Network Analysis of Multivariate Transfer Entropy of Cryptocurrencies in Times of Turbulence A Garcia-Medina, JB Hernández C: Entropy 22 (7), 1-18, 2020 | 28 | 2020 |
Correlations and flow of information between the New York Times and stock markets A García-Medina, LS Junior, EU Bañuelos, AM Martínez-Argüello Physica A: Statistical Mechanics and its Applications 502, 403-415, 2018 | 27 | 2018 |
Global financial indices and twitter sentiment: A random matrix analysis A García Physica A: Statistical Mechanics and its Applications, 2016 | 22* | 2016 |
Transfer entropy as a variable selection methodology of cryptocurrencies in the framework of a high dimensional predictive model A García-Medina, G González Farías PloS one 15 (1), e0227269, 2020 | 19 | 2020 |
What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models A García-Medina, T Luu Duc Huynh Entropy 23 (12), 1582, 2021 | 14 | 2021 |
LSTM–GARCH hybrid model for the prediction of volatility in cryptocurrency portfolios A García-Medina, E Aguayo-Moreno Computational Economics 63 (4), 1511-1542, 2023 | 9 | 2023 |
Fidelity under isospectral perturbations: a random matrix study F Leyvraz, A García, H Kohler, TH Seligman Journal of Physics A: Mathematical and Theoretical 46 (27), 275303, 2013 | 8 | 2013 |
Measuring information flux between social media and stock prices with Transfer Entropy RA Mendoza Urdiales, A García-Medina, JA Nuñez Mora Plos one 16 (9), e0257686, 2021 | 6 | 2021 |
Multistage allocation problem for Mexican pension funds A García-Medina, NA Hernández-Leandro, G Gonzalez Farias, N Muriel Plos one 16 (4), e0249857, 2021 | 4 | 2021 |
Two-step estimators of high-dimensional correlation matrices A García-Medina, S Miccichè, RN Mantegna https://journals.aps.org/pre/abstract/10.1103/PhysRevE.108.044137, 2023 | 1 | 2023 |
Market Beta is not dead: An approach from Random Matrix Theory L Molero-González, JE Trinidad-Segovia, MA Sánchez-Granero, ... Finance Research Letters 55, 103816, 2023 | 1 | 2023 |
Study of the Behavior of Cryptocurrencies in Turbulent Times Using Association Rules JB Hernández C, A García-Medina, MA Porro V. Mathematics 9 (14), 1-23, 2021 | 1 | 2021 |
Random Matrix Theory and Nested Clustered Optimization on high-dimensional portfolios A García-Medina, B Rodríguez-Camejo International Journal of Modern Physics C, 2450098, 2024 | | 2024 |
Unveiling the True Transfer Information between Reddit and Gamestop by Wavelets A Garcia-Medina, JM García-Gómez, NA Hernández-Leandro https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4649092, 2023 | | 2023 |
Random matrix theory and nested clustered portfolios on Mexican markets A García-Medina, B Rodriguéz-Camejo arXiv preprint arXiv:2306.05667, 2023 | | 2023 |
Rotationally invariant estimators on portfolio optimization to unveil financial risk’s states A Garcia Medina, R Macías Páez International Journal of Modern Physics C, 2023 | | 2023 |
El uso de Twitter en el análisis financiero: aproximación desde la econofísica A García Medina Centro de Investigaciones Interdisciplinarias en Ciencias y Humanidades, UNAM, 2017 | | 2017 |
Wavelet transform electrochemical noise analysis for intermetallic coatings at 750 °C in molten salt environment. AG Medina EUROCORR 2014, 2014 | | 2014 |