Salvador Torra Porras

Publication Activity (10 Years)

Years Active: 2018-2019
Publications (10 Years): 2

Top Topics

Financial Time Series

Principal Component Analysis

Investment Strategies

Top Venues

Computación y Sistemas

Publications

Rogelio Ladrón de Guevara Cortés, Salvador Torra Porras, Enric Monte-Moreno
Neural Networks Principal Component Analysis for estimating the generative multifactor model of returns under a statistical approach to the Arbitrage Pricing Theory. Evidence from the Mexican Stock Exchange. Computación y Sistemas 23 (2) (2019)
Rogelio Ladrón de Guevara Cortés, Salvador Torra Porras, Enric Monte-Moreno
Extraction of the Underlying Structure of Systematic Risk from Non-Gaussian Multivariate Financial Time Series Using Independent Component Analysis: Evidence from the Mexican Stock Exchange. Computación y Sistemas 22 (4) (2018)