Publications in journals

Journal papers included in the Web of Science(R)

  1. 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.
  2. 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.
  3. Aslanidis, N., Bariviera, A.F., and Martínez-Ibañez, O. (2019). An analysis of c ryptocurrencies conditional cross correlations. Finance Research Letters, 31:130-137
  4. 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
  5. 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
  6. Martinez, L.; 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
  7. Bariviera, A.F. (2017). The inefficiency of bitcoin revisited: a dynamic approach. Economics Letters, 161:1-4
  8. 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
  9. 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
  10. Lanzarini, L.; Villa Monte, A.; Bariviera, A.F.; Jimbo Santanta, P. (2017). Simplifying credit scoring rules using LVQ+PSO. Kybernetes, 46(1):8-16
  11. 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
  12. 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
  13. 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
  14. 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
  15. 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)
  16. 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)
  17. 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
  18. 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
  19. 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
  20. 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
  21. 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
  22. 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

  1. Merediz-Solà, I, and Bariviera, A.F. (2019). A bibliometric analysis of Bitcoin scienti c production. Research in International Business and Finance, 50:294-305.
  2. Guercio, M. B., Martinez, L. B., and Bariviera, A.F. (2019). SME Steeplechase : When Obtaining Money Is Harder Than Innovating. International Journal of Financial Studies, 7(2):25.
  3. Bariviera, A.F., Plastino, A., and Judge, G. (2018). Spurious seasonality detection: A non-parametric tesproposal. Econometrics, 6(1).
  4. Santana, P. J., Villa-Monte, A., Rucci, E., Lanzarini, L., and 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.