Contribution to books

  1. 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.

  2. L. Lanzarini, A. Villa-Monte, Fernández-Bariviera, A., and P. Jimbo-Santana. 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, 2015.

  3. E. O. Thomasz and Fernández Bariviera, A. 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, 2013.

  4. L. Lanzarini, Fernández Bariviera, A., M.B. Guercio, and C. Tomas. 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.

  5. Fernandez, A., M.J. Garbajosa-Cabello, and M.B. Guercio. 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, 2010.