Browsing by Author "Cabaña Nigro, Ana Alejandra"

Now showing items 1-5 of 5

    • American and exotic options in a market with frictions 

      Junike, Gero; Arratia Quesada, Argimiro Alejandro; Cabaña Nigro, Ana Alejandra; Schoutens, Wim (2020-01)
      Article
      Open Access
      In a market with frictions, bid and ask prices are described by sublinear pricing functionals, which can be defined recursively using coherent risk measures. We prove the convergence of bid and ask prices for various ...

    • Cumulated burden of Covid-19 in Spain from a Bayesian perspective 

      Moriña, David; Fernandez Fontelo, Amanda; Cabaña Nigro, Ana Alejandra; Arratia Quesada, Argimiro Alejandro; Ávalos Villaseñor, Gustavo Eduardo; Puig, Pedro (2021-12)
      Article
      Open Access
      Background The main goal of this work is to estimate the actual number of cases of Covid-19 in Spain in the period 01-31-2020/06-01-2020 by Autonomous Communities. Based on these estimates, this work allows us to accurately ...

    • Estimating the real burden of disease under a pandemic situation: the SARS-CoV2 case 

      Fernandez Fontelo, Amanda; Moriña, David; Cabaña Nigro, Ana Alejandra; Arratia Quesada, Argimiro Alejandro; Puig, Pedro (Public Library of Science (PLOS), 2020-12-03)
      Article
      Open Access
      The present paper introduces a new model used to study and analyse the severe acute respiratory syndrome coronavirus 2 (SARS-CoV2) epidemic-reported-data from Spain. This is a Hidden Markov Model whose hidden layer is a ...

    • Misreported longitudinal data in epidemiology: review of mixture-based advances and current challenges 

      Moriña, David; Fernandez Fontelo, Amanda; Cabaña Nigro, Ana Alejandra; Arratia Quesada, Argimiro Alejandro; Puig Casado, Pere (2021-12)
      Article
      Open Access
      The problem of dealing with misreported data is very common in a wide range of contexts and for different reasons. This has been and still is an important issue for data analysts and statisticians as not accounting for it ...

    • Sentiment analysis of financial news: mechanics and statistics 

      Arratia Quesada, Argimiro Alejandro; Ávalos Villaseñor, Gustavo Eduardo; Cabaña Nigro, Ana Alejandra; Duarte López, Ariel; Renedo Mirambell, Martí (Springer, 2021-06-11)
      Part of book or chapter of book
      Open Access
      This chapter describes the basic mechanics for building a forecasting model that uses as input sentiment indicators derived from textual data. In addition, as we focus our target of predictions on financial time series, ...