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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


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)

Werner Kristjanpoller

Profesor Jornada Completa

Universidad Santa Maria

Valparaiso, Chile

Nicolás Rojas

INVESTIGADOR JOVEN

INFORMATICA

Universidad Técnica Federico Santa María

VALPARAISO, Chile

Werner David Kristjanpoller Rodriguez

Líneas de Investigación

Educación

Experiencia Académica

Profesor Adjunto Full Time

Article (18)

High Frequency and Dynamic Pairs Trading with Ant Colony Optimization

An adaptive forecasting approach for copper price volatility through hybrid and non-hybrid models

A hybrid volatility forecasting framework integrating GARCH, Artificial Neural network, Technical Analysis and Principal Components Analysis.

A stock market risk forecasting model through integration of switching regime, ANFIS and GARCH techniques.

Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?.

Dynamic co-movements between energy consumption and economic growth. A panel data and wavelet perspective

Asymmetric multifractal cross-correlations and time varying features between Latin-American stock market indices and crude oil market

Volatility of main metals forecasted by a hybrid ANN-GARCH model with regressors

Impact of fuel price fluctuations on airline stock returns

Choice of Retirement Funds in Chile: Are Chilean Women More Risk Averse than Men?

Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model

The Effect of Financial Knowledge and Demographic Variables on Passive and Active Investment in Chile’s Pension Plan

Backtesting del valor en riesgo para los mercados bursátiles y de divisas latinoamericanas.

Economic Growth in Latin American Countries: is it Based on Export-led or Import-led Growth?

Relación entre el Dólar, el Precio del Cobre y el Ipsa en distintas escalas de tiempo: Una aproximación a través de wavelet.

Volatility forecast using hybrid Neural Network models

Análisis del Efecto Día de Semana en los principales mercados accionarios latinoamericanos: una aproximación mediante el criterio de Dominancia Estocástica

Day of the Week Effect in Latin American Stock Markets

Proyecto (2)

Análisis de pronóstico de volatilidad de los principales mercados latinoamericanos mediante un modelo ANN-MSGARCH.

Impacto de la crisis financiera en la conducta de los Inversiones=> Caso aplicado a los cotizantes de fondos de pensiones en chile

Werner Kristjanpoller

Nicolás Rojas