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Andres Garcia Medina
Andres Garcia Medina
Dirección de correo verificada de uabc.edu.mx - Página principal
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Año
Network Analysis of Multivariate Transfer Entropy of Cryptocurrencies in Times of Turbulence
A Garcia-Medina, JB Hernández C:
Entropy 22 (7), 1-18, 2020
282020
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
272018
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
192020
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
142021
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
92023
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
82013
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
62021
Multistage allocation problem for Mexican pension funds
A García-Medina, NA Hernández-Leandro, G Gonzalez Farias, N Muriel
Plos one 16 (4), e0249857, 2021
42021
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
12023
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
12023
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
12021
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
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Artículos 1–18