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ORCIDWerner Kristjanpoller
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2020 – today
- 2024
[j28]Gabriel Vergara, Werner Kristjanpoller
:
Deep reinforcement learning applied to statistical arbitrage investment strategy on cryptomarket. Appl. Soft Comput. 153: 111255 (2024)- [j27]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: 112062 (2024) - [j26]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): 15075-15090 (2024) - [j25]Camilo Yañez, Werner Kristjanpoller, Marcel C. Minutolo:
Stock market index prediction using transformer neural network models and frequency decomposition. Neural Comput. Appl. 36(25): 15777-15797 (2024) - [j24]Fredy Kristjanpoller, Raymi Vásquez, Werner Kristjanpoller, Marcel C. Minutolo, Canek Jackson:
A predictive and explanatory model for remaining useful life of crushers using deep learning. Neural Comput. Appl. 36(32): 20575-20588 (2024) - 2023
- [j23]Carlos Mendoza, Werner Kristjanpoller, Marcel C. Minutolo:
Market index price prediction using Deep Neural Networks with a Self-Similarity approach. Appl. Soft Comput. 146: 110700 (2023) - [j22]Werner Kristjanpoller, Kevin Michell Valencia, Josephine E. Olson:
Determining the gender wage gap through causal inference and machine learning models: evidence from Chile. Neural Comput. Appl. 35(13): 9841-9863 (2023) - [j21]Cristhian Bermeo, Kevin Michell Valencia, Werner Kristjanpoller:
Estimation of causality in economic growth and expansionary policies using uplift modeling. Neural Comput. Appl. 35(18): 13631-13645 (2023) - [j20]Joaquin Caneo, Javier Scavia, Marcel C. Minutolo, Werner Kristjanpoller:
A hybrid model to forecast greenhouse gas emissions in Latin America. Soft Comput. 27(23): 17943-17970 (2023) - 2022
- [j19]Kevin Michell Valencia, Werner Kristjanpoller, Marcel C. Minutolo:
Electrical consumption forecasting: a framework for high frequency data. Neural Comput. Appl. 34(7): 5577-5586 (2022) - [j18]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): 17343-17353 (2022) - 2021
- [j17]Werner Kristjanpoller, Kevin Michell Valencia, Marcel C. Minutolo:
A causal framework to determine the effectiveness of dynamic quarantine policy to mitigate COVID-19. Appl. Soft Comput. 104: 107241 (2021) - [j16]Werner Kristjanpoller, Kevin Michell Valencia, Marcel C. Minutolo, Prakash Dheeriya:
Trading support system for portfolio construction using wisdom of artificial crowds and evolutionary computation. Expert Syst. Appl. 177: 114943 (2021) - [j15]Rodrigo Peirano, Werner Kristjanpoller, Marcel C. Minutolo:
Forecasting inflation in Latin American countries using a SARIMA-LSTM combination. Soft Comput. 25(16): 10851-10862 (2021) - 2020
- [j14]Fredy Kristjanpoller, Kevin Michell Valencia, 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): 104-113 (2020) - [j13]Kevin Michell Valencia, Werner Kristjanpoller:
Strongly-typed genetic programming and fuzzy inference system: An embedded approach to model and generate trading rules. Appl. Soft Comput. 90: 106169 (2020) - [j12]Tomas Jerez, Werner Kristjanpoller:
Effects of the validation set on stock returns forecasting. Expert Syst. Appl. 150: 113271 (2020) - [j11]Andrés Vidal, Werner Kristjanpoller:
Gold volatility prediction using a CNN-LSTM approach. Expert Syst. Appl. 157: 113481 (2020) - [j10]Kevin Michell Valencia, Werner Kristjanpoller:
Generating trading rules on US Stock Market using strongly typed genetic programming. Soft Comput. 24(5): 3257-3274 (2020)
2010 – 2019
- 2019
- [j9]Diego García, Werner Kristjanpoller:
An adaptive forecasting approach for copper price volatility through hybrid and non-hybrid models. Appl. Soft Comput. 74: 466-478 (2019) - [j8]Jonatan Henríquez, Werner Kristjanpoller:
A combined Independent Component Analysis-Neural Network model for forecasting exchange rate variation. Appl. Soft Comput. 83 (2019) - [j7]Alejandro Parot, Kevin Michell Valencia, 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): 3-15 (2019) - 2018
- [j6]Werner Kristjanpoller, Kevin Michell Valencia:
A stock market risk forecasting model through integration of switching regime, ANFIS and GARCH techniques. Appl. Soft Comput. 67: 106-116 (2018) - [j5]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: 1-11 (2018) - 2017
- [j4]Werner Kristjanpoller, Esteban Hernández:
Volatility of main metals forecasted by a hybrid ANN-GARCH model with regressors. Expert Syst. Appl. 84: 290-300 (2017) - 2016
- [j3]Werner Kristjanpoller, Marcel C. Minutolo:
Forecasting volatility of oil price using an artificial neural network-GARCH model. Expert Syst. Appl. 65: 233-241 (2016) - 2015
- [j2]Werner Kristjanpoller, Marcel C. Minutolo:
Gold price volatility: A forecasting approach using the Artificial Neural Network-GARCH model. Expert Syst. Appl. 42(20): 7245-7251 (2015) - [c1]Paola Arce, Jonathan Antognini, Werner Kristjanpoller, Luis Salinas:
An Online Vector Error Correction Model for Exchange Rates Forecasting. ICPRAM (2) 2015: 193-200 - 2014
- [j1]Werner Kristjanpoller, Anton Fadic, Marcel C. Minutolo:
Volatility forecast using hybrid Neural Network models. Expert Syst. Appl. 41(5): 2437-2442 (2014)
Coauthor Index
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