Torra Porras, Salvador, University of Barcelona. Faculty of Economics and Business. Department of Econometrics, Statistics and Applied Economy, Spain

• Vol 22, No 4 (2018): Topic Trends in Computing Research (Guest Editors: A. Aguilar-Meléndez, E. Moya-Sánchez) - Articles of the Thematic Issue
  Extraction of the Underlying Structure of Systematic Risk from Non-Gaussian Multivariate Financial Time Series Using Independent Component Analysis: Evidence from the Mexican Stock Exchange
  Abstract  PDF
• Vol 23, No 2 (2019): Topic Trends in Computing Research (Guest Editors: A. Aguilar Meléndez, E. U. Moya Sánchez) - Articles of the Thematic Issue
  Neural Networks Principal Component Analysis for estimating the generative multifactor model of returns under a statistical approach to the Arbitrage Pricing Theory. Evidence from the Mexican Stock Exchange
  Abstract  PDF