Andrés Mora-Valencia

Publication Activity (10 Years)

Years Active: 2016-2024
Publications (10 Years): 4

Top Topics

Return On Investment

Probability Distribution Function

Top Venues

Oper. Res. Lett.

Comput. Math. Organ. Theory

Publications

Héctor J. Hortúa, Andrés Mora-Valencia
Forecasting VIX using Bayesian Deep Learning. CoRR (2024)
Inés Jiménez, Andrés Mora-Valencia, Javier Perote
Risk quantification and validation for Bitcoin. Oper. Res. Lett. 48 (4) (2020)
Andrés Mora-Valencia, Trino-Manuel Ñíguez, Javier Perote
Multivariate approximations to portfolio return distribution. Comput. Math. Organ. Theory 23 (3) (2017)
Lina M. Cortés, Andrés Mora-Valencia, Javier Perote
The productivity of top researchers: a semi-nonparametric approach. Scientometrics 109 (2) (2016)