| On the efficacy of stop-loss rules in the presence of overnight gaps A Arratia, A Dorador Quantitative Finance 19 (11), 1857-1873, 2019 | 3 | 2019 |
| On the Effectiveness of Stop-Loss Rules: An Analytical Framework Based on Modeling Overnight Gaps and the Stationary Bootstrap A Arratia, A Dorador Available at SSRN 3087196, 2017 | 3 | 2017 |
| Improving the Accuracy and Interpretability of Random Forests via Forest Pruning A Dorador arXiv preprint arXiv:2401.05535, 2024 | | 2024 |
| Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach A Dorador arXiv preprint arXiv:2401.02601, 2024 | | 2024 |
| Models of stock prices with overnight gap and flash crash to test stop-loss rules efficiency A Arratia, A Dorador 3rd International Conference on Computational Finance (ICCF2019), 139, 2019 | | 2019 |
| Do Stop-Loss rules stop losses? An analytical framework based on modeling overnight gaps and the Stationary Bootstrap A Dorador Chalar Universitat Politècnica de Catalunya, 2017 | | 2017 |
| R package 'analytics' A Dorador https://cran.r-project.org/web/packages/analytics/analytics.pdf, 2017 | | 2017 |
| R package 'complexplus' A Dorador, UH Thygesen https://cran.r-project.org/web/packages/complexplus/complexplus.pdf, 2016 | | 2016 |
| R package 'powerplus' A Dorador https://cran.r-project.org/web/packages/powerplus/powerplus.pdf, 2016 | | 2016 |
| THE IMPACT OF VOTING CEILINGS ON ENTERPRISE VALUE IN SPAIN AD Chalar, FG Pomar | | 2012 |
Argimiro Arratia QuesadaUniversitat Politécnica de Catalunya, SpainAdresse e-mail validée de upc.edu
