology, Vol. 23, Núm. 1, pp. 75
2021
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Cumulated burden of COVID-19 in Spain from a Bayesian perspective
European Journal of Public Health, Vol. 31, Núm. 4, pp. 917-920
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Sentiment analysis of financial news: Mechanics and statistics
Data Science for Economics and Finance: Methodologies and Applications (Springer International Publishing), pp. 195-216
2020
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American and exotic options in a market with frictions
European Journal of Finance, Vol. 26, Núm. 2-3, pp. 179-199
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Deep and Wide Neural Networks Covariance Estimation
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
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Estimating the real burden of disease under a pandemic situation: The SARS-CoV2 case
PLoS ONE, Vol. 15, Núm. 12 December
2018
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Embedding in law of discrete time ARMA processes in continuous time stationary processes
Journal of Statistical Planning and Inference, Vol. 197, pp. 156-167
2017
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An alternative to CARMA models via iterations of Ornstein–Uhlenbeck processes
Trends in Mathematics, Vol. 6, pp. 101-107
2016
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A construction of continuous-time ARMA models by iterations of Ornstein-Uhlenbeck processes
Sort: Statistics and Operations Research Transactions, Vol. 40, Núm. 2, pp. 267-302
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Towards a sharp estimation of transfer entropy for identifying causality in financial time series
CEUR Workshop Proceedings
2014
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Modeling stationary data by a class of generalized ornstein-uhlenbeck processes: The Gaussian case
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Vol. 8819, pp. 13-24
2013
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A Graphical Tool for Describing the Temporal Evolution of Clusters in Financial Stock Markets
Computational Economics, Vol. 41, Núm. 2, pp. 213-231