← All authors Julio E. Sandubete Universidad Francisco de Vitoria (per OpenAlex) · ORCID · OpenAlex
9 papers in scope · 8 published · 1 on the econ.EM arXiv · 73 citations · h-index 5 (over the papers listed here)
Papers (1 of 9)
From Regime Detection to Decision Rules: A Data-Driven Macro-Financial CVaR Framework for European Multi-Asset Portfolios
published 2026 · Economies
with Jorge Grube Martín-Lunas, Ana Lazcano
working paper 2025 · arXiv
A comparative framework for multi-horizon time series forecasting: Neural networks with adaptive preprocessing
published 2025 · Machine Learning with Applications
with Ana Lazcano, Miguel A. Jaramillo-Morán
Belief-Based Model of Career Dropout Under Monopsonistic Employment and Noisy Evaluation
published 2025 · Mathematics
with Iñaki Aliende, Lorenzo Escot
Back to Basics: The Power of the Multilayer Perceptron in Financial Time Series Forecasting
published 2024 · Mathematics · 32 citations
with Ana Lazcano, Miguel A. Jaramillo-Morán
EMDFormer model for time series forecasting
published 2024 · AIMS Mathematics · 6 citations
with Ana Lazcano, Miguel A. Jaramillo-Morán
Detecting Structural Changes in Time Series by Using the BDS Test Recursively: An Application to COVID-19 Effects on International Stock Markets
published 2023 · Mathematics · 5 citations
with Lorenzo Escot, Łukasz Pietrych
Testing the Efficient Market Hypothesis and the Model-Data Paradox of Chaos on Top Currencies from the Foreign Exchange Market (FOREX)
published 2023 · Mathematics · 6 citations
with León Beleña, Juan Carlos García Villalobos
Chaotic signals inside some tick-by-tick financial time series
published 2020 · Chaos Solitons & Fractals · 24 citations
with Lorenzo Escot
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