F. Fernández-Rodríguez

发表

Model selection via genetic algorithms illustrated with cross-country growth data

Fernando Fernández-Rodríguez, E. Acosta-González, F. Fernández-Rodríguez, 2007 .

A model of speculative behaviour with a strange attractor

F. Fernández-Rodríguez, M. Garcı́a-Artiles, J. Martin-González, 2002 .

On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market

S. Sosvilla‐Rivero, F. Fernández-Rodríguez, Christian González-Martel, 2000 .

Predicting Corporate Financial Failure Using Macroeconomic Variables and Accounting Data

E. Acosta-González, F. Fernández-Rodríguez, Hicham Ganga, 2019 .

Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market

F. Fernández-Rodríguez, Christian González-Martel, Simón Sosvilla-Rivero *, 2005 .

Dancing with bulls and bears: Nearest-neighbour forecasts for the Nikkei index

S. Sosvilla‐Rivero, F. Fernández-Rodríguez, M. Garcı́a-Artiles, 1999 .

Forecasting Financial Failure of Firms via Genetic Algorithms

Fernando Fernández-Rodríguez, E. Acosta-González, F. Fernández-Rodríguez, 2013, Computational Economics.

Nearest Neighbor Predictions of Realized Volatility for S&P 100 Options Trading

Julián Andrada-Félix, Fernando Fernández-Rodríguez, Ana-Maria Fuertes, 2013 .

Nearest Neighbor Predictions of Realized Volatility for S&P 100 Options Trading

Ana‐Maria Fuertes, F. Fernández-Rodríguez, J. Andrada-Félix, 2013 .

Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility

Marta Gómez-Puig, S. Sosvilla‐Rivero, F. Fernández-Rodríguez, 2016 .

DOCUMENTOS DE ECONOMÍA Y FINANZAS INTERNACIONALES Working Papers on International Economics and Finance

S. Sosvilla‐Rivero, F. Fernández-Rodríguez, Adrian Fernandez‐Perez, 2010 .

Testing nonlinear forecastability in time series: Theory and evidence from the EMS

S. Sosvilla‐Rivero, F. Fernández-Rodríguez, 1998 .

Financial market analogies of the COVID-19 pandemic: evidence from the Dow Jones Industrial Average Index

S. Sosvilla‐Rivero, F. Fernández-Rodríguez, J. Andrada-Félix, 2022, Applied Economics Letters.

Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market

S. Sosvilla‐Rivero, F. Fernández-Rodríguez, Christian González-Martel, 2005 .

Predicting Corporate Financial Failure Using Macroeconomic Variables and Accounting Data

E. Acosta-González, F. Fernández-Rodríguez, Hicham Ganga, 2017, Computational Economics.

Forecasting Financial Failure of Firms via Genetic Algorithms

E. Acosta-González, F. Fernández-Rodríguez, 2013, Computational Economics.

Portfolios in the Ibex 35 before and after the Global Financial Crisis

S. Sosvilla‐Rivero, F. Fernández-Rodríguez, Víctor M. Adame, 2016 .

Interest Rate Term Structure Modeling Using Free-Knot Splines

Fernando Fernández-Rodríguez, F. Fernández-Rodríguez, 2006 .

Stock Market Trends during the Crisis: An Analysis based on Taylor's Methodology

F. Fernández-Rodríguez, J. Andrada-Félix, Adrian Fernández-Pérez, 2011 .

Using nearest neighbour predictors to forecast the Spanish stock market

Fernando Fernández-Rodríguez, Simón Sosvilla-Rivero, S. Sosvilla‐Rivero, 1997 .

Technical analysis in foreign exchange markets: evidence from the EMS

S. Sosvilla‐Rivero, F. Fernández-Rodríguez, J. Andrada-Félix, 2000 .

Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS

Julián Andrada-Félix, Fernando Fernández-Rodríguez, Simón Sosvilla-Rivero, 1999 .

Chaotic behaviour in exchange-rate series: First results for the Peseta—U.S. dollar case

Fernando Fernández-Rodríguez, Simón Sosvilla-Rivero, S. Sosvilla‐Rivero, 1992 .

Credibility in the EMS: new evidence using nonlinear forecastability tests

S. Sosvilla‐Rivero, F. Fernández-Rodríguez, J. Martin-González, 2003 .

Time connectedness of fear

S. Sosvilla‐Rivero, F. Fernández-Rodríguez, J. Andrada-Félix, 2018, Empirical Economics.

Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market

F. Fernández-Rodríguez, J. Andrada-Félix, Adrian Fernández-Pérez, 2015 .

Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market

F. Fernández-Rodríguez, J. Andrada-Félix, Adrian Fernández-Pérez, 2015, SERIEs.

Volatility transmission between stock and foreign exchange markets: a connectedness analysis

S. Sosvilla‐Rivero, F. Fernández-Rodríguez, 2020, Applied Economics.

On the evolution of the COVID-19 epidemiological parameters using only the series of deceased. A study of the Spanish outbreak using Genetic Algorithms

E. Acosta-González, F. Fernández-Rodríguez, J. Andrada-Félix, 2022, Mathematics and Computers in Simulation.

Exchange rate volatility in the EMS before and after the fall

S. Sosvilla‐Rivero, F. Fernández-Rodríguez, O. Bajo‐Rubio, 1999 .

On the index tracking and the statistical arbitrage choosing the stocks by means of cointegration: the role of stock picking

Fernando Fernández-Rodríguez, E. Acosta-González, F. Fernández-Rodríguez, 2015 .

Further evidence on technical trade profitability and foreign exchange intervention

S. Sosvilla‐Rivero, F. Fernández-Rodríguez, J. Andrada-Félix, 2002 .

Improving moving average trading rules with boosting and statistical learning methods

Julián Andrada-Félix, Fernando Fernández-Rodríguez, F. Fernández-Rodríguez, 2008 .

DOCUMENTOS DE ECONOMÍA Y FINANZAS INTERNACIONALES Working Papers on International Economics and Finance

Defi, Marta Gómez-Puig, F. Fernández-Rodríguez, 2015 .

Exploiting trends in the foreign exchange markets

S. Sosvilla‐Rivero, F. Fernández-Rodríguez, Adrian Fernández-Pérez, 2012 .