FC - Artículos: Envíos recientes
Mostrando ítems 1-20 de 26
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Hybrid genetic algorithms in agent-based artificial market model for simulating fan tokens trading
Alaminos Aguilera, David; Salas-Compás, María Belén
; Fernández-Gámez, Manuel Ángel (Elsevier, 2024-01-04)
In recent years cryptographic tokens have gained popularity as they can be used as a form of emerging alter- native financing and as a means of building platforms. The token markets innovate quickly through technology and ... -
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 ... -
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 ... -
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 ... -
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 ... -
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 ... -
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 ... -
Forecasting foreing exchange reserves using Bayesian Model Averaging-Naïve Bayes
Salas-Compás, María Belén; Alaminos Aguilera, David; Fernández-Gámez, Manuel Ángel; Callejón-Gil, Ángela (World Scientific, 2020-08-17)
Foreign exchange reserves are used by governments to balance international payments and make stable the exchange rate. Numerous works have developed models to predict foreign exchange reserves; however, the existing models ... -
Acquisition activity: do firm age and family control matter?
López-Delgado, Pilar; Diéguez-Soto, Julio; Martínez-Romero, María José; Mariño-Garrido, Teresa (Springer Nature, 2024-02-05)
This article examines the relationship between firm age and acquisition activity and how family and non-family firms differ in the number of acquisitions they undertake. Inspired by previous research requiring firm age as ... -
Cruise passengers´ intention and sustainble management of cruise destinations
Fernández-Gámez, Manuel Ángel; Sánchez-Serrano, José Ramón; Callejón-Gil, Ángela; Cisneros-Ruiz, Ana José (MDPI, 2019-04)
Estudios turísticos recientes han demostrado que la intención de los pasajeros de cruceros puede utilizarse como una herramienta para evaluar la sostenibilidad del destino del puerto de escala. Sin embargo, los estudios ... -
Environmental behavior of university students
Torroba-Díaz, Macarena; Bajo-Sanjuan, Anna; Callejón-Gil, Ángela; Rosales-Pérez, Ana Maria; López-Marfil, Lidia (Emerald, 2023-02-03)
This study aims to build a model for the analysis of the environmental behavior of university students. A partial least square method was adopted, and a questionnaire on intelligence, knowledge, attitude and environmental ... -
Family firm heterogeneity on CSR approach: A socio-emotional (SEW) perspective.
Diéguez-Soto, Julio; Campos-Valenzuela, Marta; Callejón-Gil, Ángela; Aldeanueva-Fernández, Ignacio (SAGE, 2021-12-12)
Cómo las empresas familiares adoptan un enfoque específico de responsabilidad social corporativa (RSC) sigue siendo un tema relativamente poco explorado en la investigación sobre empresas familiares y ética empresarial. ... -
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 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 ... -
A system of insolvency prediction for industrial companies using a financial alternative model with neural networks
Callejón-Gil, Ángela; Casado, Ana; Fernández-Gámez, Manuel Ángel; Peláez-Sánchez, José Ignacio (2013-01)
En la literatura contable, encontramos el uso de redes neuronales (NN) para predecir datos de insolvencia del último año financiero antes de la quiebra, con una tasa de éxito inferior al 85%. El objetivo de este trabajo ... -
Determinants of nonperforming loans: a global data analysis
Salas-Compás, María Belén; Lamothe Fernández, Prosper; Delgado, Enrique; Fernández-Miguélez, Ángel-Luis; Valcarce-Ruiz, Lucía (Springer Nature, 2024-01-18)
This Study Analyzes the Factors that Explain the Evolution of banks´ Nonperforming loan Ratios Worldwide. We use a Sample of 1,631 Entities from 111 Countries Grouped into the Eight Central Regions in the World, with ... -
Unlocking sustainable competitive advantage: exploring the impact of technological innovations on performance in Mexican SMEs within the tourism sector
León-Gómez, Ana María; Santos Jaén, José Manuel; Palacios-Manzano, Mercedes; Garza-Sánchez, Héctor Horacio (Springer Nature, 2023-11-02)
This research inquiry explores the interplay between environmentally sustainable practices, technological innovations and small- and medium-sized enterprises (SMEs) performance in Mexico's tourism sector. The tourism ... -
How does financial literacy influence undergraduates’ risk-taking propensity?
Molina-García, Antonio; Cisneros-Ruiz, Ana José; López-Subires, María Deseada; Diéguez-Soto, Julio (Elsevier, 2023)
Previous evidence is contradictory about the financial literacy-individual’s risk-taking propensity relationship. Therefore, this article attempts to examine the relationship between financial literacy and risk-taking ... -
The Relationship between Innovation and the Performance of Small and Medium-Sized Businesses in the Industrial Sector: The Mediating Role of CSR.
Becerra-Vicario, Rafael; Ruiz-Palomo, Daniel; León-Gómez, Ana María; Santos Jaén, José Manuel (MDPI, 2023-03-14)
This paper analyses the effect of innovation on the performance of Small and Medium Enterprises (SMEs) and how Corporate Social Responsibility (CSR) mediates this relationship. In order to evaluate our assumptions, a partial ... -
Analysis of insurers’ performance using frontier efficiency and productivity methods: the great contributions by David Cummins and Mary Weiss.
Rubio-Misas, María (Wiley, 2022-11-23)
This article provides an in-depth analysis of the great contributions by J. David Cummins and Mary A. Weiss to research on insurers' performance using frontier efficiency and productivity methods. Twenty-nine empirical ...