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20232026
most citedDynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency

2 citations · 10 across the 17 of their papers we have counts for

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Showing 2025Show all

6 papers · 1 filter

cs.SI2025

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…

econ.GN2025

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…

econ.GN2025

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…

q-fin.ST2025

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…

cs.CR2025★ 2 cited

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…

cs.LG2025★ 2 cited

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…