
Participation in Congresses
2023
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Edinburgh, Scotland
Paper presented: “Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation Estimations with Non-Crossing Conditions.”
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London, UK
Paper presented: “Non-crossing neural network regression estimation for driving data with Telematics”.
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Online
Paper presented: “Non-Crossing Neural Network Quantile Regression Estimation for Driving Data with Telematics.”
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Elx, Spain
Paper presented: “Non-Crossing Neural Network Quantile Regression Estimation for Driving Data with Telematics.”
2022
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Barcelona, Spain
Paper presented: “Alternative scoring function specifications for estimating Conditional Tail Expectation regression via Neural Networks.”
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Rome, Italy
Paper presented: “ Cross-sectional quantile regression for estimating conditional VaR of returns during periods of hight volatility.”
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Guangzhou, China
Paper presented: “ Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility.”
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Salerno, Italy
Paper presented: “ External Spillover Index and its relation with GDP per capita on European countries.”