DES - Working Papers. Statistics and Econometrics. WS
From Universidad Carlos III de Madrid. Departamento de EstadÃstica Bibliographic data for series maintained by Ana Poveda (). Access Statistics for this working paper series.
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- 2025: Switching the leverage switch

- Juan Miguel Marín Díazaraque, Eva Romero and María Helena Lopes Moreira Da Veiga
- 2025: Upper-tail sampling correction technique for engineering design

- 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

- Aurea Grané Chávez and Fabio Scielzo Ortiz
- 2025: Data-driven chance-constrained optimization based on Gaussian Mixture Models

- Alberto Corredera Barbado, Carlos Ruiz Mora and Francisco Javier Prieto Fernández
- 2024: On the relationship of country geopolitical risk on energy inflation

- Cristina Alexandra De Oliveira Amado, Ignacio Garrón Vedia and María Helena Lopes Moreira da Veiga
- 2024: International vulnerability of inflation

- Ignacio Garrón Vedia, Carlos Rodriguez Caballero and Esther Ruiz Ortega
- 2024: Extreme temperatures and the profitability of large European firms

- Gian Pietro Enzo Bellocca, Pilar Poncela and Esther Ruiz Ortega
- 2024: Predictive day-ahead offering for renewable generators in uncertain spot and balancing markets

- Wenxiu Feng, Carlos Ruiz Mora and Francisco Javier Nogales Martín
- 2024: Fitting complex stochastic volatility models using Laplace approximation

- Juan Miguel Marín Díazaraque, Eva Romero and María Helena Lopes Moreira da Veiga
- 2024: A stochastic volatility model for volatility asymmetry and propagation

- 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

- Yaguo Deng, Michael Peter Wiper and María Helena Lopes Moreira da Veiga
- 2024: A Quantile Neural Network Framework for Twostage Stochastic Optimization

- Antonio Alcántara Mata, Carlos Ruiz Mora and Calvin Tsay
- 2024: Clustering and forecasting of day-ahead electricity supply curves using a market-based distance

- Zehang Li, Andrés Modesto Alonso Fernández, Antonio Elías and Juan M. Morales
- 2023: Observability analysis for structural system identification based on state estimation

- 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

- He Sun and Stefano Cabras
- 2023: Economic activity and C02 emissions in Spain

- Aranzazu de Juan, Pilar Poncela and Esther Ruiz Ortega
- 2023: Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula

- Gloria Gonzalez-Rivera, Carlos Rodriguez Caballero and Esther Ruiz Ortega
- 2023: Penalized function-on-function partial leastsquares regression

- 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

- Antoni Espasa and Guillermo Carlomagno Real
- 2023: Adaptive posterior distributions for covariance matrix learning in Bayesian inversion problems for multioutput signals

- 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

- 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

- Juan Miguel Marín Díazaraque and María Helena Lopes Moreira da Veiga
- 2023: Risk Management of Energy Communities with Hydrogen Production and Storage Technologies

- Wenxiu Feng and Carlos Ruiz Mora
- 2023: Measuring efficiency of Peruvian universities: a stochastic frontier analysis

- 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

- Diego Eduardo Fresoli, Pilar Poncela and Esther Ruiz Ortega
- 2022: A Neural Network-Based Distributional Constraint Learning Methodology for Mixed-Integer Stochastic Optimization

- Antonio Alcántara Mata and Carlos Ruiz Mora
- 2022: An experimental analysis of contagion in financial markets

- Helena Veiga, Ronald Peeters and Marc Vorstaz
- 2022: Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading

- Alberto Corredera Barbado and Carlos Ruiz Mora
- 2022: Multivariate Functional Outlier Detection using the FastMUOD Indices

- Oluwasegun Taiwo Ojo, Antonio Fernández Anta, Marc G. Genton and Rosa Elvira Lillo Rodríguez
- 2022: On the General Equilibrium Effects of Market Power

- Diego Moreno and Emmanuel Petrakis
- 2022: Spatial extreme model for rainfall intensity: application to the estimation of IDF curves in the Basque Country

- Roberto Mínguez Solana and Sixto Herrera
- 2022: Data depth and multiple output regression, the distorted M-quantiles approach

- Maicol Jesús Ochoa Arellano and Ignacio Cascos Fernández
- 2022: On data-driven chance constraint learning for mixed-integer optimization problems

- Antonio Alcántara Mata and Carlos Ruiz Mora
- 2022: Before and after default: information and optimal portfolio via anticipating calculus

- José Antonio Salmerón Garrido, Giulia Di Nunno and Bernardo D'Auria
- 2022: Data-driven stabilizations of goodness-of-fit tests

- Alberto Fernández de Marcos Giménez de los Galanes and Eduardo García Portugués
- 2022: Economic activity and climate change

- 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

- Antonio Alcántara Mata and Carlos Ruiz Mora
- 2022: An anticipative Markov modulated market

- Bernardo D'Auria and José Antonio Salmerón Garrido
- 2021: A Bayesian Spatio-temporal model for predicting passengers' occupancy at Beijing Metro

- Stefano Cabras and Flor Sunhe
- 2021: Anticipative information in a Brownian-Poisson market: the binary information

- Bernardo D'Auria and José Antonio Salmerón Garrido
- 2021: Optimal stopping of an Ornstein-Uhlenbeck bridge

- Bernardo D'Auria, Eduardo García Portugués and Abel Guada Azze
- 2021: A quantile based dimension reduction technique

- 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

- Bernardo D'Auria, Eduardo García Portugués and Abel Guada
- 2021: How to explain the cross-section of equity returns through Common Principal Components

- José Manuel Cueto, Aurea Grané Chávez and Ignacio Cascos Fernández
- 2021: Dynamic factor models: does the specification matter?

- Karen Alejandra Miranda Gualdrón, Pilar Poncela and Esther Ruiz Ortega
- 2021: Expecting the unexpected: economic growth under stress

- Gloria Gonzalez Rivera, Carlos Rodriguez Caballero and Esther Ruiz Ortega
- 2021: Integrated nested Laplace approximations for threshold stochastic volatility models

- Patrícia de Zea Bermudez, Juan Miguel Marín Díazaraque, Havard Rue and Helena Veiga
- 2020: Adaptative predictability of stock market returns

- Isabel Casas, Xiuping Mao and Helena Veiga
- 2020: What do international energy prices have in common after taking into account the key drivers?

- Maximo Camacho, Ángela Caro Navarro and Daniel Peña
- 2020: Valuation in the energy sector: Fundamentals or bubbles?

- Sofia Ramos, Helena Veiga and I-Chuan Huang
- 2020: Discovering general and sectorial trends in a large set of time series

- Guillermo Carlomagno Real and Antoni Espasa
- 2020: A solution method for the shared Resource Constrained Multi-Shortest Path Problem

- 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

- 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

- 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

- Fernando Llorente Fernández, Luca Martino, Víctor Elvira Arregui, David Delgado Gómez and Javier López Santiago
- 2020: Direct versus iterated multi-period Value at Risk

- Maria Rosa Nieto Delfin and Esther Ruiz Ortega
- 2020: Quantile Consumption-Capital Asset Pricing

- Sofia Ramos, Abderrahim Taamouti, María Helena Lopes Moreira da Veiga and Chih-Wei Wang
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