Research
At IBiDat, we perform both fundamental and applied research across many different areas: Business, Computer Science, Machine Learning, Mathematics and Statistics. Our team is comprised of interdisciplinary researchers. Below you can find our publications.
Títle | Authors | Journal |
Fuel management operations planning in fire management: A bileveloptimisation approach | Liberatore, Federico , et al. | Safety Science 137 (2021): 105181 |
Characterization of the summer surface mesoscale dynamics at Dome F, Antarctica | González, S. , Vasallo, F., Sanz, P., Quesada, A. and Justel, A. | Atmospheric Research 259 (2021): 105699 doi.org/10.1016/j.atmosres.202 |
Local meteorological conditions,shapeand desiccation influence dispersal capabilities for airborne microorganisms | Galbán, S., Justel, A. , González, S. and Quesada, A. | Science of The Total Environment 780 (2021): 146653 doi.org/10.1016/j.scitotenv |
Heterogeneity of Microbial Communities in SoilsFromthe Antarctic Peninsula Region | Almela, P., Justel, A. and Quesada, A. | Frontiers in Microbiology |
Circulant singular spectrum analysis: A new automated procedure for signal extraction | Bogalo, J., Poncela, P. and Senra, E. |
Signal Processing 179 (2021): 107824
|
Title | Authors | Journal |
A class of Itô diffusions with known terminal value and specified optimal barrier | D’Auria,B. and Ferriero, A. | Mathematics, 8(1), p. 123-135 (2020) |
Is managerial entrenchment always bad and corporate social responsibility always good?A cross-national examination of their combined influence on shareholder value | Surroca, J.A., Aguilera,R.V., Desender,K. and Tribó, J.A. | Strategic Managent Journal , 1-30 (2020) |
Robust regression based on shrinkage with application to Living Environment Deprivation | Cabana, E., Laniado H. and Lillo, R.E | Stoch Environ Res Risk Assess (2020). https://doi.org/10.1007/s00477-020-01774-4 |
Blood transfusion prediction using restricted Boltzmann machines | Cifuentes, J., Yao,Y., Yan, M. and Zheng, B. | Computer Methods in Biomechanics and Biomedical Engineering (2020), DOI: 10.1080/10255842.2020.1742709 |
A Mathematical Pre-Disaster Model with Uncertainty and Multiple Criteria for Facility Location and Network Fortification | Monzón, J., Liberatore, F. and Vitoriano, B. | Mathematics 2020, 8, 529 |
Advanced Statistical Techniques for Noninvasive Hyperglycemic States Detection in Mice Using Millimeter-Wave Spectroscopy | Moreno-Oyervides. A., Aguilera-Morillo, M.C., Larcher, F., Krozer, V. and Acedo, P. | IEEE Transactions on Terahertz Science and Technology, 10(3), pp. 237-245 (2020) |
Wind Power Long-Term Scenario Generation Considering Spatial-Temporal Dependencies in Coupled Electricity Markets | Marulanda, G., Bello, A., Cifuentes, J. and Reneses, J. | Energies 2020, 13, 3427 |
Air Temperature Forecasting Using Machine Learning Techniques: A Review. | Cifuentes, J., Marulanda, G., Bello, A., and Reneses, J. | Energies 2020, 13(16), 4215 |
Detection of Barriers to Mobility in the Smart City Using Twitter | Sánchez-Ávila M., Mouriño-García M.A., Fisteus, J.A. and Sánchez Fernández, L. | IEEE Access, vol. 8, pp. 168429-168438, 2020, doi: 10.1109/ACCESS.2020.3022834. |
Cooperation, social norm internalization, and hierarchical societies | Lozano P.,Gavrilets, S. and Sánchez, A. | Sci Rep 10, 15359 (2020). https://doi.org/10.1038/s41598-020-71664-w |
Optimal classification of Gaussian processes in homo- and heteroscedastic settings | Torrecilla, J.L, Ramos-Carreño, C., Sánchez-Montañés, M. and Suárez,A. | Stat Comput 30, 1091–1111 (2020). https://doi.org/10.1007/s11222-020-09937-7 |
The turning point and end of an expanding epidemic cannot be precisely forecast | Castro. M., Ares, S.,Cuesta, J.A. and Manrubia, S. | Proceedings of the National Academy of Sciences Oct 2020, 202007868; DOI: 10.1073/pnas.2007868117 |
Complex networks to understand the past: the case of roads in Bourbon Spain | Pablo‑Martí, F., Alañón‑Pardo, A. and Sánchez A. | Cliometrica DOI:https://doi.org/10.1007/s11698-020-00218-x/td> |
A Portfolio Perspective on the Multitude of Firm Characteristics | Martin-Utrera,A., DeMiguel,V., Nogales, F.J. and Uppal, R. | Review of Financial Studies, 33(5), pp. 2180-2222, 2020 |
Hierarchical Clustering for Smart Meter Electricity Loads based on Quantile Autocovariances | Alonso, A.M., Nogales, F.J. and Ruiz, C. | IEEE Transactions on Smart Grid, 11(5), pp. 4522-4530, 2020 |
Shuffle, Cut, and Learn: Crypto Go, A Card Game for Teaching Cryptography | González-Tablas, A.I., González Vasco, M.I., Cascos, I., and Planet Palomino, A | Mathematics, 8(11), 1993 |
Competing for congestible goods: experimental evidence on parking choice | Pereda,M., Ozaita,J.,Stavrakakis, I. and Sánchez, A./td> | Scientific Reports volume 10, Article number: 20803 (2020) |
Gait-Based Identification Using Deep Recurrent Neural Networks and Acceleration Patterns | Peinado-Contreras, A. and Munoz-Organero, M./td> | Sensors 2020, 20(23), 6900; https://doi.org/10.3390/s20236900 |
Title | Authors | Journal |
Large-Scale Analysis of User Exposure to Online Advertising on Facebook | Arrate Galán, A., José González Cabañas J., Cuevas A., María Calderón M. and Cuevas Rumin R. | IEEE Access ( Volume 7) pp11959 – 11971 (2019) |
Group size effects and critical mass in public goods games | Valerio Capraro, M.Pand Sánchez Sánchez, A. | Scientific Reports volume 9, Article number: 5503 (2019) |
Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model. | Virbickaite, A., Lopes, H., Ausín, M.C. and Galeano, P. | Econometrics Reviews (2019), DOI: 10.1080/07474938.2018.1514022. |
Parallel Bayesian inference for high dimensional dynamic factor copulas. | Nguyen,H., Ausín, M.C. and Galeano, P. | Journal of Financial Econometrics, 1, 118-151. (2019) |
Disentangling the role of variance and covariance information in portfolio selection problems. | Santos, A.P. | Quantitative Finance, 19(1),(2019) |
An Iterative Sparse-Group Lasso. | Laria, J.C., Aguilera-Morillo, M.C. and Lillo, R.E. | Journal of Computational and Graphical Statistics, (2019) DOI: 10.1080/10618600.2019.1573687 |
Fitting procedure for the two-state Batch Markov modulated Poisson process. | Yera, Y.G.,Lillo, R.E. and Ramírez-Cobo, P. | European Journal of Operational Research, (2019) DOI: 10.1016/j.ejor.2019.04.018 |
An experimental study of network effects on coordination in asymmetric games | Broere, J., Buskens,V., Henk Stoof, H. and Sánchez, A. | Scientific Reports, Volume 9, Article number: 6842 (2019) |
A Kendall correlation coefficient between functional data | Valencia, D., Lillo, R.E and Romo, J. | Advances in Data Analysis and Classification (2019) DOI:10.1007/s11634-019-00360-z |
Outlier Detection in Wearable Sensor Data for Human Activity Recognition (HAR) Based on DRNNs | Muñoz, M. | IEEE (2019) DOI 10.1109/ACCESS.2019.2921096 |
Evolution and study of a copycat effect in intimate partner homicides: A lesson from Spanish femicides | Torrecilla, J.L.,Quijano-Sánchez,L.,Liberatore F.,López-Ossorio, J.J. and González-Álvarez, J.L | PLOS ONE (2019) https://doi.org/10.1371/journal.pone.0217914 |
Clustering time series by linear dependency | Alonso A. M and Peña D. | Statistics and Computing (2019) 29:655–676 https://doi.org/10.1007/s11222-018-9830-6 |
Carbon pathways through the food web of a microbial mat from Byers Peninsula, Antarctica | Almela, P., Velázquez, D., Rico, E., Justel ,A. and Quesada, A. | Frontiers in Microbiology (2019) doi.org/10.3389/fmicb.2019.00628 |
Using Recurrent Neural Networks to Compare Movement Patterns in ADHD and Normally Developing Children Based on Acceleration Signals from the Wrist and Ankle |
Muñoz-Organero M. , Powell L. , Heller B., Harpin V. and Jack Parker J. | Sensors 2019, 19(13), 2935; https://doi.org/10.3390/s19132935 |
Optimal sales-mix and generation plan in a two-stage electricity market | Falbo, P. and Ruiz, C. | Energy Economics Volume 78, February 2019, Pages 598-614 |
Large scale and information effects on cooperation in public good games | Pereda, M.,Tamarit, I., Antonioni, A., Cuesta, J.A., Hernández, P. and Sánchez, A. | Scientific Reports volume 9, Article number: 15023 (2019) |
Detecting and Monitoring Hate Speech in Twitter | Pereira-Kohatsu, J.C., Quijano-Sánchez,L., Federico Liberatore, F. and Camacho-Collados, M. | Sensors 2019, 19(21), 4654; https://doi.org/10.3390/s19214654 |
Weather Observations of Remote Polar Areas Using an AWS Onboard a Unique Zero-Emissions Polar Vehicle. | Gonzalez, S., Bañon, M., Albero, J.V., Larramendi, R., Moreno, H., Vasallo, F., Sanz, P., Quesada, A., and Justel, A. | Bulletin of the American Meteorological Association https://doi.org/10.1175/BAMS-D-19-0110.1 |
On Optimal Tests for Rotational Symmetry Against New Classes of Hyperspherical Distributions. | García-Portugués, E., Paindaveine , D.and Verdebout, T. | Journal of the American Statistical Association https://doi.org/10.1080/01621459.2019.1665527 |
Data science, big data and statistics. | Galeano, P. and Peña,D. | TEST 28, 289–329 (2019). https://doi.org/10.1007/s11749-019-00651-9 |
Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series. | Peña,D, Tsay, R.S.and Zamar, R. | Technometrics, 61:4, 429-444, DOI: 10.1080/00401706.2019.1575285 |
Forecasting Multiple Time Series With One-Sided Dynamic Principal Components. | Peña,D, Smucler, E. and Yohai, V.J | Journal of the American Statistical Association, 114:528, 1683-1694, DOI: 10.1080/01621459.2018.1520117 |
Rank tests for functional data based on the epigraph, the hypograph and associated graphical representations | Franco-Pereira, A. and Lillo R.E. | Advances in Data Analysis and Classification(2019) https://doi.org/10.1007/s11634-019-00380-9 |
Early, Non-Invasive Sensing of Sustained Hyperglycemia in Mice Using Millimeter-Wave Spectroscopy | Moreno-Oyervides, A., Martín-Mateos, P., Aguilera-Morillo, M.C., Ulisse, G., Arriba, M.C, Durban, M., Del Rio, M., Larcher, F. Krozer, V. and Acedo, P. | Sensors, 19(15). pii: E3347. doi: 10.3390/s19153347. (2019) |
Title | Authors | Journal |
Measurement Errors in R | Ucar, I., Pebesma, E., Azcorra, A. | The R Journal, 10 (2), 549–557. |
Resource heterogeneity leads to unjust effort distribution in climate change mitigation | Vicens, J., Bueno-Guerra,N., Gutierrez-Roig, M., Gracia-Lázaro, C., Gómez-Gardeñes, J., Perelló, J., Sánchez, A., Moreno, Y. and Duch, J. | PLOS ONE 13(10): e0204369 (2018). |
Cognitive Resource Allocation Determines the Organization of Personal Networks | Tamarit, I., Cuesta, J.A., Dunbar R.I.M. and Sánchez, A. | Proceedings of the National Academy of Sciences of the USA 115 (33) 8316-8321 (2018). |
Portfolio Selection with Proportional Transaction Costs and Predictability | Mei, X.and Nogales, F.J. | Journal of Banking and Finance, 94, pp 131-151, 2018 |
Retail Competition with Switching Consumers in Electricity Markets | Ruiz, C., Nogales, F.J. and Prieto F.J. | Networks and Spatial Economics, 18(1), pp. 145-180, 2018 |
Using Deep Convolutional Neural Network for Emotion Detection on a Physiological Signals Dataset (AMIGOS) | Santamaria Granados, L., Muñoz Organero, M., Ramírez Gonzalez G., Abdulhay, E. and Arunkumar N. | IEEE Access, vol. 7, pp. 57-67, 2019. |
Human Activity Recognition based on Single Sensor Square HV Acceleration Images and Convolutional Neural Networks | Muñoz Organero, M. | IEEE Sensors Journal, vol. 19, no. 4, pp. 1487-1498, 15 Feb.15, 2019. |
Collaborative hierarchy maintains cooperation in asymmetric games | Antonioni, A., Pereda, M., Cronin, K.A., Tomassini, M. and Sánchez, A. | Scientific Reports Vol 8, Article 5375 (2018) |
Unsupervised scalable statistical method for identifying influential users in online social networks | Azcorra, A., Chiroque, L.F., Cuevas, R., Fernández Anta, A., Laniado, H., Lillo, R.E., Romo, J. and Sguera, C. | Scientific Reports Vol 8, Article 6955 (2018) |
Adding levels of complexity enhances robustness and evolvability in a multilevel genotype-phenotype map | Catalá,P., Wagner, A., Manrubia, S. and Cuesta, J.A. | Journal of the Royal Society Interface Vol 15, 20170516 (2018) |
Quantitative account of social interactions in a mental health care ecosystem: cooperation, trust and collective action | Cigarini, A., Vicens, J., Duch, J., Sánchez, A. and Perelló, J. | Scientific Reports Vol 8, Article 3794 (2018) |
Goodness of fit test for the funtional linear model based on randomly projected empirical processed | Cuesta-Albertos, J.A., García-Portugués, E., Febrero-Bande, M., and González-Manteiga, W. | Annals of Statistics (2018) |
Equal status in Ultimatum Games promotes rational sharing | Han, X., Cao, S., Bao, J.Z., Wang, W.X., Zang, B., Gao, Z.Y. and Sánchez, A. | Scientific Reports Vol 8, Article 1222 (2018) |
Cooperation on dynamic networks within an uncertain reputation environment | Lozano, P., Antonioni, A., Tomassini, M. and Sánchez, A. | Scientific Reports Vol 8, Article 9093 (2018) |
Assessment of skills and adaptive learning for parametric exercises combining knowledge spaces and item response theory | Muñoz-Merino, P. J., González Novillo, R., and Delgado Kloos, C: | Applied Soft Computing, 68, 110-124.(2018) |
Applying automatic text-based detection of deceptive language to police reports: extracting behavioral patterns from a multi-step classification model to understand how we lie to the Police | Quijano Sánchez, L., Liberatore, F., Camacho-Collados, J. and Camacho-Collados, M. | Knowledge-Based Systems. Vol 149 pp 155-168 (2018) |
Bayesian analysis of the stationary MAP2 | Ramírez-Cobo, P., Lillo, R.E. and Wiper, M. | Bayesian Analysis. 12(4), 1163-1194 (2017) |
Physics of human cooperation: experimental evidence and theoretical models | Sánchez, A. | Journal of Statistical Mechanics: Theory and Experiment.Vol 2018, 024001 (2018) |
Cognitive resource allocation determines the organization of personal networks | Tamarit, I., Cuesta, J.A., Dunbar, R.I.M and Sánchez, A. | Proceedings of the National Academy of Sciences (USA) 115, 8316-8321 (2018) |
Multi-dimensional risk in a non-stationary climate: joint probability of increasingly severe warm and dry conditions | Gómez, M, Ausín, M.C and Domínguez, M.C | Stochastic Environmental Research and Risk Assessment, 32, 2787–2807 (2018) |
Vine copula models for predicting water flow discharge at King George Island, Antarctica | Sarhadi, A., Ausín, M.C, Wiper,M.P., Touma,D. and Diffenbaugh, N.S. | Science Advances, vol 4, no. 11(2018) |
VA Large-Scale Analysis of Facebook’s User-Base and User Engagement Growth | Mitike Kassa Y., Cuevas R. and Cuevas A. | IEEE Access ( Volume 6) pp 78881 – 78891(2018) |
Yield curve forecast combinations based on bond portfolio performancea> | Moura, G.V., Caldeira, J.F. and Santos A.P. | Journal of Forecasting, 31(1),(2018) |
Lotka’s law for the Brazilian scientific output published in journals | da Silva, S., Perlin,M., Matsushita, R., Santos A.P., Imasato, T. and Borestein, D. | Journal of Information Science.(2018) https://doi.org/10.1177/0165551518801813 |
A divisive clustering method for functional data with special consideration of outliers | Justel, A. and Svarc, M. | Advances in Data Analysis and Classification (2018) número 12, paginas 637-656. |
Title | Authors | Journal |
Copying@ Scale: Using harvesting accounts for collecting correct answers in a MOOC☆ | Alexandron, G., Ruipérez-Valiente, J. A., Chen, Z., Muñoz-Merino, P.J., and Pritchard, D. E | Computers & Education, Vol 108, pp 96-114 (2017) |
Improving the Graphical Lasso Estimation for the Precision Matrix Through Roots of the Sample Covariance Matrix☆ | Avagyan, V., Alonso,A.M., and Nogales, F.J. | Journal of Computational and Graphical Statistics Vol 26, Issue 4, pp 865-872 (2017) |
High-fat diet induces metabolic changes and reduces oxidative stress in female mouse hearts☆ | Barba, I., Miró-Casas, E., Torrecilla, J.L., Pladevall, E., Tejedor, S., Sebastián-Pérez , R., Ruiz-Meana, M., Berrendero, J.R. , Cuevas,A. and García-Dorado, D. | Journal of Nutritional Biochemistry, Vol. 40, Pages 187-193 (2017) |
An Efficient Industrial Big-data Engine | Basanta-Val, P. | IEEE Transactions, on Industrial Informatics Vol. PP Issue: 99, (2017) |
Patterns for Distributed Real-Time Stream Processing | Basanta-Val, P., Fernández-García, N., Sánchez-Fernández,L. and Arias-Fisteus, J. | IEEE Transactions on Parallel and Distributed Systems, Vol. 28, Issue: 11 (2017) |
Predictable remote invocations for distributed stream processing | Basanta-Val, P., Fernández-García, N. and Sánchez-Fernández,L. | Future Generation , DOI. 10.1016/j.future.2017.08.023, (2017) |
Distance-weighted discrimination of face images for gender classification | Benito, M., García-Portugués , E., Marron, J. S. and Peña, D. | JStat Vol 6, pp 231–240 (2017) |
On the use of reproducing kernel Hilbert spaces in functional classification | Berrendero, J.R., Cuevas, A. and Torrecilla, J.L. | Journal of the American Statistical Association, DOI: 10.1080/01621459.2017.1320287, (2017) |
Modelling Electricity Swaps with Stochastic Forward Premium Models | Blanco, I., Peña, J.I. and Rodriguez R. | Energy Journal Issue, Vol. 39, no 2(2017) |
Humans expect generosity | Brañas-Garza, P., Rodríguez-Lara, I. and Sánchez, A. | Scientific Reports, 7, Article number: 42446 (2017) |
Combining Multivariate Volatility Forecasts: An Economic-Based Approach | Caldeira, J.F., Moura, G.V., Nogales, F.J. and Santos A.P. | Journal of Financial Econometrics Vol 15, Issue 2, pp 247-285 (2017) |
Control charts based on parameter depths | Cascos, I. and López Díaz, M. | Applied Mathematical Modelling, Vol 53, pp 487–509 (2018) |
Adaptive multiscapes: an up-to-date metaphor to visualize molecular adaptation | Catalán, P., Arias,C.F. , Cuesta, J. and Manrubia, S. | Biology Direct, 12:7 (2017) |
T-Hoarder: A framework to process Twitter data streams | Congosto, M., Basanta-Val, P. and Sanchez-Fernandez, L. | Journal of Network and Computer Applications, Vol. 83, Pages 28-39 (2017) |
Functional Principal Component Regression and Functional Partial Least-squares Regression: An Overview and a Comparative Study | Febrero-Bande, M., Galeano, P. and González-Manteiga, W. | International Statistical Review Vol 85, Issue 1, pp 61–83 (2017) |
Langevin diffusions on the torus: estimation and applications | Garcia Portugués, E., Sørensen M., Mardia, K.V. and Hamelryck, T. | Statistics and Computing, pp 1–22, (2017) |
Disentangling the effects of selection and loss bias on gene dynamics | Iranzo J., Cuesta,J.A, Manrubia,S., Mikhail I. Katsnelson, and Koonin, E. V. | Proceedings of the National Academy of Sciences (USA), Early Edition, vol. 114 no. 28 (2017) |
The BIG CHASE: A decision support system for client acquisition applied to financial networks | Liberatore F. and Quijano-Sánchez L. | Decision Support Systems, Vol. 98, Pages 49-58 (2017) |
What do we really need to compute the Tie Strength? An empirical study applied to Social Networks | Liberatore F. and Quijano-Sánchez L. | Computer Communications, Volume 110, Pages 59-74 (2017) |
Distribution of genotype networks sizes in sequence-to-structure genotype-phenotype maps | Manrubia S. and Cuesta J. A. | Journal of the Royal Society Interface, Vol. 14, issue 129 (2017) |
Equilibria, information and frustration, in heterogeneous network games with conflicting preferences | Mazzoli,M. and Sánchez, A | Journal of Statistical Mechanics: Theory and Experiment, DOI: 10.1088/1742-5468/aa9347 (2017) |
Detecting Steps Walking at very Low Speeds Combining Outlier Detection, Transition Matrices and Autoencoders from Acceleration Patterns | Munoz-Organero, M. and Ruiz-Blaquez, R. | Sensors, 17(10), 2274 (2017) |
Automatic detection of traffic lights, street crossings and urban roundabouts combining outlier detection and deep learning classification techniques based on GPS traces while driving | Munoz-Organero, M., Ruiz-Blaquez, R. and Sánchez-Fernández, L. | Computers Environment and Urban Systems. DOI: 10.1016/j.compenvurbsys.2017.09.005 (2017) |
Improving transportation networks: Effects of population structure and decision making policies | Pablo-Martí, F.and Sánchez, A. | Scientific Reports, 7, Article number: 4498 (2017) |
The emergence of altruism as a social norm | Pereda, M., Brañas-Garza,P., Rodríguez-Lara,I. and Sánchez, A. | Scientific Reports 7, Article number: 9684 (2017) |
Fast and robust estimators of variance components in the nested error model | Pérez, B., Molina, I., Thieler, A., Fried , R. and Peña, D. | Statistics and Computing Vol 27, Issue 6, pp 1655–1675 (2017) |
Make it personal: A social explanation system applied to group recommendations | Quijano-Sanchez, L., Sauer, C., Recio-Garcia, J.A. and Diaz-Agudo, B. | Expert Systems with Applications, Vol. 76, Pages 36-48 (2017) |
Bayesian Analysis of the Stationary MAP | Ramírez-Cobo, P, Lillo, R.E. and Wiper, M.P. | Bayesian Aalysis Vol 12, Number 4, pp. 1163–1194 (2017) |
Directional multivariate extremes in environmental phenomena | Torres, R., De Michele, C., Laniado, H. and Lillo, R.E. | Environmetrics Vol 28 (2017) |
Next-Generation Big Data Analytics: State of the Art, Challenges, and Future Research Topics | Gómez, M., Ausín, M.C., and Domínguez, M.C | Stochastic Environmental Research and Risk Assessment, 31, 1107-1121. (2017 ) |
Next-Generation Big Data Analytics: State of the Art, Challenges, and Future Research Topics | Zhihan Lv, Houbing Song, Basanta-Val,P., Steed, A. and Minho Jo | IEEE Transactions on Industrial Informatics Vol. 13, Issue: 4, (Aug. 2017 ) |
Can we predict the financial markets based on Google’s search queries? | Perlin, M., Caldeira, J.F.,Santos, A.P. and Pontuschka, M. | Journal of Forecasting, 36(4),(2017) |
Combining multivariate volatility forecasts: an economic-based approach | Moura, G.V., Caldeira, J.F., Nogales, F.J. and Santos, A.P. | Journal of Financial Econometrics, 15(2),(2017) |
Title | Authors | Journal |
D-trace estimation of a precision matrix using adaptive Lasso penalties | Avagyan, V., Alonso,A.M., and Nogales, F.J. | Advances in Data Analysis and Classification DOI: https://doi.org/10.1007/s11634-016-0272-8 (2016) |
Stock Return Serial Dependence and Out- of-Sample Portfolio Performance. | DeMiguel, A.V., Nogales,F.J. and Uppal, R. | The Review of Financial Studies,Vol. 27, Issue 4, Pages 1031–1073 (2014) . |
Dating multiple change points in the correlation matrix | Galeano, P. and Dominik Wied, D. | Sociedad de Estadística e Investigación Operativa (2016) DOI 10.1007/s11749-016-0513-3 |
Multiperiod portfolio optimization with multiple risky assets and general transaction costs | Mei, X., De Miguel, V and Nogales, F.J. | Journal of Banking & Finance Vol 69, pp 108-120, (2016) |
Common Seasonality in Multivariate Time Series | Nieto, F.H. Peña,D. and Saboyá, D. | Statistica Sinica, 26, 1389-1410, 2016. |
Monitoring multivariate variance changes | Pape, K., Dominik Wied, D. and Galeano, P. | Journal of Empirical Finance Vol 39, pp 54-68 (2016) |
Generalized Dynamic Principal Components | Peña,D. and Yohai, V.J. | The Journal of American Statistical Association, 111,515, 1121-1131, 2016. |
Dependence patterns for modeling simultaneous events. | Rodríguez, J., Lillo, R.E. and Ramírez Cobo, P. (2016). | Reliability Engineering & System Safety, 154, 19-30. |
Analyzing the Impact of Using Optional Activities in Self-Regulated Learning | Ruipérez-Valiente, J.A. Muñoz-Merino, P.J.,Delgado Kloos,C.,Niemann,K.,Schefeld,M. and Wolpers, M. | IEEE Transactions on Learning Technologies, Volume: 9, Issue: 3, July-Sept. 1 2016 |
Functional outlier detection by a local depth with application to NO x levels | Sguera, C, Galeano, P y Lillo, R.E | Stochastic Environmental Research and Risk Assessment, Volume 30, Issue 4, pp 1115–1130 (2016) |
A Bayesian Non-Parametric Approach to Asymmetric Dynamic Conditional Correlation Model with Application to Portfolio Selection. | Virbickaite, A, Ausín, M.C and Galeano, P. | Computational Statistics and Data Analysis, 100, 814-829.(2016) |
Time-varying nonstationary multivariate risk analysis using a dynamic Bayesian copula. | Sarhadi, A., Burn, D.H., Ausín, M.C and Wiper,M.P. | Water Resources Research, 52, 2327–2349.(2016) |
A New Time-varying Concept of Risk in a Changing Climate. | Sarhadi, A., Burn, D.H., Ausín, M.C and Wiper,M.P. | Scientific Reports, 6, Article number: 35755.(2016) |
Bond portfolio optimization using dynamic factor models | Moura, G.V., Caldeira, J.F. and Santos, A.P. | Journal of Empirical Finance, 37, (2016) |
Predicting the yield curve using forecast combinations | Moura, G.V., Caldeira, J.F. and Santos, A.P. | Computational Statistics & Data Analysis, 100,(2016) |
The Brazilian scientific output published in journals: A study based on a large CV database | Perlin, M., Santos, A.P., da Silva, S., Imasato, T. and Borestein, D. | Journal of Informetrics, 11(1).(2016) |
Title | Authors | Journal |
Daily rhythms in mobile telephone communication | Aledavood, T., López, E., Roberts, S., Reed-Tsochas, F., Moro, E., Dunbar, R. and Saramäki, J. | PLoS ONE 10, e0138098 (2015) |
Short-Range Mobility and the Evolution of Cooperation: An Experimental Study | Antonioni, A., Tomassini, M. and Sánchez, A. | Scientific Reports 5, 10282 (2015). |
Time series segmentation procedures to detect, locate and estimate change- points | Badagian, A.L., Kaiser, R. and Peña, D. | In festschrift for Prof. Heiler, Empirical Economic and Financial Research – Theory, Methods and Practice, Beran, J., Feng, Y. and Hebbel, H. (eds.) Springer, Berlin. 2015. |
Revealing patterns of local species richness along environmental gradients with a novel network tool. | Baudena, M., Sánchez, A.,Georg, C.P., Ruíz-Benito, P., Zavala, M.A., Rodríguez, M.A. and Rietkerk, M.G./td> | Scientific Reports 5, 11561 (2015). |
Reputation drives cooperative behaviour and network formation in human groups | Cuesta, J.A., Gracia-Lázaro, C., Ferrer, A., Moreno, Y. and Sánchez, A. | Scientific Reports 5, 7843 (2015). |
Performance of Social Network Sensors During Hurricane Sandy. | Kryvasheyeu, Y., Chen, H., Moro, E., Van Hentenryck, P. and Cebrian, M. | PLoS ONE 10, 0117288 (2015) |
Detection and evaluation of emotions in Massive Open Online Courses. | Leony, D., Muñoz-Merino, P.J., Ruipérez-Valiente, J.A., Pardo, A., Arellano, D. and Delgado kloos, C. | Journal of Universal Computer Science, vol. 21, no. 5, pp. 638-655 (2015) |
Social Media Fingerprints of Unemployment. | Llorente, A., García-Herranz, M., Cebrián, M. and Moro, E. | PLoS ONE 10, 0128692 (2015) |
Precise effectiveness strategy for analyzing the effectiveness of students with educational resources and activities in MOOCs | Muñoz-Merino, P.J., Ruipérez-Valiente, J.A., Alario-Hoyos, C., Pérez-Sanagustín, M. and Delgado kloos, C. | Computers in Human Behavior, vol. 47, pp. 108-118 (2015) |
A Software Engineering Model for the Development of Adaptation Rules and its Application in a Hinting Adaptive E-learning System | Muñoz-Merino, P.J., Delgado kloos, C., Muñoz-Organero, M. and Pardo, A. | Computer Science and Information Systems, vol. 12, no. 1 (2015), pp. 203–231. |
Rethinking Statistics with Big Data: learning from George Box | Peña, D. | Quality Technology &Quantitative Management 12, 1, 2015. |
ALAS-KA: A learning analytics extension for better understanding the learning process in the Khan Academy platform | Ruipérez-Valiente, J.A., Muñoz-Merino, P.J., Leony, D. and Delgado kloos, C. | Computers in Human Behavior, vol. 47, pp. 139-148, (2015). |
Theory must be informed by experiments (and back) – Comment on “Universal scaling for the dilemma strength in evolutionary games”, by Z. Wang et al. | Sánchez, A. | Physics of Life Reviews 14, 52-53 (2015). |
From seconds to months: an overview of multi-scale dynamics of mobile telephone calls | Saramäki, J. and Moro, E. | Eur. Phys. J. B 88, 164 (2015). |
Bayesian nonparametric models of circular variables based on Dirichlet process mixtures of normal distributions. | Núñez-Antonio, G, Ausín, M.C and Wiper, M.P. | Journal of Agricultural, Biological, and Environmental Statistics, 20, 47-64 (2015) |
Bayesian inference methods for univariate and multivariate GARCH models: a survey | Virbickaite, A., Ausín, M.C and Galeano, P. | Journal of Economic Surveys, 29, 76-96(2015) |
Hedging against embarrassment | Goulart, M.,Costa Jr., N., Andrade, E. and Santos, A.P. | Journal of Economic Behavior and Organization, 116, (2015) |
Measuring risk in fixed income portfolios using yield curve modelst | Moura, G.V., Caldeira, J.F. and Santos, A.P | Computational Economics. 46(1),(2015) |
Monetary policy surprises and jumps in interest rates: evidence from Brazil | Meurer,R.Santos, A.P and Turatti, D.E. | Journal of Economic Studies, Vol. 42 Issue: 5, pp.893-907 (2015), https://doi.org/10.1108/JES-07-2014-0113 |