José María
Matías Fernández
Publicacións nas que colabora con José María Matías Fernández (5)
2012
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Forecasting performance of nonlinear models for intraday stock returns
Journal of Forecasting, Vol. 31, Núm. 2, pp. 172-188
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Nonlinearity in Forecasting of High-Frequency Stock Returns
Computational Economics, Vol. 40, Núm. 3, pp. 245-264
2010
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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
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Forecasting the direction of stock return movements using Bayesian networks
RECENT PROGRESS IN COMPUTATIONAL SCIENCES AND ENGINEERING, VOLS 7A AND 7B
2005
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Boosting GARCH and neural networks for time series prediction
Advances in Computational Methods in Sciences and Engineering 2005, Vols 4 A & 4 B