Javier Giner

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Person:2030705



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Orthant-based variance decomposition in investment portfolios
European Journal of Operational Research
2021-06-07Paper
Trend following with momentum versus moving averages: a tale of differences
Quantitative Finance
2020-12-07Paper
Estimating GARCH models using support vector machines*
Quantitative Finance
2019-01-14Paper
Correlation as probability: applications of Sheppard's formula to financial assets
Quantitative Finance
2018-11-14Paper
Stock market simulation using support vector machines
Journal of Forecasting
2018-10-12Paper


Research outcomes over time


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