127 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre National de la Recherche ScientifiqueFR3 papers
- Institute for Cross-Disciplinary Physics and Complex SystemsES3 papers
- Balseiro InstituteAR2 papers
- Bariloche Atomic CentreAR2 papers
- Consejo Nacional de Investigaciones Científicas y TécnicasAR2 papers
- Consejo Superior de Investigaciones CientíficasES2 papers
- Massachusetts Institute of TechnologyUS2 papers
- Territoires, Environnement, Télédétection et Information SpatialeFR2 papers
- UMR Géographie-citésFR2 papers
- Universidad de MálagaES2 papers
- Universidade Federal do Rio Grande do SulBR2 papers
- Universidad Politécnica de MadridES2 papers
15 papers
Business Model Contributions to Bank Profit Performance: A Machine Learning Approach
F. Bolivar, Miguel A. Duran, A. Lozano-Vivas
This paper analyzes the relation between bank profit performance and business models. Using a machine learning-based approach, we propose a methodological strategy in which balance…
Bank Business Models, Size, and Profitability
F. Bolivar, M. A. Duran, A. Lozano-Vivas
To examine the relation between profitability and business models (BMs) across bank sizes, the paper proposes a research strategy based on machine learning techniques. This strateg…
Multiobjective variational quantum optimization for constrained problems: an application to Cash Management
Pablo Díez-Valle, Jorge Luis-Hita, Senaida Hernández-Santana +6
Combinatorial optimization problems are ubiquitous in industry. In addition to finding a solution with minimum cost, problems of high relevance involve a number of constraints that…
Quantum algorithm for credit valuation adjustments
Javier Alcazar, Andrea Cadarso, Amara Katabarwa +4
Quantum mechanics is well known to accelerate statistical sampling processes over classical techniques. In quantitative finance, statistical samplings arise broadly in many use cas…
Dynamic Portfolio Optimization with Real Datasets Using Quantum Processors and Quantum-Inspired Tensor Networks
Samuel Mugel, Carlos Kuchkovsky, Escolastico Sanchez +4
In this paper we tackle the problem of dynamic portfolio optimization, i.e., determining the optimal trading trajectory for an investment portfolio of assets over a period of time,…
On the importance of trip destination for modeling individual human mobility patterns
Maxime Lenormand, Juan Murillo Arias, Maxi San Miguel +1
Getting insights on human mobility patterns and being able to reproduce them accurately is of the utmost importance in a wide range of applications from public health, to transport…
Reinforcement Learning for Fair Dynamic Pricing
Roberto Maestre, Juan Duque, Alberto Rubio +1
Unfair pricing policies have been shown to be one of the most negative perceptions customers can have concerning pricing, and may result in long-term losses for a company. Despite…
The topology of card transaction money flows
Massimiliano Zanin, David Papo, Miguel Romance +2
Money flow models are essential tools to understand different economical phenomena, like saving propensities and wealth distributions. In spite of their importance, most of them ar…
Crowdsourcing the Robin Hood effect in cities
Thomas Louail, Maxime Lenormand, Juan Murillo Arias +1
Socioeconomic inequalities in cities are embedded in space and result in neighborhood effects, whose harmful consequences have proved very hard to counterbalance efficiently by pla…
Cities through the Prism of People's Spending Behavior
Stanislav Sobolevsky, Izabela Sitko, Remi Tachet des Combes +3
Scientific studies of society increasingly rely on digital traces produced by various aspects of human activity. In this paper, we use a relatively unexplored source of data, anony…
Scaling of city attractiveness for foreign visitors through big data of human economical and social media activity
Stanislav Sobolevsky, Iva Bojic, Alexander Belyi +4
Scientific studies investigating laws and regularities of human behavior are nowadays increasingly relying on the wealth of widely available digital information produced by human s…
Influence of sociodemographic characteristics on human mobility
Maxime Lenormand, Thomas Louail, Oliva G. Cantu-Ros +6
Human mobility has been traditionally studied using surveys that deliver snapshots of population displacement patterns. The growing accessibility to ICT information from portable d…
Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility
Eusebio Valero, Manuel Torrealba, Lucas Lacasa +1
This paper considers the single factor Heath-Jarrow-Morton model for the interest rate curve with stochastic volatility. Its natural formulation, described in terms of stochastic d…
Correlation between Risk Aversion and Wealth distribution
J. R. Iglesias, S. Goncalves, G. Abramson +1
Different models of capital exchange among economic agents have been proposed recently trying to explain the emergence of Pareto's wealth power law distribution. One important fact…
Wealth redistribution with finite resources
S. Pianegonda, J. R. Iglesias, G. Abramson +1
We present a simplified model for the exploitation of finite resources by interacting agents, where each agent receives a random fraction of the available resources. An extremal dy…