Publications in collaboration with researchers from Universidade de Santiago de Compostela (11)

2012

  1. Forecasting performance of nonlinear models for intraday stock returns

    Journal of Forecasting, Vol. 31, Núm. 2, pp. 172-188

  2. Nonlinearity in Forecasting of High-Frequency Stock Returns

    Computational Economics, Vol. 40, Núm. 3, pp. 245-264

2010

  1. Boosting GARCH and neural networks for the prediction of heteroskedastic time series

    Mathematical and Computer Modelling, Vol. 51, Núm. 3-4, pp. 256-271

  2. Partially linear support vector machines applied to the prediction of mine slope movements

    Mathematical and Computer Modelling, Vol. 51, Núm. 3-4, pp. 206-215

2006

  1. Managing distribution changes in time series prediction

    Journal of Computational and Applied Mathematics, Vol. 191, Núm. 2, pp. 206-215

  2. Regularized kriging as a generalization of simple, universal, and bayesian kriging

    Stochastic Environmental Research and Risk Assessment, Vol. 20, Núm. 4, pp. 243-258

2005

  1. Variography for model selection in local polynomial regression with spatial data

    Journal of Mathematical Modelling and Algorithms, Vol. 4, Núm. 3, pp. 237-252

2004

  1. Comparison of kriging and neural networks with application to the exploitation of a slate mine

    Mathematical Geology, Vol. 36, Núm. 4, pp. 463-486

  2. Inserción laboral de los graduados del Sistema Universitario de Galicia: efectividad de las vías de búsqueda de empleo

    XXVIII Congreso Nacional de Estadística e Investigación Operativa: [archivo de ordenador] Cádiz, 25-29 de octubre de 2004

  3. Support vector machines and gradient boosting for graphical estimation of a slate deposit

    Stochastic Environmental Research and Risk Assessment, Vol. 18, Núm. 5, pp. 309-323

2003

  1. Regularized kriging: The support vectors method applied to kriging

    Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Vol. 2714, pp. 209-216