Arroyo, Alvaro

1. Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers
   2023/06/08 by Álvaro Arroyo, Álvaro Cartea, Arroyo, Alvaro +5 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #Financial Markets and Investment Strategies #Risk and Portfolio Optimization #Statistical Finance (q-fin.ST) #Stock Market Forecasting Methods
2. Dynamic Portfolio Cuts: A Spectral Approach to Graph-Theoretic Diversification
   2021/06/07 by Álvaro Arroyo, Arroyo, Alvaro, Bruno Scalzo +5 · 1 citation
   Economics, Econometrics and Finance · Neuroscience · Physics and Astronomy · #Complex Network Analysis Techniques #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Electrical engineering #Functional Brain Connectivity Studies #Portfolio Management (q-fin.PM) #Signal Processing (eess.SP) #electronic engineering #information engineering
3. Neural Latent Geometry Search: Product Manifold Inference via Gromov-Hausdorff-Informed Bayesian Optimization
   2023/09/09 by Haitz Sáez de Ocáriz Borde, Álvaro Arroyo, Borde, Haitz Saez de Ocariz +7 · 1 citation
   Computer Science · Materials Science · #Human Pose and Action Recognition #Machine Learning and Data Classification #Machine Learning in Materials Science