Contribution to books

 Reyes, G., Lanzarini, L., Estrebou, C., Bariviera, A.F., Maquilón, V. (2023). Evaluation of a Grid for the Identification of Traffic Congestion Patterns. In: Valencia-García, R., Bucaram-Leverone, M., Del Cioppo-Morstadt, J., Vera-Lucio, N., Centanaro-Quiroz, P.H. (eds) Technologies and Innovation. CITI 2023. Communications in Computer and Information Science, vol 1873. Springer, Cham. https://doi.org/10.1007/978-3-031-45682-4_20

Reyes, G., Lanzarini, L., Estrebou, C., and Bariviera, A.F. (2022a). Data stream processing method for clustering of trajectories. In Valencia-García, R., Bucaram-Leverone, M., Del Cioppo-Morstadt, J., Vera-Lucio, N., and Jácome-Murillo, E., editors, Technologies and Innovation, pages 151–163, Cham. Springer International Publishing. https://doi.org/10.1007/978-3-031-19961-5_11.

Vampa, V., Martín, M.T., Calderón, L. & Bariviera, A.F. (2022). Wavelet Entropy and Complexity Analysis of Cryptocurrencies Dynamics. In Rodríguez García, M.d.P., Cortez Alejandro, K.A., Merigó, J.M., Terceño-Gómez, A., Sorrosal Forradellas, M.T., Kacprzyk, J. (eds) Digital Era and Fuzzy Applications in Management and Economy. XX SIGEF 2021. Lecture Notes in Networks and Systems, vol 384 (pp. 25-35). Springer, Cham .  https://doi.org/10.1007/978-3-030-94485-8_2.

Jimbo Santana, P., Lanzarini, L.  & Bariviera, A.F. (2022). FRvarPSO as an Alternative to Measure Credit Risk in Financial Institutions. In Arai, K., editor, Intelligent Systems and Applications (pp. 419–434), Cham: Springer International Publishing. https://doi.org/10.1007/978-3-030-82196-8_31

Jimbo Santana, P., Lanzarini, L., & Bariviera, A.F. (2020). FRvarPSO: A Method for Obtaining Fuzzy Classification Rules Using Optimization Techniques. In J. C. Ferrer-Comalat, S. Linares-Mustarós, J. . Merigó, & J. Kacprzyk (Eds.), Modelling and Simulation in Management Sciences. MS-18 2018. Advances in Intelligent Systems and Computing (pp. 112–126). Cham: Springer,. http://doi.org/10.1007/978-3-030-15413-4_9

Quiroga, F., Ronchetti, F., Lanzarini, L., & Bariviera, A.F. (2020). Revisiting Data Augmentation for Rotational Invariance in Convolutional Neural Networks. In J. C. Ferrer-Comalat, S. Linares-Mustarós, J. . Merigó, & J. Kacprzyk (Eds.), Modelling and Simulation in Management Sciences. MS-18 2018. Advances in Intelligent Systems and Computing (pp. 127–141). Cham: Springer. http://doi.org/10.1007/978-3-030-15413-4_10

Jimbo-Santana, P., Lanzarini, L.,  Bariviera, A.F. (2018). Extraction of Knowledge with Population-Based Metaheuristics Fuzzy Rules   Applied to Credit Risk. In Y. Tan, Y. Shi, & Q. Tang (Eds.), Advances in Swarm Intelligence (pp. 153–163). Cham: Springer International Publishing. http://doi.org/10.1007/978-3-319-93818-9_15.

Iglesias Caride, M., Bariviera, A. F., and Lanzarini, L. (2018). Stock Returns Forecast: An Examination By Means of Artificial Neural Networks. In C. Berger-Vachon, A. M. Gil Lafuente, J. Kacprzyk, Y. Kondratenko, J. M. Merigó, & C. F. Morabito (Eds.), Complex Systems: Solutions and Challenges in Economics, Management and Engineering: Dedicated to Professor Jaime Gil Aluja (pp. 399–410). Cham: Springer International Publishing. http://doi.org/10.1007/978-3-319-69989-9_23.

L. Lanzarini, A. Villa-Monte, Fernández-Bariviera, A., and P. Jimbo-Santana (2015). Obtaining classification rules using LVQ+PSO: An application to credit risk. In J. Gil-Aluja, A. Terceño Gómez, J.C. Ferrer-Comalat, J.M. Merigó-Lindahl, and S. Linares-Mustarós, editors, Scientific Methods for the Treatment of Uncertainty in Social Sciences, volume 377 of Advances in Intelligent Systems and Computing, pages 383–391. Springer International Publishing.

E. O. Thomasz and Fernández Bariviera, A. (2013) Risk behavior of stock markets before and after the subprime crisis. In M.A. Fernandez-Izquierdo, M.J. Muñoz Torres, and R. Leon, editors, Modeling and Simulation in Engineering, Economics, and Management, volume 145, Lecture Notes in Business Information Processing, pages 83–90. Springer Berlin Heidelberg.

L. Lanzarini, Fernández Bariviera, A., M.B. Guercio, and C. Tomas (2012). The effect of changes of the Hurst exponent in return predictability: the case of the Dutch market. In Methods For Decision Making In An Uncertain Environment, volume 6, pages 384–393. World Scientific Proceeding Series on Computer Engineering and Information Science, 2012.

Fernandez, A., M.J. Garbajosa-Cabello, and M.B. Guercio (2010). Duration and uncertainty: A comparative analysis for indexed bonds. In Computational Intelligence in Business and Economics, volume 3, pages 205–212. World Scientific Proceeding Series on Computer Engineering and Information Science.