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1

Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model

Kristjanpoller, Werner, Minutolo, Marcel C.

Journal:

Expert Systems with Applications

Year:

2015

Language:

english

File:

PDF, 674 KB

english, 2015

2

Improving statistical arbitrage investment strategy: Evidence from Latin American stock markets

Caneo, Fernando, Kristjanpoller, Werner

Journal:

International Journal of Finance & Economics

Year:

2020

File:

PDF, 4.69 MB

2020

3

A hybrid volatility forecasting framework integrating GARCH, artificial neural network, technical analysis and principal components analysis

Kristjanpoller, Werner, Minutolo, Marcel C.

Journal:

Expert Systems with Applications

Year:

2018

Language:

english

File:

PDF, 7.43 MB

english, 2018

4

Using Artificial Neural Networks to forecast Exchange Rate, including VAR-VECM residual analysis and prediction linear combination

Parot, Alejandro, Michell, Kevin, Kristjanpoller, Werner D.

Journal:

Intelligent Systems in Accounting, Finance and Management

Year:

2019

Language:

english

File:

PDF, 1.58 MB

english, 2019

5

Strongly-typed genetic programming and fuzzy inference system: An embedded approach to model and generate trading rules

Michell, Kevin, Kristjanpoller, Werner

Journal:

Applied Soft Computing

Year:

2020

File:

PDF, 619 KB

2020

6

Exploring environmental, social, and governance disclosure effects on the S&P 500 financial performance

Minutolo, Marcel C., Kristjanpoller, Werner D., Stakeley, John

Journal:

Business Strategy and the Environment

Year:

2019

Language:

english

File:

PDF, 680 KB

english, 2019

7

Impact of fuel price fluctuations on airline stock returns

Kristjanpoller, Werner D., Concha, Diego

Journal:

Year:

2016

Language:

english

File:

PDF, 428 KB

english, 2016

8

Generating trading rules on US Stock Market using strongly typed genetic programming

Michell, Kevin, Kristjanpoller, Werner

Journal:

Soft Computing - A Fusion of Foundations, Methodologies and Applications

Year:

2019

Language:

english

File:

PDF, 499 KB

english, 2019

9

Choice of Retirement Funds in Chile: Are Chilean Women More Risk Averse than Men?

Kristjanpoller, Werner D., Olson, Josephine E.

Journal:

Year:

2015

Language:

english

File:

PDF, 435 KB

english, 2015

10

The effect of financial knowledge and demographic variables on passive and active investment in Chile's pension plan

KRISTJANPOLLER, WERNER D., OLSON, JOSEPHINE E.

Journal:

Journal of Pension Economics and Finance

Year:

2015

Language:

english

File:

PDF, 358 KB

english, 2015

11

Backtesting del valor en riesgo para los mercados bursátiles y de divisas latinoamericanas

Rodríguez, Werner Kristjanpoller, Ossa, Andrés Barahona

Journal:

Investigación Económica

Year:

2014

Language:

spanish

File:

PDF, 464 KB

spanish, 2014

12

Fast and Adaptive Cointegration Based Model for Forecasting High Frequency Financial Time Series

Arce, Paola, Antognini, Jonathan, Kristjanpoller, Werner, Salinas, Luis

Journal:

Computational Economics

Year:

2017

Language:

english

File:

PDF, 699 KB

english, 2017

13

Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?

Gajardo, Gabriel, Kristjanpoller, Werner D., Minutolo, Marcel

Journal:

Chaos, Solitons & Fractals

Year:

2018

Language:

english

File:

PDF, 1.26 MB

english, 2018

14

DAY OF THE WEEK EFFECT IN LATIN AMERICAN STOCK MARKETS

KRISTJANPOLLER RODRIGUEZ, WERNER

Journal:

Revista de análisis económico

Year:

2012

Language:

english

File:

PDF, 158 KB

english, 2012

15

Inversión extranjera directa y desigualdad en el ingreso en Latinoamérica: evidencia de la cointegración de datos de panel

Kristjanpoller, Werner, Salazar, Rodolfo

Journal:

Cuadernos de Economía

Year:

2015

File:

PDF, 410 KB

2015

16

Fleet optimization considering overcapacity and load sharing restrictions using genetic algorithms and ant colony optimization

Kristjanpoller, Fredy, Michell, Kevin, Kristjanpoller, Werner, Crespo, Adolfo

Journal:

Artificial intelligence for engineering design analysis and manufacturing

Year:

2020

Language:

english

File:

PDF, 221 KB

english, 2020

17

Energy consumption and GDP revisited: A new panel data approach with wavelet decomposition

Saldivia, Mauricio, Kristjanpoller, Werner, Olson, Josephine E.

Journal:

Year:

2020

File:

PDF, 4.46 MB

2020

18

Volatility forecast using hybrid Neural Network models

Kristjanpoller, Werner, Fadic, Anton, Minutolo, Marcel C.

Journal:

Expert Systems with Applications

Year:

2014

Language:

english

File:

PDF, 403 KB

english, 2014

19

Anomalías en la autocorrelación de rendimientos y la importancia de los periodos de no transacción en mercados latinoamericanos

Kristjanpoller Rodríguez, Werner

Journal:

Contaduría y Administración

Year:

2013

Language:

spanish

File:

PDF, 232 KB

spanish, 2013

20

La eficiencia técnica de los bancos durante la crisis Caso aplicado a la rentabilidad de la banca comercial en México y Chile

Kristjanpoller Rodríguez, Werner, Saavedra Rodríguez, Oscar

Journal:

Contaduría y Administración

Year:

2014

File:

PDF, 1.17 MB

2014

21

El efecto fin de mes en los principales mercados accionarios latinoamericanos

Rodríguez, Werner Kristjanpoller, Yáñez, Teresita Arenas

Journal:

Contaduría y Administración

Year:

2015

File:

PDF, 394 KB

2015

22

Economic Growth in Latin American Countries: Is It Based on Export-Led or Import-Led Growth?

R, Werner Kristjanpoller, Olson, Josephine E.

Journal:

Emerging Markets Finance and Trade

Year:

2014

Language:

english

File:

PDF, 167 KB

english, 2014

23

Forecasting volatility of oil price using an artificial neural network-GARCH model

Kristjanpoller, Werner, Minutolo, Marcel C.

Journal:

Expert Systems with Applications

Year:

2016

Language:

english

File:

PDF, 7.57 MB

english, 2016

24

Volatility of main metals forecasted by a hybrid ANN-GARCH model with regressors.

Kristjanpoller R., Werner, Hernandez P., Esteban

Journal:

Expert Systems with Applications

Year:

2017

Language:

english

File:

PDF, 7.52 MB

english, 2017

25

Does the commodities boom support the export led growth hypothesis? Evidence from Latin American countries

Werner Kristjanpoller,Josephine E. Olson…

Journal:

Latin American Economic Review

Year:

2016

Language:

english

File:

PDF, 442 KB

english, 2016

26

Asymmetric multifractal cross-correlations and time varying features between Latin-American stock market indices and crude oil market

Gajardo, Gabriel, Kristjanpoller, Werner

Journal:

Chaos, Solitons & Fractals

Year:

2017

Language:

english

File:

PDF, 1.23 MB

english, 2017

27

Dynamic co-movements between energy consumption and economic growth. A panel data and wavelet perspective

Kristjanpoller R., Werner, Sierra C., Alejandro, Scavia D., Javier

Journal:

Energy Economics

Year:

2018

Language:

english

File:

PDF, 1.06 MB

english, 2018

28

Análisis de la eficiencia técnica y su relación con los resultados de la evaluación de desempeño en una Universidad chilena

Cáceres V, Hernán, Kristjanpoller R., Werner, Tabilo A., Jorge

Journal:

Revista Innovar Journal

Year:

2014

File:

PDF, 728 KB

2014

29

Globalización y desigualdad: evidencia en América Latina

Kristjanpoller, Werner, Contreras, Rocío

Journal:

Lecturas de Economía

Year:

2017

File:

PDF, 191 KB

2017

30

An adaptive forecasting approach for copper price volatility through hybrid and non-hybrid models

García, Diego, Kristjanpoller, Werner

Journal:

Applied Soft Computing

Year:

2018

Language:

english

File:

PDF, 996 KB

english, 2018

31

Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies

Kristjanpoller, Werner, Bouri, Elie

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2019

Language:

english

File:

PDF, 891 KB

english, 2019

32

Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies

Kristjanpoller, Werner, Bouri, Elie

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2019

File:

PDF, 891 KB

2019

33

A combined Independent Component Analysis–Neural Network model for forecasting exchange rate variation

Henríquez, Jonatan, Kristjanpoller, Werner

Journal:

Applied Soft Computing

Year:

2019

Language:

english

File:

PDF, 660 KB

english, 2019

34

Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis

Kristjanpoller, Werner, Bouri, Elie, Takaishi, Tetsuya

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2019

File:

PDF, 1.62 MB

2019

35

Effects of the validation set on stock returns forecasting

Jerez, Toms, Kristjanpoller, Werner

Journal:

Expert Systems with Applications

Year:

2020

Language:

english

File:

PDF, 7.36 MB

english, 2020

36

Forecasting Based on an Ensemble Autoregressive Moving Average - Adaptive Neuro - Fuzzy Inference System â Neural Network - Genetic Algorithm Framework

Prado, Francisco, Minutolo, Marcel C., Kristjanpoller, Werner

Journal:

Year:

2020

Language:

english

File:

PDF, 793 KB

english, 2020

37

The Effect of Market Returns and Volatility on Investment Choices in Chileâs Defined Contribution Retirement Plan

Kristjanpoller, Werner D., Olson, Josephine E.

Journal:

Journal of International Money and Finance

Year:

2020

File:

PDF, 1022 KB

2020