Werner Kristjanpoller

Publication Activity (10 Years)

Years Active: 2014-2024
Publications (10 Years): 25

Top Topics

Top Venues

Appl. Soft Comput.

Expert Syst. Appl.

Neural Comput. Appl.

Publications

Gabriel Vergara, Werner Kristjanpoller
Deep reinforcement learning applied to statistical arbitrage investment strategy on cryptomarket. Appl. Soft Comput. 153 (2024)
Nicolás Irribarra, Kevin Michell, Cristhian Bermeo, Werner Kristjanpoller
A multi-head attention neural network with non-linear correlation approach for time series causal discovery. Appl. Soft Comput. 165 (2024)
Camilo Yañez, Werner Kristjanpoller, Marcel C. Minutolo
Stock market index prediction using transformer neural network models and frequency decomposition. Neural Comput. Appl. 36 (25) (2024)
Christopher Castro, Kevin Michell Valencia, Werner Kristjanpoller, Marcel C. Minutolo
What if we intervene?: Higher-order cross-lagged causal model with interventional approach under observational design. Neural Comput. Appl. 36 (24) (2024)
Cristhian Bermeo, Kevin Michell, Werner Kristjanpoller
Estimation of causality in economic growth and expansionary policies using uplift modeling. Neural Comput. Appl. 35 (18) (2023)
Joaquin Caneo, Javier Scavia, Marcel C. Minutolo, Werner Kristjanpoller
A hybrid model to forecast greenhouse gas emissions in Latin America. Soft Comput. 27 (23) (2023)
Werner Kristjanpoller, Kevin Michell V., Josephine E. Olson
Determining the gender wage gap through causal inference and machine learning models: evidence from Chile. Neural Comput. Appl. 35 (13) (2023)
Carlos Mendoza, Werner Kristjanpoller, Marcel C. Minutolo
Market index price prediction using Deep Neural Networks with a Self-Similarity approach. Appl. Soft Comput. 146 (2023)
Werner Kristjanpoller, Nicole Astudillo, Josephine E. Olson
An empirical application of a hybrid ANFIS model to predict household over-indebtedness. Neural Comput. Appl. 34 (20) (2022)
Kevin Michell V., Werner Kristjanpoller, Marcel C. Minutolo
Electrical consumption forecasting: a framework for high frequency data. Neural Comput. Appl. 34 (7) (2022)
Werner Kristjanpoller, Kevin Michell V., Marcel C. Minutolo
A causal framework to determine the effectiveness of dynamic quarantine policy to mitigate COVID-19. Appl. Soft Comput. 104 (2021)
Werner Kristjanpoller, Kevin Michell V., Marcel C. Minutolo, Prakash Dheeriya
Trading support system for portfolio construction using wisdom of artificial crowds and evolutionary computation. Expert Syst. Appl. 177 (2021)
Rodrigo Peirano, Werner Kristjanpoller, Marcel C. Minutolo
Forecasting inflation in Latin American countries using a SARIMA-LSTM combination. Soft Comput. 25 (16) (2021)
Andrés Vidal, Werner Kristjanpoller
Gold volatility prediction using a CNN-LSTM approach. Expert Syst. Appl. 157 (2020)
Kevin Michell V., Werner Kristjanpoller
Generating trading rules on US Stock Market using strongly typed genetic programming. Soft Comput. 24 (5) (2020)
Tomas Jerez, Werner Kristjanpoller
Effects of the validation set on stock returns forecasting. Expert Syst. Appl. 150 (2020)
Kevin Michell V., Werner Kristjanpoller
Strongly-typed genetic programming and fuzzy inference system: An embedded approach to model and generate trading rules. Appl. Soft Comput. 90 (2020)
Fredy Kristjanpoller, Kevin Michell V., Werner Kristjanpoller, Adolfo Crespo
Fleet optimization considering overcapacity and load sharing restrictions using genetic algorithms and ant colony optimization. Artif. Intell. Eng. Des. Anal. Manuf. 34 (1) (2020)
Jonatan Henríquez, Werner Kristjanpoller
A combined Independent Component Analysis-Neural Network model for forecasting exchange rate variation. Appl. Soft Comput. 83 (2019)
Alejandro Parot, Kevin Michell V., Werner Kristjanpoller
Using Artificial Neural Networks to forecast Exchange Rate, including VAR-VECM residual analysis and prediction linear combination. Intell. Syst. Account. Finance Manag. 26 (1) (2019)
Diego García, Werner Kristjanpoller
An adaptive forecasting approach for copper price volatility through hybrid and non-hybrid models. Appl. Soft Comput. 74 (2019)
Werner Kristjanpoller, Marcel C. Minutolo
A hybrid volatility forecasting framework integrating GARCH, artificial neural network, technical analysis and principal components analysis. Expert Syst. Appl. 109 (2018)
Werner Kristjanpoller, Kevin Michell V.
A stock market risk forecasting model through integration of switching regime, ANFIS and GARCH techniques. Appl. Soft Comput. 67 (2018)
Werner Kristjanpoller, Esteban Hernández
Volatility of main metals forecasted by a hybrid ANN-GARCH model with regressors. Expert Syst. Appl. 84 (2017)
Werner Kristjanpoller, Marcel C. Minutolo
Forecasting volatility of oil price using an artificial neural network-GARCH model. Expert Syst. Appl. 65 (2016)
Werner Kristjanpoller, Marcel C. Minutolo
Gold price volatility: A forecasting approach using the Artificial Neural Network-GARCH model. Expert Syst. Appl. 42 (20) (2015)
Paola Arce, Jonathan Antognini, Werner Kristjanpoller, Luis Salinas
An Online Vector Error Correction Model for Exchange Rates Forecasting. ICPRAM (2) (2015)
Werner Kristjanpoller, Anton Fadic, Marcel C. Minutolo
Volatility forecast using hybrid Neural Network models. Expert Syst. Appl. 41 (5) (2014)