José Olmo - Publications, H-index & Citations

José Olmo

university of zaragoza

19H指数

180论文数

1.7K被引数

收录论文 19

发表时间

A nonparametric spatial regression model using partitioning estimators 基于分区估计器的非参数空间回归模型

Econometrics and Statistics

IF2.5

2025-12-01

PREAI

Olmo, Jose; Sanso-Navarro, Marcos

A causal analysis of environmental and financial performance: Differences between brown and green firms

ECONOMIC MODELLING

IF4.7

2025-03-01

PREAI

Vashisht, Rupali; Calvo-Pardo, Hector; Olmo, Jose

High-dimensional multi-period portfolio allocation using deep reinforcement learning 基于深度强化学习的高维多期投资组合分配

INTERNATIONAL REVIEW OF ECONOMICS & FINANCE

IF5.6

2025-02-01

OAAI

Jiang, Yifu; Olmo, Jose; Atwi, Majed

Deep reinforcement learning for portfolio selection 深度强化学习在投资组合选择中的应用

GLOBAL FINANCE JOURNAL

IF5.5

2024-09-01

OAAI

Jiang, Yifu; Olmo, Jose; Atwi, Majed

Dynamic robust portfolio selection under market distress

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2024-01-01

OAAI

Jiang, Yifu; Olmo, Jose; Atwi, Majed

Optimal deep neural networks by maximization of the approximation power 通过最大化近似功率来优化深度神经网络

COMPUTERS & OPERATIONS RESEARCH

IF4.3

2023-08-01

OAAI

Calvo-Pardo, Hector; Mancini, Tullio; Olmo, Jose

Extremely randomized neural networks for constructing prediction intervals

NEURAL NETWORKS

IF6.3

2021-12-01

OAAI

Mancini, Tullio; Calvo-Pardo, Hector; Olmo, Jose

Volatility spillover between economic sectors in financial crisis prediction: Evidence spanning the great financial crisis and Covid-19 pandemic

RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE

IF6.9

2021-10-01

OAAI

Laborda, Ricardo; Olmo, Jose

Granger causality detection in high-dimensional systems using feedforward neural networks 基于前馈神经网络的高维系统格兰杰因果关系检测

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2021-04-01

OAAI

Calvo-Pardo, Hector; Mancini, Tullio; Olmo, Jose

Financial integration in the United Arab Emirates Stock Markets

FINANCE RESEARCH LETTERS

IF6.9

2020-03-01

PREAI

Kapar, Burcu; Olmo, Jose; Ghalayini, Rim

Optimal asset allocation using a combination of implied and historical information

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2020-01-01

OAAI

Cheang, Chi Wan; Olmo, Jose; Ma, Tiejun; Sung, Ming-Chien; McGroarty, Frank

Optimal asset allocation for strategic investors

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2017-10-01

OAAI

Laborda, Ricardo; Olmo, Jose

Changes in the transmission of monetary policy during crisis episodes: Evidence from the euro area and the US

ECONOMIC MODELLING

IF4.7

2015-08-01

OAAI

Olmo, Jose; Sanso-Navarro, Marcos

Forecasting daily return densities from intraday data: A multifractal approach

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2014-10-01

OAAI

Hallam, Mark; Olmo, Jose

Quantile Double AR Time Series Models for Financial Returns

JOURNAL OF FORECASTING

IF2.7

2013-05-29

OAAI

Cai, Yuzhi; Montes-Rojas, Gabriel; Olmo, Jose

Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2013-01-01

OAAI

Fuertes, Ana-Maria; Olmo, Jose

Forecasting the performance of hedge fund styles

JOURNAL OF BANKING & FINANCE

IF3.8

2012-08-01

OAAI

Olmo, Jose; Sanso-Navarro, Marcos

Detecting the presence of insider trading via structural break tests

JOURNAL OF BANKING & FINANCE

IF3.8

2011-11-01

PREAI

Olmo, Jose; Pilbeam, Keith; Pouliot, William

Soil protozoa - An intensive study of population dynamics and community structure in an upland grassland

APPLIED SOIL ECOLOGY

IF5

2006-09-01

PREAI

Esteban, Genoveva F.; Clarke, Ken J.; Olmo, Jose L.; Finlay, Bland J.

研究方向