Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Andrés García-Medina"'
Publikováno v:
PLoS ONE, Vol 16, Iss 4, p e0249857 (2021)
The problem of multistage allocation is solved using the Target Date Fund (TDF) strategy subject to a set of restrictions which model the latest regulatory framework of the Mexican pension system. The investment trajectory or glide-path for a represe
Externí odkaz:
https://doaj.org/article/07bc18b20f32475d9379a40b2c9d1699
Publikováno v:
PLoS ONE, Vol 16, Iss 9, p e0257686 (2021)
Transfer Entropy was applied to analyze the correlations and flow of information between 200,500 tweets and 23 of the largest capitalized companies during 6 years along the period 2013-2018. The set of tweets were obtained applying a text mining algo
Externí odkaz:
https://doaj.org/article/22576571950040ca85063e1c7e365509
Publikováno v:
PLoS ONE, Vol 15, Iss 1, p e0227269 (2020)
We determine the number of statistically significant factors in a high dimensional predictive model of cryptocurrencies using a random matrix test. The applied predictive model is of the reduced rank regression (RRR) type; in particular, we choose a
Externí odkaz:
https://doaj.org/article/b23b03b3876d4773bf6f4788f8e61221
Publikováno v:
Entropy, Vol 23, Iss 12, p 1582 (2021)
Bitcoin has attracted attention from different market participants due to unpredictable price patterns. Sometimes, the price has exhibited big jumps. Bitcoin prices have also had extreme, unexpected crashes. We test the predictive power of a wide ran
Externí odkaz:
https://doaj.org/article/1322bbb6540e4b78b5db41343d7ab486
Publikováno v:
Mathematics, Vol 9, Iss 14, p 1620 (2021)
We studied the effects of the recent financial turbulence of 2020 on the cryptocurrency market, taking into account both prices and volumes from December 2019 to July 2020. Time series were transformed into transaction matrices, and the Apriori algor
Externí odkaz:
https://doaj.org/article/928cc563f46641a5ac746ce544ebdbea
Publikováno v:
Entropy, Vol 22, Iss 7, p 760 (2020)
We investigate the effects of the recent financial turbulence of 2020 on the market of cryptocurrencies taking into account the hourly price and volume of transactions from December 2019 to April 2020. The data were subdivided into time frames and an
Externí odkaz:
https://doaj.org/article/ccf2b93dc25241ba8fd0014412fce97d
Publikováno v:
Computational Economics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dcda53da90b3b63b9519d247bdf0c726
https://doi.org/10.1007/s10614-023-10373-8
https://doi.org/10.1007/s10614-023-10373-8
Publikováno v:
International Journal of Modern Physics C.
Rotationally Invariant Estimators (RIE) are a new family of covariance matrix estimators based on random matrix theory and free probability. The family RIE has been proposed to improve the performance of an investment portfolio in the Markowitz model
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7e7b250246c4acc2b04fe2f6e507bd19
https://doi.org/10.1142/s0129183123501176
https://doi.org/10.1142/s0129183123501176
Publikováno v:
Mathematics
Volume 9
Issue 14
Mathematics, Vol 9, Iss 1620, p 1620 (2021)
Volume 9
Issue 14
Mathematics, Vol 9, Iss 1620, p 1620 (2021)
We studied the effects of the recent financial turbulence of 2020 on the cryptocurrency market, taking into account both prices and volumes from December 2019 to July 2020. Time series were transformed into transaction matrices, and the Apriori algor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cac139f23ffebc66dc44895c83363695
Publikováno v:
PLoS ONE, Vol 16, Iss 4, p e0249857 (2021)
PLoS ONE
PLoS ONE
The problem of multistage allocation is solved using the Target Date Fund (TDF) strategy subject to a set of restrictions which model the latest regulatory framework of the Mexican pension system. The investment trajectory or glide-path for a represe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5a7c743b2218ba6e5bb51e0b66314d4d
https://doaj.org/article/07bc18b20f32475d9379a40b2c9d1699
https://doaj.org/article/07bc18b20f32475d9379a40b2c9d1699