Pedro N. Rodriguez

Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II

Carretera de Humera s/n

Madrid 28223, Madrid 28223

Spain

http://www.pnrodriguez.com

SCHOLARLY PAPERS

6

DOWNLOADS
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1,510

CITATIONS

2

Scholarly Papers (6)

1.

Using Machine Learning Algorithms to Find Patterns in Stock Prices

FEDEA Working Paper No. 2006-12
Number of pages: 20 Posted: 27 Mar 2006
Pedro N. Rodriguez and Simon Sosvilla-Rivero
Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II and Complutense Institute for International Studies
Downloads 702 (21,479)

Abstract:

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Direction-of-change predictability, Machine learning algorithms, Adaboost

2.

Forecasting Stock Price Changes: Is it Possible?

Number of pages: 31 Posted: 17 Jul 2006
Pedro N. Rodriguez and Simon Sosvilla-Rivero
Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II and Complutense Institute for International Studies
Downloads 301 (85,304)
Citation 1

Abstract:

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Stock return predictability, stock movement predictability

3.

Understanding and Forecasting Stock Price Changes

FEDEA Working Paper No. 2006-03
Number of pages: 17 Posted: 14 Feb 2006
Pedro N. Rodriguez and Simon Sosvilla-Rivero
Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II and Complutense Institute for International Studies
Downloads 254 (101,795)
Citation 1

Abstract:

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Stock return predictability, Model averaging, Bias-variance decomposition

4.

Recursive Thick Modeling and the Choice of Monetary Policy in Mexico

Number of pages: 38 Posted: 02 Oct 2006
Arnulfo Rodriguez and Pedro N. Rodriguez
Independent Scholar and Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II
Downloads 40 (368,896)

Abstract:

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macroeconomic policy, model uncertainty, optimal control, monetary policy

5.

Understanding and Predicting Sovereign Debt Rescheduling: A Comparison of the Areas Under Receiver Operating Characteristic Curves

Journal of Forecasting, Vol. 25, pp. 459-479
Posted: 03 Nov 2004
Arnulfo Rodriguez and Pedro N. Rodriguez
Independent Scholar and Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II

Abstract:

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Sovereign Debt Rescheduling, Data Mining, Classification Methods, ROC Analysis

6.

Predicting Stock Market Indices Movements

COMPUTATIONAL FINANCE AND ITS APPLICATIONS, In Marco Constantino, Carlos Brebia, eds., Wessex Institute of Technology, Southampton, 2004
Posted: 03 Nov 2004
Pedro N. Rodriguez and Arnulfo Rodriguez
Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II and Independent Scholar

Abstract:

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Stock indices movements, Data mining, ROC analysis

Other Papers (2)

Total Downloads: 168    Citations: 0
1.

Stock Movement Predictability and Classifier Induction

Number of pages: 34 Posted: 22 Feb 2005
Pedro N. Rodriguez
Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II
Downloads 115

Abstract:

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Stock price movements, predictability, Stock return predictability

2.

Uncovering Linkages in International Financial Markets Via Boosting

FEDEA Working Paper No. 2004-23
Number of pages: 25 Posted: 07 Jan 2005 Last Revised: 22 Sep 2011
Simon Sosvilla-Rivero and Pedro N. Rodriguez
Complutense Institute for International Studies and Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II
Downloads 41

Abstract:

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International stock markets, Causality