Publications in journals

Journal papers included in the Web of Science(R)

Vásquez-Saenz, J.; Quiroga, F.M.; Bariviera, A.F. (2023) Data vs. information: using clustering techniques to enhance stock returns forecasting, International Review of Financial Analysis, 88:102657. https://doi.org/10.1016/j.irfa.2023.102657.
Bejaoui, A.; Frikha, W.; Jeribi, A.; Bariviera, A.F. (2023) Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis, Physica A: Statistical Mechanics and its Applications, 619:128720, https://doi.org/10.1016/j.physa.2023.128720.
Bariviera, A.F.; Fabregat-Aibar, L.; Sorrosal-Forradellas, M.T. (2023). Disentangling the impact of economic and health crises on financial markets. Research in International Business and Finance, 65:101928, https://doi.org/10.1016/j.ribaf.2023.101928. 
Arouxet, M.B.; Bariviera, A.F.; Pastor, V.; Vampa, V. (2022). Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent, Physica A: Statistical Mechanics and its Applications. 596:127170, https://doi.org/10.1016/j.physa.2022.127170.
Martinez, L.B.; Guercio, M.B.; Bariviera, A.F. (2022). A meta-analysis of SMEs literature based on the Survey on Access to Finance of Enterprises of the European Central Bank. International Journal of Finance and Economics, 27(2):1870-0885.
Aslanidis, N.; Bariviera, A.F., López, O.G. (2022). The link between cryptocurrencies and Google Trends attention. Finance Research Letters, 102654.
Akyildirim, E; Bariviera, A.F.; Nguyen, D.K.; Sensoy, A. (2022). Forecasting high-frequency stock returns: a comparison of alternative methods, Annals of Operations Research, doi:10.1007/s10479-021-04464-8.
Reyes, G.; Lanzarini, L.; Hasperué, W.; Bariviera, A.F. (2021). A proposal for a pivot-based vehicle trajectory clustering method. Transportation Research Record, 2672(4):281-295.
Bariviera, A.F.; Merediz-Solà, I. (2021). Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. Journal of Economic Surveys, 35(2):377-407.
Aslanidis, N.; Bariviera, A.F.; Pérez-Laborda, A. (2021). Are cryptocurrencies becoming more interconnected? Economics Letters, 199:109725.
Bariviera, A.F. (2021). One model is not enough: heterogeneity in cryptocurrencies’ multifractal profiles. Finance Research Letters, 39:101649.
Guercio, M.B.; Martinez, L.B.; Bariviera, A.F.; Scherger, V. (2020). Credit crunch or loan demand shortage: what is the problem with the SMEs’ financing? Czech Journal of Economics and Finance (Finance a úvěr), 70(6):521-540.
Torres, R; Solis, M.A.; Salas, R.; Bariviera, A.F. (2020). A dynamic linguistic decision making approach for a cryptocurrency investment scenario, IEEE Access, 8:228514-228524.
Bariviera, A.F.; Fonts-Ferrer, A.; Sorrosal-Forradellas, M.T.; Rosso, O.A. (2019). An information theory perspective on the informational efficiency of gold price. North American Journal of Economics and Finance, 50:101018.
Villa Monte, A.; Lanzarini, L.; Bariviera, A.F.; J.A. Olivas (2019). User-oriented summaries using a PSO based scoring optimization method. Entropy, 21:617.
Aslanidis, N., Bariviera, A.F., and Martínez-Ibañez, O. (2019). An analysis of c ryptocurrencies conditional cross correlations. Finance Research Letters, 31:130-137.
Merediz-Solà, I, and Bariviera, A.F. (2019). A bibliometric analysis of Bitcoin scientific production. Research in International Business and Finance, 50:294-305.
Jimbo Santana, P., Lanzarini, L., and Bariviera, A.F. (2018). Fuzzy credit risk scoring rules using FRvarPSO. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 26(Suppl. 1):39–57.
Bariviera, A.F., Zunino, L., Rosso, O.A. (2018). An analysis of high frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers, Chaos, 28(2):075511.
Martinez, L.B.; Guercio, M.B.; Bariviera, A.F.; Terceño, A. (2018). The impact of the financial crisis on the long-range memory of European corporate bond and stock markets. Empirica, 45(1):1-15.
Bariviera, A.F. (2017). The inefficiency of bitcoin revisited: a dynamic approach. Economics Letters, 161:1-4.
Bariviera, A.F.; Basgall, M.J.; Hasperué, W.; Naiouf, M. (2017). Some stylized facts of the bitcoin market. Physica A: Statistical Mechanics and its Applications, 484:82-90.
Zunino, L.; Bariviera, A.F.; Olivares, F.; Rosso, O.A.(2017). A simple and fast representation space for classifying complex time series. Physics Letters A, 381(11):1021-1028.
Lanzarini, L.; Villa Monte, A.; Bariviera, A.F.; Jimbo Santanta, P. (2017). Simplifying credit scoring rules using LVQ+PSO. Kybernetes, 46(1):8-16.
Zunino, L.; Bariviera, A.F.; Guercio, M.B.; Martinez, L.B.; Rosso, O.A. (2016). Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy, Physica A: Statistical Mechanics and its Applications, 456:1-9
Bariviera, A.F.; Guercio, M.B ; Martinez, L.B.; Rosso, O.A. (2016). Libor at crossroads: stochastic switching detection using Information Theory quantifiers. Chaos, Solitons & Fractals, 88:172-182.
Bariviera, A.F.; Martín, M.T.; Plastino, A.; Vampa, V. (2016). Libor troubles: anomalous movements detection based on Maximum Entropy. Physica A: Statistical Mechanics and its Applications, Vol. 449:401-407.
Zambrano, E.; Hernando, A.; Bariviera, A.F.; Hernando, R.; Plastino, A. (2015). Thermodynamics of firms' growth. Journal of The Royal Society Interface, 12(112):20150789.
Bariviera, A.F.;. Guercio, M.B ; Martinez, L.B.; Rosso, O.A. (2015). A permutation information theory tour through different interest rate maturities: the Libor case. Philosophical Transactions of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, 373(20150119).
Fernández Bariviera, A.; Guercio, M.B. ; Martinez, L.B.; Rosso, O.A. (2015). The (in)visible hand in the Libor market: an information theory approach, European Physical Journal B, 88(8).
Fernández Bariviera, A.; Guercio, M.B. ; Martinez, L.B. (2014). Informational efficiency in distressed markets: the case of European corporate bonds, Economic and Social Review, 45(3): 349-369.
Fernández Bariviera, A.; Zunino, L.; Guercio, M.B. ; Martinez, L.B.; Rosso, O.A. (2013). Revisiting the European sovereign bonds with a permutation-information-theory approach, European Physical Journal B, 86(12):1-10.
Fernández Bariviera, A.; Zunino, L.; Guercio, M.B. ; Martinez, L.B.; Rosso, O.A. (2013). Efficiency and credit ratings: a permutation-information-theory analysis. Journal of Statistical Mechanics: Theory and Experiment, 2013(8):P08007.
Zunino, L.; Fernández Bariviera, A.; Guercio, M.B.; Martinez, L.B.; Rosso, O.A. (2012). On the efficiency of sovereign bond markets, Physica A: Statistical Mechanics and its Applications, 391(18):4342-4349.
Fernández Bariviera, A.; Guercio, M.B. ; Martinez, L.B. (2012). A comparative analysis of the informational efficiency of the fixed income market in seven European countries, Economics Letters, 116(3):426-428.
Fernández Bariviera, A. (2011). The Influence of Liquidity on Informational Efficiency: The Case of the Thail Stock Market, Physica A: Statistical Mechanics and its Applications, 390(23-24): 4426-4432.

Papers indexed into Scopus and/or Emerging Sources Web of Science

Reyes, G., Lanzarini, L., Estrebou, C., & Bariviera, A.F. (2022). Dynamic grouping of vehicle trajectories. Journal of Computer Science and Technology, 22(2), e11. https://doi.org/10.24215/16666038.22.e11
Jimbo Santana, P., Lanzarini, L., Bariviera, A.F. (2020). Fuzzy Classification Rules with FRvarPSO Using Various Methods for Obtaining Fuzzy Sets, Journal of Advances in Information Technology, 11(4): 233-240.
Jimbo Santana, P., Lanzarini, L., Bariviera, A.F. (2020). Variations of Particle Swarm Optimization for Obtaining Classification Rules Applied to Credit Risk in Financial Institutions of Ecuador. Risks, 8(1): 2.
Reyez-Zambrano, G., Lanzarini, L., Hasperué, W., and Bariviera, A.F. (2020). GPS trajectory clustering method for decision making on intelligent transportation systems. Journal of Intelligent & Fuzzy Systems, 38(5):5529-5535.
Villa-Monte, A., Lanzarini, L., Corvi, J., and Bariviera, A.F. (2020). Document summarization using a structural metrics based representation. Journal of Intelligent & Fuzzy Systems, 38(5):5579-5588.
Guercio, M. B., Martinez, L. B., Bariviera, A.F. (2019). SME Steeplechase: When Obtaining Money Is Harder Than Innovating. International Journal of Financial Studies, 7(2):25.
Bariviera, A.F., Plastino, A., Judge, G. (2018). Spurious seasonality detection: A non-parametric test proposal. Econometrics, 6(1).
Santana, P. J., Villa-Monte, A., Rucci, E., Lanzarini, L., Bariviera, A.F. (2017). Analysis of methods for generating classification rules applicable to credit risk. Journal of Computer Science and Technology (JCS&T),17(1):20–28.
A. F. Bariviera, L. Zunino, O. A. Rosso, Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers (2017). Fuzzy Economic Review, 21:41–51.
J. López, L. Lanzarini, A.F. Bariviera. (2012). Variable population MOPSO applied to medical visits. Fuzzy Economic Review, 17:3–14.
A. Terceño Gómez, J. M. Brotons Martínez, A.F. Bariviera (2007), Immunization strategy in a fuzzy environment. Fuzzy Economic Review, 12:95–116.