Walking Back the Data Quantity Assumption to Improve Time Series Prediction in Deep Learning von Lazcano, Ana, Hidalgo, Pablo, Sandubete, Julio E.

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Measuring the Candidates' Emotions in Political Debates Based on Facial Expression Recognition Techniques von Rodríguez-Fuertes, Alfredo, Alard-Josemaría, Julio, Sandubete, Julio E

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Detecting Structural Changes in Time Series by Using the BDS Test Recursively: An Application to COVID-19 Effects on International Stock Markets von Escot, Lorenzo, Sandubete, Julio E, Pietrych, Łukasz

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Back to Basics: The Power of the Multilayer Perceptron in Financial Time Series Forecasting von Lazcano, Ana, Jaramillo-Morán, Miguel A., Sandubete, Julio E.

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Testing the Efficient Market Hypothesis and the Model-Data Paradox of Chaos on Top Currencies from the Foreign Exchange Market (FOREX) von Sandubete, Julio E., Beleña, León, García-Villalobos, Juan Carlos

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Solving the chaos model-data paradox in the cryptocurrency market von Pietrych, Lukasz, Sandubete, Julio E., Escot, Lorenzo

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DChaos: An R Package for Chaotic Time Series Analysis von Sandubete, Julio,E., Escot, Lorenzo

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EMDFormer model for time series forecasting von de Rojas, Ana Lazcano, Jaramillo-Morán, Miguel A., Sandubete, Julio E.

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Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms von Escot, Lorenzo, Sandubete, Julio E.

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Chaotic signals inside some tick-by-tick financial time series von Sandubete, Julio E., Escot, Lorenzo

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