Extraction of the Underlying Structure of Systematic Risk from Non-Gaussian Multivariate Financial Time Series Using Independent Component Analysis: Evidence from the Mexican Stock Exchange. - Rogelio Ladrón de Guevara Cortés; Salvador Torra Porras; Enric Monte-Moreno (Computación y Sistemas, 2018)

Neural Networks Principal Component Analysis for estimating the generative multifactor model of returns under a statistical approach to the Arbitrage Pricing Theory. Evidence from the Mexican Stock Exchange. - Rogelio Ladrón de Guevara Cortés; Salvador Torra Porras; Enric Monte-Moreno (Computación y Sistemas, 2019)