67 citations · 125 across the 3 of their papers we have counts for
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q-fin.RM2022★ 1 cited
Mack-Net model: Blending Mack's model with Recurrent Neural Networks
Eduardo Ramos-Pérez, Pablo J. Alonso-González, José Javier Núñez-Velázquez
In general insurance companies, a correct estimation of liabilities plays a key role due to its impact on management and investing decisions. Since the Financial Crisis of 2007-200…
q-fin.RM2020★ 67 cited
Forecasting volatility with a stacked model based on a hybridized Artificial Neural Network
E. Ramos-Pérez, P. J. Alonso-González, J. J. Núñez-Velázquez
An appropriate calibration and forecasting of volatility and market risk are some of the main challenges faced by companies that have to manage the uncertainty inherent to their in…