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M

Manuel Moreno

Universidad Pablo de Olavide

11H指数
86论文数
561被引数
收录论文 14
发表时间
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Immunization of bond portfolios: A new general framework债券组合免疫：一个新的通用框架
errQuantitative Finance and Economics
IF2.5
err2026-01-01
err0
PREAI
errBueno-Guerrero, Alberto; Moreno, Manuel; Navas, Javier F.
err分享
err收藏
On Machine Learning models explainability in the banking sector: the case of SHAP关于机器学习模型可解释性在银行业中的应用：SHAP案例
errJOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
IF2.7
err2025-04-06
err0
PREAI
errRubén García-Céspedes; Francisco J. Alias-Carrascosa; Manuel Moreno
err分享
err收藏
Fixed-income average options: a pricing approach based on Gaussian mean-reverting cyclical models
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2024-03-21
err0
errOAAI
errLeon-Perez, Belen; Moreno, Manuel
err分享
err收藏
The impact of public attention during the COVID-19 pandemic?
errFINANCE RESEARCH LETTERS
IF6.9
err2023-12-01
err3
PREAI
errPlatania, Federico; Hernandez, Celina Toscano; Moreno, Manuel; Appio, Francesco
err分享
err收藏
The generalized Vasicek credit risk model: A Machine Learning approach
errFINANCE RESEARCH LETTERS
IF6.9
err2022-06-01
err3
PREAI
errGarcia-Cespedes, Ruben; Moreno, Manuel
err分享
err收藏
Long-term swings and seasonality in energy markets
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2019-12-01
err14
errOAAI
errMoreno, Manuel; Novales, Alfonso; Platania, Federico
err分享
err收藏
A term structure model under cyclical fluctuations in interest rates
errECONOMIC MODELLING
IF4.7
err2018-06-01
err5
errOAAI
errMoreno, Manuel; Novales, Alfonso; Platania, Federico
err分享
err收藏
An approximate multi-period Vasicek credit risk model
errJOURNAL OF BANKING & FINANCE
IF3.8
err2017-08-01
err7
PREAI
errGarcia-Cespedes, Ruben; Moreno, Manuel
err分享
err收藏
One-sided performance measures under Gram-Charlier distributions
errJOURNAL OF BANKING & FINANCE
IF3.8
err2017-01-01
err20
errOAAI
errLeon, Angel; Moreno, Manuel
err分享
err收藏
A cyclical square-root model for the term structure of interest rates
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2015-02-01
err22
PREAI
errMoreno, Manuel; Platania, Federico
err分享
err收藏
Estimating the distribution of total default losses on the Spanish financial system估计西班牙金融体系总违约损失的分布
errJOURNAL OF BANKING & FINANCE
IF3.8
err2014-12-01
err1
PREAI
errGarcia-Cespedes, Ruben; Moreno, Manuel
err分享
err收藏
Tail risk in energy portfolios
errENERGY ECONOMICS
IF14.2
err2014-11-01
err27
PREAI
errGonzalez-Pedraz, Carlos; Moreno, Manuel; Ignacio Pena, Juan
err分享
err收藏
Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter?不完全市场中证券价格的优化界限。随机波动率规范重要吗？
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2013-03-01
err8
PREAI
errMarroquin-Martinez, Naroa; Moreno, Manuel
err分享
err收藏
Statistical properties and economic implications of jump-diffusion processes with shot-noise effects具有散粒噪声效应的跳跃扩散过程的统计特性和经济意义
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2011-11-01
err10
errOAAI
errMoreno, Manuel; Serrano, Pedro; Stute, Winfried
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
W
Winfried Stute
H 指数: 32 · 论文数: 148
F
Francesco Paolo Appio
H 指数: 29 · 论文数: 130
J
Juan Ignacio Peña
H 指数: 20 · 论文数: 151
Á
Ángel León
H 指数: 15 · 论文数: 84
A
Alfonso Novales
H 指数: 15 · 论文数: 168
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