PDI - Resultado de Búsqueda

Werner David Kristjanpoller Rodriguez

Profesor Jornada Completa

Universidad Santa Maria

Valparaiso, Chile

Finanzas; Econometría; Inteligencia Artificial.

Profesor Adjunto Full Time

UNIVERSIDAD TECNICA FEDERICO SANTA MARIA

Valparaiso, Chile

2000 - 2020


Comparison of the asymmetric multifractal behavior of green and US bonds against benchmark financial assets Kristjanpoller, Werner; Tabak, Benjamin Miranda Article ISI FINANCIAL INNOVATION (2025)
Incorporating causal notions to forecasting time series: a case study Kristjanpoller, Werner; Michell, Kevin; Llanos, Cristian; Minutolo, Marcel C. Article ISI FINANCIAL INNOVATION (2025)
A Cyborg Walk for Urban Analysis? From Existing Walking Methodologies to the Integration of Machine Learning Valenzuela-Levi, Nicolas; Ramirez, Nicolas Galvez; Nilo, Cristobal; Ponce-Mendez, Javiera; Kristjanpoller, Werner; Zuniga, Marcos; Torres, Nicolas Article ISI LAND (2024)
A hybrid econometrics and machine learning based modeling of realized volatility of natural gas Article ISI FINANCIAL INNOVATION (2024)
A multi-head attention neural network with non-linear correlation approach for time series causal discovery Irribarra, Nicolas; Michell, Kevin; Bermeo, Cristhian; Kristjanpoller, Werner Article ISI APPLIED SOFT COMPUTING (2024)
Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations Kristjanpoller, Werner; Nekhili, Ramzi; Bouri, Elie Article ISI PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2024)
Day of the Week Effect on the World Exchange Rates through Fractal Analysis Kristjanpoller, Werner; Tabak, Benjamin Miranda Article ISI FRACTAL AND FRACTIONAL (2024)
Deep reinforcement learning applied to statistical arbitrage investment strategy on cryptomarket Vergara, Gabriel; Kristjanpoller, Werner Article ISI APPLIED SOFT COMPUTING (2024)
Ethereum futures and the efficiency of cryptocurrency spot markets Kristjanpoller, Werner; Nekhili, Ramzi; Bouri, Elie Article ISI PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2024)
How the effective reproductive number impacts global stock markets Kristjanpoller, Werner; Michell, Kevin; Minutolo, Marcel C. Article ISI INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS (2024)
A hybrid model to forecast greenhouse gas emissions in Latin America Caneo, Joaquin; Scavia, Javier; Minutolo, Marcel C.; Kristjanpoller, Werner Article ISI SOFT COMPUTING (2023)
ASYMMETRIC MULTIFRACTAL CROSS-CORRELATION DYNAMICS BETWEEN FIAT CURRENCIES AND CRYPTOCURRENCIES Fernandes, Leonardo H. S.; Kristjanpoller, Werner; Tabak, Benjamin Miranda Article ISI FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY (2023)
Determining the gender wage gap through causal inference and machine learning models: evidence from Chile Kristjanpoller, Werner; Michell, Kevin; Olson, Josephine E. Article ISI NEURAL COMPUTING & APPLICATIONS (2023)
Estimation of causality in economic growth and expansionary policies using uplift modeling Bermeo, Cristhian; Michell, Kevin; Kristjanpoller, Werner Article ISI NEURAL COMPUTING & APPLICATIONS (2023)
Market index price prediction using Deep Neural Networks with a Self-Similarity approach Mendoza, Carlos; Kristjanpoller, Werner; Minutolo, Marcel C. Article ISI APPLIED SOFT COMPUTING (2023)
An empirical application of a hybrid ANFIS model to predict household over-indebtedness Kristjanpoller, Werner; Astudillo, Nicole; Olson, Josephine E. Article ISI NEURAL COMPUTING & APPLICATIONS (2022)
Causal treatment effects in time series: CO2 emissions and energy consumption effect on GDP Llanos, Cristian; Kristjanpoller, Werner; Michell, Kevin; Minutolo, Marcel C. Article ISI ENERGY (2022)
Electrical consumption forecasting: a framework for high frequency data Michell, Kevin; Kristjanpoller, Werner; Minutolo, Marcel C. Article ISI NEURAL COMPUTING & APPLICATIONS (2022)
EXAMINING THE FRACTAL MARKET HYPOTHESIS CONSIDERING DAILY AND HIGH FREQUENCY FOR CRYPTOCURRENCY ASSETS Kristjanpoller, Werner; Fernandes, Leonardo H. S.; Tabak, Benjamin M. Article ISI FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY (2022)
Impact of COVID-19 effective reproductive rate on cryptocurrency Minutolo, Marcel C.; Kristjanpoller, Werner; Dheeriya, Prakash Article ISI FINANCIAL INNOVATION (2022)
Long-run economic and social determinants of the ecological footprint of latin america: a panel causality approach Castro, Christopher; Kristjanpoller, Werner; Olson, Josephine E. Article ISI ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH (2022)
High Frequency and Dynamic Pairs Trading with Ant Colony Optimization Cerda, Jose; Rojas-Morales, Nicolas; Minutolo, Marcel C.; Kristjanpoller, Werner Article ISI COMPUTATIONAL ECONOMICS (2021)
An adaptive forecasting approach for copper price volatility through hybrid and non-hybrid models Garcia, D; Kristjanpoller, W Article Applied Soft Computing (2019)
A hybrid volatility forecasting framework integrating GARCH, Artificial Neural network, Technical Analysis and Principal Components Analysis. Kristjanpoller, Werner; Minutolo, Marcel. Article EXPERT SYSTEMS WITH APPLICATIONS (2018)
A stock market risk forecasting model through integration of switching regime, ANFIS and GARCH techniques. Kristjanpoller, Werner; Michell, Kevin. Article APPLIED SOFT COMPUTING (2018)
Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?. Gajardo, Gabriel; Kristjanpoller, Werner; Minutolo, Marcel. Article CHAOS SOLITONS AND FRACTALS (2018)
Dynamic co-movements between energy consumption and economic growth. A panel data and wavelet perspective Kristjanpoller, Werner; Sierra, Alejandro; Scavia, Javier. Article ENERGY ECONOMICS (2018)
Asymmetric multifractal cross-correlations and time varying features between Latin-American stock market indices and crude oil market Gajardo, Gabriel; Kristjanpoller, Werner. Article CHAOS SOLITONS AND FRACTALS (2017)
Volatility of main metals forecasted by a hybrid ANN-GARCH model with regressors Kristjanpoller, Werner; Hernández, Esteban Article EXPERT SYSTEMS WITH APPLICATIONS (2017)
Impact of fuel price fluctuations on airline stock returns Kristjanpoller, W. & Concha, D. Article APPLIED ENERGY (2016)
Choice of Retirement Funds in Chile: Are Chilean Women More Risk Averse than Men? Kristjanpoller, WD; Olson, JE Article SEX ROLES (2015)
Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model Kristjanpoller, Werner y Minutolo, Marcel. Article Expert Systems with Applications (2015)
The Effect of Financial Knowledge and Demographic Variables on Passive and Active Investment in Chile’s Pension Plan Kristjanpoller, Werner y Olson, Josephine Article Journal of Pension Economics and Finance (2015)
Backtesting del valor en riesgo para los mercados bursátiles y de divisas latinoamericanas. Kristjanpoller, Werner y Barahona, Andrés. Article Investigación Económica (2014)
Economic Growth in Latin American Countries: is it Based on Export-led or Import-led Growth? Kristjanpoller, Werner y Olson, Josephine. Article Emerging Markets Finance & Trade (2014)
Relación entre el Dólar, el Precio del Cobre y el Ipsa en distintas escalas de tiempo: Una aproximación a través de wavelet. Kristjanpoller, Werner y Sierra, Alejandro Article Revista Economía Chilena (2014)
Volatility forecast using hybrid Neural Network models Kristjanpoller, Werner; Fadic, Anton y Minutolo, Marcel. Article Expert System with Applications (2014)
Análisis del Efecto Día de Semana en los principales mercados accionarios latinoamericanos: una aproximación mediante el criterio de Dominancia Estocástica Kristjanpoller, Werner; Muñoz, Roberto E Article SCIELO Estudios de economía (2012)
Day of the Week Effect in Latin American Stock Markets Werner Kristjanpoller Rodriguez Article Revista de Análisis Económico /Economic Analysis Review (2012)


Análisis de pronóstico de volatilidad de los principales mercados latinoamericanos mediante un modelo ANN-MSGARCH. Universidad Técnica Federico Santa María (281510) Proyecto 2015-2016 Director(a)
Impacto de la crisis financiera en la conducta de los Inversiones=> Caso aplicado a los cotizantes de fondos de pensiones en chile Universidad Técnica Federico Santa María (281236) Proyecto 2012-2013 Director(a)