Listar Finanzas y Contabilidad - (FC) por autor "Alaminos, David"
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A global prediction model for sudden stops of capital flows using decision trees.
Salas-Compás, María Belén
; Alaminos, David; Fernández, Manuel Ángel; López-Valverde, Francisco (PLOS, 2020-02-12)
Capital flows is an important aspect of the international monetary system because they pro- vide great direct and indirect benefits, and at the same time, they carry risks of vulnerability for countries with an open ... -
Can Bitcoin trigger speculative pressures on the US Dollar? A novel ARIMA-EGARCH-Wavelet Neural Networks.
Alaminos, David; Salas-Compás, María Belén; Fernández-Gámez, Manuel Ángel (Elsevier, 2024)
In recent years, Bitcoin has garnered attention as a digital currency, prompting increasing debate regarding its effects on traditional financial markets, particularly the US dollar. This study investigates the relationship ... -
Forecasting stock market crashes via real-time recession probabilities: a quantum computing approach.
Alaminos, David; Salas-Compás, María Belén; Fernández-Gámez, Manuel Ángel (World Scientific Publishing, 2022)
A fast and precise prediction of stock market crashes is an important aspect of economic growth, fiscal and monetary systems because it facilitates the government in the application of suitable policies. Many works have ... -
Global patterns and extreme events in sovereign risk premia: a fuzzy vs deep learning comparative.
Alaminos, David; Salas-Compás, María Belén; Fernández-Gámez, Manuel Ángel (Vilnius Gediminas Technical University, 2024)
Investment in foreign countries has become more common nowadays and this im- plies that there may be risks inherent to these investments, being the sovereign risk premium the measure of such risk. Many studies have ... -
Managing extreme cryptocurrency volatility in algorithmic trading: EGARCH via genetic algorithms and neural networks.
Alaminos, David; Salas-Compás, María Belén; Callejón-Gil, Ángela (American Institute of Mathematical Sciences, 2024)
The blockchain ecosystem has seen a huge growth since 2009, with the introduction of Bitcoin, driven by conceptual and algorithmic innovations, along with the emergence of numerous new cryptocurrencies. While significant ... -
Predicting Audit Opinion in Consolidated Financial Statements with Artificial Neural Networks.
Sánchez-Serrano, José Ramón; Alaminos, David; García-Lagos, Francisco; Callejón-Gil, Ángela (MDPI, 2020-08-05)
Los modelos para predecir la opinión de auditoría analizan las variables que afectan la probabilidad de obtener una opinión calificada. Esto ayuda a los auditores a planificar procedimientos de revisión y controlar su ... -
Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience.
Alaminos, David; Salas-Compás, María Belén; Fernández-Gámez, Manuel Ángel (Springer Nature, 2023)
The foreign exchange markets, renowned as the largest financial markets globally, also stand out as one of the most intricate due to their substantial volatility, nonlinearity, and irregular nature. Owing to these ... -
Quantum neural networks for forecasting inflation dynamics
Alaminos, David; Esteban-Labrador, Ignacio; Salas-Compás, María Belén; Callejón-Gil, Ángela (Journal of Scientifica & Industrial Research, 2020-02)
La inflación es un indicador clave en la economía que mide el nivel promedio de precios de bienes y servicios, siendo una proporción importante en la toma de decisiones públicas y privadas. Por lo tanto, predecirla con ... -
Sovereign Debt and Currency Crises Prediction Models Using Machine Learning Techniques.
Alaminos, David; Peláez-Sánchez, José Ignacio; Salas-Compás, María Belén; Fernández-Gámez, Manuel Ángel (MDPI, 2021-04-12)
Sovereign debt and currencies play an increasingly influential role in the development of any country, given the need to obtain financing and establish international relations. A recurring theme in the literature on ...