Participation in Congresses
Lleida, Spain (2025)
Paper presented: “Exploring Dependence Structures in Asset Pricing: Advancements in Multivariate Quantile-on-Quantile Regression.”
València, Spain (2024)
Paper presented: “Motor insurers can identify bad drivers: creating individual and group risk scores from telematics.”
Lisbon, Portugal (2024)
Paper presented: “Quantile Regression and Portfolio Refinement: Addressing Extreme Behaviors in Risk Management.”
Elx, Spain (2023)
Paper presented: “Non-Crossing Neural Network Quantile Regression Estimation for Driving Data with Telematics.”
Online (2023)
Paper presented: “Non-Crossing Neural Network Quantile Regression Estimation for Driving Data with Telematics.”
Edimburgh, Scotland (2023)
Paper presented: “Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation Estimations with Non-Crossing Conditions.”
London, UK (2023)
Paper presented: “Non-crossing neural network regression estimation for driving data with Telematics.”
Guangzhou, China (2022)
Paper presented: “Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility.”
Barcelona, Spain (2022)
Paper presented: “Alternative scoring function specifications for estimating Conditional Tail Expectation regression via Neural Networks.”
Rome, Italy (2022)
Paper presented: “Cross-sectional quantile regression for estimating conditional VaR of returns during periods of hight volatility.”
Salerno, Italy (2022)
Paper presented: “External Spillover Index and its relation with GDP per capita on European countries.”