Josep Fortiana Gregori

University of Barcelona

Gran Via de les Corts Catalanes, 585

Barcelona, 08007

Spain

SCHOLARLY PAPERS

2

DOWNLOADS

259

CITATIONS

0

Scholarly Papers (2)

1.

Clustering Techniques Applied to Outlier Detection of Financial Market Series Using a Moving Window Filtering Algorithm

ECB Working Paper No. 948
Number of pages: 45 Posted: 20 Oct 2008
Josep Maria Puigvert Gutierrez and Josep Fortiana Gregori
European Central Bank and University of Barcelona
Downloads 185 (131,929)

Abstract:

Outliers, financial market, cluster analysis, moving filtering window algorithm

2.

Local Distance-Based Generalized Linear Models Using the Dbstats Package for R

Document De Treball, XREAP2012-11
Number of pages: 56 Posted: 21 May 2012
Eva Boj, Pedro Delicado, Josep Fortiana Gregori, Anna Esteve and Adria Caballe
University of Barcelona - Department of Actuarial, Financial and Economic Mathematics, Universitat Politecnica de Catalunya, University of Barcelona, Generalitat de Catalunya - Centre d'Estudis Epidemiol├▓gics sobre les Infeccions de Transmissi├│ Sexual i Sida de Catalunya and affiliation not provided to SSRN
Downloads 45 (293,183)

Abstract:

Distance-based prediction, Generalized Linear Model, Local Likelihood, Iteratively Weighted Least Squares, R