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DES - Working Papers. Statistics and Econometrics. WS

From Universidad Carlos III de Madrid. Departamento de Estadística
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2025: Switching the leverage switch Downloads
Juan Miguel Marín Díazaraque, Eva Romero and María Helena Lopes Moreira Da Veiga
2025: Upper-tail sampling correction technique for engineering design Downloads
Victor Collado Fernandez, Fernando J. Méndez and Roberto Minguez Solana
2025: Fast k-medoids and q-Fold Fast k-medoids: New distance-based clustering algorithms for large mixed-type data Downloads
Aurea Grané Chávez and Fabio Scielzo Ortiz
2025: Data-driven chance-constrained optimization based on Gaussian Mixture Models Downloads
Alberto Corredera Barbado, Carlos Ruiz Mora and Francisco Javier Prieto Fernández
2024: On the relationship of country geopolitical risk on energy inflation Downloads
Cristina Alexandra De Oliveira Amado, Ignacio Garrón Vedia and María Helena Lopes Moreira da Veiga
2024: International vulnerability of inflation Downloads
Ignacio Garrón Vedia, Carlos Rodriguez Caballero and Esther Ruiz Ortega
2024: Extreme temperatures and the profitability of large European firms Downloads
Gian Pietro Enzo Bellocca, Pilar Poncela and Esther Ruiz Ortega
2024: Predictive day-ahead offering for renewable generators in uncertain spot and balancing markets Downloads
Wenxiu Feng, Carlos Ruiz Mora and Francisco Javier Nogales Martín
2024: Fitting complex stochastic volatility models using Laplace approximation Downloads
Juan Miguel Marín Díazaraque, Eva Romero and María Helena Lopes Moreira da Veiga
2024: A stochastic volatility model for volatility asymmetry and propagation Downloads
Juan Miguel Marín Díazaraque, Eva Romero and María Helena Lopes Moreira da Veiga
2024: A Bayesian semi-parametric approach to stochastic frontier models with inefficiency heterogeneity Downloads
Yaguo Deng, Michael Peter Wiper and María Helena Lopes Moreira da Veiga
2024: A Quantile Neural Network Framework for Twostage Stochastic Optimization Downloads
Antonio Alcántara Mata, Carlos Ruiz Mora and Calvin Tsay
2024: Clustering and forecasting of day-ahead electricity supply curves using a market-based distance Downloads
Zehang Li, Andrés Modesto Alonso Fernández, Antonio Elías and Juan M. Morales
2023: Observability analysis for structural system identification based on state estimation Downloads
Ahmad Alahmad, Roberto Mínguez Solana, Rocío Porras, José Antonio Lozano Galant and José Turmo
2023: Deep Learning and Bayesian Calibration Approach to Hourly Passenger Occupancy Prediction in Beijing Metro: A Study Exploiting Cellular Data and Metro Conditions Downloads
He Sun and Stefano Cabras
2023: Economic activity and C02 emissions in Spain Downloads
Aranzazu de Juan, Pilar Poncela and Esther Ruiz Ortega
2023: Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula Downloads
Gloria Gonzalez-Rivera, Carlos Rodriguez Caballero and Esther Ruiz Ortega
2023: Penalized function-on-function partial leastsquares regression Downloads
Harold Antonio Hernandez Roig, María del Carmen Aguilera Morillo, Ana M. Aguilera and Cristian Preda
2023: Tall big data time series of high frequency: stylized facts and econometric modelling Downloads
Antoni Espasa and Guillermo Carlomagno Real
2023: Adaptive posterior distributions for covariance matrix learning in Bayesian inversion problems for multioutput signals Downloads
Ernesto Ángel Curbelo Benítez, Luca Martino, Fernando Llorente Fernández and David Delgado Gómez
2023: Modelling physical activity profiles in COPD patients: a new approach to variable-domain functional regression models Downloads
Pavel Hernandez Amaro, María Luz Durbán Reguera, María del Carmen Aguilera Morillo, Cristobal Esteban Gonzalez and Inma Arostegui
2023: Data cloning for a threshold asymmetric stochastic volatility model Downloads
Juan Miguel Marín Díazaraque and María Helena Lopes Moreira da Veiga
2023: Risk Management of Energy Communities with Hydrogen Production and Storage Technologies Downloads
Wenxiu Feng and Carlos Ruiz Mora
2023: Measuring efficiency of Peruvian universities: a stochastic frontier analysis Downloads
Juan Carlos Orosco Gavilán, María Helena Lopes Moreira da Veiga and Michael Peter Wiper
2022: Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models Downloads
Diego Eduardo Fresoli, Pilar Poncela and Esther Ruiz Ortega
2022: A Neural Network-Based Distributional Constraint Learning Methodology for Mixed-Integer Stochastic Optimization Downloads
Antonio Alcántara Mata and Carlos Ruiz Mora
2022: An experimental analysis of contagion in financial markets Downloads
Helena Veiga, Ronald Peeters and Marc Vorstaz
2022: Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading Downloads
Alberto Corredera Barbado and Carlos Ruiz Mora
2022: Multivariate Functional Outlier Detection using the FastMUOD Indices Downloads
Oluwasegun Taiwo Ojo, Antonio Fernández Anta, Marc G. Genton and Rosa Elvira Lillo Rodríguez
2022: On the General Equilibrium Effects of Market Power Downloads
Diego Moreno and Emmanuel Petrakis
2022: Spatial extreme model for rainfall intensity: application to the estimation of IDF curves in the Basque Country Downloads
Roberto Mínguez Solana and Sixto Herrera
2022: Data depth and multiple output regression, the distorted M-quantiles approach Downloads
Maicol Jesús Ochoa Arellano and Ignacio Cascos Fernández
2022: On data-driven chance constraint learning for mixed-integer optimization problems Downloads
Antonio Alcántara Mata and Carlos Ruiz Mora
2022: Before and after default: information and optimal portfolio via anticipating calculus Downloads
José Antonio Salmerón Garrido, Giulia Di Nunno and Bernardo D'Auria
2022: Data-driven stabilizations of goodness-of-fit tests Downloads
Alberto Fernández de Marcos Giménez de los Galanes and Eduardo García Portugués
2022: Economic activity and climate change Downloads
Aránzazu De Juan Fernández, Pilar Poncela, Carlos Rodriguez Caballero and Esther Ruiz Ortega
2022: Optimal day-ahead offering strategy for large producers based on market price response learning Downloads
Antonio Alcántara Mata and Carlos Ruiz Mora
2022: An anticipative Markov modulated market Downloads
Bernardo D'Auria and José Antonio Salmerón Garrido
2021: A Bayesian Spatio-temporal model for predicting passengers' occupancy at Beijing Metro Downloads
Stefano Cabras and Flor Sunhe
2021: Anticipative information in a Brownian-Poisson market: the binary information Downloads
Bernardo D'Auria and José Antonio Salmerón Garrido
2021: Optimal stopping of an Ornstein-Uhlenbeck bridge Downloads
Bernardo D'Auria, Eduardo García Portugués and Abel Guada Azze
2021: A quantile based dimension reduction technique Downloads
Álvaro Méndez Civieta, María del Carmen Aguilera Morillo and Rosa Elvira Lillo Rodríguez
2021: Some results on optimally exercising American put options for time-inhomogeneous processes Downloads
Bernardo D'Auria, Eduardo García Portugués and Abel Guada
2021: How to explain the cross-section of equity returns through Common Principal Components Downloads
José Manuel Cueto, Aurea Grané Chávez and Ignacio Cascos Fernández
2021: Dynamic factor models: does the specification matter? Downloads
Karen Alejandra Miranda Gualdrón, Pilar Poncela and Esther Ruiz Ortega
2021: Expecting the unexpected: economic growth under stress Downloads
Gloria Gonzalez Rivera, Carlos Rodriguez Caballero and Esther Ruiz Ortega
2021: Integrated nested Laplace approximations for threshold stochastic volatility models Downloads
Patrícia de Zea Bermudez, Juan Miguel Marín Díazaraque, Havard Rue and Helena Veiga
2020: Adaptative predictability of stock market returns Downloads
Isabel Casas, Xiuping Mao and Helena Veiga
2020: What do international energy prices have in common after taking into account the key drivers? Downloads
Maximo Camacho, Ángela Caro Navarro and Daniel Peña
2020: Valuation in the energy sector: Fundamentals or bubbles? Downloads
Sofia Ramos, Helena Veiga and I-Chuan Huang
2020: Discovering general and sectorial trends in a large set of time series Downloads
Guillermo Carlomagno Real and Antoni Espasa
2020: A solution method for the shared Resource Constrained Multi-Shortest Path Problem Downloads
David García Heredia, Elisenda Molina Ferragut, Manuel Laguna and Antonio Alonso Ayuso
2020: Factor extraction using Kalman filter and smoothing: this is not just another survey Downloads
Pilar Poncela, Esther Ruiz Ortega and Karen Alejandra Miranda Gualdrón
2020: Iterative variable selection for high-dimensional data: prediction of pathological response in triple-negative breast cancer Downloads
Juan Carlos Laria de la Cruz, María del Carmen Aguilera Morillo, Enrique Álvarez, Rosa Elvira Lillo Rodríguez, Sara López Taruella, María Del Monte Millán, Antonio C. Picornell, Miguel Martín and Juan Romo
2020: Adaptive quadrature schemes for Bayesian inference via active learning Downloads
Fernando Llorente Fernández, Luca Martino, Víctor Elvira Arregui, David Delgado Gómez and Javier López Santiago
2020: Direct versus iterated multi-period Value at Risk Downloads
Maria Rosa Nieto Delfin and Esther Ruiz Ortega
2020: Quantile Consumption-Capital Asset Pricing Downloads
Sofia Ramos, Abderrahim Taamouti, María Helena Lopes Moreira da Veiga and Chih-Wei Wang
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