Andres Algaba

Vrije Universiteit Brussel (VUB)

Pleinlaan 2

http://www.vub.be

Brussels, 1050

Belgium

SCHOLARLY PAPERS

6

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2,088

SSRN CITATIONS
Rank 31,109

SSRN RANKINGS

Top 31,109

in Total Papers Citations

32

CROSSREF CITATIONS

3

Ideas:
“  Detection and mitigation of discrimination in algorithmic decision-making.  ”

Scholarly Papers (6)

1.

Econometrics Meets Sentiment: An Overview of Methodology and Applications

Journal of Economic Surveys, Vol. 34, Issue 3, pp. 512-547, 2020
Number of pages: 39 Posted: 12 Jan 2016 Last Revised: 18 Aug 2021
Vrije Universiteit Brussel (VUB), HEC Montreal - Department of Decision Sciences, Université de Sherbrooke - Faculty of Administration, Vrije Universiteit Brussel and Ghent University
Downloads 681 (72,356)
Citation 24

Abstract:

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qualitative data, sentiment analysis, sentometrics, survey, textual analysis

2.

The Economic Policy Uncertainty Index for Flanders, Wallonia and Belgium

BFW digitaal / RBF numérique 2020/6
Number of pages: 16 Posted: 21 Apr 2020 Last Revised: 28 Jan 2021
Vrije Universiteit Brussel (VUB), Vrije Universiteit Brussel, Ghent University and Vrije Universiteit Brussel
Downloads 510 (104,164)
Citation 12

Abstract:

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Belgium, COVID-19, EPU index, news data, sentometrics, textual analysis, uncertainty

3.

Generalized Financial Ratios to Predict the Equity Premium

Economic Modelling, 66, 244-257, 2017
Number of pages: 40 Posted: 08 Sep 2016 Last Revised: 17 May 2019
Andres Algaba and Kris Boudt
Vrije Universiteit Brussel (VUB) and Ghent University
Downloads 436 (125,248)
Citation 3

Abstract:

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Equity premium, ERP, Forecast combination, Price-dividend ratio, Financial ratios, Time-varying parameters

4.

The Variance Implied Conditional Correlation

The European Journal of Finance, 26 (2-3), 200-220, 2020.
Number of pages: 30 Posted: 27 Feb 2018 Last Revised: 18 Jan 2020
Andres Algaba, Kris Boudt and Steven Vanduffel
Vrije Universiteit Brussel (VUB), Ghent University and Vrije Universiteit Brussel (VUB)
Downloads 203 (277,007)

Abstract:

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conditional correlation, cross hedging, Dynamic Conditional Correlation (DCC), GARCH, hedge ratio, regularization

5.

Daily News Sentiment and Monthly Surveys: A Mixed-Frequency Dynamic Factor Model for Nowcasting Consumer Confidence

Number of pages: 30 Posted: 26 May 2020 Last Revised: 16 Oct 2021
Vrije Universiteit Brussel (VUB), Vrije Universiteit Brussel, Ghent University and Vrije Universiteit Brussel (VUB)
Downloads 161 (340,003)

Abstract:

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dynamic factor model, mixed-frequency, nowcasting, sentometrics, state space, Toeplitz matrix

6.

LUCID–GAN: Conditional Generative Models to Locate Unfairness

Number of pages: 24 Posted: 09 Dec 2022 Last Revised: 28 Jul 2023
Vrije Universiteit Brussel (VUB), Vrije Universiteit Brussel (VUB), Oxford University, Vrije Universiteit Brussel (VUB) and Vrije Universiteit Brussel (VUB)
Downloads 97 (499,319)
Citation 1

Abstract:

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discrimination, fairness, generative model