Publicaciones en colaboración con investigadores/as de Universidad Autónoma de Madrid (31)

2024

  1. Validation of the Scientific Program for the Dark Energy Spectroscopic Instrument

    Astronomical Journal, Vol. 167, Núm. 2

2020

  1. Assessing ranking metrics in top-N recommendation

    Information Retrieval Journal, Vol. 23, Núm. 4, pp. 411-448

2019

  1. Asymptotic stability of empirical processes and related functionals

    Journal of Mathematical Analysis and Applications, Vol. 475, Núm. 1, pp. 755-768

2018

  1. GPU parallel implementation for asset-liability management in insurance companies

    Journal of Computational Science, Vol. 24, pp. 232-254

2017

  1. Multi-messenger observations of a binary neutron star merger

    Astrophysical Journal Letters, Vol. 848, Núm. 2

  2. Multicurve LIBOR market models and drift-free simulation

    International Journal of Computer Mathematics, Vol. 94, Núm. 11, pp. 2194-2207

  3. Relationship of depression in participants with nonspecific acute or subacute low back pain and no-pain by age distribution

    Journal of Pain Research, Vol. 10, pp. 129-135

2016

  1. Improving power system static security margins by means of a real coded genetic algorithm

    IEEE Transactions on Power Systems, Vol. 31, Núm. 3, pp. 1915-1924

2015

  1. A drift-free simulation method for pricing commodity derivatives

    Applied Stochastic Models in Business and Industry, Vol. 31, Núm. 4, pp. 536-550

  2. A new parameterization for the drift-free simulation in the Libor Market Model

    Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales - Serie A: Matematicas, Vol. 109, Núm. 1, pp. 73-92

2013

  1. Drift-Free Simulation methods for pricing cross-market derivatives with LIBOR Market Model

    RECENT DEVELOPMENTS IN COMPUTATIONAL FINANCE: FOUNDATIONS, ALGORITHMS AND APPLICATIONS (WORLD SCIENTIFIC PUBL CO PTE LTD), pp. 373-405

  2. Probabilistic collaborative filtering with negative cross entropy

    RecSys 2013 - Proceedings of the 7th ACM Conference on Recommender Systems

  3. Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs

    Mathematics and Computers in Simulation, Vol. 94, pp. 55-75

2012

  1. Prediction of dental milling time-error by flexible neural trees and fuzzy rules

    Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

  2. Using graph partitioning techniques for neighbour selection in user-based collaborative filtering

    RecSys'12 - Proceedings of the 6th ACM Conference on Recommender Systems

2011

  1. Prediction of item psychometric indices from item characteristics automatically extracted from the stem and option text

    International Journal of Continuing Engineering Education and Life-Long Learning, Vol. 21, Núm. 2-3, pp. 210-221

2010

  1. Shorter, more reliable and valid tests by means of a genetic algorithm

    Proceedings of the 12th Annual Genetic and Evolutionary Computation Conference, GECCO '10

2008

  1. Evolution of descent directions

    Studies in Computational Intelligence, Vol. 136, pp. 221-237

2006

  1. The polar evolution strategy

    2006 IEEE Congress on Evolutionary Computation, CEC 2006

2002

  1. High-order Fisher's discriminant analysis

    Pattern Recognition, Vol. 35, Núm. 6, pp. 1291-1302