Publicaciones en colaboración con investigadores/as de Universidad de Alcalá (13)

2023

  1. Actuarial pricing with financial methods

    Scandinavian Actuarial Journal, Vol. 2023, Núm. 5, pp. 450-476

  2. Bidual Representation of Expectiles

    Risks, Vol. 11, Núm. 12

  3. Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints

    Applied Mathematical Finance

2022

  1. El impacto del uso de redes sociales en el aprendizaje universitario: una experiencia reciente en universidades madrileñas

    Actas - I International Congress: Education and Knowledge

  2. Pareto efficient buy and hold investment strategies under order book linked constraints

    Annals of Operations Research, Vol. 311, Núm. 2, pp. 945-965

  3. Risk transference constraints in optimal reinsurance

    Insurance: Mathematics and Economics, Vol. 103, pp. 27-40

2019

  1. Golden options in financial mathematics

    Mathematics and Financial Economics, Vol. 13, Núm. 4, pp. 637-659

2017

  1. Differential equations connecting VaR and CVaR

    Journal of Computational and Applied Mathematics, Vol. 326, pp. 247-267

2013

  1. Foreword

    Statistical and Soft Computing Approaches in Insurance Problems

  2. Statistical and soft computing approaches in insurance problems

    Nova Science Publishers, Inc., pp. 1-138

2012

  1. Evaluating the internationalization success of companies through a hybrid grouping harmony search-extreme learning machine approach

    IEEE Journal on Selected Topics in Signal Processing, Vol. 6, Núm. 4, pp. 388-398

2010

  1. Generalized logistic regression models using neural network basis functions applied to the detection of banking crises

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

  2. Hybridizing logistic regression with product unit and RBF networks for accurate detection and prediction of banking crises

    Omega, Vol. 38, Núm. 5, pp. 333-344