Publikationen, an denen er mitarbeitet José María Matías Fernández (5)

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

2006

  1. Forecasting the direction of stock return movements using Bayesian networks

    RECENT PROGRESS IN COMPUTATIONAL SCIENCES AND ENGINEERING, VOLS 7A AND 7B

2005

  1. Boosting GARCH and neural networks for time series prediction

    Advances in Computational Methods in Sciences and Engineering 2005, Vols 4 A & 4 B