← All authors Juan-Pablo Ortega Nanyang Technological University (per OpenAlex) · ORCID · OpenAlex
33 papers in scope · 33 published · 1 on the econ.EM arXiv · 499 citations · h-index 14 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Y. Li Lyudmila Grigoryeva Giovanni Ballarin Marcel Hirt Sophie van Huellen Πέτρος Δελλαπόρτας Marc Hallin Byunghoon Kang Eduardo Mendes Quinlan Lee Matteo Barigozzi Iones Kelanemer Holban Elena Peavento Lutz Kilian Marcelo C. Medeiros Ricardo Masini Ana María Herrera Christian Gouriéroux Elena Pesavento Susan Athey Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 33)
Reservoir Kernels and Volterra Series
published 2025 · IEEE Transactions on Neural Networks and Learning Systems · 3 citations · first circulated 2022
Infinite-dimensional reservoir computing
published 2024 · Neural Networks · 11 citations · first circulated 2023
Tracing curves in the plane: Geometric-invariant learning from human demonstrations
published 2024 · PLoS ONE
published 2023 · International Journal of Forecasting · 23 citations · first circulated 2022
How Does Post-Earnings Announcement Sentiment Affect Firms’ Dynamics? New Evidence from Causal Machine Learning
published 2022 · Journal of Financial Econometrics · 2 citations
Guest Editorial Special Issue on New Frontiers in Extremely Efficient Reservoir Computing
published 2022 · IEEE Transactions on Neural Networks and Learning Systems · 3 citations
with Gouhei Tanaka, Claudio Gallicchio, Alessio Micheli, Akira Hirose
Discrete-Time Signatures and Randomness in Reservoir Computing
published 2021 · IEEE Transactions on Neural Networks and Learning Systems · 3 citations
Fading memory echo state networks are universal
published 2021 · Neural Networks
with Lukas Gonon
Reservoir Computing Universality With Stochastic Inputs
published 2019 · IEEE Transactions on Neural Networks and Learning Systems · 6 citations
with Lukas Gonon
Predicting U.S. Bank Failures with MIDAS Logit Models
published 2018 · Journal of Financial and Quantitative Analysis · 42 citations
Echo state networks are universal
published 2018 · Neural Networks · 1 citations
Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
published 2018 · Annals of Operations Research · 42 citations · first circulated 2017
with Alexandru Badescu, Zhenyu Cui
A Simple Formula for the Hilbert Metric with Respect to a Sub-Gaussian Cone
published 2018 · Mathematics
with Stéphane Chrétien
Volatility forecasting using global stochastic financial trends extracted from non-synchronous data
published 2017 · Econometrics and Statistics · 14 citations · first circulated 2015
Non-affine GARCH Option Pricing Models, Variance-Dependent Kernels, and Diffusion Limits*
published 2017 · Journal of Financial Econometrics · 35 citations · first circulated 2015
with Alexandru Badescu, Zhenyu Cui
A note on the Wang transform for stochastic volatility pricing models
published 2016 · Finance research letters · 2 citations · first circulated 2015
with Alexandru Badescu, Zhenyu Cui
Bedside Evaluation of the Functional Organization of the Auditory Cortex in Patients with Disorders of Consciousness
published 2016 · PLoS ONE · 4 citations
Hedging of Time Discrete Auto-Regressive Stochastic Volatility Options
published 2016 · Annals of Economics and Statistics · 2 citations · first circulated 2011
with Alexandru Badescu, Joan del Castillo
Optimal nonlinear information processing capacity in delay-based reservoir computers
published 2015 · Scientific Reports · 50 citations · first circulated 2014
Non-Gaussian GARCH option pricing models and their diffusion limits
published 2015 · European Journal of Operational Research · 27 citations
with Alexandru Badescu, Robert J. Elliott
Estimation and empirical performance of non-scalar dynamic conditional correlation models
published 2015 · Computational Statistics & Data Analysis · 27 citations · first circulated 2014
Asymptotic forecasting error evaluation for estimated temporally aggregated linear processes
published 2015 · International Journal of Computational Economics and Econometrics
Hybrid Forecasting with Estimated Temporally Aggregated Linear Processes
published 2014 · Journal of Forecasting · 2 citations
Stochastic nonlinear time series forecasting using time-delay reservoir computers: Performance and universality
published 2014 · Neural Networks · 44 citations · first circulated 2013
Quadratic hedging schemes for non-Gaussian GARCH models
published 2014 · Journal of Economic Dynamics and Control · 7 citations
with Alexandru Badescu, Robert J. Elliott
Forecasting growth during the Great Recession: is financial volatility the missing ingredient?
published 2013 · Economic Modelling · 41 citations · first circulated 2012
Construction, management, and performance of sparse Markowitz portfolios
published 2013 · Studies in Nonlinear Dynamics and Econometrics · 5 citations · first circulated 2012
with Julie Henriques
Multivariate GARCH estimation via a Bregman-proximal trust-region method
published 2012 · Computational Statistics & Data Analysis · 18 citations
with Stéphane Chrétien
GARCH options via local risk minimization
published 2010 · Quantitative Finance · 2 citations
The stochastic Hamilton-Jacobi equation
published 2009 · The Journal of Geometric Mechanics · 28 citations · first circulated 2008
with Joan-Andreu Lázaro-Camí
Bifurcation and forced symmetry breaking in Hamiltonian systems
published 2004 · Comptes Rendus Mathématique · 12 citations · first circulated 2003
with Féthi Grabsi, James Montaldi
The symplectic reduced spaces of a Poisson action
published 2002 · Comptes Rendus Mathématique · 19 citations
Persistence and smoothness of critical relative elements in Hamiltonian systems with symmetry
published 1997 · Comptes Rendus de l Académie des Sciences - Series I - Mathematics · 24 citations
with Tudor S. Raţiu
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).