2 citations · 10 across the 17 of their papers we have counts for
17 papers
Sovereign Stress Avalanches and Network Amplification in Latin America
Diego Vallarino
This paper studies sovereign stress avalanches and network amplification in Latin American credit markets using monthly J.P. Morgan EMBI Global Diversified spreads for eleven sover…
Hall-Like Transversal Stress and Sandpile Criticality on Real Production Networks
Diego Vallarino
This paper develops a Hall-Sandpile model of economic instability that combines a Hall-like transversal stress mechanism with sandpile threshold dynamics on a real production-netwo…
Sandpile Economics: Theory, Identification, and Evidence
Diego Vallarino
Why do capitalist economies recurrently generate crises whose severity is disproportionate to the size of the triggering shock? This paper proposes a structural answer grounded in…
Identification and Inference in Nonlinear Dynamic Network Models
Diego Vallarino
We study identification and inference in nonlinear dynamic systems defined on unknown interaction networks. The system evolves through an unobserved dependence matrix governing cro…
Nonlinear Fiscal Transitions and the Dynamics of Public Expenditure Reform
Diego Vallarino
This paper develops a nonlinear theoretical framework to analyze the dynamics of public expenditure reallocation in Uruguay. Motivated by recent debates on fiscal reform and expend…
The Graph-Embedded Hazard Model (GEHM): Stochastic Network Survival Dynamics on Economic Graphs
Diego Vallarino
This paper develops a nonlinear evolution framework for modelling survival dynamics on weighted economic networks by coupling a graph-based -Laplacian diffusion operator with a…
Invited to Develop: Institutional Belonging and the Counterfactual Architecture of Development
Diego Vallarino
This paper examines how institutional belonging shapes long-term development by comparing Spain and Uruguay, two small democracies with similar historical endowments whose trajecto…
Data for Inclusion: The Redistributive Power of Data Economics
Diego Vallarino
This paper evaluates the redistributive and efficiency impacts of expanding access to positive credit information in a financially excluded economy. Using microdata from Uruguay's…
Adaptive Market Intelligence: A Mixture of Experts Framework for Volatility-Sensitive Stock Forecasting
Diego Vallarino
This study develops and empirically validates a Mixture of Experts (MoE) framework for stock price prediction across heterogeneous volatility regimes using real market data. The pr…
Detecting Financial Fraud with Hybrid Deep Learning: A Mix-of-Experts Approach to Sequential and Anomalous Patterns
Diego Vallarino
Financial fraud detection remains a critical challenge due to the dynamic and adversarial nature of fraudulent behavior. As fraudsters evolve their tactics, detection systems must…
How Do Consumers Really Choose: Exposing Hidden Preferences with the Mixture of Experts Model
Diego Vallarino
Understanding consumer choice is fundamental to marketing and management research, as firms increasingly seek to personalize offerings and optimize customer engagement. Traditional…
A Dynamic Approach to Stock Price Prediction: Comparing RNN and Mixture of Experts Models Across Different Volatility Profiles
Diego Vallarino
This study evaluates the effectiveness of a Mixture of Experts (MoE) model for stock price prediction by comparing it to a Recurrent Neural Network (RNN) and a linear regression mo…
Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency
Diego Vallarino
This paper introduces a novel approach to optimizing portfolio rebalancing by integrating Graph Neural Networks (GNNs) for predicting transaction costs and Dijkstra's algorithm for…
Machine Learning and Econometric Approaches to Fiscal Policies: Understanding Industrial Investment Dynamics in Uruguay (1974-2010)
Diego Vallarino
This paper examines the impact of fiscal incentives on industrial investment in Uruguay from 1974 to 2010. Using a mixed-method approach that combines econometric models with machi…
Analyzing Economic Convergence Across the Americas: A Survival Analysis Approach to GDP per Capita Trajectories
Diego Vallarino
By integrating survival analysis, machine learning algorithms, and economic interpretation, this research examines the temporal dynamics associated with attaining a 5 percent rise…
Incentives for Private Industrial Investment in historical perspective: the case of industrial promotion and investment promotion in Uruguay (1974-2010)
Diego Vallarino
Using as a central instrument a new database, resulting from a compilation of historical administrative records, which covers the period 1974-2010, we can have new evidence on how…
Buy when? Survival machine learning model comparison for purchase timing
Diego Vallarino
The value of raw data is unlocked by converting it into information and knowledge that drives decision-making. Machine Learning (ML) algorithms are capable of analysing large datas…