Publications in journals

Journal papers included in the Web of Science(R)

  1. 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.
  2. 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.
  3. 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.
  4. Bariviera, A.F. (2017). The inefficiency of bitcoin revisited: a dynamic approach. Economics Letters, 161:1-4.
  5. 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.
  6. 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.
  7. Lanzarini, L.; Villa Monte, A.; Bariviera, A.F.; Jimbo Santanta, P. (2017). Simplifying credit scoring rules using LVQ+PSO. Kybernetes, 46(1):8-16.
  8. 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.
  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.
  10. 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.
  11. 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.
  12. 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).
  13. 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).
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.