Javier Giner
Javier Giner
Profesor de Economía Financiera (ULL)
Verified email at ull.edu.es
Title
Cited by
Cited by
Year
Estimating garch models using support vector machines*
F Pérez-Cruz, JA Afonso-Rodriguez, J Giner
Quantitative Finance 3 (3), 163-172, 2003
982003
Stock market simulation using support vector machines
R Rosillo, J Giner, D De la Fuente
Journal of Forecasting 33 (6), 488-500, 2014
162014
The effectiveness of the combined use of VIX and support vector machines on the prediction of S&P 500
R Rosillo, J Giner, D de la Fuente
Neural Computing and Applications 25 (2), 321-332, 2014
162014
Ascertaining confidence within the ray-tracing method
J Giner, C Militello, A Garcı́a
The Journal of the Acoustical Society of America 106 (2), 816-822, 1999
101999
El índice VIX para la predicción de volatilidad: un estudio internacional
J Giner, S Morini
Documento de Trabajo, Departamento de Economia Financiera y Contabilidad …, 2004
92004
The Monte Carlo method to determine the error in calculation of objective acoustic parameters within the ray-tracing technique
J Giner, C Militello, A Garcı́a
The Journal of the Acoustical Society of America 110 (6), 3081-3085, 2001
62001
Different stock market models using support vector machines
R Rosillo, J Giner, J Puente, B Ponte
International Journal of Trade, Economics and Finance 4 (5), 310, 2013
32013
El índice VIX para la predicción de la volatilidad: un estudio internacional
JG Rubio, SM Marrero
Documentos de trabajo conjunto ULL-ULPGC, 2004
32004
Trend following with momentum versus moving averages: a tale of differences
V Zakamulin, J Giner
Quantitative Finance 20 (6), 985-1007, 2020
22020
Correlation as probability: applications of Sheppard’s formula to financial assets
J Giner, J Mendoza Aguilar, S Morini-Marrero
Quantitative Finance 18 (5), 777-787, 2018
22018
Forecasting DAX 30 using support vector machines and VDAX
R Rosillo, J Giner, D de la Fuente
Computational Intelligence Techniques for Trading and Investment 177, 2014
12014
El índice VIX para la predicción de la volatilidad: un estudio internacional
J Giner Rubio
12004
Improving the Quality of the Input in the Term Structure Consistent Models
J Giner, S Morini
CSEF Working Papers, 2001
12001
Time Series Momentum in the US Stock Market: Empirical Evidence and Theoretical Implications
V Zakamulin, J Giner
Available at SSRN 3585714, 2020
2020
Orthant-based variance decomposition in investment portfolios
J Giner
European Journal of Operational Research, 2019
2019
Optimal Prediction Periods for New and Old Volatility Indexes in USA and German Markets
J Giner, S Morini, R Rosillo
Computational Economics 47 (4), 527-549, 2016
2016
Predictive capacity of VIX and VDAX in relation to the first maturity
J Giner, S Morini, R Rosillo, B Ponte, J Lozano
Proceedings on the International Conference on Artificial Intelligence (ICAI), 1, 2014
2014
Trading system based on support vector machines in the S&P500 index
R Rosillo, J Giner, R Pino
Proceedings on the International Conference on Artificial Intelligence (ICAI), 1, 2012
2012
Un análisis univariante y multivariante de la diversificación de carteras bajo heterocedasticidad condicionada/Univariate and Multivariate Analysis of The Diversification of …
JA Afonso Rodríguez, NA Bruno Pérez, JG Rubio
Estudios de Economia Aplicada 22, 375 (25á)-375 (25á), 2004
2004
Aproximación lineal del término amortizativo y de la TIR en rentas constantes
JG Rubio, NAB Pérez
Revista europea de dirección y economía de la empresa 12 (4), 37-48, 2003
2003
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