Werner Kristjanpoller

According to our database, Werner Kristjanpoller authored at least 24 papers between 2014 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

A hybrid model to forecast greenhouse gas emissions in Latin America.

Joaquin Caneo, Javier Scavia, Marcel C. Minutolo, Werner Kristjanpoller

Soft Comput., December, 2023

Market index price prediction using Deep Neural Networks with a Self-Similarity approach.

Carlos Mendoza, Werner Kristjanpoller, Marcel C. Minutolo

Appl. Soft Comput., October, 2023

Estimation of causality in economic growth and expansionary policies using uplift modeling.

Cristhian Bermeo, Kevin Michell Valencia, Werner Kristjanpoller

Neural Comput. Appl., June, 2023

Determining the gender wage gap through causal inference and machine learning models: evidence from Chile.

Werner Kristjanpoller, Kevin Michell Valencia, Josephine E. Olson

Neural Comput. Appl., May, 2023

2022

Electrical consumption forecasting: a framework for high frequency data.

Kevin Michell Valencia, Werner Kristjanpoller, Marcel C. Minutolo

Neural Comput. Appl., 2022

An empirical application of a hybrid ANFIS model to predict household over-indebtedness.

Werner Kristjanpoller, Nicole Astudillo, Josephine E. Olson

Neural Comput. Appl., 2022

2021

Forecasting inflation in Latin American countries using a SARIMA-LSTM combination.

Rodrigo Peirano, Werner Kristjanpoller, Marcel C. Minutolo

Soft Comput., 2021

Trading support system for portfolio construction using wisdom of artificial crowds and evolutionary computation.

Werner Kristjanpoller, Kevin Michell Valencia, Marcel C. Minutolo, Prakash Dheeriya

Expert Syst. Appl., 2021

A causal framework to determine the effectiveness of dynamic quarantine policy to mitigate COVID-19.

Werner Kristjanpoller, Kevin Michell Valencia, Marcel C. Minutolo

Appl. Soft Comput., 2021

2020

Generating trading rules on US Stock Market using strongly typed genetic programming.

Kevin Michell Valencia, Werner Kristjanpoller

Soft Comput., 2020

Gold volatility prediction using a CNN-LSTM approach.

Andrés Vidal, Werner Kristjanpoller

Expert Syst. Appl., 2020

Effects of the validation set on stock returns forecasting.

Tomas Jerez, Werner Kristjanpoller

Expert Syst. Appl., 2020

Strongly-typed genetic programming and fuzzy inference system: An embedded approach to model and generate trading rules.

Kevin Michell Valencia, Werner Kristjanpoller

Appl. Soft Comput., 2020

Fleet optimization considering overcapacity and load sharing restrictions using genetic algorithms and ant colony optimization.

Fredy Kristjanpoller, Kevin Michell Valencia, Werner Kristjanpoller, Adolfo Crespo

Artif. Intell. Eng. Des. Anal. Manuf., 2020

2019

Using Artificial Neural Networks to forecast Exchange Rate, including VAR-VECM residual analysis and prediction linear combination.

Alejandro Parot, Kevin Michell Valencia, Werner Kristjanpoller

Intell. Syst. Account. Finance Manag., 2019

A combined Independent Component Analysis-Neural Network model for forecasting exchange rate variation.

Jonatan Henríquez, Werner Kristjanpoller

Appl. Soft Comput., 2019

An adaptive forecasting approach for copper price volatility through hybrid and non-hybrid models.

Diego García, Werner Kristjanpoller

Appl. Soft Comput., 2019

2018

A hybrid volatility forecasting framework integrating GARCH, artificial neural network, technical analysis and principal components analysis.

Werner Kristjanpoller, Marcel C. Minutolo

Expert Syst. Appl., 2018

A stock market risk forecasting model through integration of switching regime, ANFIS and GARCH techniques.

Werner Kristjanpoller, Kevin Michell Valencia

Appl. Soft Comput., 2018

2017

Volatility of main metals forecasted by a hybrid ANN-GARCH model with regressors.

Werner Kristjanpoller, Esteban Hernández

Expert Syst. Appl., 2017

2016

Forecasting volatility of oil price using an artificial neural network-GARCH model.

Werner Kristjanpoller, Marcel C. Minutolo

Expert Syst. Appl., 2016

2015

Gold price volatility: A forecasting approach using the Artificial Neural Network-GARCH model.

Werner Kristjanpoller, Marcel C. Minutolo

Expert Syst. Appl., 2015

An Online Vector Error Correction Model for Exchange Rates Forecasting.

Paola Arce, Jonathan Antognini, Werner Kristjanpoller, Luis Salinas

Proceedings of the ICPRAM 2015, 2015

2014

Volatility forecast using hybrid Neural Network models.

Werner Kristjanpoller, Anton Fadic, Marcel C. Minutolo

Expert Syst. Appl., 2014