Werner Kristjanpoller

31 papers Journal 30Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
Deep transformer Q-learning based reinforcement learning for portfolio optimization of cryptocurrencies.
Appl. Soft Comput.
Matias Zepeda, Werner Kristjanpoller, Marcel C. Minutolo
2026 J jnl
PM2.5 forecasting: A comparative study of transfer learning with transformer models and panel data approaches for country-level predictions.
Expert Syst. Appl.
Werner Kristjanpoller, Alejandra Lopez, Felipe Mora, Marcel C. Minutolo
2024 J jnl
A multi-head attention neural network with non-linear correlation approach for time series causal discovery.
Appl. Soft Comput.
Nicolás Irribarra, Kevin Michell, Cristhian Bermeo, Werner Kristjanpoller
2024 J jnl
A predictive and explanatory model for remaining useful life of crushers using deep learning.
Neural Comput. Appl.
Fredy Kristjanpoller, Raymi Vásquez, Werner Kristjanpoller, Marcel C. Minutolo, Canek Jackson
2024 J jnl
Deep reinforcement learning applied to statistical arbitrage investment strategy on cryptomarket.
Appl. Soft Comput.
Gabriel Vergara, Werner Kristjanpoller
2024 J jnl
Stock market index prediction using transformer neural network models and frequency decomposition.
Neural Comput. Appl.
Camilo Yañez, Werner Kristjanpoller, Marcel C. Minutolo
2024 J jnl
What if we intervene?: Higher-order cross-lagged causal model with interventional approach under observational design.
Neural Comput. Appl.
Christopher Castro, Kevin Michell Valencia, Werner Kristjanpoller, Marcel C. Minutolo
2023 J jnl
A hybrid model to forecast greenhouse gas emissions in Latin America.
Soft Comput.
Joaquin Caneo, Javier Scavia, Marcel C. Minutolo, Werner Kristjanpoller
2023 J jnl
Determining the gender wage gap through causal inference and machine learning models: evidence from Chile.
Neural Comput. Appl.
Werner Kristjanpoller, Kevin Michell Valencia, Josephine E. Olson
2023 J jnl
Estimation of causality in economic growth and expansionary policies using uplift modeling.
Neural Comput. Appl.
Cristhian Bermeo, Kevin Michell Valencia, Werner Kristjanpoller
2023 J jnl
Market index price prediction using Deep Neural Networks with a Self-Similarity approach.
Appl. Soft Comput.
Carlos Mendoza, Werner Kristjanpoller, Marcel C. Minutolo
2022 J jnl
An empirical application of a hybrid ANFIS model to predict household over-indebtedness.
Neural Comput. Appl.
Werner Kristjanpoller, Nicole Astudillo, Josephine E. Olson
2022 J jnl
Electrical consumption forecasting: a framework for high frequency data.
Neural Comput. Appl.
Kevin Michell Valencia, Werner Kristjanpoller, Marcel C. Minutolo
2021 J jnl
A causal framework to determine the effectiveness of dynamic quarantine policy to mitigate COVID-19.
Appl. Soft Comput.
Werner Kristjanpoller, Kevin Michell Valencia, Marcel C. Minutolo
2021 J jnl
Forecasting inflation in Latin American countries using a SARIMA-LSTM combination.
Soft Comput.
Rodrigo Peirano, Werner Kristjanpoller, Marcel C. Minutolo
2021 J jnl
Trading support system for portfolio construction using wisdom of artificial crowds and evolutionary computation.
Expert Syst. Appl.
Werner Kristjanpoller, Kevin Michell Valencia, Marcel C. Minutolo, Prakash Dheeriya
2020 J jnl
Effects of the validation set on stock returns forecasting.
Expert Syst. Appl.
Tomas Jerez, Werner Kristjanpoller
2020 J jnl
Fleet optimization considering overcapacity and load sharing restrictions using genetic algorithms and ant colony optimization.
Artif. Intell. Eng. Des. Anal. Manuf.
Fredy Kristjanpoller, Kevin Michell Valencia, Werner Kristjanpoller, Adolfo Crespo
2020 J jnl
Generating trading rules on US Stock Market using strongly typed genetic programming.
Soft Comput.
Kevin Michell Valencia, Werner Kristjanpoller
2020 J jnl
Gold volatility prediction using a CNN-LSTM approach.
Expert Syst. Appl.
Andrés Vidal, Werner Kristjanpoller
2020 J jnl
Strongly-typed genetic programming and fuzzy inference system: An embedded approach to model and generate trading rules.
Appl. Soft Comput.
Kevin Michell Valencia, Werner Kristjanpoller
2019 J jnl
A combined Independent Component Analysis-Neural Network model for forecasting exchange rate variation.
Appl. Soft Comput.
Jonatan Henríquez, Werner Kristjanpoller
2019 J jnl
An adaptive forecasting approach for copper price volatility through hybrid and non-hybrid models.
Appl. Soft Comput.
Diego García, Werner Kristjanpoller
2019 J jnl
Using Artificial Neural Networks to forecast Exchange Rate, including VAR-VECM residual analysis and prediction linear combination.
Intell. Syst. Account. Finance Manag.
Alejandro Parot, Kevin Michell Valencia, Werner Kristjanpoller
2018 J jnl
A hybrid volatility forecasting framework integrating GARCH, artificial neural network, technical analysis and principal components analysis.
Expert Syst. Appl.
Werner Kristjanpoller, Marcel C. Minutolo
2018 J jnl
A stock market risk forecasting model through integration of switching regime, ANFIS and GARCH techniques.
Appl. Soft Comput.
Werner Kristjanpoller, Kevin Michell Valencia
2017 J jnl
Volatility of main metals forecasted by a hybrid ANN-GARCH model with regressors.
Expert Syst. Appl.
Werner Kristjanpoller, Esteban Hernández
2016 J jnl
Forecasting volatility of oil price using an artificial neural network-GARCH model.
Expert Syst. Appl.
Werner Kristjanpoller, Marcel C. Minutolo
2015 — conf
An Online Vector Error Correction Model for Exchange Rates Forecasting.
ICPRAM (2)
Paola Arce, Jonathan Antognini, Werner Kristjanpoller, Luis Salinas
2015 J jnl
Gold price volatility: A forecasting approach using the Artificial Neural Network-GARCH model.
Expert Syst. Appl.
Werner Kristjanpoller, Marcel C. Minutolo
2014 J jnl
Volatility forecast using hybrid Neural Network models.
Expert Syst. Appl.
Werner Kristjanpoller, Anton Fadic, Marcel C. Minutolo