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Falces Marin, Javier
82  Ergebnisse:
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1

A reinforcement learning approach to improve the performanc..:

Falces Marin, Javier ; Díaz Pardo de Vera, David ; Lopez Gonzalo, Eduardo.
PLOS ONE.  17 (2022)  12 - p. e0277042 , 2022
Link: https://doi.org/10.1371/..
 
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2

A reinforcement learning approach to improve the performanc..:

Javier Falces Marin ; David Díaz Pardo de Vera ; Eduardo Lopez Gonzalo
https://doi.org/10.1371/journal.pone.0277042.  , 2022
Link: https://doi.org/10.1371/..
 
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3

Features ordered by importance according to the metrics MDI..:

Javier Falces Marin (14285107) ; David Díaz Pardo de Vera (14285110) ; Eduardo Lopez Gonzalo (14285113)
https://figshare.com/articles/dataset/Features_ordered_by_importance_according_to_the_metrics_MDI_MDA_and_SFI_/21759445.  , 2022
Link: https://doi.org/10.1371/..
 
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4

Number of days either Alpha-AS-1 or Alpha-AS-2 scored best ..:

Javier Falces Marin (14285107) ; David Díaz Pardo de Vera (14285110) ; Eduardo Lopez Gonzalo (14285113)
https://figshare.com/articles/dataset/Number_of_days_either_Alpha-AS-1_or_Alpha-AS-2_scored_best_out_of_all_tested_models_for_each_of_the_four_performance_indicators_/21759460.  , 2022
Link: https://doi.org/10.1371/..
 
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5

Comparison of values for Max DD and P&L-to-MAP between the ..:

Javier Falces Marin (14285107) ; David Díaz Pardo de Vera (14285110) ; Eduardo Lopez Gonzalo (14285113)
https://figshare.com/articles/dataset/Comparison_of_values_for_Max_DD_and_P_L-to-MAP_between_the_Gen-AS_model_and_the_Alpha-AS_models_AS1_and_AS2_/21759466.  , 2022
Link: https://doi.org/10.1371/..
 
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6

Orderbook snapshot for btc-usd:

Javier Falces Marin (14285107) ; David Díaz Pardo de Vera (14285110) ; Eduardo Lopez Gonzalo (14285113)
https://figshare.com/articles/figure/Orderbook_snapshot_for_btc-usd_/21759436.  , 2022
Link: https://doi.org/10.1371/..
 
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7

Maximum drawdown:

Javier Falces Marin (14285107) ; David Díaz Pardo de Vera (14285110) ; Eduardo Lopez Gonzalo (14285113)
https://figshare.com/articles/dataset/Maximum_drawdown_/21759454.  , 2022
Link: https://doi.org/10.1371/..
 
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8

The reinforcement learning paradigm:

Javier Falces Marin (14285107) ; David Díaz Pardo de Vera (14285110) ; Eduardo Lopez Gonzalo (14285113)
https://figshare.com/articles/figure/The_reinforcement_learning_paradigm_/21759439.  , 2022
Link: https://doi.org/10.1371/..
 
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9

Sortino ratio:

Javier Falces Marin (14285107) ; David Díaz Pardo de Vera (14285110) ; Eduardo Lopez Gonzalo (14285113)
https://figshare.com/articles/dataset/Sortino_ratio_/21759451.  , 2022
Link: https://doi.org/10.1371/..
 
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10

Sharpe ratio:

Javier Falces Marin (14285107) ; David Díaz Pardo de Vera (14285110) ; Eduardo Lopez Gonzalo (14285113)
https://figshare.com/articles/dataset/Sharpe_ratio_/21759448.  , 2022
Link: https://doi.org/10.1371/..
 
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11

Mann-Whitney tests comparing the four daily performance ind..:

Javier Falces Marin (14285107) ; David Díaz Pardo de Vera (14285110) ; Eduardo Lopez Gonzalo (14285113)
https://figshare.com/articles/dataset/Mann-Whitney_tests_comparing_the_four_daily_performance_indicator_values_Sharpe_Sortino_Max_DD_and_P_L-to-MAP_obtained_for_the_Gen-AS_model_with_the_corresponding_values_obtained_for_the_other_models_over_the_30_test_days_/21759463.  , 2022
Link: https://doi.org/10.1371/..
 
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12

P&L-to-MAP:

Javier Falces Marin (14285107) ; David Díaz Pardo de Vera (14285110) ; Eduardo Lopez Gonzalo (14285113)
https://figshare.com/articles/dataset/P_L-to-MAP_/21759457.  , 2022
Link: https://doi.org/10.1371/..
 
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13

The Alpha-Avellaneda-Stoikov workflow:

Javier Falces Marin (14285107) ; David Díaz Pardo de Vera (14285110) ; Eduardo Lopez Gonzalo (14285113)
https://figshare.com/articles/figure/The_Alpha-Avellaneda-Stoikov_workflow_/21759442.  , 2022
Link: https://doi.org/10.1371/..
 
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14

Contemporary use of cefazolin for MSSA infective endocardit..:

Herrera-Hidalgo, Laura ; Muñoz, Patricia ; Álvarez-Uría, Ana...
info:eu-repo/semantics/altIdentifier/doi/10.1016/J.IJID.2023.10.019.  , 2023
Link: https://investigacion.un..
 
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15

Role of age and comorbidities in mortality of patients with..:

Armiñanzas, Carlos ; Fariñas-Alvarez, Concepción ; Zarauza, Jesús...
http://hdl.handle.net/10668/13753.  , 2019
Link: http://hdl.handle.net/10..
 
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