616 citations · 1.3k across the 11 of their papers we have counts for
17 papers
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach
Nektarios Aslanidis, Aurelio Bariviera, George Kapetanios +1
This paper analyzes realized return behavior across a broad set of crypto assets by estimating heterogeneous exposures to idiosyncratic and systematic risk. A key challenge arises…
Texture Discrimination via Hilbert Curve Path Based Information Quantifiers
Aurelio F. Bariviera, Roberta Hansen, Verónica E. Pastor
The analysis of the spatial arrangement of colors and roughness/smoothness of figures is relevant due to its wide range of applications. This paper proposes a texture classificatio…
Revisiting Data Augmentation for Rotational Invariance in Convolutional Neural Networks
Facundo Manuel Quiroga, Franco Ronchetti, Laura Lanzarini +1
Convolutional Neural Networks (CNN) offer state of the art performance in various computer vision tasks. Many of those tasks require different subtypes of affine invariances (scale…
Time-frequency co-movements between commodities and economic policy uncertainty across different crises
M. Belén Arouxet, Aurelio F. Bariviera, Verónica Pastor +1
Commodity futures constitute an attractive asset class for portfolio managers. Propelled by their low correlation with other assets, commodities begin gaining popularity among inve…
The link between Bitcoin and Google Trends attention
Nektarios Aslanidis, Aurelio F. Bariviera, Óscar G. López
This paper shows that Bitcoin is not correlated to a general uncertainty index as measured by the Google Trends data of Castelnuovo and Tran (2017). Instead, Bitcoin is linked to a…
Are cryptocurrencies becoming more interconnected?
Nektarios Aslanidis, Aurelio F. Bariviera, Alejandro Perez-Laborda
This paper studies the dynamic market linkages among cryptocurrencies during August 2015 - July 2020 and finds a substantial increase in market linkages for both returns and volati…