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researcher

José Igor Morlanes

4 papers hereh-index 139 citations9 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • middle author1
  • last author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.PR1
  • q-fin.CP1
  • q-fin.MF1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20112018
most citedDrift parameter estimation for fractional Ornstein-Uhlenbeck process of the Second Kind

1 citations · 1 across the 4 of their papers we have counts for

collaborators
Showing 2018Show all

1 paper · 1 filter

q-fin.CP2018

Non-linear Time Series and Artificial Neural Networks of Red Hat Volatility

José Igor Morlanes

We extend the empirical results published in article "Empirical Evidence on Arbitrage by Changing the Stock Exchange" by means of machine learning and advanced econometric methodol…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.