Werner D. Kristjanpoller

发表

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

E. Bouri, Werner D. Kristjanpoller, Elie Bouri, 2019, Physica A: Statistical Mechanics and its Applications.

Impact of fuel price fluctuations on airline stock returns

Werner Kristjanpoller, Werner D. Kristjanpoller, Diego Concha, 2016 .

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

Werner D. Kristjanpoller, Gabriel Gajardo, 2017 .

Forecasting inflation in Latin American countries using a SARIMA–LSTM combination

Marcel C. Minutolo, Werner D. Kristjanpoller, Rodrigo Peirano, 2021, Soft Computing.

Impact of COVID-19 effective reproductive rate on cryptocurrency

Marcel C. Minutolo, Werner D. Kristjanpoller, Prakash Dheeriya, 2022, Financial Innovation.

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

Werner D. Kristjanpoller, J. Olson, M. Saldivia, 2020 .

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

Marcel C. Minutolo, Werner D. Kristjanpoller, Gabriel Gajardo, 2018 .

Long-run economic and social determinants of the ecological footprint of latin america: a panel causality approach

Werner D. Kristjanpoller, J. Olson, Christopher Castro, 2022, Environmental Science and Pollution Research.

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

Werner D. Kristjanpoller, Kevin Michell, Kevin Michell, 2019, Soft Computing.

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

Werner D. Kristjanpoller, J. Olson, 2015, Sex Roles.

Framework based on multiplicative error and residual analysis to forecast bitcoin intraday-volatility

Werner D. Kristjanpoller, Sebastian Tapia, 2021, Physica A: Statistical Mechanics and its Applications.

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

Werner Kristjanpoller, V. KevinMichell, Alejandro Parot, 2019, Intell. Syst. Account. Finance Manag..

Volatility forecast using hybrid Neural Network models

Werner Kristjanpoller, Marcel C. Minutolo, Anton Fadic, 2014, Expert Syst. Appl..

How the effective reproductive number impacts global stock markets

Marcel C. Minutolo, Werner D. Kristjanpoller, Kevin Michell, 2023, International Journal of Finance & Economics.

A causal framework to determine the effectiveness of dynamic quarantine policy to mitigate COVID-19

Marcel C. Minutolo, Werner D. Kristjanpoller, V. KevinMichell, 2021, Applied Soft Computing.

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

Werner Kristjanpoller, Jonatan Henríquez, Werner D. Kristjanpoller, 2019, Appl. Soft Comput..

Estimation of causality in economic growth and expansionary policies using uplift modeling

Werner D. Kristjanpoller, Kevin Michell, Cristhian Bermeo, 2023, Neural Computing and Applications.

A fuzzy regression causality approach to analyze relationship between electrical consumption and GDP

Marcel C. Minutolo, Werner D. Kristjanpoller, Kevin Michell, 2021, Energy.

Causal treatment effects in time series: CO2 emissions and energy consumption effect on GDP

Marcel C. Minutolo, Werner D. Kristjanpoller, Cristian Llanos, 2022, Energy.

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

Werner Kristjanpoller, Paola Arce, Jonathan Antognini, 2019 .

An Online Vector Error Correction Model for Exchange Rates Forecasting

Luis Salinas, Werner Kristjanpoller, Paola Arce, 2015, ICPRAM.

Forecasting based on an ensemble Autoregressive Moving Average - Adaptive neuro - Fuzzy inference system – Neural network - Genetic Algorithm Framework

Werner Kristjanpoller, Marcel C. Minutolo, Francisco Prado, 2020 .

Gold volatility prediction using a CNN-LSTM approach

Werner Kristjanpoller, Andrés Vidal, Werner D. Kristjanpoller, 2020, Expert Syst. Appl..

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

Marcel C. Minutolo, Werner D. Kristjanpoller, John Stakeley, 2019, Business Strategy and the Environment.

Volume and Skewness Analysis in the Major Latin American Stock Markets

Werner D. Kristjanpoller, V. Caballero, 2012 .

A stock market risk forecasting model through integration of switching regime, ANFIS and GARCH techniques

Werner Kristjanpoller, V. KevinMichell, Werner D. Kristjanpoller, 2018, Appl. Soft Comput..

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

Werner D. Kristjanpoller, J. Olson, 2015 .

The impact of cultural trade on economic growth

Werner D. Kristjanpoller, J. Olson, J. Scavia, 2021 .

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

Werner Kristjanpoller, Diego García, Diego García, 2019, Appl. Soft Comput..

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

Werner Kristjanpoller, Marcel C. Minutolo, Werner D. Kristjanpoller, 2015, Expert Syst. Appl..

Electrical consumption forecasting: a framework for high frequency data

Marcel C. Minutolo, Werner D. Kristjanpoller, Kevin Michell, 2022, Neural Computing and Applications.

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

Werner Kristjanpoller, Marcel C. Minutolo, Werner D. Kristjanpoller, 2018, Expert Syst. Appl..

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

Werner Kristjanpoller, Marcel C. Minutolo, Marcel C. Minutolo, 2016, Expert Syst. Appl..

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

Werner D. Kristjanpoller, J. Olson, R. Salazar, 2016 .

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

Werner Kristjanpoller, V. KevinMichell, Werner D. Kristjanpoller, 2020, Appl. Soft Comput..

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

Werner Kristjanpoller, V. KevinMichell, Werner D. Kristjanpoller, 2019, Soft Computing.

Determining the gender wage gap through causal inference and machine learning models: evidence from Chile

Werner D. Kristjanpoller, J. Olson, Kevin Michell, 2023, Neural Computing and Applications.

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

Werner D. Kristjanpoller, J. Olson, 2015 .

Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis

Werner D. Kristjanpoller, T. Takaishi, Elie Bouri, 2020, Physica A: Statistical Mechanics and its Applications.

Long-run economic and social determinants of the ecological footprint of latin america: a panel causality approach

Werner D. Kristjanpoller, J. Olson, Christopher Castro, 2022, Environmental Science and Pollution Research.

Market index price prediction using Deep Neural Networks with a Self-Similarity approach

Marcel C. Minutolo, Werner D. Kristjanpoller, Carlos Mendoza, 2023, Appl. Soft Comput..

Effects of the validation set on stock returns forecasting

Werner Kristjanpoller, Tomas Jerez, Werner D. Kristjanpoller, 2020, Expert Syst. Appl..

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

Esteban Hernández, Werner Kristjanpoller, Werner D. Kristjanpoller, 2017, Expert Syst. Appl..

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

Adolfo Crespo, Fredy Kristjanpoller, Werner Kristjanpoller, 2020, Artificial Intelligence for Engineering Design, Analysis and Manufacturing.

A hybrid model to forecast greenhouse gas emissions in Latin America

Marcel C. Minutolo, Werner D. Kristjanpoller, J. Scavia, 2023, Soft Computing.

The effect of market returns and volatility on investment choices in Chile’s defined contribution retirement plan

Werner D. Kristjanpoller, J. Olson, 2021 .

High Frequency and Dynamic Pairs Trading with Ant Colony Optimization

Werner Kristjanpoller, Marcel C. Minutolo, Nicolás Rojas-Morales, 2021, Computational Economics.

High Frequency and Dynamic Pairs Trading with Ant Colony Optimization

Marcel C. Minutolo, Werner D. Kristjanpoller, José Cerda, 2021, Computational Economics.

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

Werner D. Kristjanpoller, Fernando Caneo, 2020 .